Lean
$LEAN_TAG$
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Provides a container for the algorithm specific handlers More...
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... | |
Provides a container for the algorithm specific handlers
Definition at line 37 of file LeanEngineAlgorithmHandlers.cs.
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 |
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) |
Initializes a new instance of the LeanEngineAlgorithmHandlers class from the specified handlers
results | The result handler for communicating results from the algorithm |
setup | The setup handler used to initialize algorithm state |
dataFeed | The data feed handler used to pump data to the algorithm |
transactions | The transaction handler used to process orders from the algorithm |
realTime | The real time handler used to process real time events |
mapFileProvider | The map file provider used to retrieve map files for the data feed |
factorFileProvider | Map file provider used as a map file source for the data feed |
dataProvider | file provider used to retrieve security data if it is not on the file system |
objectStore | The object store used for persistence |
dataPermissionsManager | The data permission manager to use |
liveMode | True for live mode, false otherwise |
researchMode | True for research mode, false otherwise. This has less priority than liveMode |
Definition at line 114 of file LeanEngineAlgorithmHandlers.cs.
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static |
Creates a new instance of the LeanEngineAlgorithmHandlers class from the specified composer using type names from configuration
composer | The composer instance to obtain implementations from |
researchMode | True for research mode, false otherwise |
CompositionException | Throws a CompositionException during failure to load |
Definition at line 195 of file LeanEngineAlgorithmHandlers.cs.
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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Gets the result handler used to communicate results from the algorithm
Definition at line 42 of file LeanEngineAlgorithmHandlers.cs.
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Gets the setup handler used to initialize the algorithm state
Definition at line 47 of file LeanEngineAlgorithmHandlers.cs.
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Gets the data feed handler used to provide data to the algorithm
Definition at line 52 of file LeanEngineAlgorithmHandlers.cs.
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Gets the transaction handler used to process orders from the algorithm
Definition at line 57 of file LeanEngineAlgorithmHandlers.cs.
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Gets the real time handler used to process real time events
Definition at line 62 of file LeanEngineAlgorithmHandlers.cs.
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Gets the map file provider used as a map file source for the data feed
Definition at line 67 of file LeanEngineAlgorithmHandlers.cs.
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Gets the map file provider used as a map file source for the data feed
Definition at line 72 of file LeanEngineAlgorithmHandlers.cs.
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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.
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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.
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Gets the object store used for persistence
Definition at line 87 of file LeanEngineAlgorithmHandlers.cs.
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Entity in charge of handling data permissions
Definition at line 92 of file LeanEngineAlgorithmHandlers.cs.
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Monitors data requests and reports on missing data
Definition at line 97 of file LeanEngineAlgorithmHandlers.cs.