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.
22 lines
821 B
C#
22 lines
821 B
C#
using System.Collections.Generic;
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using System.Linq;
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using QuantConnect.Algorithm.Framework.Portfolio;
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namespace QuantConnect.Algorithm.Framework.Risk
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{
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/// <summary>
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/// Provides an implementation of <see cref="IRiskManagementModel"/> that does nothing
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/// </summary>
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public class NullRiskManagementModel : RiskManagementModel
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{
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/// <summary>
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/// Manages the algorithm's risk at each time step
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/// </summary>
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/// <param name="algorithm">The algorithm instance</param>
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/// <param name="targets">The current portfolio targets to be assessed for risk</param>
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public override IEnumerable<IPortfolioTarget> ManageRisk(QCAlgorithm algorithm, IPortfolioTarget[] targets)
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{
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return Enumerable.Empty<IPortfolioTarget>();
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}
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}
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} |