Lean  $LEAN_TAG$
QuantConnect.Algorithm.Framework.Risk.NullRiskManagementModel Class Reference

Provides an implementation of IRiskManagementModel that does nothing More...

Inheritance diagram for QuantConnect.Algorithm.Framework.Risk.NullRiskManagementModel:
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Public Member Functions

override IEnumerable< IPortfolioTargetManageRisk (QCAlgorithm algorithm, IPortfolioTarget[] targets)
 Manages the algorithm's risk at each time step More...
 
- Public Member Functions inherited from QuantConnect.Algorithm.Framework.Risk.RiskManagementModel
virtual void OnSecuritiesChanged (QCAlgorithm algorithm, SecurityChanges changes)
 Event fired each time the we add/remove securities from the data feed More...
 

Detailed Description

Provides an implementation of IRiskManagementModel that does nothing

Definition at line 10 of file NullRiskManagementModel.cs.

Member Function Documentation

◆ ManageRisk()

override IEnumerable<IPortfolioTarget> QuantConnect.Algorithm.Framework.Risk.NullRiskManagementModel.ManageRisk ( QCAlgorithm  algorithm,
IPortfolioTarget[]  targets 
)
virtual

Manages the algorithm's risk at each time step

Parameters
algorithmThe algorithm instance
targetsThe current portfolio targets to be assessed for risk

Reimplemented from QuantConnect.Algorithm.Framework.Risk.RiskManagementModel.

Definition at line 17 of file NullRiskManagementModel.cs.


The documentation for this class was generated from the following file: