Lean
$LEAN_TAG$
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Classes | |
class | CompositeRiskManagementModel |
Provides an implementation of IRiskManagementModel that combines multiple risk models into a single risk management model and properly sets each insights 'SourceModel' property. More... | |
interface | IRiskManagementModel |
Algorithm framework model that manages an algorithm's risk/downside More... | |
class | MaximumDrawdownPercentPerSecurity |
Provides an implementation of IRiskManagementModel that limits the drawdown per holding to the specified percentage More... | |
class | MaximumDrawdownPercentPortfolio |
Provides an implementation of IRiskManagementModel that limits the drawdown of the portfolio to the specified percentage. Once this is triggered the algorithm will need to be manually restarted. More... | |
class | MaximumSectorExposureRiskManagementModel |
Provides an implementation of IRiskManagementModel that limits the sector exposure to the specified percentage More... | |
class | MaximumUnrealizedProfitPercentPerSecurity |
Provides an implementation of IRiskManagementModel that limits the unrealized profit per holding to the specified percentage More... | |
class | NullRiskManagementModel |
Provides an implementation of IRiskManagementModel that does nothing More... | |
class | RiskManagementModel |
Provides a base class for risk management models More... | |
class | RiskManagementModelPythonWrapper |
Provides an implementation of IRiskManagementModel that wraps a PyObject object More... | |
class | TrailingStopRiskManagementModel |
Provides an implementation of IRiskManagementModel that limits the maximum possible loss measured from the highest unrealized profit More... | |