Lean
$LEAN_TAG$

Algorithm framework model that More...
Public Member Functions  
IEnumerable< IPortfolioTarget >  CreateTargets (QCAlgorithm algorithm, Insight[] insights) 
Create portfolio targets from the specified insights 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
Definition at line 24 of file IPortfolioConstructionModel.cs.
IEnumerable<IPortfolioTarget> QuantConnect.Algorithm.Framework.Portfolio.IPortfolioConstructionModel.CreateTargets  (  QCAlgorithm  algorithm, 
Insight[]  insights  
) 
Create portfolio targets from the specified insights
algorithm  The algorithm instance 
insights  The insights to create portfolio targets from 
Implemented in QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModelPythonWrapper, QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel, QuantConnect.Algorithm.Framework.Portfolio.AlphaStreamsPortfolioConstructionModel, QuantConnect.Algorithm.Framework.Portfolio.EqualWeightingAlphaStreamsPortfolioConstructionModel, and QuantConnect.Algorithm.Framework.Portfolio.NullPortfolioConstructionModel.