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QuantConnect.Algorithm.Framework.Risk.RiskManagementModelPythonWrapper Class Reference

Provides an implementation of IRiskManagementModel that wraps a PyObject object More...

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

 RiskManagementModelPythonWrapper (PyObject model)
 Constructor for initialising the IRiskManagementModel class with wrapped PyObject object More...
 
override IEnumerable< IPortfolioTarget > ManageRisk (QCAlgorithm algorithm, IPortfolioTarget[] targets)
 Manages the algorithm's risk at each time step More...
 
override 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 wraps a PyObject object

Definition at line 27 of file RiskManagementModelPythonWrapper.cs.

Constructor & Destructor Documentation

◆ RiskManagementModelPythonWrapper()

QuantConnect.Algorithm.Framework.Risk.RiskManagementModelPythonWrapper.RiskManagementModelPythonWrapper ( PyObject  model)

Constructor for initialising the IRiskManagementModel class with wrapped PyObject object

Parameters
modelModel defining how risk is managed

Definition at line 35 of file RiskManagementModelPythonWrapper.cs.

Member Function Documentation

◆ ManageRisk()

override IEnumerable<IPortfolioTarget> QuantConnect.Algorithm.Framework.Risk.RiskManagementModelPythonWrapper.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 45 of file RiskManagementModelPythonWrapper.cs.

◆ OnSecuritiesChanged()

override void QuantConnect.Algorithm.Framework.Risk.RiskManagementModelPythonWrapper.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

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

Definition at line 55 of file RiskManagementModelPythonWrapper.cs.

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