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QuantConnect.Interfaces.IAlgorithmSettings Interface Reference

User settings for the algorithm which can be changed in the IAlgorithm.Initialize method More...

Inheritance diagram for QuantConnect.Interfaces.IAlgorithmSettings:
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Properties

bool AutomaticIndicatorWarmUp [get, set]
 Gets whether or not WarmUpIndicator is allowed to warm up indicators More...
 
bool? RebalancePortfolioOnSecurityChanges [get, set]
 True if should rebalance portfolio on security changes. True by default More...
 
bool? RebalancePortfolioOnInsightChanges [get, set]
 True if should rebalance portfolio on new insights or expiration of insights. True by default More...
 
decimal MaxAbsolutePortfolioTargetPercentage [get, set]
 The absolute maximum valid total portfolio value target percentage More...
 
decimal MinAbsolutePortfolioTargetPercentage [get, set]
 The absolute minimum valid total portfolio value target percentage More...
 
decimal MinimumOrderMarginPortfolioPercentage [get, set]
 Configurable minimum order margin portfolio percentage to ignore bad orders, or orders with unrealistic sizes More...
 
decimal? FreePortfolioValue [get, set]
 Gets/sets the SetHoldings buffers value. The buffer is used for orders not to be rejected due to volatility when using SetHoldings and CalculateOrderQuantity More...
 
decimal FreePortfolioValuePercentage [get, set]
 Gets/sets the SetHoldings buffers value percentage. This percentage will be used to set the FreePortfolioValue based on the SecurityPortfolioManager.TotalPortfolioValue More...
 
bool LiquidateEnabled [get, set]
 Gets/sets if Liquidate() is enabled More...
 
bool DailyPreciseEndTime [get, set]
 True if daily strict end times are enabled More...
 
int DataSubscriptionLimit [get, set]
 Gets/sets the maximum number of concurrent market data subscriptions available More...
 
TimeSpan StalePriceTimeSpan [get, set]
 Gets the minimum time span elapsed to consider a market fill price as stale (defaults to one hour) More...
 
Resolution? WarmupResolution [get, set]
 The warmup resolution to use if any More...
 
int? TradingDaysPerYear [get, set]
 Gets or sets the number of trading days per year for this Algorithm's portfolio statistics. More...
 
TimeSpan DatabasesRefreshPeriod [get, set]
 Gets the time span used to refresh the market hours and symbol properties databases More...
 

Detailed Description

User settings for the algorithm which can be changed in the IAlgorithm.Initialize method

Definition at line 24 of file IAlgorithmSettings.cs.

Property Documentation

◆ AutomaticIndicatorWarmUp

bool QuantConnect.Interfaces.IAlgorithmSettings.AutomaticIndicatorWarmUp
getset

Gets whether or not WarmUpIndicator is allowed to warm up indicators

Definition at line 29 of file IAlgorithmSettings.cs.

◆ RebalancePortfolioOnSecurityChanges

bool? QuantConnect.Interfaces.IAlgorithmSettings.RebalancePortfolioOnSecurityChanges
getset

True if should rebalance portfolio on security changes. True by default

Definition at line 34 of file IAlgorithmSettings.cs.

◆ RebalancePortfolioOnInsightChanges

bool? QuantConnect.Interfaces.IAlgorithmSettings.RebalancePortfolioOnInsightChanges
getset

True if should rebalance portfolio on new insights or expiration of insights. True by default

Definition at line 39 of file IAlgorithmSettings.cs.

◆ MaxAbsolutePortfolioTargetPercentage

decimal QuantConnect.Interfaces.IAlgorithmSettings.MaxAbsolutePortfolioTargetPercentage
getset

The absolute maximum valid total portfolio value target percentage

This setting is currently being used to filter out undesired target percent values, caused by the IPortfolioConstructionModel implementation being used. For example rounding errors, math operations

Definition at line 47 of file IAlgorithmSettings.cs.

◆ MinAbsolutePortfolioTargetPercentage

decimal QuantConnect.Interfaces.IAlgorithmSettings.MinAbsolutePortfolioTargetPercentage
getset

The absolute minimum valid total portfolio value target percentage

This setting is currently being used to filter out undesired target percent values, caused by the IPortfolioConstructionModel implementation being used. For example rounding errors, math operations

Definition at line 55 of file IAlgorithmSettings.cs.

◆ MinimumOrderMarginPortfolioPercentage

decimal QuantConnect.Interfaces.IAlgorithmSettings.MinimumOrderMarginPortfolioPercentage
getset

Configurable minimum order margin portfolio percentage to ignore bad orders, or orders with unrealistic sizes

Default minimum order size is $0 value

Definition at line 61 of file IAlgorithmSettings.cs.

◆ FreePortfolioValue

decimal? QuantConnect.Interfaces.IAlgorithmSettings.FreePortfolioValue
getset

Gets/sets the SetHoldings buffers value. The buffer is used for orders not to be rejected due to volatility when using SetHoldings and CalculateOrderQuantity

Definition at line 67 of file IAlgorithmSettings.cs.

◆ FreePortfolioValuePercentage

decimal QuantConnect.Interfaces.IAlgorithmSettings.FreePortfolioValuePercentage
getset

Gets/sets the SetHoldings buffers value percentage. This percentage will be used to set the FreePortfolioValue based on the SecurityPortfolioManager.TotalPortfolioValue

Definition at line 74 of file IAlgorithmSettings.cs.

◆ LiquidateEnabled

bool QuantConnect.Interfaces.IAlgorithmSettings.LiquidateEnabled
getset

Gets/sets if Liquidate() is enabled

Definition at line 79 of file IAlgorithmSettings.cs.

◆ DailyPreciseEndTime

bool QuantConnect.Interfaces.IAlgorithmSettings.DailyPreciseEndTime
getset

True if daily strict end times are enabled

Definition at line 84 of file IAlgorithmSettings.cs.

◆ DataSubscriptionLimit

int QuantConnect.Interfaces.IAlgorithmSettings.DataSubscriptionLimit
getset

Gets/sets the maximum number of concurrent market data subscriptions available

All securities added with IAlgorithm.AddSecurity are counted as one, with the exception of options and futures where every single contract in a chain counts as one.

Definition at line 94 of file IAlgorithmSettings.cs.

◆ StalePriceTimeSpan

TimeSpan QuantConnect.Interfaces.IAlgorithmSettings.StalePriceTimeSpan
getset

Gets the minimum time span elapsed to consider a market fill price as stale (defaults to one hour)

Definition at line 99 of file IAlgorithmSettings.cs.

◆ WarmupResolution

Resolution? QuantConnect.Interfaces.IAlgorithmSettings.WarmupResolution
getset

The warmup resolution to use if any

This allows improving the warmup speed by setting it to a lower resolution than the one added in the algorithm

Definition at line 105 of file IAlgorithmSettings.cs.

◆ TradingDaysPerYear

int? QuantConnect.Interfaces.IAlgorithmSettings.TradingDaysPerYear
getset

Gets or sets the number of trading days per year for this Algorithm's portfolio statistics.

This property affects the calculation of various portfolio statistics, including:

  • Statistics.PortfolioStatistics.AnnualVariance
  • See also
    Statistics.PortfolioStatistics.AnnualStandardDeviation
  • See also
    Statistics.PortfolioStatistics.SharpeRatio
  • See also
    Statistics.PortfolioStatistics.SortinoRatio
  • See also
    Statistics.PortfolioStatistics.TrackingError
  • See also
    Statistics.PortfolioStatistics.InformationRatio
    .

The default values are:

  • Cryptocurrency Exchanges: 365 days
  • Traditional Stock Exchanges: 252 days

Users can also set a custom value for this property.

Definition at line 125 of file IAlgorithmSettings.cs.

◆ DatabasesRefreshPeriod

TimeSpan QuantConnect.Interfaces.IAlgorithmSettings.DatabasesRefreshPeriod
getset

Gets the time span used to refresh the market hours and symbol properties databases

Definition at line 130 of file IAlgorithmSettings.cs.

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