Martin Molinero
cfa08a11fb
- Removing `using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm` - Removing `QCAlgorithmFrameworkBridge` - Removing `IsFrameworkAlgorithm` - Making `EmitInsightBasedOnFill` private. Adding new `IOrderEventProvider` exposing an `event` to which `QCAlgorithm` will subscribe. - `AccountType.Cash` algorithms will be allowed to manually trade and emight insights manually or with alpha model.
35 lines
1.4 KiB
C#
35 lines
1.4 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System.Collections.Generic;
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using QuantConnect.Algorithm.Framework.Alphas;
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namespace QuantConnect.Algorithm.Framework.Portfolio
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{
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/// <summary>
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/// Algorithm framework model that
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/// </summary>
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public interface IPortfolioConstructionModel : INotifiedSecurityChanges
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{
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/// <summary>
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/// Create portfolio targets from the specified insights
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/// </summary>
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/// <param name="algorithm">The algorithm instance</param>
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/// <param name="insights">The insights to create portfolio targets from</param>
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/// <returns>An enumerable of portfolio targets to be sent to the execution model</returns>
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IEnumerable<IPortfolioTarget> CreateTargets(QCAlgorithm algorithm, Insight[] insights);
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}
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}
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