INotifiedSecurityChanges
Types implementing this interface will be called when the algorithm's set of securities changes
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 |