Lean  $LEAN_TAG$
QuantConnect.Lean.Engine.Results.LiveTradingResultHandler Member List

This is the complete list of members for QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, including all inherited members.

AddToLogStore(string message)QuantConnect.Lean.Engine.Results.LiveTradingResultHandlerprotectedvirtual
AlgorithmQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
AlgorithmCurrencySymbolQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
AlgorithmIdQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
AlgorithmNameUpdated(string name)QuantConnect.Lean.Engine.Results.LiveTradingResultHandlervirtual
AlgorithmPerformanceChartsQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
AlgorithmTagsUpdated(HashSet< string > tags)QuantConnect.Lean.Engine.Results.LiveTradingResultHandlervirtual
AssetsSalesVolumeKeyQuantConnect.Lean.Engine.Results.BaseResultsHandlerstatic
BaseResultsHandler()QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
BenchmarkKeyQuantConnect.Lean.Engine.Results.BaseResultsHandlerstatic
BrokerageMessage(BrokerageMessageEvent brokerageMessageEvent)QuantConnect.Lean.Engine.Results.LiveTradingResultHandlervirtual
ChartLockQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
ChartsQuantConnect.Lean.Engine.Results.BaseResultsHandler
ChartUpdateIntervalQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
CompileIdQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
CreateSafeChartName(string chartName)QuantConnect.Lean.Engine.Results.LiveTradingResultHandlerprotectedvirtual
CumulativeMaxPortfolioValueQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
CurrentAlgorithmEquityQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
DailyPortfolioValueQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
DebugMessage(string message)QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
DrawdownKeyQuantConnect.Lean.Engine.Results.BaseResultsHandlerstatic
EquityKeyQuantConnect.Lean.Engine.Results.BaseResultsHandlerstatic
ErrorMessage(string message, string stacktrace="")QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
Exit()QuantConnect.Lean.Engine.Results.LiveTradingResultHandlervirtual
ExitEventQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
ExitTriggeredQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
GenerateStatisticsResults(Dictionary< string, Chart > charts, SortedDictionary< DateTime, decimal > profitLoss=null, CapacityEstimate estimatedStrategyCapacity=null)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
GenerateStatisticsResults(CapacityEstimate estimatedStrategyCapacity=null)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
GetAlgorithmRuntimeStatistics(Dictionary< string, string > summary, CapacityEstimate capacityEstimate=null)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
GetAlgorithmState(DateTime? endTime=null)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
GetBenchmarkValue(DateTime time)QuantConnect.Lean.Engine.Results.LiveTradingResultHandlerprotectedvirtual
GetDeltaOrders(int orderEventsStartPosition, Func< int, bool > shouldStop)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotectedvirtual
GetHoldings(IEnumerable< Security > securities, ISubscriptionDataConfigService subscriptionDataConfigService, bool onlyInvested=false)QuantConnect.Lean.Engine.Results.LiveTradingResultHandlerstatic
GetNetReturn()QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
GetPortfolioValue()QuantConnect.Lean.Engine.Results.LiveTradingResultHandlerprotectedvirtual
GetResultsPath(string filename)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
GetServerStatistics(DateTime utcNow)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotectedvirtual
Initialize(ResultHandlerInitializeParameters parameters)QuantConnect.Lean.Engine.Results.LiveTradingResultHandlervirtual
QuantConnect::Lean::Engine::Results::BaseResultsHandler.IsActiveQuantConnect.Lean.Engine.Results.BaseResultsHandler
QuantConnect::Lean::Engine::Results::IResultHandler.IsActiveQuantConnect.Lean.Engine.Results.IResultHandler
LastDeltaOrderEventsPositionQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
LastDeltaOrderPositionQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
LiveTradingResultHandler()QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
LogMessage(string message)QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
LogStoreQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
MainUpdateIntervalQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
MapFileProviderQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
QuantConnect::Lean::Engine::Results::BaseResultsHandler.MessagesQuantConnect.Lean.Engine.Results.BaseResultsHandler
QuantConnect::Lean::Engine::Results::IResultHandler.MessagesQuantConnect.Lean.Engine.Results.IResultHandler
MessagingHandlerQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
NotificationPeriodQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
OnSecuritiesChanged(SecurityChanges changes)QuantConnect.Lean.Engine.Results.LiveTradingResultHandlervirtual
OrderEvent(OrderEvent newEvent)QuantConnect.Lean.Engine.Results.LiveTradingResultHandlervirtual
PortfolioMarginKeyQuantConnect.Lean.Engine.Results.BaseResultsHandlerstatic
PortfolioTurnoverKeyQuantConnect.Lean.Engine.Results.BaseResultsHandlerstatic
ProcessAlgorithmLogs(int? messageQueueLimit=null)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
ProcessSynchronousEvents(bool forceProcess=false)QuantConnect.Lean.Engine.Results.LiveTradingResultHandlervirtual
ProjectIdQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
PurgeQueue()QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
RamAllocationQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
ResamplePeriodQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
ResultsDestinationFolderQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
ReturnKeyQuantConnect.Lean.Engine.Results.BaseResultsHandlerstatic
Run()QuantConnect.Lean.Engine.Results.LiveTradingResultHandlerprotectedvirtual
RuntimeError(string message, string stacktrace="")QuantConnect.Lean.Engine.Results.LiveTradingResultHandlervirtual
RuntimeStatistic(string key, string value)QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
RuntimeStatisticsQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
Sample(string chartName, string seriesName, int seriesIndex, SeriesType seriesType, ISeriesPoint value, string unit="$")QuantConnect.Lean.Engine.Results.LiveTradingResultHandlerprotectedvirtual
Sample(DateTime time)QuantConnect.Lean.Engine.Results.LiveTradingResultHandlervirtual
SampleBenchmark(DateTime time, decimal value)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotectedvirtual
SampleCapacity(DateTime time)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotectedvirtual
SampleDrawdown(DateTime time, decimal currentPortfolioValue)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotectedvirtual
SampleEquity(DateTime time)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotectedvirtual
SampleExposure(DateTime time, decimal currentPortfolioValue)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotectedvirtual
SamplePerformance(DateTime time, decimal value)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotectedvirtual
SamplePortfolioTurnover(DateTime time, decimal currentPortfolioValue)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotectedvirtual
SampleRange(IEnumerable< Chart > updates)QuantConnect.Lean.Engine.Results.LiveTradingResultHandlerprotected
SampleSalesVolume(DateTime time)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotectedvirtual
SaveLogs(string id, List< LogEntry > logs)QuantConnect.Lean.Engine.Results.LiveTradingResultHandlervirtual
QuantConnect::Lean::Engine::Results::BaseResultsHandler.SaveResults(string name, Result result)QuantConnect.Lean.Engine.Results.BaseResultsHandlervirtual
QuantConnect::Lean::Engine::Results::IResultHandler.SaveResults(string name, Result result)QuantConnect.Lean.Engine.Results.IResultHandler
SecurityType(List< SecurityType > types)QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
SendFinalResult()QuantConnect.Lean.Engine.Results.LiveTradingResultHandlerprotected
SendStatusUpdate(AlgorithmStatus status, string message="")QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
SerializerSettingsQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
SetAlgorithm(IAlgorithm algorithm, decimal startingPortfolioValue)QuantConnect.Lean.Engine.Results.LiveTradingResultHandlervirtual
SetAlgorithmState(string error, string stack)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
SetNextStatusUpdate()QuantConnect.Lean.Engine.Results.LiveTradingResultHandlerprotectedvirtual
SetSummaryStatistic(string name, string value)QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
StartingPortfolioValueQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
StartTimeQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
StateQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
StatisticsResults()QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
StopUpdateRunner()QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
StoreInsights()QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotectedvirtual
StoreOrderEvents(DateTime utcTime, List< OrderEvent > orderEvents)QuantConnect.Lean.Engine.Results.LiveTradingResultHandlerprotectedvirtual
StoreResult(Packet packet)QuantConnect.Lean.Engine.Results.LiveTradingResultHandlerprotectedvirtual
StrategyEquityKeyQuantConnect.Lean.Engine.Results.BaseResultsHandlerstatic
SummaryStatistic(string name, string value)QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
SystemDebugMessage(string message)QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
TotalTradesCount()QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
TransactionHandlerQuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected
UpdateAlgorithmEquity()QuantConnect.Lean.Engine.Results.BaseResultsHandlerprotected