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QuantConnect.Algorithm.Framework.Execution.ExecutionModelPythonWrapper Class Reference

Provides an implementation of IExecutionModel that wraps a PyObject object More...

Inheritance diagram for QuantConnect.Algorithm.Framework.Execution.ExecutionModelPythonWrapper:
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Public Member Functions

 ExecutionModelPythonWrapper (PyObject model)
 Constructor for initialising the IExecutionModel class with wrapped PyObject object More...
 
override void Execute (QCAlgorithm algorithm, IPortfolioTarget[] targets)
 Submit orders for the specified portfolio targets. This model is free to delay or spread out these orders as it sees fit More...
 
override void OnSecuritiesChanged (QCAlgorithm algorithm, SecurityChanges changes)
 Event fired each time the we add/remove securities from the data feed More...
 

Detailed Description

Provides an implementation of IExecutionModel that wraps a PyObject object

Definition at line 27 of file ExecutionModelPythonWrapper.cs.

Constructor & Destructor Documentation

◆ ExecutionModelPythonWrapper()

QuantConnect.Algorithm.Framework.Execution.ExecutionModelPythonWrapper.ExecutionModelPythonWrapper ( PyObject  model)

Constructor for initialising the IExecutionModel class with wrapped PyObject object

Parameters
modelModel defining how to execute trades to reach a portfolio target

Definition at line 35 of file ExecutionModelPythonWrapper.cs.

Member Function Documentation

◆ Execute()

override void QuantConnect.Algorithm.Framework.Execution.ExecutionModelPythonWrapper.Execute ( QCAlgorithm  algorithm,
IPortfolioTarget[]  targets 
)
virtual

Submit orders for the specified portfolio targets. This model is free to delay or spread out these orders as it sees fit

Parameters
algorithmThe algorithm instance
targetsThe portfolio targets to be ordered

Reimplemented from QuantConnect.Algorithm.Framework.Execution.ExecutionModel.

Definition at line 53 of file ExecutionModelPythonWrapper.cs.

◆ OnSecuritiesChanged()

override void QuantConnect.Algorithm.Framework.Execution.ExecutionModelPythonWrapper.OnSecuritiesChanged ( QCAlgorithm  algorithm,
SecurityChanges  changes 
)
virtual

Event fired each time the we add/remove securities from the data feed

Parameters
algorithmThe algorithm instance that experienced the change in securities
changesThe security additions and removals from the algorithm

Reimplemented from QuantConnect.Algorithm.Framework.Execution.ExecutionModel.

Definition at line 63 of file ExecutionModelPythonWrapper.cs.

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