/// <summary>
/// Initializes a new instance of the <see cref="QCAlgorithmFramework"/> class
/// </summary>
public QCAlgorithmFramework()
{
_securityValuesProvider = new AlgorithmSecurityValuesProvider(this);
// set model defaults
Execution = new ImmediateExecutionModel();
RiskManagement = new NullRiskManagementModel();
}
/// <summary>
/// Initializes a new instance of the <see cref="QCAlgorithmFramework"/> class
/// </summary>
public QCAlgorithmFramework()
{
_securityValuesProvider = new AlgorithmSecurityValuesProvider(this);
// set model defaults
Execution = new ImmediateExecutionModel();
RiskManagement = new NullRiskManagementModel();
// set generated and close times on all insights
InsightsGenerated += (algorithm, data) =>
{
foreach (var insight in data.Insights)
{
SetGeneratedAndClosedTimes(insight);
}
};
}
/// <summary>
/// Adds a new risk management model
/// </summary>
/// <param name="riskManagement">Model defining how risk is managed to add</param>
public void AddRiskManagement(IRiskManagementModel riskManagement)
{
if (RiskManagement.GetType() != typeof(NullRiskManagementModel))
{
var compositeRiskModel = RiskManagement as CompositeRiskManagementModel;
if (compositeRiskModel != null)
{
compositeRiskModel.AddRiskManagement(riskManagement);
}
else
{
RiskManagement = new CompositeRiskManagementModel(RiskManagement, riskManagement);
}
}
else
{
RiskManagement = riskManagement;
}
}
/// <summary>
/// Initializes a new instance of the <see cref="QCAlgorithmFramework"/> class
/// </summary>
public QCAlgorithmFramework()
{
// set model defaults
Execution = new ImmediateExecutionModel();
RiskManagement = new NullRiskManagementModel();
}
/// <summary>
/// Sets the risk management model
/// </summary>
/// <param name="riskManagement">Model defining </param>
public void SetRiskManagement(IRiskManagementModel riskManagement)
{
RiskManagement = riskManagement;
}
/// <summary>
/// Adds a new <see cref="IRiskManagementModel"/> instance
/// </summary>
/// <param name="riskManagementModel">The risk management model to add</param>
public void AddRiskManagement(IRiskManagementModel riskManagementModel)
{
_riskManagementModels.Add(riskManagementModel);
}
