QuantConnect.Algorithm.Framework.Portfolio.IPortfolioConstructionModel Interface Reference

Algorithm framework model that More...

Inheritance diagram for QuantConnect.Algorithm.Framework.Portfolio.IPortfolioConstructionModel:

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...

Detailed Description

Algorithm framework model that

Definition at line 24 of file IPortfolioConstructionModel.cs.

Member Function Documentation

CreateTargets()

IEnumerable<IPortfolioTarget> QuantConnect.Algorithm.Framework.Portfolio.IPortfolioConstructionModel.CreateTargets	(	QCAlgorithm	algorithm,
		Insight[]	insights
	)

Create portfolio targets from the specified insights

Parameters

algorithm	The algorithm instance
insights	The insights to create portfolio targets from

Returns

An enumerable of portfolio targets to be sent to the execution model

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.

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The documentation for this interface was generated from the following file:

• Algorithm/Portfolio/IPortfolioConstructionModel.cs