AddToLogStore(string message) | QuantConnect.Lean.Engine.Results.RegressionResultHandler | protectedvirtual |
Algorithm | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
AlgorithmCurrencySymbol | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
AlgorithmId | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
AlgorithmNameUpdated(string name) | QuantConnect.Lean.Engine.Results.BacktestingResultHandler | virtual |
AlgorithmPerformanceCharts | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
AlgorithmTagsUpdated(HashSet< string > tags) | QuantConnect.Lean.Engine.Results.BacktestingResultHandler | virtual |
AssetsSalesVolumeKey | QuantConnect.Lean.Engine.Results.BaseResultsHandler | static |
BacktestingResultHandler() | QuantConnect.Lean.Engine.Results.BacktestingResultHandler | |
BaseResultsHandler() | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
BenchmarkKey | QuantConnect.Lean.Engine.Results.BaseResultsHandler | static |
BrokerageMessage(BrokerageMessageEvent brokerageMessageEvent) | QuantConnect.Lean.Engine.Results.BacktestingResultHandler | virtual |
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 |
ConfigureConsoleTextWriter(IAlgorithm algorithm) | QuantConnect.Lean.Engine.Results.RegressionResultHandler | protectedvirtual |
CumulativeMaxPortfolioValue | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
CurrentAlgorithmEquity | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
DailyPortfolioValue | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
DebugMessage(string message) | QuantConnect.Lean.Engine.Results.RegressionResultHandler | virtual |
DrawdownKey | QuantConnect.Lean.Engine.Results.BaseResultsHandler | static |
EquityKey | QuantConnect.Lean.Engine.Results.BaseResultsHandler | static |
ErrorMessage(string message, string stacktrace="") | QuantConnect.Lean.Engine.Results.RegressionResultHandler | virtual |
Exit() | QuantConnect.Lean.Engine.Results.RegressionResultHandler | virtual |
ExitEvent | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
ExitTriggered | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
FinalStatistics | QuantConnect.Lean.Engine.Results.BacktestingResultHandler | |
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 |
HasRuntimeError | QuantConnect.Lean.Engine.Results.RegressionResultHandler | |
Initialize(ResultHandlerInitializeParameters parameters) | QuantConnect.Lean.Engine.Results.BacktestingResultHandler | virtual |
QuantConnect::Lean::Engine::Results::BaseResultsHandler.IsActive | QuantConnect.Lean.Engine.Results.BaseResultsHandler | |
QuantConnect::Lean::Engine::Results::IResultHandler.IsActive | QuantConnect.Lean.Engine.Results.IResultHandler | |
LastDeltaOrderEventsPosition | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
LastDeltaOrderPosition | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
LogFilePath | QuantConnect.Lean.Engine.Results.RegressionResultHandler | |
LogMessage(string message) | QuantConnect.Lean.Engine.Results.RegressionResultHandler | virtual |
LogStore | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
MainUpdateInterval | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
MapFileProvider | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
QuantConnect::Lean::Engine::Results::BaseResultsHandler.Messages | QuantConnect.Lean.Engine.Results.BaseResultsHandler | |
QuantConnect::Lean::Engine::Results::IResultHandler.Messages | QuantConnect.Lean.Engine.Results.IResultHandler | |
MessagingHandler | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
NotificationPeriod | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
OnSecuritiesChanged(SecurityChanges changes) | QuantConnect.Lean.Engine.Results.RegressionResultHandler | virtual |
OrderEvent(OrderEvent newEvent) | QuantConnect.Lean.Engine.Results.RegressionResultHandler | 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 |
ProcessSynchronousEvents(bool forceProcess=false) | QuantConnect.Lean.Engine.Results.RegressionResultHandler | virtual |
ProjectId | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
PurgeQueue() | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
RamAllocation | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
RegressionResultHandler() | QuantConnect.Lean.Engine.Results.RegressionResultHandler | |
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.BacktestingResultHandler | protectedvirtual |
RuntimeError(string message, string stacktrace="") | QuantConnect.Lean.Engine.Results.RegressionResultHandler | virtual |
RuntimeStatistic(string key, string value) | QuantConnect.Lean.Engine.Results.RegressionResultHandler | virtual |
RuntimeStatistics | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
Sample(string chartName, string seriesName, int seriesIndex, SeriesType seriesType, ISeriesPoint value, string unit="$") | QuantConnect.Lean.Engine.Results.BacktestingResultHandler | protectedvirtual |
QuantConnect::Lean::Engine::Results::BaseResultsHandler.Sample(DateTime time) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | virtual |
QuantConnect::Lean::Engine::Results::IResultHandler.Sample(DateTime time) | QuantConnect.Lean.Engine.Results.IResultHandler | |
SampleBenchmark(DateTime time, decimal value) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedvirtual |
SampleCapacity(DateTime time) | QuantConnect.Lean.Engine.Results.BacktestingResultHandler | 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.RegressionResultHandler | protectedvirtual |
SamplePortfolioTurnover(DateTime time, decimal currentPortfolioValue) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protectedvirtual |
SampleRange(IEnumerable< Chart > updates) | QuantConnect.Lean.Engine.Results.BacktestingResultHandler | protected |
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.RegressionResultHandler | virtual |
SecurityType(List< SecurityType > types) | QuantConnect.Lean.Engine.Results.RegressionResultHandler | virtual |
SendFinalResult() | QuantConnect.Lean.Engine.Results.BacktestingResultHandler | protected |
SendStatusUpdate(AlgorithmStatus status, string message="") | QuantConnect.Lean.Engine.Results.BacktestingResultHandler | virtual |
SerializerSettings | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
SetAlgorithm(IAlgorithm algorithm, decimal startingPortfolioValue) | QuantConnect.Lean.Engine.Results.RegressionResultHandler | virtual |
SetAlgorithmState(string error, string stack) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
SetSummaryStatistic(string name, string value) | QuantConnect.Lean.Engine.Results.BacktestingResultHandler | |
SplitPackets(Dictionary< string, Chart > deltaCharts, Dictionary< int, Order > deltaOrders, SortedDictionary< string, string > runtimeStatistics, decimal progress, Dictionary< string, string > serverStatistics) | QuantConnect.Lean.Engine.Results.BacktestingResultHandler | virtual |
StartingPortfolioValue | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
StartTime | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
State | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
StatisticsResults() | QuantConnect.Lean.Engine.Results.BacktestingResultHandler | |
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.BacktestingResultHandler | protectedvirtual |
StrategyEquityKey | QuantConnect.Lean.Engine.Results.BaseResultsHandler | static |
SummaryStatistic(string name, string value) | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
SystemDebugMessage(string message) | QuantConnect.Lean.Engine.Results.RegressionResultHandler | virtual |
TotalTradesCount() | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
TransactionHandler | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |
UpdateAlgorithmEquity() | QuantConnect.Lean.Engine.Results.BaseResultsHandler | protected |