Lean
Lean copied to clipboard
Framework Model Supported Security Types
Expected Behavior
We have a standard way to flag that a framework model doesn't support certain security types. For example, BrokerageModel has CanSubmitOrder.
Actual Behavior
For example, if an alpha model doesn't handle options, it shouldn't try to generate insights.
Potential Solution
Implement CanSubmitInsight(Symbol) to be called in Update or RegisterSecurity(Symbol) to be called in OnSecuritiesChanged to filter out unsupported assets.
Checklist
- [x] I have completely filled out this template
- [x] I have confirmed that this issue exists on the current
masterbranch - [x] I have confirmed that this is not a duplicate issue by searching issues