QuantConnect.Algorithm.Framework.Alphas
Classes
| Class | Description |
|---|---|
| AlphaModel | Provides a base class for alpha models. |
| AlphaModelExtensions | Provides extension methods for alpha models |
| AlphaModelPythonWrapper | Provides an implementation of IAlphaModel that wraps a PyObject object |
| BasePairsTradingAlphaModel | This alpha model is designed to accept every possible pair combination... |
| CompositeAlphaModel | Provides an implementation of IAlphaModel that combines multiple alpha... |
| ConstantAlphaModel | Provides an implementation of IAlphaModel that always returns the same insight for each security |
| EmaCrossAlphaModel | Alpha model that uses an EMA cross to create insights |
| GeneratedInsightsCollection | Defines a collection of insights that were generated at the same time step |
| HistoricalReturnsAlphaModel | Alpha model that uses historical returns to create insights |
| IAlphaModel | Algorithm framework model that produces insights |
| IInsightScoreFunction | Abstraction in charge of scoring insights |
| INamedModel | Provides a marker interface allowing models to define their own names.... |
| Insight | Defines a alpha prediction for a single symbol generated by the algorithm |
| InsightCollection | Provides a collection for managing insights. This type provides collection access semantics... |
| InsightScore | Defines the scores given to a particular insight |
| InsightScoreFunctionPythonWrapper | A python implementation insight evaluator wrapper |
| MacdAlphaModel | Defines a custom alpha model that uses MACD crossovers. The MACD signal line is... |
| NullAlphaModel | Provides a null implementation of an alpha model |
| PearsonCorrelationPairsTradingAlphaModel | This alpha model is designed to rank every pair combination by its pearson correlation... |
| RsiAlphaModel | Uses Wilder's RSI to create insights. Using default settings, a cross over below 30 or above 70 will... |
Enumerations
Bases: IntEnum
Specifies the predicted direction for a insight (price/volatility)
DOWN = -1
The value will go down (-1)
FLAT = 0
The value will stay flat (0)
UP = 1
The value will go up (1)
Bases: IntEnum
Defines a specific type of score for a insight
DIRECTION = 0
Directional accuracy (0)
MAGNITUDE = 1
Magnitude accuracy (1)
Bases: IntEnum
Specifies the type of insight
PRICE = 0
The insight is for a security's price (0)
VOLATILITY = 1
The insight is for a security's price volatility (1)