chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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+/*
+ * 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.Algorithm.Framework.Portfolio;
+using QuantConnect.Data.UniverseSelection;
+
+namespace QuantConnect.Algorithm.Framework.Risk
+{
+    /// <summary>
+    /// Provides a base class for risk management models
+    /// </summary>
+    public class RiskManagementModel : IRiskManagementModel
+    {
+        /// <summary>
+        /// Manages the algorithm's risk at each time step
+        /// </summary>
+        /// <param name="algorithm">The algorithm instance</param>
+        /// <param name="targets">The current portfolio targets to be assessed for risk</param>
+        public virtual IEnumerable<IPortfolioTarget> ManageRisk(QCAlgorithm algorithm, IPortfolioTarget[] targets)
+        {
+            throw new System.NotImplementedException("Types deriving from 'RiskManagementModel' must implement the 'IEnumerable<IPortfolioTarget> ManageRisk(QCAlgorithm, IPortfolioTarget[]) method.");
+        }
+
+        /// <summary>
+        /// Event fired each time the we add/remove securities from the data feed
+        /// </summary>
+        /// <param name="algorithm">The algorithm instance that experienced the change in securities</param>
+        /// <param name="changes">The security additions and removals from the algorithm</param>
+        public virtual void OnSecuritiesChanged(QCAlgorithm algorithm, SecurityChanges changes)
+        {
+        }
+    }
+}