Interface for QuantConnect algorithm implementations. All algorithms must implement these basic members to allow interaction with the Lean Backtesting Engine. More...

Inheritance diagram for QuantConnect.Interfaces.IAlgorithm:

[legend]

Public Member Functions
void	Initialize ()
	Initialise the Algorithm and Prepare Required Data: More...

void	PostInitialize ()
	Called by setup handlers after Initialize and allows the algorithm a chance to organize the data gather in the Initialize method More...

void	OnWarmupFinished ()
	Called when the algorithm has completed initialization and warm up. More...

IReadOnlyDictionary< string, string >	GetParameters ()
	Gets a read-only dictionary with all current parameters More...

string	GetParameter (string name, string defaultValue=null)
	Gets the parameter with the specified name. If a parameter with the specified name does not exist, the given default value is returned if any, else null More...

int	GetParameter (string name, int defaultValue)
	Gets the parameter with the specified name parsed as an integer. If a parameter with the specified name does not exist, or the conversion is not possible, the given default value is returned More...

double	GetParameter (string name, double defaultValue)
	Gets the parameter with the specified name parsed as a double. If a parameter with the specified name does not exist, or the conversion is not possible, the given default value is returned More...

decimal	GetParameter (string name, decimal defaultValue)
	Gets the parameter with the specified name parsed as a decimal. If a parameter with the specified name does not exist, or the conversion is not possible, the given default value is returned More...

void	SetParameters (Dictionary< string, string > parameters)
	Sets the parameters from the dictionary More...

bool	Shortable (Symbol symbol, decimal shortQuantity, int? updateOrderId=null)
	Determines if the Symbol is shortable at the brokerage More...

long	ShortableQuantity (Symbol symbol)
	Gets the quantity shortable for the given asset More...

void	SetBrokerageModel (IBrokerageModel brokerageModel)
	Sets the brokerage model used to resolve transaction models, settlement models, and brokerage specified ordering behaviors. More...

void	OnData (Slice slice)
	v3.0 Handler for all data types More...

void	OnFrameworkData (Slice slice)
	Used to send data updates to algorithm framework models More...

void	OnSplits (Splits splits)
	Event handler to be called when there's been a split event More...

void	OnDividends (Dividends dividends)
	Event handler to be called when there's been a dividend event More...

void	OnDelistings (Delistings delistings)
	Event handler to be called when there's been a delistings event More...

void	OnSymbolChangedEvents (SymbolChangedEvents symbolsChanged)
	Event handler to be called when there's been a symbol changed event More...

void	OnSecuritiesChanged (SecurityChanges changes)
	Event fired each time that we add/remove securities from the data feed More...

void	OnFrameworkSecuritiesChanged (SecurityChanges changes)
	Used to send security changes to algorithm framework models More...

void	OnEndOfTimeStep ()
	Invoked at the end of every time step. This allows the algorithm to process events before advancing to the next time step. More...

void	Debug (string message)
	Send debug message More...

void	Log (string message)
	Save entry to the Log More...

void	Error (string message)
	Send an error message for the algorithm More...

void	OnMarginCall (List< SubmitOrderRequest > requests)
	Margin call event handler. This method is called right before the margin call orders are placed in the market. More...

void	OnMarginCallWarning ()
	Margin call warning event handler. This method is called when Portfolio.MarginRemaining is under 5% of your Portfolio.TotalPortfolioValue More...

void	OnEndOfDay ()
	Call this method at the end of each day of data. More...

void	OnEndOfDay (Symbol symbol)
	Call this method at the end of each day of data. More...

void	OnEndOfAlgorithm ()
	Call this event at the end of the algorithm running. More...

void	OnOrderEvent (OrderEvent newEvent)
	EXPERTS ONLY:: [-!-Async Code-!-] New order event handler: on order status changes (filled, partially filled, cancelled etc). More...

bool?	OnCommand (dynamic data)
	Generic untyped command call handler More...

OrderTicket	SubmitOrderRequest (SubmitOrderRequest request)
	Will submit an order request to the algorithm More...

void	OnAssignmentOrderEvent (OrderEvent assignmentEvent)
	Option assignment event handler. On an option assignment event for short legs the resulting information is passed to this method. More...

void	OnBrokerageMessage (BrokerageMessageEvent messageEvent)
	Brokerage message event handler. This method is called for all types of brokerage messages. More...

void	OnBrokerageDisconnect ()
	Brokerage disconnected event handler. This method is called when the brokerage connection is lost. More...

void	OnBrokerageReconnect ()
	Brokerage reconnected event handler. This method is called when the brokerage connection is restored after a disconnection. More...

void	SetDateTime (DateTime time)
	Set the DateTime Frontier: This is the master time and is More...

void	SetStartDate (DateTime start)
	Set the start date for the backtest More...

void	SetEndDate (DateTime end)
	Set the end date for a backtest. More...

void	SetAlgorithmId (string algorithmId)
	Set the algorithm Id for this backtest or live run. This can be used to identify the order and equity records. More...

void	SetLocked ()
	Set the algorithm as initialized and locked. No more cash or security changes. More...

bool	GetLocked ()
	Gets whether or not this algorithm has been locked and fully initialized More...

void	AddChart (Chart chart)
	Add a Chart object to algorithm collection More...

IEnumerable< Chart >	GetChartUpdates (bool clearChartData=false)
	Get the chart updates since the last request: More...

Security	AddSecurity (SecurityType securityType, string symbol, Resolution? resolution, string market, bool fillForward, decimal leverage, bool extendedMarketHours, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null)
	Set a required SecurityType-symbol and resolution for algorithm More...

Security	AddSecurity (Symbol symbol, Resolution? resolution=null, bool fillForward=true, decimal leverage=Security.NullLeverage, bool extendedMarketHours=false, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int contractDepthOffset=0)
	Set a required SecurityType-symbol and resolution for algorithm More...

Future	AddFutureContract (Symbol symbol, Resolution? resolution=null, bool fillForward=true, decimal leverage=0m, bool extendedMarketHours=false)
	Creates and adds a new single Future contract to the algorithm More...

