QuantConnect.Lean.Engine.Setup.ISetupHandler Interface Reference

Interface to setup the algorithm. Pass in a raw algorithm, return one with portfolio, cash, etc already preset. More...

Inheritance diagram for QuantConnect.Lean.Engine.Setup.ISetupHandler:

Public Member Functions
IAlgorithm	CreateAlgorithmInstance (AlgorithmNodePacket algorithmNodePacket, string assemblyPath)
	Create a new instance of an algorithm from a physical dll path. More...
IBrokerage	CreateBrokerage (AlgorithmNodePacket algorithmNodePacket, IAlgorithm uninitializedAlgorithm, out IBrokerageFactory factory)
	Creates the brokerage as specified by the job packet More...
bool	Setup (SetupHandlerParameters parameters)
	Primary entry point to setup a new algorithm More...

Properties
WorkerThread	WorkerThread [set]
	The worker thread instance the setup handler should use More...
List< Exception >	Errors [get, set]
	Any errors from the initialization stored here: More...
TimeSpan	MaximumRuntime [get]
	Get the maximum runtime for this algorithm job. More...
decimal	StartingPortfolioValue [get]
	Algorithm starting capital for statistics calculations More...
DateTime	StartingDate [get]
	Start date for analysis loops to search for data. More...
int	MaxOrders [get]
	Maximum number of orders for the algorithm run – applicable for backtests only. More...

Detailed Description

Interface to setup the algorithm. Pass in a raw algorithm, return one with portfolio, cash, etc already preset.

Definition at line 30 of file ISetupHandler.cs.

Member Function Documentation

CreateAlgorithmInstance()

IAlgorithm QuantConnect.Lean.Engine.Setup.ISetupHandler.CreateAlgorithmInstance	(	AlgorithmNodePacket	algorithmNodePacket,
		string	assemblyPath
	)

Create a new instance of an algorithm from a physical dll path.

Parameters

assemblyPath	The path to the assembly's location
algorithmNodePacket	Details of the task required

Returns

A new instance of IAlgorithm, or throws an exception if there was an error

Implemented in QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler, and QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler.

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CreateBrokerage()

IBrokerage QuantConnect.Lean.Engine.Setup.ISetupHandler.CreateBrokerage	(	AlgorithmNodePacket	algorithmNodePacket,
		IAlgorithm	uninitializedAlgorithm,
		out IBrokerageFactory	factory
	)

Creates the brokerage as specified by the job packet

Parameters

algorithmNodePacket	Job packet
uninitializedAlgorithm	The algorithm instance before Initialize has been called
factory	The brokerage factory

Returns

The brokerage instance, or throws if error creating instance

Implemented in QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler, and QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler.

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Setup()

bool QuantConnect.Lean.Engine.Setup.ISetupHandler.Setup

(

SetupHandlerParameters

parameters

)

Primary entry point to setup a new algorithm

Parameters

parameters

The parameters object to use

Returns

True on successfully setting up the algorithm state, or false on error.

Implemented in QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler, and QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler.

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Property Documentation

WorkerThread

WorkerThread QuantConnect.Lean.Engine.Setup.ISetupHandler.WorkerThread

set

The worker thread instance the setup handler should use

Definition at line 36 of file ISetupHandler.cs.

Errors

List<Exception> QuantConnect.Lean.Engine.Setup.ISetupHandler.Errors

getset

Any errors from the initialization stored here:

Definition at line 44 of file ISetupHandler.cs.

MaximumRuntime

TimeSpan QuantConnect.Lean.Engine.Setup.ISetupHandler.MaximumRuntime

get

Get the maximum runtime for this algorithm job.

Definition at line 53 of file ISetupHandler.cs.

StartingPortfolioValue

decimal QuantConnect.Lean.Engine.Setup.ISetupHandler.StartingPortfolioValue

get

Algorithm starting capital for statistics calculations

Definition at line 61 of file ISetupHandler.cs.

StartingDate

DateTime QuantConnect.Lean.Engine.Setup.ISetupHandler.StartingDate

get

Start date for analysis loops to search for data.

Definition at line 69 of file ISetupHandler.cs.

MaxOrders

int QuantConnect.Lean.Engine.Setup.ISetupHandler.MaxOrders

get

Maximum number of orders for the algorithm run – applicable for backtests only.

Definition at line 77 of file ISetupHandler.cs.

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

• Engine/Setup/ISetupHandler.cs