Real time event handler, trigger functions at regular or pretimed intervals More...

Inheritance diagram for QuantConnect.Lean.Engine.RealTime.IRealTimeHandler:

Public Member Functions
void	Setup (IAlgorithm algorithm, AlgorithmNodePacket job, IResultHandler resultHandler, IApi api, IIsolatorLimitResultProvider isolatorLimitProvider)
	Initializes the real time handler for the specified algorithm and job More...

void	SetTime (DateTime time)
	Set the current time for the event scanner (so we can use same code for backtesting and live events) More...

void	ScanPastEvents (DateTime time)
	Scan for past events that didn't fire because there was no data at the scheduled time. More...

void	Exit ()
	Trigger and exit signal to terminate real time event scanner. More...

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

Public Member Functions inherited from QuantConnect.Scheduling.IEventSchedule
void	Add (ScheduledEvent scheduledEvent)
	Adds the specified event to the schedule More...

void	Remove (ScheduledEvent scheduledEvent)
	Removes the specified event from the schedule More...

Properties
bool	IsActive `[get]`
	Thread status flag. More...

Detailed Description

Real time event handler, trigger functions at regular or pretimed intervals

Definition at line 31 of file IRealTimeHandler.cs.

Member Function Documentation

◆ Setup()

void QuantConnect.Lean.Engine.RealTime.IRealTimeHandler.Setup	(	IAlgorithm	algorithm,
		AlgorithmNodePacket	job,
		IResultHandler	resultHandler,
		IApi	api,
		IIsolatorLimitResultProvider	isolatorLimitProvider
	)

Initializes the real time handler for the specified algorithm and job

Implemented in QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler, QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler, and QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.

◆ SetTime()

void QuantConnect.Lean.Engine.RealTime.IRealTimeHandler.SetTime ( DateTime time )

Set the current time for the event scanner (so we can use same code for backtesting and live events)

Parameters

time	Current real or backtest time.

Implemented in QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler, QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler, and QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.

◆ ScanPastEvents()

void QuantConnect.Lean.Engine.RealTime.IRealTimeHandler.ScanPastEvents ( DateTime time )

Scan for past events that didn't fire because there was no data at the scheduled time.

Parameters

time	Current time.

Implemented in QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler, QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler, and QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.

◆ Exit()

void QuantConnect.Lean.Engine.RealTime.IRealTimeHandler.Exit ( )

Trigger and exit signal to terminate real time event scanner.

Implemented in QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler, and QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler.

◆ OnSecuritiesChanged()

void QuantConnect.Lean.Engine.RealTime.IRealTimeHandler.OnSecuritiesChanged ( SecurityChanges changes )

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

Implemented in QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.

Property Documentation

◆ IsActive

bool QuantConnect.Lean.Engine.RealTime.IRealTimeHandler.IsActive

get

Thread status flag.

Definition at line 37 of file IRealTimeHandler.cs.

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

Engine/RealTime/IRealTimeHandler.cs

Public Member Functions

Properties