Lean
$LEAN_TAG$
NullRiskManagementModel.cs
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using
System.Collections.Generic;
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using
System.Linq;
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using
QuantConnect
.
Algorithm
.
Framework
.
Portfolio
;
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namespace
QuantConnect.Algorithm.Framework.Risk
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{
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/// <summary>
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/// Provides an implementation of <see cref="IRiskManagementModel"/> that does nothing
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/// </summary>
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public
class
NullRiskManagementModel
:
RiskManagementModel
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{
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/// <summary>
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/// Manages the algorithm's risk at each time step
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/// </summary>
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/// <param name="algorithm">The algorithm instance</param>
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/// <param name="targets">The current portfolio targets to be assessed for risk</param>
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public
override
IEnumerable<IPortfolioTarget>
ManageRisk
(
QCAlgorithm
algorithm,
IPortfolioTarget
[] targets)
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{
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return
Enumerable.Empty<
IPortfolioTarget
>();
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}
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}
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}
Algorithm
Risk
NullRiskManagementModel.cs
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1.8.17