Lean
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Algorithm framework model that More...
Public Member Functions | |
IEnumerable< IPortfolioTarget > | CreateTargets (QCAlgorithm algorithm, Insight[] insights) |
Create portfolio targets from the specified insights 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
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.PortfolioConstructionModel, QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModelPythonWrapper, QuantConnect.Algorithm.Framework.Portfolio.AlphaStreamsPortfolioConstructionModel, and QuantConnect.Algorithm.Framework.Portfolio.NullPortfolioConstructionModel.