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... | |
Detailed Description
Algorithm framework model that executes portfolio targets
Definition at line 23 of file IExecutionModel.cs.
Member Function Documentation
◆ Execute()
| 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
- Parameters
-
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.
The documentation for this interface was generated from the following file:
- Algorithm/Execution/IExecutionModel.cs
