/*

* 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;

using System.Collections.Generic;

using QuantConnect.Data;

using QuantConnect.Data.UniverseSelection;

namespace QuantConnect.Algorithm.Framework.Alphas

{

/// <summary>

/// Provides a base class for alpha models.

/// </summary>

public class AlphaModel : IAlphaModel, INamedModel

{

/// <summary>

/// Defines a name for a framework model

/// </summary>

public virtual string Name { get; set; }

public AlphaModel()

{

Name = Guid.NewGuid().ToString();

}

/// <summary>

/// Updates this alpha model with the latest data from the algorithm.

/// This is called each time the algorithm receives data for subscribed securities

/// </summary>

/// <param name="algorithm">The algorithm instance</param>

/// <param name="data">The new data available</param>

/// <returns>The new insights generated</returns>

public virtual IEnumerable<Insight> Update(QCAlgorithm algorithm, Slice data)

{

throw new System.NotImplementedException("Types deriving from 'AlphaModel' must implement the 'IEnumerable<Insight> Update(QCAlgorithm, Slice) 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)

{

}

}

}