/*
* 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 });
}
}
}