QuantConnect.Algorithm.Framework.Execution Namespace Reference

Classes
class	ExecutionModel
	Provides a base class for execution models More...
class	ExecutionModelPythonWrapper
	Provides an implementation of IExecutionModel that wraps a PyObject object More...
interface	IExecutionModel
	Algorithm framework model that executes portfolio targets More...
class	ImmediateExecutionModel
	Provides an implementation of IExecutionModel that immediately submits market orders to achieve the desired portfolio targets More...
class	NullExecutionModel
	Provides an implementation of IExecutionModel that does nothing More...
class	SpreadExecutionModel
	Execution model that submits orders while the current spread is in desirably tight extent. More...
class	StandardDeviationExecutionModel
	Execution model that submits orders while the current market prices is at least the configured number of standard deviations away from the mean in the favorable direction (below/above for buy/sell respectively) More...
class	VolumeWeightedAveragePriceExecutionModel
	Execution model that submits orders while the current market price is more favorable that the current volume weighted average price. More...