Handle the results of the backtest: where should we send the profit, portfolio updates: Backtester or the Live trading platform: More...

Inheritance diagram for QuantConnect.Lean.Engine.Results.IResultHandler:

[legend]

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

void	Initialize (ResultHandlerInitializeParameters parameters)
	Initialize the result handler with this result packet. More...

void	DebugMessage (string message)
	Process debug messages with the preconfigured settings. More...

void	SystemDebugMessage (string message)
	Process system debug messages with the preconfigured settings. More...

void	SecurityType (List< SecurityType > types)
	Send a list of security types to the browser More...

void	LogMessage (string message)
	Send a logging message to the log list for storage. More...

void	ErrorMessage (string error, string stacktrace="")
	Send an error message back to the browser highlighted in red with a stacktrace. More...

void	RuntimeError (string message, string stacktrace="")
	Send a runtime error message back to the browser highlighted with in red More...

void	BrokerageMessage (BrokerageMessageEvent brokerageMessageEvent)
	Process brokerage message events More...

void	Sample (DateTime time)
	Method to update the IResultHandler with various performance metrics. Called once a day by scheduled event in AlgorithmManager More...

void	SetAlgorithm (IAlgorithm algorithm, decimal startingPortfolioValue)
	Set the algorithm of the result handler after its been initialized. More...

void	SendStatusUpdate (AlgorithmStatus status, string message="")
	Send a algorithm status update to the user of the algorithms running state. More...

void	RuntimeStatistic (string key, string value)
	Set a dynamic runtime statistic to show in the (live) algorithm header More...

void	OrderEvent (OrderEvent newEvent)
	Send a new order event. More...

void	Exit ()
	Terminate the result thread and apply any required exit procedures like sending final results. More...

void	ProcessSynchronousEvents (bool forceProcess=false)
	Process any synchronous events in here that are primarily triggered from the algorithm loop More...

void	SaveResults (string name, Result result)
	Save the results More...

void	AlgorithmNameUpdated (string name)
	Handles updates to the algorithm's name More...

void	AlgorithmTagsUpdated (HashSet< string > tags)
	Handles updates to the algorithm's tags More...

Public Member Functions inherited from QuantConnect.Statistics.IStatisticsService
StatisticsResults	StatisticsResults ()
	Calculates and gets the current statistics for the algorithm More...

void	SetSummaryStatistic (string name, string value)
	Sets or updates a custom summary statistic More...

Properties
ConcurrentQueue< Packet >	Messages `[get, set]`
	Put messages to process into the queue so they are processed by this thread. More...

bool	IsActive `[get]`
	Boolean flag indicating the result hander thread is busy. False means it has completely finished and ready to dispose. More...

Detailed Description

Handle the results of the backtest: where should we send the profit, portfolio updates: Backtester or the Live trading platform:

Definition at line 36 of file IResultHandler.cs.

Member Function Documentation

◆ OnSecuritiesChanged()

void QuantConnect.Lean.Engine.Results.IResultHandler.OnSecuritiesChanged ( SecurityChanges changes )

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

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, and QuantConnect.Lean.Engine.Results.RegressionResultHandler.

◆ Initialize()

void QuantConnect.Lean.Engine.Results.IResultHandler.Initialize ( ResultHandlerInitializeParameters parameters )

Initialize the result handler with this result packet.

Parameters

parameters DTO parameters class to initialize a result handler

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, and QuantConnect.Lean.Engine.Results.BacktestingResultHandler.

◆ DebugMessage()

void QuantConnect.Lean.Engine.Results.IResultHandler.DebugMessage ( string message )

Process debug messages with the preconfigured settings.

Parameters

message String debug message

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, QuantConnect.Lean.Engine.Results.BacktestingResultHandler, and QuantConnect.Lean.Engine.Results.RegressionResultHandler.

◆ SystemDebugMessage()

void QuantConnect.Lean.Engine.Results.IResultHandler.SystemDebugMessage ( string message )

Process system debug messages with the preconfigured settings.

Parameters

message String debug message

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, QuantConnect.Lean.Engine.Results.BacktestingResultHandler, and QuantConnect.Lean.Engine.Results.RegressionResultHandler.

◆ SecurityType()

void QuantConnect.Lean.Engine.Results.IResultHandler.SecurityType ( List< SecurityType > types )

Send a list of security types to the browser

Parameters

types Security types list inside algorithm

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, QuantConnect.Lean.Engine.Results.BacktestingResultHandler, and QuantConnect.Lean.Engine.Results.RegressionResultHandler.

◆ LogMessage()

void QuantConnect.Lean.Engine.Results.IResultHandler.LogMessage ( string message )

Send a logging message to the log list for storage.

Parameters

message Message we'd in the log.

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, QuantConnect.Lean.Engine.Results.BacktestingResultHandler, and QuantConnect.Lean.Engine.Results.RegressionResultHandler.

◆ ErrorMessage()

void QuantConnect.Lean.Engine.Results.IResultHandler.ErrorMessage	(	string	error,
		string	stacktrace = `""`
	)

Send an error message back to the browser highlighted in red with a stacktrace.

Parameters

error	Error message we'd like shown in console.
stacktrace	Stacktrace information string

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, QuantConnect.Lean.Engine.Results.BacktestingResultHandler, and QuantConnect.Lean.Engine.Results.RegressionResultHandler.

◆ RuntimeError()

void QuantConnect.Lean.Engine.Results.IResultHandler.RuntimeError	(	string	message,
		string	stacktrace = `""`
	)

Send a runtime error message back to the browser highlighted with in red

Parameters

message	Error message.
stacktrace	Stacktrace information string

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, QuantConnect.Lean.Engine.Results.BacktestingResultHandler, and QuantConnect.Lean.Engine.Results.RegressionResultHandler.

