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Framework Model Supported Security Types

Open AlexCatarino opened this issue 8 months ago • 0 comments

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 master branch
  • [x] I have confirmed that this is not a duplicate issue by searching issues

AlexCatarino avatar May 07 '25 13:05 AlexCatarino