Creates and wraps the algorithm written in python. More...

Inheritance diagram for QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper:

Public Member Functions
	AlgorithmPythonWrapper (string moduleName)
	AlgorithmPythonWrapper constructor. Creates and wraps the algorithm written in python. More...

void	SetStatus (AlgorithmStatus status)
	Set the state of a live deployment More...

void	SetAvailableDataTypes (Dictionary< SecurityType, List< TickType >> availableDataTypes)
	Set the available TickType supported by each SecurityType in SecurityManager More...

void	SetOptionChainProvider (IOptionChainProvider optionChainProvider)
	Sets the option chain provider, used to get the list of option contracts for an underlying symbol More...

void	SetFutureChainProvider (IFutureChainProvider futureChainProvider)
	Sets the future chain provider, used to get the list of future contracts for an underlying symbol More...

void	SetStatisticsService (IStatisticsService statisticsService)
	Sets the statistics service instance to be used by the algorithm More...

Security	AddSecurity (SecurityType securityType, string symbol, Resolution? resolution, string market, bool fillForward, decimal leverage, bool extendedMarketHours, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null)
	Set a required SecurityType-symbol and resolution for algorithm More...

Security	AddSecurity (Symbol symbol, Resolution? resolution=null, bool fillForward=true, decimal leverage=Security.NullLeverage, bool extendedMarketHours=false, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int contractDepthOffset=0)
	Set a required SecurityType-symbol and resolution for algorithm More...

Future	AddFutureContract (Symbol symbol, Resolution? resolution=null, bool fillForward=true, decimal leverage=0m, bool extendedMarketHours=false)
	Creates and adds a new single Future contract to the algorithm More...

Option	AddOptionContract (Symbol symbol, Resolution? resolution=null, bool fillForward=true, decimal leverage=0m, bool extendedMarketHours=false)
	Creates and adds a new single Option contract to the algorithm More...

void	OnEndOfTimeStep ()
	Invoked at the end of every time step. This allows the algorithm to process events before advancing to the next time step. More...

void	Debug (string message)
	Send debug message More...

void	Error (string message)
	Send an error message for the algorithm More...

void	AddChart (Chart chart)
	Add a Chart object to algorithm collection More...

IEnumerable< Chart >	GetChartUpdates (bool clearChartData=false)
	Get the chart updates since the last request: More...

bool	GetLocked ()
	Gets whether or not this algorithm has been locked and fully initialized More...

IReadOnlyDictionary< string, string >	GetParameters ()
	Gets a read-only dictionary with all current parameters More...

string	GetParameter (string name, string defaultValue=null)
	Gets the parameter with the specified name. If a parameter with the specified name does not exist, the given default value is returned if any, else null More...

int	GetParameter (string name, int defaultValue)
	Gets the parameter with the specified name parsed as an integer. If a parameter with the specified name does not exist, or the conversion is not possible, the given default value is returned More...

double	GetParameter (string name, double defaultValue)
	Gets the parameter with the specified name parsed as a double. If a parameter with the specified name does not exist, or the conversion is not possible, the given default value is returned More...

decimal	GetParameter (string name, decimal defaultValue)
	Gets the parameter with the specified name parsed as a decimal. If a parameter with the specified name does not exist, or the conversion is not possible, the given default value is returned More...

void	Initialize ()
	Initialise the Algorithm and Prepare Required Data: More...

List< int >	Liquidate (Symbol symbolToLiquidate=null, string tag="Liquidated")
	Liquidate your portfolio holdings: More...

void	Log (string message)
	Save entry to the Log More...

void	OnBrokerageDisconnect ()
	Brokerage disconnected event handler. This method is called when the brokerage connection is lost. More...

void	OnBrokerageMessage (BrokerageMessageEvent messageEvent)
	Brokerage message event handler. This method is called for all types of brokerage messages. More...

void	OnBrokerageReconnect ()
	Brokerage reconnected event handler. This method is called when the brokerage connection is restored after a disconnection. More...

void	OnData (Slice slice)
	v3.0 Handler for all data types More...

