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Hi QC forum
Short question.
I have been looking at the lean repo, for inspiration for a new PCM I am building. In the BlackLittermanOptimizationPCM, there is a few methods being implementet, that is not described in the docs, like ShouldCreateTargetForInsight. Is there a list of all these in-build methods that I could access, and how they work?
Have a good day
Lucas
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Fred Painchaud
Hi Lucas,
Github and the code is ultimately the best source of information, the most complete and the most up-to-date. If you can easily browse and read code. Of course, doing so in a modern C# IDE is best. Better than on the web…
To use higher-level “docs”, but still based on the most recent code, check out:
https://lean-api-docs.netlify.app/
For instance, doing so, you would see that the method you refer to is protected so it is basically something that was implemented for BlackLitterman and is internal to BlackLitterman and its eventual subclasses…
But yeah, I use LEAN code and the above link each time I use LEAN so it should be useful to you too.
Note that I am giving you these wrt your original question. The official docs are useful of course. So I am not saying one should always use code as docs. I am saying that the answer to your question is to use code and the link above.
Fred
Louis Szeto
Hi Lucas and Fred
Thank you for your report Lucas, we‘ve now included all virtual methods/attributes that are able to be overridden in the PCM model structure doc. For details on their implementation, you may refer to the superclass source code of PortfolioConstructionModel.
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.
Lucas
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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