IAlphaModel

QuantConnect.Algorithm.Framework.Alphas.IAlphaModel

Algorithm framework model that produces insights

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

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.

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

Event fired each time the we add/remove securities from the data feed

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