Option	AddOptionContract (Symbol symbol, Resolution? resolution=null, bool fillForward=true, decimal leverage=0m, bool extendedMarketHours=false)
	Creates and adds a new single Option contract to the algorithm More...

bool	RemoveSecurity (Symbol symbol)
	Removes the security with the specified symbol. This will cancel all open orders and then liquidate any existing holdings More...

void	SetAccountCurrency (string accountCurrency, decimal? startingCash=null)
	Sets the account currency cash symbol this algorithm is to manage, as well as the starting cash in this currency if given More...

void	SetCash (decimal startingCash)
	Set the starting capital for the strategy More...

void	SetCash (string symbol, decimal startingCash, decimal conversionRate=0)
	Set the cash for the specified symbol More...

List< OrderTicket >	Liquidate (Symbol symbol=null, bool asynchronous=false, string tag="Liquidated", IOrderProperties orderProperties=null)
	Liquidate your portfolio holdings More...

void	SetLiveMode (bool live)
	Set live mode state of the algorithm run: Public setter for the algorithm property LiveMode. More...

void	SetAlgorithmMode (AlgorithmMode algorithmMode)
	Sets the algorithm running mode More...

void	SetDeploymentTarget (DeploymentTarget deploymentTarget)
	Sets the algorithm deployment target More...

void	SetFinishedWarmingUp ()
	Sets IsWarmingUp to false to indicate this algorithm has finished its warm up More...

void	SetMaximumOrders (int max)
	Set the maximum number of orders the algorithm is allowed to process. More...

void	SetBrokerageMessageHandler (IBrokerageMessageHandler handler)
	Sets the implementation used to handle messages from the brokerage. The default implementation will forward messages to debug or error and when a BrokerageMessageType.Error occurs, the algorithm is stopped. More...

void	SetHistoryProvider (IHistoryProvider historyProvider)
	Set the historical data provider More...

BaseData	GetLastKnownPrice (Security security)
	Get the last known price using the history provider. Useful for seeding securities with the correct price More...

void	SetRunTimeError (Exception exception)
	Set the runtime error More...

void	SetStatus (AlgorithmStatus status)
	Set the state of a live deployment More...

void	SetAvailableDataTypes (Dictionary< SecurityType, List< TickType >> availableDataTypes)
	Set the available TickType supported by each SecurityType in SecurityManager More...

void	SetOptionChainProvider (IOptionChainProvider optionChainProvider)
	Sets the option chain provider, used to get the list of option contracts for an underlying symbol More...

void	SetFutureChainProvider (IFutureChainProvider futureChainProvider)
	Sets the future chain provider, used to get the list of future contracts for an underlying symbol More...

void	SetCurrentSlice (Slice slice)
	Sets the current slice More...

void	SetApi (IApi api)
	Provide the API for the algorithm. More...

void	SetObjectStore (IObjectStore objectStore)
	Sets the object store More...

Symbol	Symbol (string ticker)
	Converts the string 'ticker' symbol into a full Symbol object This requires that the string 'ticker' has been added to the algorithm More...

string	Ticker (Symbol symbol)
	For the given symbol will resolve the ticker it used at the current algorithm date More...

void	SetStatisticsService (IStatisticsService statisticsService)
	Sets the statistics service instance to be used by the algorithm More...

void	SetName (string name)
	Sets name to the currently running backtest More...

void	AddTag (string tag)
	Adds a tag to the algorithm More...

void	SetTags (HashSet< string > tags)
	Sets the tags for the algorithm More...

CommandResultPacket	RunCommand (CallbackCommand command)
	Run a callback command instance More...

Properties
ITimeKeeper	TimeKeeper `[get]`
	Gets the time keeper instance More...

SubscriptionManager	SubscriptionManager `[get]`
	Data subscription manager controls the information and subscriptions the algorithms recieves. Subscription configurations can be added through the Subscription Manager. More...

int	ProjectId `[get, set]`
	The project id associated with this algorithm if any More...

SecurityManager	Securities `[get]`
	Security object collection class stores an array of objects representing representing each security/asset we have a subscription for. More...

UniverseManager	UniverseManager `[get]`
	Gets the collection of universes for the algorithm More...

SecurityPortfolioManager	Portfolio `[get]`
	Security portfolio management class provides wrapper and helper methods for the Security.Holdings class such as IsLong, IsShort, TotalProfit More...

SecurityTransactionManager	Transactions `[get]`
	Security transaction manager class controls the store and processing of orders. More...

IBrokerageModel	BrokerageModel `[get]`
	Gets the brokerage model used to emulate a real brokerage More...

BrokerageName	BrokerageName `[get]`
	Gets the brokerage name. More...

IRiskFreeInterestRateModel	RiskFreeInterestRateModel `[get]`
	Gets the risk free interest rate model used to get the interest rates More...

IBrokerageMessageHandler	BrokerageMessageHandler `[get, set]`
	Gets the brokerage message handler used to decide what to do with each message sent from the brokerage More...

NotificationManager	Notify `[get]`
	Notification manager for storing and processing live event messages More...

ScheduleManager	Schedule `[get]`
	Gets schedule manager for adding/removing scheduled events More...

IHistoryProvider	HistoryProvider `[get, set]`
	Gets or sets the history provider for the algorithm More...

AlgorithmStatus	Status `[get, set]`
	Gets or sets the current status of the algorithm More...

bool	IsWarmingUp `[get]`
	Gets whether or not this algorithm is still warming up More...

string	Name `[get, set]`
	Public name for the algorithm. More...

HashSet< string >	Tags `[get, set]`
	A list of tags associated with the algorithm or the backtest, useful for categorization More...

DateTime	Time `[get]`
	Current date/time in the algorithm's local time zone More...

DateTimeZone	TimeZone `[get]`
	Gets the time zone of the algorithm More...

DateTime	UtcTime `[get]`
	Current date/time in UTC. More...

DateTime	StartDate `[get]`
	Algorithm start date for backtesting, set by the SetStartDate methods. More...

DateTime	EndDate `[get]`
	Get Requested Backtest End Date More...

string	AlgorithmId `[get]`
	AlgorithmId for the backtest More...

bool	LiveMode `[get]`
	Algorithm is running on a live server. More...

AlgorithmMode	AlgorithmMode `[get]`
	Algorithm running mode. More...

