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QuantConnect.Algorithm.Framework.Alphas.AlphaModel Class Reference

Provides a base class for alpha models. More...

Inheritance diagram for QuantConnect.Algorithm.Framework.Alphas.AlphaModel:
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Public Member Functions

 AlphaModel ()
 Initialize new AlphaModel More...
 
virtual IEnumerable< InsightUpdate (QCAlgorithm algorithm, Slice data)
 Updates this alpha model with the latest data from the algorithm. This is called each time the algorithm receives data for subscribed securities More...
 
virtual void OnSecuritiesChanged (QCAlgorithm algorithm, SecurityChanges changes)
 Event fired each time the we add/remove securities from the data feed More...
 

Properties

virtual string Name [get, set]
 Defines a name for a framework model More...
 
- Properties inherited from QuantConnect.Algorithm.Framework.Alphas.INamedModel
string Name [get]
 Defines a name for a framework model More...
 

Detailed Description

Provides a base class for alpha models.

Definition at line 26 of file AlphaModel.cs.

Constructor & Destructor Documentation

◆ AlphaModel()

QuantConnect.Algorithm.Framework.Alphas.AlphaModel.AlphaModel ( )

Initialize new AlphaModel

Definition at line 36 of file AlphaModel.cs.

Member Function Documentation

◆ Update()

virtual IEnumerable<Insight> QuantConnect.Algorithm.Framework.Alphas.AlphaModel.Update ( QCAlgorithm  algorithm,
Slice  data 
)
virtual

◆ OnSecuritiesChanged()

Property Documentation

◆ Name

virtual string QuantConnect.Algorithm.Framework.Alphas.AlphaModel.Name
getset

Defines a name for a framework model

Definition at line 31 of file AlphaModel.cs.


The documentation for this class was generated from the following file: