Lean
$LEAN_TAG$
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Classes | |
class | AlgorithmManager |
Algorithm manager class executes the algorithm and generates and passes through the algorithm events. More... | |
class | AlgorithmTimeLimitManager |
Provides an implementation of IIsolatorLimitResultProvider that tracks the algorithm manager's time loops and enforces a maximum amount of time that each time loop may take to execute. The isolator uses the result provided by IsWithinLimit to determine if it should terminate the algorithm for violation of the imposed limits. More... | |
class | Engine |
LEAN ALGORITHMIC TRADING ENGINE: ENTRY POINT. More... | |
class | Initializer |
Helper class to initialize a Lean engine More... | |
class | LeanEngineAlgorithmHandlers |
Provides a container for the algorithm specific handlers More... | |
class | LeanEngineSystemHandlers |
Provides a container for the system level handlers More... | |