DeploymentTarget	DeploymentTarget `[get]`
	Deployment target, either local or cloud. More...

UniverseSettings	UniverseSettings `[get]`
	Gets the subscription settings to be used when adding securities via universe selection More...

ConcurrentQueue< string >	DebugMessages `[get]`
	Debug messages from the strategy: More...

ConcurrentQueue< string >	ErrorMessages `[get]`
	Error messages from the strategy: More...

ConcurrentQueue< string >	LogMessages `[get]`
	Log messages from the strategy: More...

Exception	RunTimeError `[get, set]`
	Gets the run time error from the algorithm, or null if none was encountered. More...

ConcurrentDictionary< string, string >	RuntimeStatistics `[get]`
	Customizable dynamic statistics displayed during live trading: More...

StatisticsResults	Statistics `[get]`
	The current algorithm statistics for the running algorithm. More...

IBenchmark	Benchmark `[get]`
	Gets the function used to define the benchmark. This function will return the value of the benchmark at a requested date/time More...

ITradeBuilder	TradeBuilder `[get]`
	Gets the Trade Builder to generate trades from executions More...

IAlgorithmSettings	Settings `[get]`
	Gets the user settings for the algorithm More...

IOptionChainProvider	OptionChainProvider `[get]`
	Gets the option chain provider, used to get the list of option contracts for an underlying symbol More...

IFutureChainProvider	FutureChainProvider `[get]`
	Gets the future chain provider, used to get the list of future contracts for an underlying symbol More...

InsightManager	Insights `[get]`
	Gets the insight manager More...

ObjectStore	ObjectStore `[get]`
	Gets the object store, used for persistence More...

Slice	CurrentSlice `[get]`
	Returns the current Slice object More...

Properties inherited from QuantConnect.Interfaces.ISecurityInitializerProvider
ISecurityInitializer	SecurityInitializer `[get]`
	Gets an instance that is to be used to initialize newly created securities. More...

Properties inherited from QuantConnect.Interfaces.IAccountCurrencyProvider
string	AccountCurrency `[get]`
	Gets the account currency More...

Events
AlgorithmEvent< GeneratedInsightsCollection >	InsightsGenerated
	Event fired when an algorithm generates a insight More...

AlgorithmEvent< string >	NameUpdated
	Event fired algorithm's name is changed More...

AlgorithmEvent< HashSet< string > >	TagsUpdated
	Event fired when the tag collection is updated More...

Detailed Description

Interface for QuantConnect algorithm implementations. All algorithms must implement these basic members to allow interaction with the Lean Backtesting Engine.

Definition at line 51 of file IAlgorithm.cs.

Member Function Documentation

◆ Initialize()

void QuantConnect.Interfaces.IAlgorithm.Initialize ( )

Initialise the Algorithm and Prepare Required Data:

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ PostInitialize()

void QuantConnect.Interfaces.IAlgorithm.PostInitialize ( )

Called by setup handlers after Initialize and allows the algorithm a chance to organize the data gather in the Initialize method

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnWarmupFinished()

void QuantConnect.Interfaces.IAlgorithm.OnWarmupFinished ( )

Called when the algorithm has completed initialization and warm up.

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ GetParameters()

IReadOnlyDictionary<string, string> QuantConnect.Interfaces.IAlgorithm.GetParameters ( )

Gets a read-only dictionary with all current parameters

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ GetParameter() [1/4]

string QuantConnect.Interfaces.IAlgorithm.GetParameter	(	string	name,
		string	defaultValue = `null`
	)

Gets the parameter with the specified name. If a parameter with the specified name does not exist, the given default value is returned if any, else null

Parameters

name	The name of the parameter to get
defaultValue	The default value to return

Returns: The value of the specified parameter, or defaultValue if not found or null if there's no default value

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ GetParameter() [2/4]

int QuantConnect.Interfaces.IAlgorithm.GetParameter	(	string	name,
		int	defaultValue
	)

Gets the parameter with the specified name parsed as an integer. If a parameter with the specified name does not exist, or the conversion is not possible, the given default value is returned

Parameters

name	The name of the parameter to get
defaultValue	The default value to return

Returns: The value of the specified parameter, or defaultValue if not found or null if there's no default value

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ GetParameter() [3/4]

double QuantConnect.Interfaces.IAlgorithm.GetParameter	(	string	name,
		double	defaultValue
	)

Gets the parameter with the specified name parsed as a double. If a parameter with the specified name does not exist, or the conversion is not possible, the given default value is returned

Parameters

name	The name of the parameter to get
defaultValue	The default value to return

Returns: The value of the specified parameter, or defaultValue if not found or null if there's no default value

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ GetParameter() [4/4]

decimal QuantConnect.Interfaces.IAlgorithm.GetParameter	(	string	name,
		decimal	defaultValue
	)

Gets the parameter with the specified name parsed as a decimal. If a parameter with the specified name does not exist, or the conversion is not possible, the given default value is returned

Parameters

name	The name of the parameter to get
defaultValue	The default value to return

Returns: The value of the specified parameter, or defaultValue if not found or null if there's no default value

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetParameters()

void QuantConnect.Interfaces.IAlgorithm.SetParameters ( Dictionary< string, string > parameters )

Sets the parameters from the dictionary

Parameters

parameters Dictionary containing the parameter names to values

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ Shortable()

bool QuantConnect.Interfaces.IAlgorithm.Shortable	(	Symbol	symbol,
		decimal	shortQuantity,
		int?	updateOrderId = `null`
	)

Determines if the Symbol is shortable at the brokerage

Parameters

symbol	Symbol to check if shortable
shortQuantity	Order's quantity to check if it is currently shortable, taking into account current holdings and open orders
updateOrderId	Optionally the id of the order being updated. When updating an order we want to ignore it's submitted short quantity and use the new provided quantity to determine if we can perform the update

Returns: True if the symbol can be shorted by the requested quantity

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ ShortableQuantity()

long QuantConnect.Interfaces.IAlgorithm.ShortableQuantity ( Symbol symbol )

Gets the quantity shortable for the given asset

Returns: Quantity shortable for the given asset. Zero if not shortable, or a number greater than zero if shortable.

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetBrokerageModel()

void QuantConnect.Interfaces.IAlgorithm.SetBrokerageModel ( IBrokerageModel brokerageModel )

Sets the brokerage model used to resolve transaction models, settlement models, and brokerage specified ordering behaviors.

Parameters

brokerageModel The brokerage model used to emulate the real brokerage

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnData()

void QuantConnect.Interfaces.IAlgorithm.OnData ( Slice slice )

v3.0 Handler for all data types

Parameters

slice The current slice of data

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnFrameworkData()

void QuantConnect.Interfaces.IAlgorithm.OnFrameworkData ( Slice slice )

Used to send data updates to algorithm framework models

Parameters

slice The current data slice

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnSplits()

void QuantConnect.Interfaces.IAlgorithm.OnSplits ( Splits splits )

Event handler to be called when there's been a split event

Parameters

splits The current time slice splits

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnDividends()

void QuantConnect.Interfaces.IAlgorithm.OnDividends ( Dividends dividends )

Event handler to be called when there's been a dividend event

Parameters

dividends The current time slice dividends

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnDelistings()

void QuantConnect.Interfaces.IAlgorithm.OnDelistings ( Delistings delistings )

Event handler to be called when there's been a delistings event

Parameters

delistings The current time slice delistings

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnSymbolChangedEvents()

void QuantConnect.Interfaces.IAlgorithm.OnSymbolChangedEvents ( SymbolChangedEvents symbolsChanged )

Event handler to be called when there's been a symbol changed event

Parameters

symbolsChanged The current time slice symbol changed events

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnSecuritiesChanged()

void QuantConnect.Interfaces.IAlgorithm.OnSecuritiesChanged ( SecurityChanges changes )

Event fired each time that we add/remove securities from the data feed

Parameters

changes Security additions/removals for this time step

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnFrameworkSecuritiesChanged()

void QuantConnect.Interfaces.IAlgorithm.OnFrameworkSecuritiesChanged ( SecurityChanges changes )

Used to send security changes to algorithm framework models

Parameters

changes Security additions/removals for this time step

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnEndOfTimeStep()

void QuantConnect.Interfaces.IAlgorithm.OnEndOfTimeStep ( )

Invoked at the end of every time step. This allows the algorithm to process events before advancing to the next time step.

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ Debug()

void QuantConnect.Interfaces.IAlgorithm.Debug ( string message )

Send debug message

Parameters

message

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ Log()

void QuantConnect.Interfaces.IAlgorithm.Log ( string message )

Save entry to the Log

Parameters

message String message

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ Error()

void QuantConnect.Interfaces.IAlgorithm.Error ( string message )

Send an error message for the algorithm

Parameters

message String message

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ OnMarginCall()

void QuantConnect.Interfaces.IAlgorithm.OnMarginCall ( List< SubmitOrderRequest > requests )

Margin call event handler. This method is called right before the margin call orders are placed in the market.

Parameters

requests The orders to be executed to bring this algorithm within margin limits

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnMarginCallWarning()

void QuantConnect.Interfaces.IAlgorithm.OnMarginCallWarning ( )

Margin call warning event handler. This method is called when Portfolio.MarginRemaining is under 5% of your Portfolio.TotalPortfolioValue

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnEndOfDay() [1/2]

void QuantConnect.Interfaces.IAlgorithm.OnEndOfDay ( )

Call this method at the end of each day of data.

Deprecated because different assets have different market close times, and because Python does not support two methods with the same name

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ OnEndOfDay() [2/2]

void QuantConnect.Interfaces.IAlgorithm.OnEndOfDay ( Symbol symbol )

Call this method at the end of each day of data.

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnEndOfAlgorithm()

void QuantConnect.Interfaces.IAlgorithm.OnEndOfAlgorithm ( )

Call this event at the end of the algorithm running.

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnOrderEvent()

void QuantConnect.Interfaces.IAlgorithm.OnOrderEvent ( OrderEvent newEvent )

EXPERTS ONLY:: [-!-Async Code-!-] New order event handler: on order status changes (filled, partially filled, cancelled etc).

Parameters

newEvent Event information

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnCommand()

bool? QuantConnect.Interfaces.IAlgorithm.OnCommand ( dynamic data )

Generic untyped command call handler

Parameters

data	The associated data

Returns: True if success, false otherwise. Returning null will disable command feedback

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ SubmitOrderRequest()

OrderTicket QuantConnect.Interfaces.IAlgorithm.SubmitOrderRequest ( SubmitOrderRequest request )

Will submit an order request to the algorithm

Parameters

request The request to submit

Will run order prechecks, which include making sure the algorithm is not warming up, security is added and has data among others

Returns: The order ticket

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ OnAssignmentOrderEvent()

void QuantConnect.Interfaces.IAlgorithm.OnAssignmentOrderEvent ( OrderEvent assignmentEvent )

Option assignment event handler. On an option assignment event for short legs the resulting information is passed to this method.

Parameters

assignmentEvent Option exercise event details containing details of the assignment

This method can be called asynchronously and so should only be used by seasoned C# experts. Ensure you use proper locks on thread-unsafe objects

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnBrokerageMessage()

void QuantConnect.Interfaces.IAlgorithm.OnBrokerageMessage ( BrokerageMessageEvent messageEvent )

Brokerage message event handler. This method is called for all types of brokerage messages.

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnBrokerageDisconnect()

void QuantConnect.Interfaces.IAlgorithm.OnBrokerageDisconnect ( )

Brokerage disconnected event handler. This method is called when the brokerage connection is lost.

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ OnBrokerageReconnect()

void QuantConnect.Interfaces.IAlgorithm.OnBrokerageReconnect ( )

Brokerage reconnected event handler. This method is called when the brokerage connection is restored after a disconnection.

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetDateTime()

void QuantConnect.Interfaces.IAlgorithm.SetDateTime ( DateTime time )

Set the DateTime Frontier: This is the master time and is

Parameters

time

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ SetStartDate()

void QuantConnect.Interfaces.IAlgorithm.SetStartDate ( DateTime start )

Set the start date for the backtest

Parameters

start Datetime Start date for backtest

Must be less than end date and within data available

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetEndDate()

void QuantConnect.Interfaces.IAlgorithm.SetEndDate ( DateTime end )

Set the end date for a backtest.

Parameters

end	Datetime value for end date

Must be greater than the start date

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetAlgorithmId()

void QuantConnect.Interfaces.IAlgorithm.SetAlgorithmId ( string algorithmId )

Set the algorithm Id for this backtest or live run. This can be used to identify the order and equity records.

Parameters

algorithmId unique 32 character identifier for backtest or live server

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetLocked()

void QuantConnect.Interfaces.IAlgorithm.SetLocked ( )

Set the algorithm as initialized and locked. No more cash or security changes.

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ GetLocked()

bool QuantConnect.Interfaces.IAlgorithm.GetLocked ( )

Gets whether or not this algorithm has been locked and fully initialized

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ AddChart()

void QuantConnect.Interfaces.IAlgorithm.AddChart ( Chart chart )

Add a Chart object to algorithm collection

Parameters

chart Chart object to add to collection.

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ GetChartUpdates()

IEnumerable<Chart> QuantConnect.Interfaces.IAlgorithm.GetChartUpdates ( bool clearChartData = false )

Get the chart updates since the last request:

Parameters

clearChartData

Returns: List of Chart Updates

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ AddSecurity() [1/2]

Security QuantConnect.Interfaces.IAlgorithm.AddSecurity	(	SecurityType	securityType,
		string	symbol,
		Resolution?	resolution,
		string	market,
		bool	fillForward,
		decimal	leverage,
		bool	extendedMarketHours,
		DataMappingMode?	dataMappingMode = `null`,
		DataNormalizationMode?	dataNormalizationMode = `null`
	)

Set a required SecurityType-symbol and resolution for algorithm

Parameters

securityType	SecurityType Enum: Equity, Commodity, FOREX or Future
symbol	Symbol Representation of the MarketType, e.g. AAPL
resolution	Resolution of the MarketType required: MarketData, Second or Minute
market	The market the requested security belongs to, such as 'usa' or 'fxcm'
fillForward	If true, returns the last available data even if none in that timeslice.
leverage	leverage for this security
extendedMarketHours	ExtendedMarketHours send in data from 4am - 8pm, not used for FOREX
dataMappingMode	The contract mapping mode to use for the security
dataNormalizationMode	The price scaling mode to use for the security

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ AddSecurity() [2/2]

Security QuantConnect.Interfaces.IAlgorithm.AddSecurity	(	Symbol	symbol,
		Resolution?	resolution = `null`,
		bool	fillForward = `true`,
		decimal	leverage = `Security.NullLeverage`,
		bool	extendedMarketHours = `false`,
		DataMappingMode?	dataMappingMode = `null`,
		DataNormalizationMode?	dataNormalizationMode = `null`,
		int	contractDepthOffset = `0`
	)

Set a required SecurityType-symbol and resolution for algorithm

Parameters

symbol	The security Symbol
resolution	Resolution of the MarketType required: MarketData, Second or Minute
fillForward	If true, returns the last available data even if none in that timeslice.
leverage	leverage for this security
extendedMarketHours	Use extended market hours data
dataMappingMode	The contract mapping mode to use for the security
dataNormalizationMode	The price scaling mode to use for the security
contractDepthOffset	The continuous contract desired offset from the current front month. For example, 0 (default) will use the front month, 1 will use the back month contract

Returns: The new Security that was added to the algorithm

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ AddFutureContract()

Future QuantConnect.Interfaces.IAlgorithm.AddFutureContract	(	Symbol	symbol,
		Resolution?	resolution = `null`,
		bool	fillForward = `true`,
		decimal	leverage = `0m`,
		bool	extendedMarketHours = `false`
	)

Creates and adds a new single Future contract to the algorithm

Parameters

symbol	The futures contract symbol
resolution	The Resolution of market data, Tick, Second, Minute, Hour, or Daily. Default is Resolution.Minute
fillForward	If true, returns the last available data even if none in that timeslice. Default is

true

Parameters

leverage	The requested leverage for this equity. Default is set by SecurityInitializer
extendedMarketHours	Show the after market data as well

Returns: The new Future security

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ AddOptionContract()

Option QuantConnect.Interfaces.IAlgorithm.AddOptionContract	(	Symbol	symbol,
		Resolution?	resolution = `null`,
		bool	fillForward = `true`,
		decimal	leverage = `0m`,
		bool	extendedMarketHours = `false`
	)

Creates and adds a new single Option contract to the algorithm

Parameters

symbol	The option contract symbol
resolution	The Resolution of market data, Tick, Second, Minute, Hour, or Daily. Default is Resolution.Minute
fillForward	If true, returns the last available data even if none in that timeslice. Default is

true

Parameters

leverage	The requested leverage for this equity. Default is set by SecurityInitializer
extendedMarketHours	Show the after market data as well

Returns: The new Option security

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ RemoveSecurity()

bool QuantConnect.Interfaces.IAlgorithm.RemoveSecurity ( Symbol symbol )

Removes the security with the specified symbol. This will cancel all open orders and then liquidate any existing holdings

Parameters

symbol The symbol of the security to be removed

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetAccountCurrency()

void QuantConnect.Interfaces.IAlgorithm.SetAccountCurrency	(	string	accountCurrency,
		decimal?	startingCash = `null`
	)

Sets the account currency cash symbol this algorithm is to manage, as well as the starting cash in this currency if given

Has to be called during Initialize before calling SetCash(decimal) or adding any Security

Parameters

accountCurrency	The account currency cash symbol to set
startingCash	The account currency starting cash to set

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ SetCash() [1/2]

void QuantConnect.Interfaces.IAlgorithm.SetCash ( decimal startingCash )

Set the starting capital for the strategy

Parameters

startingCash decimal starting capital, default $100,000

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ SetCash() [2/2]

void QuantConnect.Interfaces.IAlgorithm.SetCash	(	string	symbol,
		decimal	startingCash,
		decimal	conversionRate = `0`
	)

Set the cash for the specified symbol

Parameters

symbol	The cash symbol to set
startingCash	Decimal cash value of portfolio
conversionRate	The current conversion rate for the

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ Liquidate()

List<OrderTicket> QuantConnect.Interfaces.IAlgorithm.Liquidate	(	Symbol	symbol = `null`,
		bool	asynchronous = `false`,
		string	tag = `"Liquidated"`,
		IOrderProperties	orderProperties = `null`
	)

Liquidate your portfolio holdings

Parameters

symbol	Specific asset to liquidate, defaults to all.
asynchronous	Flag to indicate if the symbols should be liquidated asynchronously
tag	Custom tag to know who is calling this
orderProperties	Order properties to use

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ SetLiveMode()

void QuantConnect.Interfaces.IAlgorithm.SetLiveMode ( bool live )

Set live mode state of the algorithm run: Public setter for the algorithm property LiveMode.

Parameters

live	Bool live mode flag

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetAlgorithmMode()

void QuantConnect.Interfaces.IAlgorithm.SetAlgorithmMode ( AlgorithmMode algorithmMode )

Sets the algorithm running mode

Parameters

algorithmMode Algorithm mode

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetDeploymentTarget()

void QuantConnect.Interfaces.IAlgorithm.SetDeploymentTarget ( DeploymentTarget deploymentTarget )

Sets the algorithm deployment target

Parameters

deploymentTarget Deployment target

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetFinishedWarmingUp()

void QuantConnect.Interfaces.IAlgorithm.SetFinishedWarmingUp ( )

Sets IsWarmingUp to false to indicate this algorithm has finished its warm up

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetMaximumOrders()

void QuantConnect.Interfaces.IAlgorithm.SetMaximumOrders ( int max )

Set the maximum number of orders the algorithm is allowed to process.

Parameters

max	Maximum order count int

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetBrokerageMessageHandler()

void QuantConnect.Interfaces.IAlgorithm.SetBrokerageMessageHandler ( IBrokerageMessageHandler handler )

Sets the implementation used to handle messages from the brokerage. The default implementation will forward messages to debug or error and when a BrokerageMessageType.Error occurs, the algorithm is stopped.

Parameters

handler The message handler to use

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetHistoryProvider()

void QuantConnect.Interfaces.IAlgorithm.SetHistoryProvider ( IHistoryProvider historyProvider )

Set the historical data provider

Parameters

historyProvider Historical data provider

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ GetLastKnownPrice()

BaseData QuantConnect.Interfaces.IAlgorithm.GetLastKnownPrice ( Security security )

Get the last known price using the history provider. Useful for seeding securities with the correct price

Parameters

security Security object for which to retrieve historical data

Returns: A single BaseData object with the last known price

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ SetRunTimeError()

void QuantConnect.Interfaces.IAlgorithm.SetRunTimeError ( Exception exception )

Set the runtime error

Parameters

exception Represents error that occur during execution

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetStatus()

void QuantConnect.Interfaces.IAlgorithm.SetStatus ( AlgorithmStatus status )

Set the state of a live deployment

Parameters

status Live deployment status

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ SetAvailableDataTypes()

void QuantConnect.Interfaces.IAlgorithm.SetAvailableDataTypes ( Dictionary< SecurityType, List< TickType >> availableDataTypes )

Set the available TickType supported by each SecurityType in SecurityManager

Parameters

availableDataTypes >The different TickType each Security supports

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetOptionChainProvider()

void QuantConnect.Interfaces.IAlgorithm.SetOptionChainProvider ( IOptionChainProvider optionChainProvider )

Sets the option chain provider, used to get the list of option contracts for an underlying symbol

Parameters

optionChainProvider The option chain provider

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetFutureChainProvider()

void QuantConnect.Interfaces.IAlgorithm.SetFutureChainProvider ( IFutureChainProvider futureChainProvider )

Sets the future chain provider, used to get the list of future contracts for an underlying symbol

Parameters

futureChainProvider The future chain provider

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetCurrentSlice()

void QuantConnect.Interfaces.IAlgorithm.SetCurrentSlice ( Slice slice )

Sets the current slice

Parameters

slice The Slice object

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetApi()

void QuantConnect.Interfaces.IAlgorithm.SetApi ( IApi api )

Provide the API for the algorithm.

Parameters

api	Initiated API

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ SetObjectStore()

void QuantConnect.Interfaces.IAlgorithm.SetObjectStore ( IObjectStore objectStore )

Sets the object store

Parameters

objectStore The object store

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ Symbol()

Symbol QuantConnect.Interfaces.IAlgorithm.Symbol ( string ticker )

Converts the string 'ticker' symbol into a full Symbol object This requires that the string 'ticker' has been added to the algorithm

Parameters

ticker The ticker symbol. This should be the ticker symbol as it was added to the algorithm

Returns: The symbol object mapped to the specified ticker

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ Ticker()

string QuantConnect.Interfaces.IAlgorithm.Ticker ( Symbol symbol )

For the given symbol will resolve the ticker it used at the current algorithm date

Parameters

symbol The symbol to get the ticker for

Returns: The mapped ticker for a symbol

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ SetStatisticsService()

void QuantConnect.Interfaces.IAlgorithm.SetStatisticsService ( IStatisticsService statisticsService )

Sets the statistics service instance to be used by the algorithm

Parameters

statisticsService The statistics service instance

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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◆ SetName()

void QuantConnect.Interfaces.IAlgorithm.SetName ( string name )

Sets name to the currently running backtest

Parameters

name	The name for the backtest

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ AddTag()

void QuantConnect.Interfaces.IAlgorithm.AddTag ( string tag )

Adds a tag to the algorithm

Parameters

tag	The tag to add

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ SetTags()

void QuantConnect.Interfaces.IAlgorithm.SetTags ( HashSet< string > tags )

Sets the tags for the algorithm

Parameters

tags The tags

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

◆ RunCommand()

CommandResultPacket QuantConnect.Interfaces.IAlgorithm.RunCommand ( CallbackCommand command )

Run a callback command instance

Parameters

command The callback command instance

Returns: The command result

Implemented in QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.

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Property Documentation

◆ TimeKeeper

ITimeKeeper QuantConnect.Interfaces.IAlgorithm.TimeKeeper

get

Gets the time keeper instance

Definition at line 62 of file IAlgorithm.cs.

◆ SubscriptionManager

SubscriptionManager QuantConnect.Interfaces.IAlgorithm.SubscriptionManager

get

Data subscription manager controls the information and subscriptions the algorithms recieves. Subscription configurations can be added through the Subscription Manager.

Definition at line 71 of file IAlgorithm.cs.

◆ ProjectId

int QuantConnect.Interfaces.IAlgorithm.ProjectId

getset

The project id associated with this algorithm if any

Definition at line 79 of file IAlgorithm.cs.

◆ Securities

SecurityManager QuantConnect.Interfaces.IAlgorithm.Securities

get

Security object collection class stores an array of objects representing representing each security/asset we have a subscription for.

It is an IDictionary implementation and can be indexed by symbol

Definition at line 90 of file IAlgorithm.cs.

◆ UniverseManager

UniverseManager QuantConnect.Interfaces.IAlgorithm.UniverseManager

get

Gets the collection of universes for the algorithm

Definition at line 98 of file IAlgorithm.cs.

◆ Portfolio

SecurityPortfolioManager QuantConnect.Interfaces.IAlgorithm.Portfolio

get

Security portfolio management class provides wrapper and helper methods for the Security.Holdings class such as IsLong, IsShort, TotalProfit

Portfolio is a wrapper and helper class encapsulating the Securities[].Holdings objects

Definition at line 108 of file IAlgorithm.cs.

◆ Transactions

SecurityTransactionManager QuantConnect.Interfaces.IAlgorithm.Transactions

get

Security transaction manager class controls the store and processing of orders.

The orders and their associated events are accessible here. When a new OrderEvent is recieved the algorithm portfolio is updated.

Definition at line 117 of file IAlgorithm.cs.

◆ BrokerageModel

IBrokerageModel QuantConnect.Interfaces.IAlgorithm.BrokerageModel

get

Gets the brokerage model used to emulate a real brokerage

Definition at line 125 of file IAlgorithm.cs.

◆ BrokerageName

BrokerageName QuantConnect.Interfaces.IAlgorithm.BrokerageName

get

Gets the brokerage name.

Definition at line 133 of file IAlgorithm.cs.

◆ RiskFreeInterestRateModel

IRiskFreeInterestRateModel QuantConnect.Interfaces.IAlgorithm.RiskFreeInterestRateModel

get

Gets the risk free interest rate model used to get the interest rates

Definition at line 141 of file IAlgorithm.cs.

◆ BrokerageMessageHandler

IBrokerageMessageHandler QuantConnect.Interfaces.IAlgorithm.BrokerageMessageHandler

getset

Gets the brokerage message handler used to decide what to do with each message sent from the brokerage

Definition at line 150 of file IAlgorithm.cs.

◆ Notify

NotificationManager QuantConnect.Interfaces.IAlgorithm.Notify

get

Notification manager for storing and processing live event messages

Definition at line 159 of file IAlgorithm.cs.

◆ Schedule

ScheduleManager QuantConnect.Interfaces.IAlgorithm.Schedule

get

Gets schedule manager for adding/removing scheduled events

Definition at line 167 of file IAlgorithm.cs.

◆ HistoryProvider

IHistoryProvider QuantConnect.Interfaces.IAlgorithm.HistoryProvider

getset

Gets or sets the history provider for the algorithm

Definition at line 175 of file IAlgorithm.cs.

◆ Status

AlgorithmStatus QuantConnect.Interfaces.IAlgorithm.Status

getset

Gets or sets the current status of the algorithm

Definition at line 184 of file IAlgorithm.cs.

◆ IsWarmingUp

bool QuantConnect.Interfaces.IAlgorithm.IsWarmingUp

get

Gets whether or not this algorithm is still warming up

Definition at line 193 of file IAlgorithm.cs.

◆ Name

string QuantConnect.Interfaces.IAlgorithm.Name

getset

Public name for the algorithm.

Definition at line 201 of file IAlgorithm.cs.

◆ Tags

HashSet<string> QuantConnect.Interfaces.IAlgorithm.Tags

getset

A list of tags associated with the algorithm or the backtest, useful for categorization

Definition at line 210 of file IAlgorithm.cs.

◆ Time

DateTime QuantConnect.Interfaces.IAlgorithm.Time

get

Current date/time in the algorithm's local time zone

Definition at line 229 of file IAlgorithm.cs.

◆ TimeZone

DateTimeZone QuantConnect.Interfaces.IAlgorithm.TimeZone

get

Gets the time zone of the algorithm

Definition at line 237 of file IAlgorithm.cs.

◆ UtcTime

DateTime QuantConnect.Interfaces.IAlgorithm.UtcTime

get

Current date/time in UTC.

Definition at line 245 of file IAlgorithm.cs.

◆ StartDate

DateTime QuantConnect.Interfaces.IAlgorithm.StartDate

get

Algorithm start date for backtesting, set by the SetStartDate methods.

Definition at line 253 of file IAlgorithm.cs.

◆ EndDate

DateTime QuantConnect.Interfaces.IAlgorithm.EndDate

get

Get Requested Backtest End Date

Definition at line 261 of file IAlgorithm.cs.

◆ AlgorithmId

string QuantConnect.Interfaces.IAlgorithm.AlgorithmId

get

AlgorithmId for the backtest

Definition at line 269 of file IAlgorithm.cs.

◆ LiveMode

bool QuantConnect.Interfaces.IAlgorithm.LiveMode

get

Algorithm is running on a live server.

Definition at line 277 of file IAlgorithm.cs.

◆ AlgorithmMode

AlgorithmMode QuantConnect.Interfaces.IAlgorithm.AlgorithmMode

get

Algorithm running mode.

Definition at line 285 of file IAlgorithm.cs.

◆ DeploymentTarget

DeploymentTarget QuantConnect.Interfaces.IAlgorithm.DeploymentTarget

get

Deployment target, either local or cloud.

Definition at line 293 of file IAlgorithm.cs.

◆ UniverseSettings

UniverseSettings QuantConnect.Interfaces.IAlgorithm.UniverseSettings

get

Gets the subscription settings to be used when adding securities via universe selection

Definition at line 301 of file IAlgorithm.cs.

◆ DebugMessages

ConcurrentQueue<string> QuantConnect.Interfaces.IAlgorithm.DebugMessages

get

Debug messages from the strategy:

Definition at line 309 of file IAlgorithm.cs.

