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QuantConnect.Algorithm.Framework.Risk.RiskManagementModel Class Reference

Provides a base class for risk management models More...

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

virtual IEnumerable< IPortfolioTargetManageRisk (QCAlgorithm algorithm, IPortfolioTarget[] targets)
 Manages the algorithm's risk at each time step More...
 
virtual void OnSecuritiesChanged (QCAlgorithm algorithm, SecurityChanges changes)
 Event fired each time the we add/remove securities from the data feed More...
 

Detailed Description

Provides a base class for risk management models

Definition at line 25 of file RiskManagementModel.cs.

Member Function Documentation

◆ ManageRisk()

◆ OnSecuritiesChanged()

virtual void QuantConnect.Algorithm.Framework.Risk.RiskManagementModel.OnSecuritiesChanged ( QCAlgorithm  algorithm,
SecurityChanges  changes 
)
virtual

Event fired each time the we add/remove securities from the data feed

Parameters
algorithmThe algorithm instance that experienced the change in securities
changesThe security additions and removals from the algorithm

Implements QuantConnect.Algorithm.Framework.INotifiedSecurityChanges.

Reimplemented in QuantConnect.Algorithm.Framework.Risk.MaximumSectorExposureRiskManagementModel, QuantConnect.Algorithm.Framework.Risk.CompositeRiskManagementModel, and QuantConnect.Algorithm.Framework.Risk.RiskManagementModelPythonWrapper.

Definition at line 42 of file RiskManagementModel.cs.


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