Michael Handschuh
90d54da87c
Alpha models can choose to implement the Name property, if not, the system will use the model's type name as the Insight.SourceModel. Existing tests were updated to also assert expected model names
55 lines
1.9 KiB
C#
55 lines
1.9 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.Data;
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namespace QuantConnect.Algorithm.Framework.Alphas
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{
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/// <summary>
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/// Algorithm framework model that produces insights
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/// </summary>
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public interface IAlphaModel : INotifiedSecurityChanges
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{
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/// <summary>
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/// Updates this alpha model with the latest data from the algorithm.
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/// This is called each time the algorithm receives data for subscribed securities
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/// </summary>
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/// <param name="algorithm">The algorithm instance</param>
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/// <param name="data">The new data available</param>
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/// <returns>The new insights generated</returns>
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IEnumerable<Insight> Update(QCAlgorithmFramework algorithm, Slice data);
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}
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/// <summary>
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/// Provides extension methods for alpha models
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/// </summary>
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public static class AlphaModel
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{
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/// <summary>
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/// Gets the name of the alpha model
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/// </summary>
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public static string GetModelName(this IAlphaModel model)
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{
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var namedModel = model as INamedModel;
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if (namedModel != null)
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{
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return namedModel.Name;
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}
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return model.GetType().Name;
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}
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}
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} |