void	OnFrameworkData (Slice slice)
	Used to send data updates to algorithm framework models More...

void	OnSplits (Splits splits)
	Event handler to be called when there's been a split event More...

void	OnDividends (Dividends dividends)
	Event handler to be called when there's been a dividend event More...

void	OnDelistings (Delistings delistings)
	Event handler to be called when there's been a delistings event More...

void	OnSymbolChangedEvents (SymbolChangedEvents symbolsChanged)
	Event handler to be called when there's been a symbol changed event More...

void	OnEndOfAlgorithm ()
	Call this event at the end of the algorithm running. More...

void	OnEndOfDay ()
	End of a trading day event handler. This method is called at the end of the algorithm day (or multiple times if trading multiple assets). More...

void	OnEndOfDay (Symbol symbol)
	End of a trading day event handler. This method is called at the end of the algorithm day (or multiple times if trading multiple assets). More...

void	OnMarginCall (List< SubmitOrderRequest > requests)
	Margin call event handler. This method is called right before the margin call orders are placed in the market. More...

void	OnMarginCallWarning ()
	Margin call warning event handler. This method is called when Portfolio.MarginRemaining is under 5% of your Portfolio.TotalPortfolioValue More...

void	OnOrderEvent (OrderEvent newEvent)
	EXPERTS ONLY:: [-!-Async Code-!-] New order event handler: on order status changes (filled, partially filled, cancelled etc). More...

OrderTicket	SubmitOrderRequest (SubmitOrderRequest request)
	Will submit an order request to the algorithm More...

void	OnAssignmentOrderEvent (OrderEvent assignmentEvent)
	Option assignment event handler. On an option assignment event for short legs the resulting information is passed to this method. More...

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

void	OnFrameworkSecuritiesChanged (SecurityChanges changes)
	Used to send security changes to algorithm framework models More...

void	PostInitialize ()
	Called by setup handlers after Initialize and allows the algorithm a chance to organize the data gather in the Initialize method More...

void	OnWarmupFinished ()
	Called when the algorithm has completed initialization and warm up. More...

bool	RemoveSecurity (Symbol symbol)
	Removes the security with the specified symbol. This will cancel all open orders and then liquidate any existing holdings More...

void	SetAlgorithmId (string algorithmId)
	Set the algorithm Id for this backtest or live run. This can be used to identify the order and equity records. More...

void	SetBrokerageMessageHandler (IBrokerageMessageHandler handler)
	Sets the implementation used to handle messages from the brokerage. The default implementation will forward messages to debug or error and when a BrokerageMessageType.Error occurs, the algorithm is stopped. More...

void	SetBrokerageModel (IBrokerageModel brokerageModel)
	Sets the brokerage model used to resolve transaction models, settlement models, and brokerage specified ordering behaviors. More...

void	SetAccountCurrency (string accountCurrency, decimal? startingCash=null)
	Sets the account currency cash symbol this algorithm is to manage, as well as the starting cash in this currency if given More...

void	SetCash (decimal startingCash)
	Set the starting capital for the strategy More...

void	SetCash (string symbol, decimal startingCash, decimal conversionRate=0)
	Set the cash for the specified symbol More...

void	SetDateTime (DateTime time)
	Set the DateTime Frontier: This is the master time and is More...

void	SetStartDate (DateTime start)
	Set the start date for the backtest More...

void	SetEndDate (DateTime end)
	Set the end date for a backtest. More...

BaseData	GetLastKnownPrice (Security security)
	Get the last known price using the history provider. Useful for seeding securities with the correct price More...

void	SetRunTimeError (Exception exception)
	Set the runtime error More...

void	SetFinishedWarmingUp ()
	Sets IsWarmingUp to false to indicate this algorithm has finished its warm up More...

void	SetHistoryProvider (IHistoryProvider historyProvider)
	Set the historical data provider More...

void	SetLiveMode (bool live)
	Set live mode state of the algorithm run: Public setter for the algorithm property LiveMode. More...

void	SetAlgorithmMode (AlgorithmMode algorithmMode)
	Sets the algorithm running mode More...

