chore: import upstream snapshot with attribution
This commit is contained in:
@@ -0,0 +1,35 @@
|
||||
/*
|
||||
* 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 System.Collections.Generic;
|
||||
using QuantConnect.Data;
|
||||
|
||||
namespace QuantConnect.Algorithm.Framework.Alphas
|
||||
{
|
||||
/// <summary>
|
||||
/// Algorithm framework model that produces insights
|
||||
/// </summary>
|
||||
public interface IAlphaModel : INotifiedSecurityChanges
|
||||
{
|
||||
/// <summary>
|
||||
/// Updates this alpha model with the latest data from the algorithm.
|
||||
/// This is called each time the algorithm receives data for subscribed securities
|
||||
/// </summary>
|
||||
/// <param name="algorithm">The algorithm instance</param>
|
||||
/// <param name="data">The new data available</param>
|
||||
/// <returns>The new insights generated</returns>
|
||||
IEnumerable<Insight> Update(QCAlgorithm algorithm, Slice data);
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user