QuantConnect.Algorithm.Framework Namespace Reference

Classes
class	CustomWeightingAlphaStreamsPortfolioConstructionModel
	Custom weighting alpha streams portfolio construction model that will generate aggregated security targets taking into account all the alphas positions and a custom weighting factor for each alpha, which is also factored by the relation of the alphas portfolio value and the current algorithms portfolio value More...
interface	INotifiedSecurityChanges
	Types implementing this interface will be called when the algorithm's set of securities changes More...
class	NotifiedSecurityChanges
	Provides convenience methods for updating collections in responses to securities changed events More...