API Reference for docs v2 (#6098)

API Reference for docs v2 

Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>

Algorithm/QCAlgorithm.Framework.Python.cs

@@ -1,4 +1,4 @@
-/*
+/*
  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
  *
@@ -28,6 +28,7 @@ namespace QuantConnect.Algorithm
         /// Sets the alpha model
         /// </summary>
         /// <param name="alpha">Model that generates alpha</param>
+        [DocumentationAttribute(AlgorithmFramework)]
         public void SetAlpha(PyObject alpha)
         {
             IAlphaModel model;
@@ -45,6 +46,7 @@ namespace QuantConnect.Algorithm
         /// Adds a new alpha model
         /// </summary>
         /// <param name="alpha">Model that generates alpha to add</param>
+        [DocumentationAttribute(AlgorithmFramework)]
         public void AddAlpha(PyObject alpha)
         {
             IAlphaModel model;
@@ -62,6 +64,8 @@ namespace QuantConnect.Algorithm
         /// Sets the execution model
         /// </summary>
         /// <param name="execution">Model defining how to execute trades to reach a portfolio target</param>
+        [DocumentationAttribute(AlgorithmFramework)]
+        [DocumentationAttribute(TradingAndOrders)]
         public void SetExecution(PyObject execution)
         {
             IExecutionModel model;
@@ -79,6 +83,8 @@ namespace QuantConnect.Algorithm
         /// Sets the portfolio construction model
         /// </summary>
         /// <param name="portfolioConstruction">Model defining how to build a portfolio from alphas</param>
+        [DocumentationAttribute(AlgorithmFramework)]
+        [DocumentationAttribute(TradingAndOrders)]
         public void SetPortfolioConstruction(PyObject portfolioConstruction)
         {
             IPortfolioConstructionModel model;
@@ -96,6 +102,8 @@ namespace QuantConnect.Algorithm
         /// Sets the universe selection model
         /// </summary>
         /// <param name="universeSelection">Model defining universes for the algorithm</param>
+        [DocumentationAttribute(AlgorithmFramework)]
+        [DocumentationAttribute(Universes)]
         public void SetUniverseSelection(PyObject universeSelection)
         {
             IUniverseSelectionModel model;
@@ -110,6 +118,8 @@ namespace QuantConnect.Algorithm
         /// Adds a new universe selection model
         /// </summary>
         /// <param name="universeSelection">Model defining universes for the algorithm to add</param>
+        [DocumentationAttribute(AlgorithmFramework)]
+        [DocumentationAttribute(Universes)]
         public void AddUniverseSelection(PyObject universeSelection)
         {
             IUniverseSelectionModel model;
@@ -124,6 +134,8 @@ namespace QuantConnect.Algorithm
         /// Sets the risk management model
         /// </summary>
         /// <param name="riskManagement">Model defining how risk is managed</param>
+        [DocumentationAttribute(AlgorithmFramework)]
+        [DocumentationAttribute(TradingAndOrders)]
         public void SetRiskManagement(PyObject riskManagement)
         {
             IRiskManagementModel model;
@@ -141,6 +153,8 @@ namespace QuantConnect.Algorithm
         /// Adds a new risk management model
         /// </summary>
         /// <param name="riskManagement">Model defining how risk is managed to add</param>
+        [DocumentationAttribute(AlgorithmFramework)]
+        [DocumentationAttribute(TradingAndOrders)]
         public void AddRiskManagement(PyObject riskManagement)
         {
             IRiskManagementModel model;
@@ -151,4 +165,4 @@ namespace QuantConnect.Algorithm
             AddRiskManagement(model);
         }
     }
-}
+}