using System.Collections.Generic;
using System.Linq;
using QuantConnect.Algorithm.Framework.Portfolio;
namespace QuantConnect.Algorithm.Framework.Risk
{
///
/// Provides an implementation of that does nothing
///
public class NullRiskManagementModel : RiskManagementModel
{
///
/// Manages the algorithm's risk at each time step
///
/// The algorithm instance
/// The current portfolio targets to be assessed for risk
public override IEnumerable ManageRisk(QCAlgorithm algorithm, IPortfolioTarget[] targets)
{
return Enumerable.Empty();
}
}
}