Files
quantconnect--lean/Algorithm/Alphas/NullAlphaModel.py
Martin Molinero 32ac3146b4 Merge Framework and Classic Algorithms
- Merging Framework and Bridge algorithms into classic QCAlgorithm
class.
- Removing Framework project, VS17 and VS15
2019-04-03 21:54:32 -03:00

30 lines
1.2 KiB
Python

# 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.
from clr import AddReference
AddReference("QuantConnect.Algorithm")
from QuantConnect.Algorithm.Framework.Alphas import AlphaModel
class NullAlphaModel(AlphaModel):
'''Provides a null implementation of an alpha model'''
def Update(self, algorithm, data):
''' Determines an insight for each security based on it's current MACD signal
Args:
algorithm: The algorithm instance
data: The new data available
Returns:
The new insights generated'''
return []