QuantConnect.Algorithm.Framework.INotifiedSecurityChanges Interface Reference

Types implementing this interface will be called when the algorithm's set of securities changes More...

Inheritance diagram for QuantConnect.Algorithm.Framework.INotifiedSecurityChanges:

Public Member Functions
void	OnSecuritiesChanged (QCAlgorithm algorithm, SecurityChanges changes)
	Event fired each time the we add/remove securities from the data feed More...

Detailed Description

Types implementing this interface will be called when the algorithm's set of securities changes

Definition at line 23 of file INotifiedSecurityChanges.cs.

Member Function Documentation

OnSecuritiesChanged()

void QuantConnect.Algorithm.Framework.INotifiedSecurityChanges.OnSecuritiesChanged	(	QCAlgorithm	algorithm,
		SecurityChanges	changes
	)

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

Parameters

algorithm	The algorithm instance that experienced the change in securities
changes	The security additions and removals from the algorithm

Implemented in QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel, QuantConnect.Algorithm.Framework.Portfolio.MeanVarianceOptimizationPortfolioConstructionModel, QuantConnect.Algorithm.Framework.Portfolio.MeanReversionPortfolioConstructionModel, QuantConnect.Algorithm.Framework.Portfolio.RiskParityPortfolioConstructionModel, QuantConnect.Algorithm.Framework.Portfolio.SectorWeightingPortfolioConstructionModel, QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel, QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel, QuantConnect.Algorithm.Framework.Risk.MaximumSectorExposureRiskManagementModel, QuantConnect.Algorithm.Framework.Risk.CompositeRiskManagementModel, QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel, QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel, QuantConnect.Algorithm.Framework.Alphas.CompositeAlphaModel, QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModelPythonWrapper, QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel, QuantConnect.Algorithm.Framework.Alphas.RsiAlphaModel, QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel, QuantConnect.Algorithm.Framework.Alphas.BasePairsTradingAlphaModel, QuantConnect.Algorithm.Framework.Alphas.HistoricalReturnsAlphaModel, QuantConnect.Algorithm.Framework.Alphas.AlphaModelPythonWrapper, QuantConnect.Algorithm.Framework.Execution.ImmediateExecutionModel, QuantConnect.Algorithm.Framework.Execution.ExecutionModelPythonWrapper, QuantConnect.Algorithm.Framework.Alphas.AlphaModel, QuantConnect.Algorithm.Framework.Alphas.PearsonCorrelationPairsTradingAlphaModel, QuantConnect.Algorithm.Framework.Risk.RiskManagementModelPythonWrapper, QuantConnect.Algorithm.Framework.Execution.ExecutionModel, QuantConnect.Algorithm.Framework.Risk.RiskManagementModel, and QuantConnect.Algorithm.Framework.Portfolio.AlphaStreamsPortfolioConstructionModel.

Here is the caller graph for this function:

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

• Algorithm/INotifiedSecurityChanges.cs