Lean
$LEAN_TAG$

Algorithm framework model that executes portfolio targets More...
Public Member Functions  
void  Execute (QCAlgorithm algorithm, IPortfolioTarget[] targets) 
Submit orders for the specified portfolio targets. This model is free to delay or spread out these orders as it sees fit 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...  
Algorithm framework model that executes portfolio targets
Definition at line 23 of file IExecutionModel.cs.
void QuantConnect.Algorithm.Framework.Execution.IExecutionModel.Execute  (  QCAlgorithm  algorithm, 
IPortfolioTarget[]  targets  
) 
Submit orders for the specified portfolio targets. This model is free to delay or spread out these orders as it sees fit
algorithm  The algorithm instance 
targets  The portfolio targets just emitted by the portfolio construction model. These are always just the new/updated targets and not a complete set of targets 
Implemented in QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel, QuantConnect.Algorithm.Framework.Execution.ExecutionModelPythonWrapper, QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel, QuantConnect.Algorithm.Framework.Execution.SpreadExecutionModel, QuantConnect.Algorithm.Framework.Execution.ImmediateExecutionModel, QuantConnect.Algorithm.Framework.Execution.ExecutionModel, and QuantConnect.Algorithm.Framework.Execution.NullExecutionModel.