/** 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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