AddToLogStore(string message) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedvirtual |
Algorithm | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
AlgorithmCurrencySymbol | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
AlgorithmId | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
AlgorithmPerformanceCharts | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
AssetsSalesVolumeKey | QuantConnect.Lean.Engine.Results.BaseResultsHandler | static |
BaseResultsHandler() | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
BenchmarkKey | QuantConnect.Lean.Engine.Results.BaseResultsHandler | static |
ChartLock | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
Charts | QuantConnect.Lean.Engine.Results.BaseResultsHandler | |
ChartUpdateInterval | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
CompileId | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
CumulativeMaxPortfolioValue | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
CurrentAlgorithmEquity | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
DailyPortfolioValue | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
DrawdownKey | QuantConnect.Lean.Engine.Results.BaseResultsHandler | static |
EquityKey | QuantConnect.Lean.Engine.Results.BaseResultsHandler | static |
Exit() | QuantConnect.Lean.Engine.Results.BaseResultsHandler | virtual |
ExitEvent | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
ExitTriggered | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
GenerateStatisticsResults(Dictionary< string, Chart > charts, SortedDictionary< DateTime, decimal > profitLoss=null, CapacityEstimate estimatedStrategyCapacity=null) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
GenerateStatisticsResults(CapacityEstimate estimatedStrategyCapacity=null) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
GetAlgorithmRuntimeStatistics(Dictionary< string, string > summary, CapacityEstimate capacityEstimate=null) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
GetAlgorithmState(DateTime? endTime=null) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
GetBenchmarkValue(DateTime time) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedvirtual |
GetDeltaOrders(int orderEventsStartPosition, Func< int, bool > shouldStop) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedvirtual |
GetNetReturn() | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
GetPortfolioValue() | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedvirtual |
GetResultsPath(string filename) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
GetServerStatistics(DateTime utcNow) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedvirtual |
Initialize(ResultHandlerInitializeParameters parameters) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | virtual |
IsActive | QuantConnect.Lean.Engine.Results.BaseResultsHandler | |
LastDeltaOrderEventsPosition | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
LastDeltaOrderPosition | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
LogStore | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
MainUpdateInterval | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
MapFileProvider | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
Messages | QuantConnect.Lean.Engine.Results.BaseResultsHandler | |
MessagingHandler | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
NotificationPeriod | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
OnSecuritiesChanged(SecurityChanges changes) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | virtual |
OrderEvent(OrderEvent newEvent) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | virtual |
PortfolioMarginKey | QuantConnect.Lean.Engine.Results.BaseResultsHandler | static |
PortfolioTurnoverKey | QuantConnect.Lean.Engine.Results.BaseResultsHandler | static |
ProcessAlgorithmLogs(int? messageQueueLimit=null) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
ProjectId | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
PurgeQueue() | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
RamAllocation | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
ResamplePeriod | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
ResultsDestinationFolder | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
ReturnKey | QuantConnect.Lean.Engine.Results.BaseResultsHandler | static |
Run() | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedpure virtual |
RuntimeStatistics | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
Sample(DateTime time) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | virtual |
Sample(string chartName, string seriesName, int seriesIndex, SeriesType seriesType, ISeriesPoint value, string unit="$") | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedpure virtual |
SampleBenchmark(DateTime time, decimal value) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedvirtual |
SampleCapacity(DateTime time) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedvirtual |
SampleDrawdown(DateTime time, decimal currentPortfolioValue) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedvirtual |
SampleEquity(DateTime time) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedvirtual |
SampleExposure(DateTime time, decimal currentPortfolioValue) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedvirtual |
SamplePerformance(DateTime time, decimal value) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedvirtual |
SamplePortfolioTurnover(DateTime time, decimal currentPortfolioValue) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedvirtual |
SampleSalesVolume(DateTime time) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedvirtual |
SaveLogs(string id, List< LogEntry > logs) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | virtual |
SaveResults(string name, Result result) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | virtual |
SerializerSettings | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
SetAlgorithmState(string error, string stack) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
StartingPortfolioValue | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
StartTime | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
State | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
StopUpdateRunner() | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
StoreInsights() | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedvirtual |
StoreOrderEvents(DateTime utcTime, List< OrderEvent > orderEvents) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedvirtual |
StoreResult(Packet packet) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedpure virtual |
StrategyEquityKey | QuantConnect.Lean.Engine.Results.BaseResultsHandler | static |
SummaryStatistic(string name, string value) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
TotalTradesCount() | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
TransactionHandler | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
UpdateAlgorithmEquity() | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |