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Algorithm framework model that produces insights More...
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... | |
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void | OnSecuritiesChanged (QCAlgorithm algorithm, SecurityChanges changes) |
Event fired each time the we add/remove securities from the data feed More... | |
Algorithm framework model that produces insights
Definition at line 24 of file IAlphaModel.cs.
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
algorithm | The algorithm instance |
data | The new data available |
Implemented in QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel, QuantConnect.Algorithm.Framework.Alphas.CompositeAlphaModel, QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel, QuantConnect.Algorithm.Framework.Alphas.AlphaModelPythonWrapper, QuantConnect.Algorithm.Framework.Alphas.BasePairsTradingAlphaModel, 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.