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.
40 lines
1.6 KiB
C#
40 lines
1.6 KiB
C#
/*
|
|
* 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 System;
|
|
using System.Collections.Generic;
|
|
using QuantConnect.Data.UniverseSelection;
|
|
using QuantConnect.Interfaces;
|
|
|
|
namespace QuantConnect.Algorithm.Framework.Selection
|
|
{
|
|
/// <summary>
|
|
/// Algorithm framework model that defines the universes to be used by an algorithm
|
|
/// </summary>
|
|
public interface IUniverseSelectionModel
|
|
{
|
|
/// <summary>
|
|
/// Gets the next time the framework should invoke the `CreateUniverses` method to refresh the set of universes.
|
|
/// </summary>
|
|
DateTime GetNextRefreshTimeUtc();
|
|
|
|
/// <summary>
|
|
/// Creates the universes for this algorithm. Called once after <see cref="IAlgorithm.Initialize"/>
|
|
/// </summary>
|
|
/// <param name="algorithm">The algorithm instance to create universes for</param>
|
|
/// <returns>The universes to be used by the algorithm</returns>
|
|
IEnumerable<Universe> CreateUniverses(QCAlgorithm algorithm);
|
|
}
|
|
} |