/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using QuantConnect.Algorithm.Framework.Alphas; using QuantConnect.Algorithm.Framework.Execution; using QuantConnect.Algorithm.Framework.Portfolio; using QuantConnect.Algorithm.Framework.Risk; using QuantConnect.Algorithm.Framework.Selection; namespace QuantConnect.Algorithm.Framework { /// /// Provides a base class for algorithms written against /// to be easily ported into the algorithm framework. /// public class QCAlgorithmFrameworkBridge : QCAlgorithmFramework { /// /// Initializes a new instance of the class /// public QCAlgorithmFrameworkBridge() { // default models for ported algorithms, universe selection set via PostInitialize SetAlpha(new NullAlphaModel()); SetPortfolioConstruction(new NullPortfolioConstructionModel()); SetExecution(new NullExecutionModel()); SetRiskManagement(new NullRiskManagementModel()); } /// /// Called by setup handlers after Initialize and allows the algorithm a chance to organize /// the data gather in the Initialize method /// public override void PostInitialize() { // set universe model if still null, needed to wait for AddSecurity calls if (UniverseSelection == null) { SetUniverseSelection(new ManualUniverseSelectionModel(Securities.Keys)); } base.PostInitialize(); } /// /// Manually emit insights from an algorithm. /// This is typically invoked before calls to submit orders in algorithms written against /// QCAlgorithm that have been ported into the algorithm framework. /// /// public void EmitInsights(params Insight[] insights) { OnInsightsGenerated(insights); } /// /// Manually emit insights from an algorithm. /// This is typically invoked before calls to submit orders in algorithms written against /// QCAlgorithm that have been ported into the algorithm framework. /// /// public void EmitInsights(Insight insight) { OnInsightsGenerated(new[] { insight }); } } }