NullRiskManagementModel

QuantConnect.Algorithm.Framework.Risk.NullRiskManagementModel

Provides an implementation of IRiskManagementModel that does nothing

manage_risk(
    algorithm: QCAlgorithm, targets: List[IPortfolioTarget]
) -> Iterable[IPortfolioTarget]

Manages the algorithm's risk at each time step

Parameters:

Name	Type	Description	Default
`algorithm`	`QCAlgorithm`	The algorithm instance	required
`targets`	`List[IPortfolioTarget]`	The current portfolio targets to be assessed for risk	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