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Update 03 Model Structure.html
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DerekMelchin authored Nov 21, 2024
1 parent f114629 commit a56fd3e
Showing 1 changed file with 6 additions and 4 deletions.
Original file line number Diff line number Diff line change
Expand Up @@ -25,7 +25,8 @@
return new Dictionary<Insight, double>();
}

// Get the target insights to calculate a portfolio target percent. They will be piped to DetermineTargetPercent().
// Get the target insights to calculate a portfolio target percent.
// They will be piped to the DetermineTargetPercent method.
protected override List<Insight> GetTargetInsights()
{
return base.GetTargetInsights();
Expand All @@ -37,7 +38,7 @@
return base.ShouldCreateTargetForInsight(insight);
}

// Security change details.
// Track universe changes.
public override void OnSecuritiesChanged(QCAlgorithm algorithm, SecurityChanges changes)
{
base.OnSecuritiesChanged(algorithm, changes);
Expand All @@ -57,15 +58,16 @@
def determine_target_percent(self, activeInsights: List[Insight]) -> Dict[Insight, float]:
return {}

# Get the target insights to calculate a portfolio target percent. They will be piped to DetermineTargetPercent().
# Get the target insights to calculate a portfolio target percent.
# They will be piped to the determine_target_percent method.
def get_target_insights(self) -> List[Insight]:
return super().get_target_insights()

# Determine if the portfolio construction model should create a target for this insight.
def should_create_target_for_insight(self, insight: Insight) -> bool:
return super().should_create_target_for_insight(insight)

# Security change details.
# Track universe changes.
def on_securities_changed(self, algorithm: QCAlgorithm, changes: SecurityChanges) -> None:
super().on_securities_changed(algorithm, changes)
</pre>
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