IExecutionModel

QuantConnect.Algorithm.Framework.Execution.IExecutionModel

Algorithm framework model that executes portfolio targets

execute(
    algorithm: QCAlgorithm, targets: List[IPortfolioTarget]
) -> None

Submit orders for the specified portfolio targets. This model is free to delay or spread out these orders as it sees fit

Parameters:

Name	Type	Description	Default
`algorithm`	`QCAlgorithm`	The algorithm instance	required
`targets`	`List[IPortfolioTarget]`	The portfolio targets just emitted by the portfolio construction model. These are always just the new/updated targets and not a complete set of targets	required

on_order_event(
    algorithm: QCAlgorithm, order_event: OrderEvent
) -> None

New order event handler

Parameters:

Name	Type	Description	Default
`algorithm`	`QCAlgorithm`	The algorithm instance	required
`order_event`	`OrderEvent`	Order event to process	required

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