QuantConnect.Algorithm.Framework.Alphas.IAlphaModel Interface Reference

Algorithm framework model that produces insights More...

Inheritance diagram for QuantConnect.Algorithm.Framework.Alphas.IAlphaModel:

Public Member Functions
IEnumerable< Insight >	Update (QCAlgorithm algorithm, Slice data)
	Updates this alpha model with the latest data from the algorithm. This is called each time the algorithm receives data for subscribed securities More...
Public Member Functions inherited from QuantConnect.Algorithm.Framework.INotifiedSecurityChanges
void	OnSecuritiesChanged (QCAlgorithm algorithm, SecurityChanges changes)
	Event fired each time the we add/remove securities from the data feed More...

Detailed Description

Algorithm framework model that produces insights

Definition at line 24 of file IAlphaModel.cs.

Member Function Documentation

Update()

IEnumerable<Insight> QuantConnect.Algorithm.Framework.Alphas.IAlphaModel.Update	(	QCAlgorithm	algorithm,
		Slice	data
	)

Updates this alpha model with the latest data from the algorithm. This is called each time the algorithm receives data for subscribed securities

Parameters

algorithm	The algorithm instance
data	The new data available

Returns

The new insights generated

Implemented in QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel, QuantConnect.Algorithm.Framework.Alphas.CompositeAlphaModel, QuantConnect.Algorithm.Framework.Alphas.AlphaModelPythonWrapper, QuantConnect.Algorithm.Framework.Alphas.BasePairsTradingAlphaModel, QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel, QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel, QuantConnect.Algorithm.Framework.Alphas.HistoricalReturnsAlphaModel, QuantConnect.Algorithm.Framework.Alphas.RsiAlphaModel, QuantConnect.Algorithm.Framework.Alphas.AlphaModel, and QuantConnect.Algorithm.Framework.Alphas.NullAlphaModel.

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

• Algorithm/Alphas/IAlphaModel.cs