Lean
$LEAN_TAG$
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Algorithm framework model that manages an algorithm's risk/downside More...
Public Member Functions | |
IEnumerable< IPortfolioTarget > | ManageRisk (QCAlgorithm algorithm, IPortfolioTarget[] targets) |
Manages the algorithm's risk at each time step 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 manages an algorithm's risk/downside
Definition at line 24 of file IRiskManagementModel.cs.
IEnumerable<IPortfolioTarget> QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel.ManageRisk | ( | QCAlgorithm | algorithm, |
IPortfolioTarget[] | targets | ||
) |
Manages the algorithm's risk at each time step
algorithm | The algorithm instance |
targets | The current portfolio targets to be assessed for risk |
Implemented in QuantConnect.Algorithm.Framework.Risk.CompositeRiskManagementModel, QuantConnect.Algorithm.Framework.Risk.MaximumSectorExposureRiskManagementModel, QuantConnect.Algorithm.Framework.Risk.MaximumDrawdownPercentPortfolio, QuantConnect.Algorithm.Framework.Risk.MaximumDrawdownPercentPerSecurity, QuantConnect.Algorithm.Framework.Risk.MaximumUnrealizedProfitPercentPerSecurity, QuantConnect.Algorithm.Framework.Risk.TrailingStopRiskManagementModel, QuantConnect.Algorithm.Framework.Risk.RiskManagementModelPythonWrapper, QuantConnect.Algorithm.Framework.Risk.RiskManagementModel, and QuantConnect.Algorithm.Framework.Risk.NullRiskManagementModel.