Here is the caller graph for this function:

◆ BrokerageMessage()

void QuantConnect.Lean.Engine.Results.IResultHandler.BrokerageMessage ( BrokerageMessageEvent brokerageMessageEvent )

Process brokerage message events

Parameters

brokerageMessageEvent The brokerage message event

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, and QuantConnect.Lean.Engine.Results.BacktestingResultHandler.

◆ Sample()

void QuantConnect.Lean.Engine.Results.IResultHandler.Sample ( DateTime time )

Method to update the IResultHandler with various performance metrics. Called once a day by scheduled event in AlgorithmManager

Parameters

time	Current time

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.

◆ SetAlgorithm()

void QuantConnect.Lean.Engine.Results.IResultHandler.SetAlgorithm	(	IAlgorithm	algorithm,
		decimal	startingPortfolioValue
	)

Set the algorithm of the result handler after its been initialized.

Parameters

algorithm	Algorithm object matching IAlgorithm interface
startingPortfolioValue	Algorithm starting capital for statistics calculations

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, QuantConnect.Lean.Engine.Results.BacktestingResultHandler, and QuantConnect.Lean.Engine.Results.RegressionResultHandler.

◆ SendStatusUpdate()

void QuantConnect.Lean.Engine.Results.IResultHandler.SendStatusUpdate	(	AlgorithmStatus	status,
		string	message = `""`
	)

Send a algorithm status update to the user of the algorithms running state.

Parameters

status	Status enum of the algorithm.
message	Optional string message describing reason for status change.

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, and QuantConnect.Lean.Engine.Results.BacktestingResultHandler.

Here is the caller graph for this function:

◆ RuntimeStatistic()

void QuantConnect.Lean.Engine.Results.IResultHandler.RuntimeStatistic	(	string	key,
		string	value
	)

Set a dynamic runtime statistic to show in the (live) algorithm header

Parameters

key	Runtime headline statistic name
value	Runtime headline statistic value

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, QuantConnect.Lean.Engine.Results.BacktestingResultHandler, and QuantConnect.Lean.Engine.Results.RegressionResultHandler.

◆ OrderEvent()

void QuantConnect.Lean.Engine.Results.IResultHandler.OrderEvent ( OrderEvent newEvent )

Send a new order event.

Parameters

newEvent Update, processing or cancellation of an order, update the IDE in live mode or ignore in backtesting.

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, QuantConnect.Lean.Engine.Results.BacktestingResultHandler, and QuantConnect.Lean.Engine.Results.RegressionResultHandler.

◆ Exit()

void QuantConnect.Lean.Engine.Results.IResultHandler.Exit ( )

Terminate the result thread and apply any required exit procedures like sending final results.

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, QuantConnect.Lean.Engine.Results.BacktestingResultHandler, and QuantConnect.Lean.Engine.Results.RegressionResultHandler.

Here is the caller graph for this function:

◆ ProcessSynchronousEvents()

void QuantConnect.Lean.Engine.Results.IResultHandler.ProcessSynchronousEvents ( bool forceProcess = false )

Process any synchronous events in here that are primarily triggered from the algorithm loop

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, QuantConnect.Lean.Engine.Results.BacktestingResultHandler, and QuantConnect.Lean.Engine.Results.RegressionResultHandler.

◆ SaveResults()

void QuantConnect.Lean.Engine.Results.IResultHandler.SaveResults	(	string	name,
		Result	result
	)

Save the results

Parameters

name	The name of the results
result	The results to save

Implemented in QuantConnect.Lean.Engine.Results.RegressionResultHandler.

◆ AlgorithmNameUpdated()

void QuantConnect.Lean.Engine.Results.IResultHandler.AlgorithmNameUpdated ( string name )

Handles updates to the algorithm's name

Parameters

name	The new name

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, and QuantConnect.Lean.Engine.Results.BacktestingResultHandler.

◆ AlgorithmTagsUpdated()

void QuantConnect.Lean.Engine.Results.IResultHandler.AlgorithmTagsUpdated ( HashSet< string > tags )

Handles updates to the algorithm's tags

Parameters

tags	The new tags

Implemented in QuantConnect.Lean.Engine.Results.LiveTradingResultHandler, and QuantConnect.Lean.Engine.Results.BacktestingResultHandler.

Property Documentation

◆ Messages

ConcurrentQueue<Packet> QuantConnect.Lean.Engine.Results.IResultHandler.Messages

getset

Put messages to process into the queue so they are processed by this thread.

Definition at line 42 of file IResultHandler.cs.

◆ IsActive

bool QuantConnect.Lean.Engine.Results.IResultHandler.IsActive

get

Boolean flag indicating the result hander thread is busy. False means it has completely finished and ready to dispose.

Definition at line 52 of file IResultHandler.cs.

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

Engine/Results/IResultHandler.cs

Public Member Functions

Properties

Detailed Description

Member Function Documentation

◆ OnSecuritiesChanged()

◆ Initialize()

◆ DebugMessage()

◆ SystemDebugMessage()

◆ SecurityType()

◆ LogMessage()

◆ ErrorMessage()

◆ RuntimeError()

◆ BrokerageMessage()

◆ Sample()

◆ SetAlgorithm()

◆ SendStatusUpdate()

◆ RuntimeStatistic()

◆ OrderEvent()

◆ Exit()

◆ ProcessSynchronousEvents()

◆ SaveResults()

◆ AlgorithmNameUpdated()

◆ AlgorithmTagsUpdated()

Property Documentation

◆ Messages

◆ IsActive