CompositeAlphaModel

QuantConnect.Algorithm.Framework.Alphas.CompositeAlphaModel

CompositeAlphaModel(
    *alpha_models: Union[IAlphaModel, Iterable[IAlphaModel]]
)

CompositeAlphaModel(
    *alpha_models: Union[Any, Iterable[Any]]
)

Bases: AlphaModel

Provides an implementation of IAlphaModel that combines multiple alpha models into a single alpha model and properly sets each insights 'SourceModel' property.

Initializes a new instance of the CompositeAlphaModel class

Parameters:

Name	Type	Description	Default
alpha_models	Union[IAlphaModel, Iterable[IAlphaModel]] | Union[Any, Iterable[Any]]	The individual alpha models defining this composite model	()

name

name: str

Defines a name for a framework model

instance

instance: Any

Gets the underlying python instance

This codeEntityType is protected.

PythonRuntimeChecker

Bases: Object

Set of helper methods to invoke Python methods with runtime checks for return values and out parameter's conversions.

add_alpha

add_alpha(py_alpha_model: Any) -> None

add_alpha(alpha_model: IAlphaModel) -> None

Adds a new AlphaModel

Parameters:

Name	Type	Description	Default
py_alpha_model	Optional[Any]	The alpha model to add	None
alpha_model	Optional[IAlphaModel]	The alpha model to add	None

on_securities_changed

on_securities_changed(
    algorithm: QCAlgorithm, changes: SecurityChanges
) -> None

Event fired each time the we add/remove securities from the data feed. This method patches this call through the each of the wrapped models.

Parameters:

Name	Type	Description	Default
algorithm	QCAlgorithm	The algorithm instance that experienced the change in securities	required
changes	SecurityChanges	The security additions and removals from the algorithm	required

update

update(
    algorithm: QCAlgorithm, data: Slice
) -> Iterable[Insight]

Updates this alpha model with the latest data from the algorithm. This is called each time the algorithm receives data for subscribed securities. This method patches this call through the each of the wrapped models.

Parameters:

Name	Type	Description	Default
algorithm	QCAlgorithm	The algorithm instance	required
data	Slice	The new data available	required

Returns:

Type	Description
Iterable[Insight]	The new insights generated.

equals

equals(obj: Any) -> bool

equals(
    other: BasePythonWrapper[
        QuantConnect_Python_BasePythonWrapper_TInterface
    ],
) -> bool

Signature descriptions:

• Determines whether the specified object is an instance of BasePythonWrapper{TInterface} and wraps the same Python object reference as this instance, which would indicate that they are equal.

• Determines whether the specified instance wraps the same Python object reference as this instance, which would indicate that they are equal.

Parameters:

Name	Type	Description	Default
obj	Optional[Any]	The other object to compare this with	None
other	Optional[BasePythonWrapper[QuantConnect_Python_BasePythonWrapper_TInterface]]	The other object to compare this with	None

Returns:

Type	Description
bool	True if both instances are equal, that is if both wrap the same Python object reference.

set_python_instance

set_python_instance(instance: Any) -> None

set_python_instance(
    instance: Any, validate_interface: bool
) -> None

Signature descriptions:

• Sets the python instance

• Sets the python instance and sets the validate interface flag

Parameters:

Name	Type	Description	Default
instance	Any	The underlying python instance	required
validate_interface	Optional[bool]	Whether to perform validations for interface implementation	None

dispose

dispose() -> None

Dispose of this instance

get_event

get_event(name: str) -> Any

Gets the Python instance event with the specified name

Parameters:

Name	Type	Description	Default
name	str	The name of the event	required

get_hash_code

get_hash_code() -> int

Gets the hash code for the current instance

Returns:

Type	Description
int	The hash code of the current instance.

get_method

get_method(
    method_name: str, python_only: bool = False
) -> Any

Gets the Python instances method with the specified name and caches it

Parameters:

Name	Type	Description	Default
method_name	str	The name of the method	required
python_only	bool	Whether to only return python methods	False

Returns:

Type	Description
Any	The matched method.

get_property

get_property(property_name: str) -> Any

Gets the Python instance property with the specified name

Parameters:

Name	Type	Description	Default
property_name	str	The name of the property	required

has_attr

has_attr(name: str) -> bool

Determines whether the Python instance has the specified attribute

Parameters:

Name	Type	Description	Default
name	str	The attribute name	required

Returns:

Type	Description
bool	Whether the Python instance has the specified attribute.

invoke_method

invoke_method(
    method_name: str, *args: Union[Object, Iterable[Object]]
) -> Any

Invokes the specified method with the specified arguments

Parameters:

Name	Type	Description	Default
method_name	str	The name of the method	required
args	Union[Object, Iterable[Object]]	The arguments to call the method with	()

invoke_void_method

invoke_void_method(
    method_name: str, *args: Union[Object, Iterable[Object]]
) -> None

Invokes the specified method with the specified arguments without returning a value

Parameters:

Name	Type	Description	Default
method_name	str	The name of the method	required
args	Union[Object, Iterable[Object]]	The arguments to call the method with	()

set_property

set_property(property_name: str, value: Any) -> None

Sets the Python instance property with the specified name

Parameters:

Name	Type	Description	Default
property_name	str	The name of the property	required
value	Any	The property value	required