Lean
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Class manager to send portfolio targets to different 3rd party API's For example, it allows Collective2, CrunchDAO and Numerai signal export providers More...
Public Member Functions | |
SignalExportManager (IAlgorithm algorithm) | |
SignalExportManager Constructor, obtains the entry information needed to send signals and initializes the fields to be used More... | |
void | AddSignalExportProviders (params ISignalExportTarget[] signalExports) |
Adds one or more new signal exports providers More... | |
bool | SetTargetPortfolioFromPortfolio () |
Sets the portfolio targets from the algorihtm's Portfolio and sends them with the algorithm being ran to the signal exports providers already set More... | |
bool | SetTargetPortfolio (params PortfolioTarget[] portfolioTargets) |
Sets the portfolio targets with the given entries and sends them with the algorithm being ran to the signal exports providers set, as long as the algorithm is in live mode More... | |
Protected Member Functions | |
bool | GetPortfolioTargets (out PortfolioTarget[] targets) |
Obtains an array of portfolio targets from algorithm's Portfolio and returns them. See PortfolioTarget.Percent(IAlgorithm, Symbol, decimal, bool, string) for more information about how each symbol quantity was calculated More... | |
Class manager to send portfolio targets to different 3rd party API's For example, it allows Collective2, CrunchDAO and Numerai signal export providers
Definition at line 28 of file SignalExportManager.cs.
QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager.SignalExportManager | ( | IAlgorithm | algorithm | ) |
SignalExportManager Constructor, obtains the entry information needed to send signals and initializes the fields to be used
algorithm | Algorithm being run |
Definition at line 50 of file SignalExportManager.cs.
void QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager.AddSignalExportProviders | ( | params ISignalExportTarget[] | signalExports | ) |
Adds one or more new signal exports providers
signalExports | One or more signal export provider |
Definition at line 60 of file SignalExportManager.cs.
bool QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager.SetTargetPortfolioFromPortfolio | ( | ) |
Sets the portfolio targets from the algorihtm's Portfolio and sends them with the algorithm being ran to the signal exports providers already set
Definition at line 73 of file SignalExportManager.cs.
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protected |
Obtains an array of portfolio targets from algorithm's Portfolio and returns them. See PortfolioTarget.Percent(IAlgorithm, Symbol, decimal, bool, string) for more information about how each symbol quantity was calculated
targets | An array of portfolio targets from the algorithm's Portfolio |
Definition at line 90 of file SignalExportManager.cs.
bool QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager.SetTargetPortfolio | ( | params PortfolioTarget[] | portfolioTargets | ) |
Sets the portfolio targets with the given entries and sends them with the algorithm being ran to the signal exports providers set, as long as the algorithm is in live mode
portfolioTargets | One or more portfolio targets to be sent to the defined signal export providers |
Definition at line 110 of file SignalExportManager.cs.