void	SetDeploymentTarget (DeploymentTarget deploymentTarget)
	Sets the algorithm deployment target More...

void	SetLocked ()
	Set the algorithm as initialized and locked. No more cash or security changes. More...

void	SetMaximumOrders (int max)
	Set the maximum number of orders the algorithm is allowed to process. More...

void	SetParameters (Dictionary< string, string > parameters)
	Sets the parameters from the dictionary More...

override string	ToString ()
	Returns a string that represents the current AlgorithmPythonWrapper object. More...

void	SetCurrentSlice (Slice slice)
	Sets the current slice More...

void	SetApi (IApi api)
	Provide the API for the algorithm. More...

void	SetObjectStore (IObjectStore objectStore)
	Sets the object store More...

bool	Shortable (Symbol symbol, decimal shortQuantity, int? updateOrderId=null)
	Determines if the Symbol is shortable at the brokerage More...

long	ShortableQuantity (Symbol symbol)
	Gets the quantity shortable for the given asset More...

Symbol	Symbol (string ticker)
	Converts the string 'ticker' symbol into a full Symbol object This requires that the string 'ticker' has been added to the algorithm More...

string	Ticker (Symbol symbol)
	For the given symbol will resolve the ticker it used at the current algorithm date More...

void	SetName (string name)
	Sets name to the currently running backtest More...

void	AddTag (string tag)
	Adds a tag to the algorithm More...

void	SetTags (HashSet< string > tags)
	Sets the tags for the algorithm More...

Public Member Functions inherited from QuantConnect.Python.BasePythonWrapper< IAlgorithm >
	BasePythonWrapper (bool validateInterface=true)
	Creates a new instance of the BasePythonWrapper<TInterface> class More...

	BasePythonWrapper (PyObject instance, bool validateInterface=true)
	Creates a new instance of the BasePythonWrapper<TInterface> class with the specified instance More...

void	SetPythonInstance (PyObject instance)
	Sets the python instance More...

T	GetProperty< T > (string propertyName)
	Gets the Python instance property with the specified name More...

PyObject	GetProperty (string propertyName)
	Gets the Python instance property with the specified name More...

void	SetProperty (string propertyName, object value)
	Sets the Python instance property with the specified name More...

dynamic	GetEvent (string name)
	Gets the Python instance event with the specified name More...

bool	HasAttr (string name)
	Determines whether the Python instance has the specified attribute More...

PyObject	GetMethod (string methodName)
	Gets the Python instances method with the specified name and caches it More...

T	InvokeMethod< T > (string methodName, params object[] args)
	Invokes the specified method with the specified arguments More...

PyObject	InvokeMethod (string methodName, params object[] args)
	Invokes the specified method with the specified arguments More...

Public Attributes
string	AlgorithmId => _baseAlgorithm.AlgorithmId
	AlgorithmId for the backtest More...

IBenchmark	Benchmark => _baseAlgorithm.Benchmark
	Gets the function used to define the benchmark. This function will return the value of the benchmark at a requested date/time More...

IBrokerageModel	BrokerageModel => _baseAlgorithm.BrokerageModel
	Gets the brokerage model used to emulate a real brokerage More...

BrokerageName	BrokerageName => _baseAlgorithm.BrokerageName
	Gets the brokerage name. More...

IRiskFreeInterestRateModel	RiskFreeInterestRateModel => _baseAlgorithm.RiskFreeInterestRateModel
	Gets the risk free interest rate model used to get the interest rates More...

ConcurrentQueue< string >	DebugMessages => _baseAlgorithm.DebugMessages
	Debug messages from the strategy: More...

DateTime	EndDate => _baseAlgorithm.EndDate
	Get Requested Backtest End Date More...

ConcurrentQueue< string >	ErrorMessages => _baseAlgorithm.ErrorMessages
	Error messages from the strategy: More...

bool	IsWarmingUp => _baseAlgorithm.IsWarmingUp
	Gets whether or not this algorithm is still warming up More...

bool	LiveMode => _baseAlgorithm.LiveMode
	Algorithm is running on a live server. More...

AlgorithmMode	AlgorithmMode => _baseAlgorithm.AlgorithmMode
	Algorithm running mode. More...

DeploymentTarget	DeploymentTarget => _baseAlgorithm.DeploymentTarget
	Deployment target, either local or cloud. More...

ConcurrentQueue< string >	LogMessages => _baseAlgorithm.LogMessages
	Log messages from the strategy: More...

NotificationManager	Notify => _baseAlgorithm.Notify
	Notification manager for storing and processing live event messages More...

SecurityPortfolioManager	Portfolio => _baseAlgorithm.Portfolio
	Security portfolio management class provides wrapper and helper methods for the Security.Holdings class such as IsLong, IsShort, TotalProfit More...

ConcurrentDictionary< string, string >	RuntimeStatistics => _baseAlgorithm.RuntimeStatistics
	Customizable dynamic statistics displayed during live trading: More...

ScheduleManager	Schedule => _baseAlgorithm.Schedule
	Gets schedule manager for adding/removing scheduled events More...

SecurityManager	Securities => _baseAlgorithm.Securities
	Security object collection class stores an array of objects representing representing each security/asset we have a subscription for. More...

ISecurityInitializer	SecurityInitializer => _baseAlgorithm.SecurityInitializer
	Gets an instance that is to be used to initialize newly created securities. More...

ITradeBuilder	TradeBuilder => _baseAlgorithm.TradeBuilder
	Gets the Trade Builder to generate trades from executions More...

IAlgorithmSettings	Settings => _baseAlgorithm.Settings
	Gets the user settings for the algorithm More...

IOptionChainProvider	OptionChainProvider => _baseAlgorithm.OptionChainProvider
	Gets the option chain provider, used to get the list of option contracts for an underlying symbol More...

IFutureChainProvider	FutureChainProvider => _baseAlgorithm.FutureChainProvider
	Gets the future chain provider, used to get the list of future contracts for an underlying symbol More...

ObjectStore	ObjectStore => _baseAlgorithm.ObjectStore
	Gets the object store, used for persistence More...

Slice	CurrentSlice => _baseAlgorithm.CurrentSlice
	Returns the current Slice object More...

DateTime	StartDate => _baseAlgorithm.StartDate
	Algorithm start date for backtesting, set by the SetStartDate methods. More...

ITimeKeeper	TimeKeeper => _baseAlgorithm.TimeKeeper
	Gets the time keeper instance More...

SubscriptionManager	SubscriptionManager => _baseAlgorithm.SubscriptionManager
	Data subscription manager controls the information and subscriptions the algorithms recieves. Subscription configurations can be added through the Subscription Manager. More...

DateTime	Time => _baseAlgorithm.Time
	Current date/time in the algorithm's local time zone More...

DateTimeZone	TimeZone => _baseAlgorithm.TimeZone
	Gets the time zone of the algorithm More...

SecurityTransactionManager	Transactions => _baseAlgorithm.Transactions
	Security transaction manager class controls the store and processing of orders. More...

UniverseManager	UniverseManager => _baseAlgorithm.UniverseManager
	Gets the collection of universes for the algorithm More...

UniverseSettings	UniverseSettings => _baseAlgorithm.UniverseSettings
	Gets the subscription settings to be used when adding securities via universe selection More...

DateTime	UtcTime => _baseAlgorithm.UtcTime
	Current date/time in UTC. More...

string	AccountCurrency => _baseAlgorithm.AccountCurrency
	Gets the account currency More...

InsightManager	Insights => _baseAlgorithm.Insights
	Gets the insight manager More...

StatisticsResults	Statistics => _baseAlgorithm.Statistics
	The current statistics for the running algorithm. More...

Properties
bool	IsOnEndOfDayImplemented `[get]`
	True if the underlying python algorithm implements "OnEndOfDay" More...

bool	IsOnEndOfDaySymbolImplemented `[get]`
	True if the underlying python algorithm implements "OnEndOfDay(symbol)" More...

IBrokerageMessageHandler	BrokerageMessageHandler `[get, set]`
	Gets the brokerage message handler used to decide what to do with each message sent from the brokerage More...

IHistoryProvider	HistoryProvider `[get, set]`
	Gets or sets the history provider for the algorithm More...

string	Name `[get, set]`
	Public name for the algorithm. More...

HashSet< string >	Tags `[get, set]`
	A list of tags associated with the algorithm or the backtest, useful for categorization More...

AlgorithmEvent< string >	NameUpdated
	Event fired algorithm's name is changed More...

AlgorithmEvent< HashSet< string > >	TagsUpdated
	Event fired when the tag collection is updated More...

Exception	RunTimeError `[get, set]`
	Gets the run time error from the algorithm, or null if none was encountered. More...

AlgorithmStatus	Status `[get, set]`
	Gets or sets the current status of the algorithm More...

AlgorithmEvent< GeneratedInsightsCollection >	InsightsGenerated
	Event fired when an algorithm generates a insight More...

int	ProjectId `[get, set]`
	The project id associated with this algorithm if any More...

Properties inherited from QuantConnect.Interfaces.IAlgorithm
ITimeKeeper	TimeKeeper `[get]`
	Gets the time keeper instance More...

SubscriptionManager	SubscriptionManager `[get]`
	Data subscription manager controls the information and subscriptions the algorithms recieves. Subscription configurations can be added through the Subscription Manager. More...

int	ProjectId `[get, set]`
	The project id associated with this algorithm if any More...

SecurityManager	Securities `[get]`
	Security object collection class stores an array of objects representing representing each security/asset we have a subscription for. More...

UniverseManager	UniverseManager `[get]`
	Gets the collection of universes for the algorithm More...

SecurityPortfolioManager	Portfolio `[get]`
	Security portfolio management class provides wrapper and helper methods for the Security.Holdings class such as IsLong, IsShort, TotalProfit More...

SecurityTransactionManager	Transactions `[get]`
	Security transaction manager class controls the store and processing of orders. More...

IBrokerageModel	BrokerageModel `[get]`
	Gets the brokerage model used to emulate a real brokerage More...

BrokerageName	BrokerageName `[get]`
	Gets the brokerage name. More...

IRiskFreeInterestRateModel	RiskFreeInterestRateModel `[get]`
	Gets the risk free interest rate model used to get the interest rates More...

IBrokerageMessageHandler	BrokerageMessageHandler `[get, set]`
	Gets the brokerage message handler used to decide what to do with each message sent from the brokerage More...

NotificationManager	Notify `[get]`
	Notification manager for storing and processing live event messages More...

ScheduleManager	Schedule `[get]`
	Gets schedule manager for adding/removing scheduled events More...

IHistoryProvider	HistoryProvider `[get, set]`
	Gets or sets the history provider for the algorithm More...

AlgorithmStatus	Status `[get, set]`
	Gets or sets the current status of the algorithm More...

bool	IsWarmingUp `[get]`
	Gets whether or not this algorithm is still warming up More...

string	Name `[get, set]`
	Public name for the algorithm. More...

HashSet< string >	Tags `[get, set]`
	A list of tags associated with the algorithm or the backtest, useful for categorization More...

DateTime	Time `[get]`
	Current date/time in the algorithm's local time zone More...

DateTimeZone	TimeZone `[get]`
	Gets the time zone of the algorithm More...

DateTime	UtcTime `[get]`
	Current date/time in UTC. More...

DateTime	StartDate `[get]`
	Algorithm start date for backtesting, set by the SetStartDate methods. More...

DateTime	EndDate `[get]`
	Get Requested Backtest End Date More...

string	AlgorithmId `[get]`
	AlgorithmId for the backtest More...

bool	LiveMode `[get]`
	Algorithm is running on a live server. More...

AlgorithmMode	AlgorithmMode `[get]`
	Algorithm running mode. More...

DeploymentTarget	DeploymentTarget `[get]`
	Deployment target, either local or cloud. More...

UniverseSettings	UniverseSettings `[get]`
	Gets the subscription settings to be used when adding securities via universe selection More...

ConcurrentQueue< string >	DebugMessages `[get]`
	Debug messages from the strategy: More...

