Lean
$LEAN_TAG$
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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... | |
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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 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.