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Pages
NullRiskManagementModel.cs
1
using
System.Collections.Generic;
2
using
System.Linq;
3
using
QuantConnect
.
Algorithm
.
Framework
.
Portfolio
;
4
5
namespace
QuantConnect.Algorithm.Framework.Risk
6
{
7
/// <summary>
8
/// Provides an implementation of <see cref="IRiskManagementModel"/> that does nothing
9
/// </summary>
10
public
class
NullRiskManagementModel
:
RiskManagementModel
11
{
12
/// <summary>
13
/// Manages the algorithm's risk at each time step
14
/// </summary>
15
/// <param name="algorithm">The algorithm instance</param>
16
/// <param name="targets">The current portfolio targets to be assessed for risk</param>
17
public
override
IEnumerable<IPortfolioTarget>
ManageRisk
(
QCAlgorithm
algorithm,
IPortfolioTarget
[] targets)
18
{
19
return
Enumerable.Empty<
IPortfolioTarget
>();
20
}
21
}
22
}
Algorithm
Risk
NullRiskManagementModel.cs
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