◆ ErrorMessages

ConcurrentQueue<string> QuantConnect.Interfaces.IAlgorithm.ErrorMessages

get

Error messages from the strategy:

Definition at line 317 of file IAlgorithm.cs.

◆ LogMessages

ConcurrentQueue<string> QuantConnect.Interfaces.IAlgorithm.LogMessages

get

Log messages from the strategy:

Definition at line 325 of file IAlgorithm.cs.

◆ RunTimeError

Exception QuantConnect.Interfaces.IAlgorithm.RunTimeError

getset

Gets the run time error from the algorithm, or null if none was encountered.

Definition at line 333 of file IAlgorithm.cs.

◆ RuntimeStatistics

ConcurrentDictionary<string, string> QuantConnect.Interfaces.IAlgorithm.RuntimeStatistics

get

Customizable dynamic statistics displayed during live trading:

Definition at line 342 of file IAlgorithm.cs.

◆ Statistics

StatisticsResults QuantConnect.Interfaces.IAlgorithm.Statistics

get

The current algorithm statistics for the running algorithm.

Definition at line 350 of file IAlgorithm.cs.

◆ Benchmark

IBenchmark QuantConnect.Interfaces.IAlgorithm.Benchmark

get

Gets the function used to define the benchmark. This function will return the value of the benchmark at a requested date/time

Definition at line 359 of file IAlgorithm.cs.

◆ TradeBuilder

ITradeBuilder QuantConnect.Interfaces.IAlgorithm.TradeBuilder

get

Gets the Trade Builder to generate trades from executions

Definition at line 367 of file IAlgorithm.cs.

◆ Settings

IAlgorithmSettings QuantConnect.Interfaces.IAlgorithm.Settings

get

Gets the user settings for the algorithm

Definition at line 375 of file IAlgorithm.cs.

◆ OptionChainProvider

IOptionChainProvider QuantConnect.Interfaces.IAlgorithm.OptionChainProvider

get

Gets the option chain provider, used to get the list of option contracts for an underlying symbol

Definition at line 383 of file IAlgorithm.cs.

◆ FutureChainProvider

IFutureChainProvider QuantConnect.Interfaces.IAlgorithm.FutureChainProvider

get

Gets the future chain provider, used to get the list of future contracts for an underlying symbol

Definition at line 391 of file IAlgorithm.cs.

◆ Insights

InsightManager QuantConnect.Interfaces.IAlgorithm.Insights

get

Gets the insight manager

Definition at line 399 of file IAlgorithm.cs.

◆ ObjectStore

ObjectStore QuantConnect.Interfaces.IAlgorithm.ObjectStore

get

Gets the object store, used for persistence

Definition at line 406 of file IAlgorithm.cs.

◆ CurrentSlice

Slice QuantConnect.Interfaces.IAlgorithm.CurrentSlice

get

Returns the current Slice object

Definition at line 411 of file IAlgorithm.cs.

Event Documentation

◆ InsightsGenerated

AlgorithmEvent<GeneratedInsightsCollection> QuantConnect.Interfaces.IAlgorithm.InsightsGenerated

Event fired when an algorithm generates a insight

Definition at line 56 of file IAlgorithm.cs.

◆ NameUpdated

AlgorithmEvent<string> QuantConnect.Interfaces.IAlgorithm.NameUpdated

Event fired algorithm's name is changed

Definition at line 218 of file IAlgorithm.cs.

◆ TagsUpdated

AlgorithmEvent<HashSet<string> > QuantConnect.Interfaces.IAlgorithm.TagsUpdated

Event fired when the tag collection is updated

Definition at line 223 of file IAlgorithm.cs.

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

Common/Interfaces/IAlgorithm.cs

Public Member Functions

Properties

Events

Detailed Description

Member Function Documentation

◆ Initialize()

◆ PostInitialize()

◆ OnWarmupFinished()

◆ GetParameters()

◆ GetParameter() [1/4]

◆ GetParameter() [2/4]

◆ GetParameter() [3/4]

◆ GetParameter() [4/4]

◆ SetParameters()

◆ Shortable()

◆ ShortableQuantity()

◆ SetBrokerageModel()

◆ OnData()

◆ OnFrameworkData()

◆ OnSplits()

◆ OnDividends()

◆ OnDelistings()

◆ OnSymbolChangedEvents()

◆ OnSecuritiesChanged()

◆ OnFrameworkSecuritiesChanged()

◆ OnEndOfTimeStep()

◆ Debug()

◆ Log()

◆ Error()

◆ OnMarginCall()

◆ OnMarginCallWarning()

◆ OnEndOfDay() [1/2]

◆ OnEndOfDay() [2/2]

◆ OnEndOfAlgorithm()

◆ OnOrderEvent()

◆ OnCommand()

◆ SubmitOrderRequest()

◆ OnAssignmentOrderEvent()

◆ OnBrokerageMessage()

◆ OnBrokerageDisconnect()

◆ OnBrokerageReconnect()

◆ SetDateTime()

◆ SetStartDate()

◆ SetEndDate()

◆ SetAlgorithmId()

◆ SetLocked()

◆ GetLocked()

◆ AddChart()

◆ GetChartUpdates()

◆ AddSecurity() [1/2]

◆ AddSecurity() [2/2]

◆ AddFutureContract()

◆ AddOptionContract()

◆ RemoveSecurity()

◆ SetAccountCurrency()

◆ SetCash() [1/2]

◆ SetCash() [2/2]

◆ Liquidate()

◆ SetLiveMode()

◆ SetAlgorithmMode()

◆ SetDeploymentTarget()

◆ SetFinishedWarmingUp()

◆ SetMaximumOrders()

◆ SetBrokerageMessageHandler()

◆ SetHistoryProvider()

◆ GetLastKnownPrice()

◆ SetRunTimeError()

◆ SetStatus()

◆ SetAvailableDataTypes()

◆ SetOptionChainProvider()

◆ SetFutureChainProvider()

◆ SetCurrentSlice()

◆ SetApi()

◆ SetObjectStore()

◆ Symbol()

◆ Ticker()

◆ SetStatisticsService()

◆ SetName()

◆ AddTag()

◆ SetTags()