Lean/Algorithm/Alphas/NullAlphaModel.py at master · devsontech/Lean

26 lines (23 loc) · 1.09 KB

# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.

# 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.

from AlgorithmImports import *

class NullAlphaModel(AlphaModel):

'''Provides a null implementation of an alpha model'''

def update(self, algorithm, data):

''' Determines an insight for each security based on it's current MACD signal

Args:

algorithm: The algorithm instance

data: The new data available

Returns:

The new insights generated'''

return []

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