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I would like to check in execution model how the security is being added.
I would like to determine the security inside execution model to see if
is it being added by insight in alpha model OR is it being added by risk management model?
Is there any way to do so?
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Louis Szeto
Hi Enjolras
I think you mean from which model is an order being emitted. Since the PCMs & RiskManagement Models are emitting PortfolioTarget collections for ordering, we sadly cannot differentiate them as there is no “model”, “tag”, or similar properties for a PortfolioTarget object. Please subscribe to this GH issue for the feature development progress.
Best
Louis
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Enjolras Leigh
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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