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QuantConnect.Algorithm.Framework.Portfolio.IPortfolioConstructionModel Interface Reference

Algorithm framework model that More...

Inheritance diagram for QuantConnect.Algorithm.Framework.Portfolio.IPortfolioConstructionModel:
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Public Member Functions

IEnumerable< IPortfolioTargetCreateTargets (QCAlgorithm algorithm, Insight[] insights)
 Create portfolio targets from the specified insights More...
 
- Public Member Functions inherited from QuantConnect.Algorithm.Framework.INotifiedSecurityChanges
void OnSecuritiesChanged (QCAlgorithm algorithm, SecurityChanges changes)
 Event fired each time the we add/remove securities from the data feed More...
 

Detailed Description

Algorithm framework model that

Definition at line 24 of file IPortfolioConstructionModel.cs.

Member Function Documentation

◆ CreateTargets()

IEnumerable<IPortfolioTarget> QuantConnect.Algorithm.Framework.Portfolio.IPortfolioConstructionModel.CreateTargets ( QCAlgorithm  algorithm,
Insight[]  insights 
)

Create portfolio targets from the specified insights

Parameters
algorithmThe algorithm instance
insightsThe insights to create portfolio targets from
Returns
An enumerable of portfolio targets to be sent to the execution model

Implemented in QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModelPythonWrapper, QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel, QuantConnect.Algorithm.Framework.Portfolio.AlphaStreamsPortfolioConstructionModel, and QuantConnect.Algorithm.Framework.Portfolio.NullPortfolioConstructionModel.


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