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NotifiedSecurityChanges

QuantConnect.Algorithm.Framework.NotifiedSecurityChanges

Bases: Object

Provides convenience methods for updating collections in responses to securities changed events

update

update(
    changes: SecurityChanges,
    add: Callable[[Security], Any],
    remove: Callable[[Security], Any],
) -> None

Invokes the provided add and remove functions for each

Parameters:

Name Type Description Default
changes SecurityChanges

The security changes to process

required
add Callable[[Security], Any]

Function called for each added security

required
remove Callable[[Security], Any]

Function called for each removed security

required

update_collection

update_collection(
    securities: ICollection[Security],
    changes: SecurityChanges,
) -> None

Adds and removes the security changes to/from the collection

Parameters:

Name Type Description Default
securities ICollection[Security]

The securities collection to be updated with the changes

required
changes SecurityChanges

The changes to be applied to the securities collection

required