Ryan Russell
35afe3da84
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* docs: `portolio` -> `portfolio` Signed-off-by: Ryan Russell <git@ryanrussell.org> * docs: `porfoltio` -> `portfolio` Signed-off-by: Ryan Russell <git@ryanrussell.org> Signed-off-by: Ryan Russell <git@ryanrussell.org>
47 lines
2.1 KiB
C#
47 lines
2.1 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.Portfolio;
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using QuantConnect.Data.UniverseSelection;
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namespace QuantConnect.Algorithm.Framework.Execution
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{
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/// <summary>
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/// Provides a base class for execution models
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/// </summary>
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public class ExecutionModel : IExecutionModel
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{
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/// <summary>
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/// Submit orders for the specified portfolio targets.
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/// This model is free to delay or spread out these orders as it sees fit
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/// </summary>
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/// <param name="algorithm">The algorithm instance</param>
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/// <param name="targets">The portfolio targets just emitted by the portfolio construction model.
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/// These are always just the new/updated targets and not a complete set of targets</param>
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public virtual void Execute(QCAlgorithm algorithm, IPortfolioTarget[] targets)
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{
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throw new System.NotImplementedException("Types deriving from 'ExecutionModel' must implement the 'void Execute(QCAlgorithm, IPortfolioTarget[]) method.");
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}
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/// <summary>
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/// Event fired each time the we add/remove securities from the data feed
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/// </summary>
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/// <param name="algorithm">The algorithm instance that experienced the change in securities</param>
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/// <param name="changes">The security additions and removals from the algorithm</param>
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public virtual void OnSecuritiesChanged(QCAlgorithm algorithm, SecurityChanges changes)
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{
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}
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}
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} |