Lean  $LEAN_TAG$
QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers Class Reference

Provides a container for the algorithm specific handlers More...

Inheritance diagram for QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers:
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Public Member Functions

 LeanEngineAlgorithmHandlers (IResultHandler results, ISetupHandler setup, IDataFeed dataFeed, ITransactionHandler transactions, IRealTimeHandler realTime, IMapFileProvider mapFileProvider, IFactorFileProvider factorFileProvider, IDataProvider dataProvider, IObjectStore objectStore, IDataPermissionManager dataPermissionsManager, bool liveMode, bool researchMode=false)
 Initializes a new instance of the LeanEngineAlgorithmHandlers class from the specified handlers More...
 
void Dispose ()
 Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More...
 

Static Public Member Functions

static LeanEngineAlgorithmHandlers FromConfiguration (Composer composer, bool researchMode=false)
 Creates a new instance of the LeanEngineAlgorithmHandlers class from the specified composer using type names from configuration More...
 

Properties

IResultHandler Results [get]
 Gets the result handler used to communicate results from the algorithm More...
 
ISetupHandler Setup [get]
 Gets the setup handler used to initialize the algorithm state More...
 
IDataFeed DataFeed [get]
 Gets the data feed handler used to provide data to the algorithm More...
 
ITransactionHandler Transactions [get]
 Gets the transaction handler used to process orders from the algorithm More...
 
IRealTimeHandler RealTime [get]
 Gets the real time handler used to process real time events More...
 
IMapFileProvider MapFileProvider [get]
 Gets the map file provider used as a map file source for the data feed More...
 
IFactorFileProvider FactorFileProvider [get]
 Gets the map file provider used as a map file source for the data feed More...
 
IDataProvider DataProvider [get]
 Gets the data file provider used to retrieve security data if it is not on the file system More...
 
IDataCacheProvider DataCacheProvider [get]
 Gets the data file provider used to retrieve security data if it is not on the file system More...
 
IObjectStore ObjectStore [get]
 Gets the object store used for persistence More...
 
IDataPermissionManager DataPermissionsManager [get]
 Entity in charge of handling data permissions More...
 
IDataMonitor DataMonitor [get]
 Monitors data requests and reports on missing data More...
 

Detailed Description

Provides a container for the algorithm specific handlers

Definition at line 37 of file LeanEngineAlgorithmHandlers.cs.

Constructor & Destructor Documentation

◆ LeanEngineAlgorithmHandlers()

QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.LeanEngineAlgorithmHandlers ( IResultHandler  results,
ISetupHandler  setup,
IDataFeed  dataFeed,
ITransactionHandler  transactions,
IRealTimeHandler  realTime,
IMapFileProvider  mapFileProvider,
IFactorFileProvider  factorFileProvider,
IDataProvider  dataProvider,
IObjectStore  objectStore,
IDataPermissionManager  dataPermissionsManager,
bool  liveMode,
bool  researchMode = false 
)

Initializes a new instance of the LeanEngineAlgorithmHandlers class from the specified handlers

Parameters
resultsThe result handler for communicating results from the algorithm
setupThe setup handler used to initialize algorithm state
dataFeedThe data feed handler used to pump data to the algorithm
transactionsThe transaction handler used to process orders from the algorithm
realTimeThe real time handler used to process real time events
mapFileProviderThe map file provider used to retrieve map files for the data feed
factorFileProviderMap file provider used as a map file source for the data feed
dataProviderfile provider used to retrieve security data if it is not on the file system
objectStoreThe object store used for persistence
dataPermissionsManagerThe data permission manager to use
liveModeTrue for live mode, false otherwise
researchModeTrue for research mode, false otherwise. This has less priority than liveMode

Definition at line 114 of file LeanEngineAlgorithmHandlers.cs.

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Member Function Documentation

◆ FromConfiguration()

static LeanEngineAlgorithmHandlers QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.FromConfiguration ( Composer  composer,
bool  researchMode = false 
)
static

Creates a new instance of the LeanEngineAlgorithmHandlers class from the specified composer using type names from configuration

Parameters
composerThe composer instance to obtain implementations from
researchModeTrue for research mode, false otherwise
Returns
A fully hydrates LeanEngineSystemHandlers instance.
Exceptions
CompositionExceptionThrows a CompositionException during failure to load

Definition at line 195 of file LeanEngineAlgorithmHandlers.cs.

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◆ Dispose()

void QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.Dispose ( )

Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.

<filterpriority>2</filterpriority>

Definition at line 242 of file LeanEngineAlgorithmHandlers.cs.

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Property Documentation

◆ Results

IResultHandler QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.Results
get

Gets the result handler used to communicate results from the algorithm

Definition at line 42 of file LeanEngineAlgorithmHandlers.cs.

◆ Setup

ISetupHandler QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.Setup
get

Gets the setup handler used to initialize the algorithm state

Definition at line 47 of file LeanEngineAlgorithmHandlers.cs.

◆ DataFeed

IDataFeed QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.DataFeed
get

Gets the data feed handler used to provide data to the algorithm

Definition at line 52 of file LeanEngineAlgorithmHandlers.cs.

◆ Transactions

ITransactionHandler QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.Transactions
get

Gets the transaction handler used to process orders from the algorithm

Definition at line 57 of file LeanEngineAlgorithmHandlers.cs.

◆ RealTime

IRealTimeHandler QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.RealTime
get

Gets the real time handler used to process real time events

Definition at line 62 of file LeanEngineAlgorithmHandlers.cs.

◆ MapFileProvider

IMapFileProvider QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.MapFileProvider
get

Gets the map file provider used as a map file source for the data feed

Definition at line 67 of file LeanEngineAlgorithmHandlers.cs.

◆ FactorFileProvider

IFactorFileProvider QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.FactorFileProvider
get

Gets the map file provider used as a map file source for the data feed

Definition at line 72 of file LeanEngineAlgorithmHandlers.cs.

◆ DataProvider

IDataProvider QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.DataProvider
get

Gets the data file provider used to retrieve security data if it is not on the file system

Definition at line 77 of file LeanEngineAlgorithmHandlers.cs.

◆ DataCacheProvider

IDataCacheProvider QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.DataCacheProvider
get

Gets the data file provider used to retrieve security data if it is not on the file system

Definition at line 82 of file LeanEngineAlgorithmHandlers.cs.

◆ ObjectStore

IObjectStore QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.ObjectStore
get

Gets the object store used for persistence

Definition at line 87 of file LeanEngineAlgorithmHandlers.cs.

◆ DataPermissionsManager

IDataPermissionManager QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.DataPermissionsManager
get

Entity in charge of handling data permissions

Definition at line 92 of file LeanEngineAlgorithmHandlers.cs.

◆ DataMonitor

IDataMonitor QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.DataMonitor
get

Monitors data requests and reports on missing data

Definition at line 97 of file LeanEngineAlgorithmHandlers.cs.


The documentation for this class was generated from the following file: