36 lines
1.5 KiB
C#
36 lines
1.5 KiB
C#
/*
|
|
* 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 System.Linq;
|
|
using QuantConnect.Algorithm.Framework.Alphas;
|
|
|
|
namespace QuantConnect.Algorithm.Framework.Portfolio
|
|
{
|
|
/// <summary>
|
|
/// Provides an implementation of <see cref="IPortfolioConstructionModel"/> that does nothing
|
|
/// </summary>
|
|
public class NullPortfolioConstructionModel : PortfolioConstructionModel
|
|
{
|
|
/// <summary>
|
|
/// Create Targets; Does nothing in this implementation and returns an empty IEnumerable
|
|
/// </summary>
|
|
/// <returns>Empty IEnumerable of <see cref="IPortfolioTarget"/>s</returns>
|
|
public override IEnumerable<IPortfolioTarget> CreateTargets(QCAlgorithm algorithm, Insight[] insights)
|
|
{
|
|
return Enumerable.Empty<IPortfolioTarget>();
|
|
}
|
|
}
|
|
} |