Provides an implementation of IAlphaModel that always returns the same insight for each security
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virtual string | Name [get, set] |
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string | Name [get] |
| Defines a name for a framework model More...
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Provides an implementation of IAlphaModel that always returns the same insight for each security
Definition at line 28 of file ConstantAlphaModel.cs.
◆ ConstantAlphaModel() [1/2]
QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel.ConstantAlphaModel |
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InsightType |
type, |
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InsightDirection |
direction, |
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TimeSpan |
period |
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Initializes a new instance of the ConstantAlphaModel class
- Parameters
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type | The type of insight |
direction | The direction of the insight |
period | The period over which the insight with come to fruition |
Definition at line 45 of file ConstantAlphaModel.cs.
◆ ConstantAlphaModel() [2/2]
QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel.ConstantAlphaModel |
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InsightType |
type, |
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InsightDirection |
direction, |
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TimeSpan |
period, |
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double? |
magnitude, |
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double? |
confidence, |
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double? |
weight = null |
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Initializes a new instance of the ConstantAlphaModel class
- Parameters
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type | The type of insight |
direction | The direction of the insight |
period | The period over which the insight with come to fruition |
magnitude | The predicted change in magnitude as a +- percentage |
confidence | The confidence in the insight |
weight | The portfolio weight of the insights |
Definition at line 59 of file ConstantAlphaModel.cs.
◆ Update()
override IEnumerable<Insight> QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel.Update |
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QCAlgorithm |
algorithm, |
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Slice |
data |
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◆ OnSecuritiesChanged()
override void QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel.OnSecuritiesChanged |
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QCAlgorithm |
algorithm, |
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SecurityChanges |
changes |
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◆ ShouldEmitInsight()
virtual bool QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel.ShouldEmitInsight |
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DateTime |
utcTime, |
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Symbol |
symbol |
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protectedvirtual |
Determine if its time to emit insight for this symbol
- Parameters
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utcTime | Time of the insight |
symbol | The symbol to emit an insight for |
Definition at line 128 of file ConstantAlphaModel.cs.
The documentation for this class was generated from the following file: