/* * 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 { /// /// Sets the alpha model /// /// Model that generates alpha [DocumentationAttribute(AlgorithmFramework)] public void SetAlpha(PyObject alpha) { Alpha = PythonUtil.CreateInstanceOrWrapper( alpha, py => new AlphaModelPythonWrapper(py) ); } /// /// Adds a new alpha model /// /// Model that generates alpha to add [DocumentationAttribute(AlgorithmFramework)] public void AddAlpha(PyObject alpha) { var model = PythonUtil.CreateInstanceOrWrapper( alpha, py => new AlphaModelPythonWrapper(py) ); AddAlpha(model); } /// /// Sets the execution model /// /// Model defining how to execute trades to reach a portfolio target [DocumentationAttribute(AlgorithmFramework)] [DocumentationAttribute(TradingAndOrders)] public void SetExecution(PyObject execution) { Execution = PythonUtil.CreateInstanceOrWrapper( execution, py => new ExecutionModelPythonWrapper(py) ); } /// /// Sets the portfolio construction model /// /// Model defining how to build a portfolio from alphas [DocumentationAttribute(AlgorithmFramework)] [DocumentationAttribute(TradingAndOrders)] public void SetPortfolioConstruction(PyObject portfolioConstruction) { PortfolioConstruction = PythonUtil.CreateInstanceOrWrapper( portfolioConstruction, py => new PortfolioConstructionModelPythonWrapper(py) ); } /// /// Sets the universe selection model /// /// Model defining universes for the algorithm [DocumentationAttribute(AlgorithmFramework)] [DocumentationAttribute(Universes)] public void SetUniverseSelection(PyObject universeSelection) { UniverseSelection = PythonUtil.CreateInstanceOrWrapper( universeSelection, py => new UniverseSelectionModelPythonWrapper(py) ); } /// /// Adds a new universe selection model /// /// Model defining universes for the algorithm to add [DocumentationAttribute(AlgorithmFramework)] [DocumentationAttribute(Universes)] public void AddUniverseSelection(PyObject universeSelection) { var model = PythonUtil.CreateInstanceOrWrapper( universeSelection, py => new UniverseSelectionModelPythonWrapper(py) ); AddUniverseSelection(model); } /// /// Sets the risk management model /// /// Model defining how risk is managed [DocumentationAttribute(AlgorithmFramework)] [DocumentationAttribute(TradingAndOrders)] public void SetRiskManagement(PyObject riskManagement) { RiskManagement = PythonUtil.CreateInstanceOrWrapper( riskManagement, py => new RiskManagementModelPythonWrapper(py) ); } /// /// Adds a new risk management model /// /// Model defining how risk is managed to add [DocumentationAttribute(AlgorithmFramework)] [DocumentationAttribute(TradingAndOrders)] public void AddRiskManagement(PyObject riskManagement) { var model = PythonUtil.CreateInstanceOrWrapper( riskManagement, py => new RiskManagementModelPythonWrapper(py) ); AddRiskManagement(model); } } }