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.Data.UniverseSelection;
+using QuantConnect.Algorithm.Framework.Alphas;
+
+namespace QuantConnect.Algorithm.Framework.Portfolio
+{
+    /// <summary>
+    /// Base alpha streams portfolio construction model
+    /// </summary>
+    public class AlphaStreamsPortfolioConstructionModel : IPortfolioConstructionModel
+    {
+        /// <summary>
+        /// Get's the weight for an alpha
+        /// </summary>
+        /// <param name="alphaId">The algorithm instance that experienced the change in securities</param>
+        /// <returns>The alphas weight</returns>
+        public virtual decimal GetAlphaWeight(string alphaId)
+        {
+            throw new System.NotImplementedException();
+        }
+
+        /// <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)
+        {
+            throw new System.NotImplementedException();
+        }
+
+        /// <summary>
+        /// Create portfolio targets from the specified insights
+        /// </summary>
+        /// <param name="algorithm">The algorithm instance</param>
+        /// <param name="insights">The insights to create portfolio targets from</param>
+        /// <returns>An enumerable of portfolio targets to be sent to the execution model</returns>
+        public virtual IEnumerable<IPortfolioTarget> CreateTargets(QCAlgorithm algorithm, Insight[] insights)
+        {
+            throw new System.NotImplementedException();
+        }
+    }
+}