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 Property is protected.

PythonRuntimeChecker

Bases: Object

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

invoke_method

invoke_method: PythonRuntimeChecker_InvokeMethod

invoke_method_and_enumerate

invoke_method_and_enumerate: (
    PythonRuntimeChecker_InvokeMethodAndEnumerate
)

invoke_method_and_get_dictionary

invoke_method_and_get_dictionary: (
    PythonRuntimeChecker_InvokeMethodAndGetDictionary
)

invoke_method_and_wrap_result

invoke_method_and_wrap_result: (
    PythonRuntimeChecker_InvokeMethodAndWrapResult
)

invoke_method_and_get_out_parameters

invoke_method_and_get_out_parameters: (
    PythonRuntimeChecker_InvokeMethodAndGetOutParameters
)

convert

convert: PythonRuntimeChecker_Convert

convert_and_dispose

convert_and_dispose: PythonRuntimeChecker_ConvertAndDispose

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
) -> Sequence[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
`Sequence[Insight]`	The new insights generated.

equals

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

equals(obj: Any) -> bool

Signature descriptions:

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

Parameters:

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

get_property

get_property(property_name: str) -> Any

get_property(
    property_name: str,
) -> QuantConnect_Python_BasePythonWrapper_GetProperty_T

Gets the Python instance property with the specified name

Parameters:

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

invoke_method

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

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

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	`()`

Returns:

Type	Description
`Any \| QuantConnect_Python_BasePythonWrapper_InvokeMethod_T`	The returned valued converted to the given type.

invoke_method_and_enumerate

invoke_method_and_enumerate(
    method_name: str, *args: Union[Object, Iterable[Object]]
) -> Sequence[
    QuantConnect_Python_BasePythonWrapper_InvokeMethodAndEnumerate_T
]

Invokes the specified method with the specified arguments and iterates over the returned values

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	`()`

Returns:

Type	Description
`Sequence[QuantConnect_Python_BasePythonWrapper_InvokeMethodAndEnumerate_T]`	The returned valued converted to the given type.

invoke_method_and_get_dictionary

invoke_method_and_get_dictionary(
    method_name: str, *args: Union[Object, Iterable[Object]]
) -> Dictionary[
    QuantConnect_Python_BasePythonWrapper_InvokeMethodAndGetDictionary_TKey,
    QuantConnect_Python_BasePythonWrapper_InvokeMethodAndGetDictionary_TValue,
]

Invokes the specified method with the specified arguments and iterates over the returned values

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	`()`

Returns:

Type	Description
`Dictionary[QuantConnect_Python_BasePythonWrapper_InvokeMethodAndGetDictionary_TKey, QuantConnect_Python_BasePythonWrapper_InvokeMethodAndGetDictionary_TValue]`	The returned valued converted to the given type.

invoke_method_and_wrap_result

invoke_method_and_wrap_result(
    method_name: str,
    wrap_result: Callable[
        [Any],
        QuantConnect_Python_BasePythonWrapper_InvokeMethodAndWrapResult_T,
    ],
    *args: Union[Object, Iterable[Object]]
) -> QuantConnect_Python_BasePythonWrapper_InvokeMethodAndWrapResult_T

Invokes the specified method with the specified arguments and wraps the result by calling the given function if the result is not a C# object

Parameters:

Name	Type	Description	Default
`method_name`	`str`	The name of the method	required
`wrap_result`	`Callable[[Any], QuantConnect_Python_BasePythonWrapper_InvokeMethodAndWrapResult_T]`	Method that wraps a Python object in the corresponding Python Wrapper	required
`args`	`Union[Object, Iterable[Object]]`	The arguments to call the method with	`()`

Returns:

Type	Description
`QuantConnect_Python_BasePythonWrapper_InvokeMethodAndWrapResult_T`	The returned value wrapped using the given method if the result is not a C# object.

invoke_method_with_out_parameters

invoke_method_with_out_parameters(
    method_name: str,
    out_parameters_types: List[Type],
    out_parameters: Optional[List[Object]],
    *args: Union[Object, Iterable[Object]]
) -> Tuple[
    QuantConnect_Python_BasePythonWrapper_InvokeMethodWithOutParameters_T,
    List[Object],
]

Invokes the specified method with the specified arguments and out parameters

Parameters:

Name	Type	Description	Default
`method_name`	`str`	The name of the method	required
`out_parameters_types`	`List[Type]`	The types of the out parameters	required
`out_parameters`	`Optional[List[Object]]`	The out parameters values	required
`args`	`Union[Object, Iterable[Object]]`	The arguments to call the method with	`()`

Returns:

Type	Description
`Tuple[QuantConnect_Python_BasePythonWrapper_InvokeMethodWithOutParameters_T, List[Object]]`	The returned valued converted to the given type.

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`

try_invoke_python_override

try_invoke_python_override(
    method_name: str,
    result: Optional[
        QuantConnect_Python_BasePythonWrapper_TryInvokePythonOverride_T
    ],
    *args: Union[Object, Iterable[Object]]
) -> Tuple[
    bool,
    QuantConnect_Python_BasePythonWrapper_TryInvokePythonOverride_T,
]

Attempts to invoke the method if it has been overridden in Python.

Parameters:

Name	Type	Description	Default
`method_name`	`str`	The name of the method to call on the Python instance.	required
`result`	`Optional[QuantConnect_Python_BasePythonWrapper_TryInvokePythonOverride_T]`	When this method returns, contains the method result if the call succeeded.	required
`args`	`Union[Object, Iterable[Object]]`	The arguments to pass to the Python method.	`()`

Returns:

Type	Description
`Tuple[bool, QuantConnect_Python_BasePythonWrapper_TryInvokePythonOverride_T]`	true if the Python method was successfully invoked, otherwise, false.

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.

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_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