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GeezerVison is showing github.com — Lean/Algorithm/QCAlgorithm.Framework.Python.cs at master · QuantConnect/Lean Expand file tree/ Copy pathQCAlgorithm.Framework.Python.csMore file actions 141 lines (132 loc) · 5.38 KB / Copy pathQCAlgorithm.Framework.Python.csFile metadata and controls141 lines (132 loc) · 5.38 KB 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 /* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using Python.Runtime; using QuantConnect.Algorithm.Framework.Alphas; using QuantConnect.Algorithm.Framework.Execution; using QuantConnect.Algorithm.Framework.Portfolio; using QuantConnect.Algorithm.Framework.Risk; using QuantConnect.Algorithm.Framework.Selection; using QuantConnect.Util; namespace QuantConnect.Algorithm { public partial class QCAlgorithm { /// <summary> /// Sets the alpha model /// </summary> /// <param name="alpha">Model that generates alpha</param> [DocumentationAttribute(AlgorithmFramework)] public void SetAlpha(PyObject alpha) { Alpha = PythonUtil.CreateInstanceOrWrapper<IAlphaModel>( alpha, py => new AlphaModelPythonWrapper(py) ); } /// <summary> /// Adds a new alpha model /// </summary> /// <param name="alpha">Model that generates alpha to add</param> [DocumentationAttribute(AlgorithmFramework)] public void AddAlpha(PyObject alpha) { var model = PythonUtil.CreateInstanceOrWrapper<IAlphaModel>( alpha, py => new AlphaModelPythonWrapper(py) ); AddAlpha(model); } /// <summary> /// Sets the execution model /// </summary> /// <param name="execution">Model defining how to execute trades to reach a portfolio target</param> [DocumentationAttribute(AlgorithmFramework)] [DocumentationAttribute(TradingAndOrders)] public void SetExecution(PyObject execution) { Execution = PythonUtil.CreateInstanceOrWrapper<IExecutionModel>( execution, py => new ExecutionModelPythonWrapper(py) ); } /// <summary> /// Sets the portfolio construction model /// </summary> /// <param name="portfolioConstruction">Model defining how to build a portfolio from alphas</param> [DocumentationAttribute(AlgorithmFramework)] [DocumentationAttribute(TradingAndOrders)] public void SetPortfolioConstruction(PyObject portfolioConstruction) { PortfolioConstruction = PythonUtil.CreateInstanceOrWrapper<IPortfolioConstructionModel>( portfolioConstruction, py => new PortfolioConstructionModelPythonWrapper(py) ); } /// <summary> /// Sets the universe selection model /// </summary> /// <param name="universeSelection">Model defining universes for the algorithm</param> [DocumentationAttribute(AlgorithmFramework)] [DocumentationAttribute(Universes)] public void SetUniverseSelection(PyObject universeSelection) { UniverseSelection = PythonUtil.CreateInstanceOrWrapper<IUniverseSelectionModel>( universeSelection, py => new UniverseSelectionModelPythonWrapper(py) ); } /// <summary> /// Adds a new universe selection model /// </summary> /// <param name="universeSelection">Model defining universes for the algorithm to add</param> [DocumentationAttribute(AlgorithmFramework)] [DocumentationAttribute(Universes)] public void AddUniverseSelection(PyObject universeSelection) { var model = PythonUtil.CreateInstanceOrWrapper<IUniverseSelectionModel>( universeSelection, py => new UniverseSelectionModelPythonWrapper(py) ); AddUniverseSelection(model); } /// <summary> /// Sets the risk management model /// </summary> /// <param name="riskManagement">Model defining how risk is managed</param> [DocumentationAttribute(AlgorithmFramework)] [DocumentationAttribute(TradingAndOrders)] public void SetRiskManagement(PyObject riskManagement) { RiskManagement = PythonUtil.CreateInstanceOrWrapper<IRiskManagementModel>( riskManagement, py => new RiskManagementModelPythonWrapper(py) ); } /// <summary> /// Adds a new risk management model /// </summary> /// <param name="riskManagement">Model defining how risk is managed to add</param> [DocumentationAttribute(AlgorithmFramework)] [DocumentationAttribute(TradingAndOrders)] public void AddRiskManagement(PyObject riskManagement) { var model = PythonUtil.CreateInstanceOrWrapper<IRiskManagementModel>( riskManagement, py => new RiskManagementModelPythonWrapper(py) ); AddRiskManagement(model); } } } |
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