/*

* 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 QuantConnect.Algorithm.Framework.Portfolio;

using QuantConnect.Data.UniverseSelection;

namespace QuantConnect.Algorithm.Framework.Execution

{

/// <summary>

/// Provides a base class for execution models

/// </summary>

public class ExecutionModel : IExecutionModel

{

/// <summary>

/// Submit orders for the specified portolio targets.

/// This model is free to delay or spread out these orders as it sees fit

/// </summary>

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

/// <param name="targets">The portfolio targets just emitted by the portfolio construction model.

/// These are always just the new/updated targets and not a complete set of targets</param>

public virtual void Execute(QCAlgorithm algorithm, IPortfolioTarget[] targets)

{

throw new System.NotImplementedException("Types deriving from 'ExecutionModel' must implement the 'void Execute(QCAlgorithm, IPortfolioTarget[]) 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)

{

}

}

}