AlexCatarino
79 lines
3.1 KiB
C#
79 lines
3.1 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 QuantConnect.Algorithm.Framework.Alphas;
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using QuantConnect.Algorithm.Framework.Execution;
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using QuantConnect.Algorithm.Framework.Portfolio;
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using QuantConnect.Algorithm.Framework.Risk;
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using QuantConnect.Algorithm.Framework.Selection;
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namespace QuantConnect.Algorithm.Framework
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{
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/// <summary>
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/// Provides a base class for algorithms written against <see cref="QCAlgorithm"/>
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/// to be easily ported into the algorithm framework.
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/// </summary>
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public class QCAlgorithmFrameworkBridge : QCAlgorithmFramework
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{
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/// <summary>
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/// Initializes a new instance of the <see cref="QCAlgorithmFrameworkBridge"/> class
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/// </summary>
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public QCAlgorithmFrameworkBridge()
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{
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// default models for ported algorithms, universe selection set via PostInitialize
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SetAlpha(new NullAlphaModel());
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SetPortfolioConstruction(new NullPortfolioConstructionModel());
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SetExecution(new NullExecutionModel());
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SetRiskManagement(new NullRiskManagementModel());
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}
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/// <summary>
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/// Called by setup handlers after Initialize and allows the algorithm a chance to organize
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/// the data gather in the Initialize method
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/// </summary>
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public override void PostInitialize()
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{
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// set universe model if still null, needed to wait for AddSecurity calls
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if (UniverseSelection == null)
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{
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SetUniverseSelection(new ManualUniverseSelectionModel(Securities.Keys));
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}
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base.PostInitialize();
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}
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/// <summary>
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/// Manually emit insights from an algorithm.
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/// This is typically invoked before calls to submit orders in algorithms written against
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/// QCAlgorithm that have been ported into the algorithm framework.
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/// </summary>
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/// <param name="insights"></param>
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public void EmitInsights(params Insight[] insights)
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{
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OnInsightsGenerated(insights);
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}
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/// <summary>
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/// Manually emit insights from an algorithm.
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/// This is typically invoked before calls to submit orders in algorithms written against
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/// QCAlgorithm that have been ported into the algorithm framework.
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/// </summary>
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/// <param name="insights"></param>
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public void EmitInsights(Insight insight)
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{
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OnInsightsGenerated(new[] { insight });
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}
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}
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} |