ConcurrentQueue< string >	ErrorMessages `[get]`
	Error messages from the strategy: More...

ConcurrentQueue< string >	LogMessages `[get]`
	Log messages from the strategy: More...

Exception	RunTimeError `[get, set]`
	Gets the run time error from the algorithm, or null if none was encountered. More...

ConcurrentDictionary< string, string >	RuntimeStatistics `[get]`
	Customizable dynamic statistics displayed during live trading: More...

StatisticsResults	Statistics `[get]`
	The current algorithm statistics for the running algorithm. More...

IBenchmark	Benchmark `[get]`
	Gets the function used to define the benchmark. This function will return the value of the benchmark at a requested date/time More...

ITradeBuilder	TradeBuilder `[get]`
	Gets the Trade Builder to generate trades from executions More...

IAlgorithmSettings	Settings `[get]`
	Gets the user settings for the algorithm More...

IOptionChainProvider	OptionChainProvider `[get]`
	Gets the option chain provider, used to get the list of option contracts for an underlying symbol More...

IFutureChainProvider	FutureChainProvider `[get]`
	Gets the future chain provider, used to get the list of future contracts for an underlying symbol More...

InsightManager	Insights `[get]`
	Gets the insight manager More...

ObjectStore	ObjectStore `[get]`
	Gets the object store, used for persistence More...

Slice	CurrentSlice `[get]`
	Returns the current Slice object More...

Properties inherited from QuantConnect.Interfaces.ISecurityInitializerProvider
ISecurityInitializer	SecurityInitializer `[get]`
	Gets an instance that is to be used to initialize newly created securities. More...

Properties inherited from QuantConnect.Interfaces.IAccountCurrencyProvider
string	AccountCurrency `[get]`
	Gets the account currency More...

Additional Inherited Members
Protected Attributes inherited from QuantConnect.Python.BasePythonWrapper< IAlgorithm >
PyObject	Instance
	Gets the underlying python instance More...

Events inherited from QuantConnect.Interfaces.IAlgorithm
AlgorithmEvent< GeneratedInsightsCollection >	InsightsGenerated
	Event fired when an algorithm generates a insight More...

AlgorithmEvent< string >	NameUpdated
	Event fired algorithm's name is changed More...

AlgorithmEvent< HashSet< string > >	TagsUpdated
	Event fired when the tag collection is updated More...

Detailed Description

Creates and wraps the algorithm written in python.

Definition at line 46 of file AlgorithmPythonWrapper.cs.

Constructor & Destructor Documentation

◆ AlgorithmPythonWrapper()

QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.AlgorithmPythonWrapper ( string moduleName )

AlgorithmPythonWrapper constructor. Creates and wraps the algorithm written in python.

Parameters

moduleName Name of the module that can be found in the PYTHONPATH

Definition at line 84 of file AlgorithmPythonWrapper.cs.

Here is the call graph for this function:

Member Function Documentation

◆ SetStatus()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetStatus ( AlgorithmStatus status )

Set the state of a live deployment

Parameters

status Live deployment status

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetAvailableDataTypes()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetAvailableDataTypes ( Dictionary< SecurityType, List< TickType >> availableDataTypes )

Set the available TickType supported by each SecurityType in SecurityManager

Parameters

availableDataTypes >The different TickType each Security supports

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetOptionChainProvider()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetOptionChainProvider ( IOptionChainProvider optionChainProvider )

Sets the option chain provider, used to get the list of option contracts for an underlying symbol

Parameters

optionChainProvider The option chain provider

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetFutureChainProvider()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetFutureChainProvider ( IFutureChainProvider futureChainProvider )

Sets the future chain provider, used to get the list of future contracts for an underlying symbol

Parameters

futureChainProvider The future chain provider

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetStatisticsService()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetStatisticsService ( IStatisticsService statisticsService )

Sets the statistics service instance to be used by the algorithm

Parameters

statisticsService The statistics service instance

Implements QuantConnect.Interfaces.IAlgorithm.

◆ AddSecurity() [1/2]

Security QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.AddSecurity	(	SecurityType	securityType,
		string	symbol,
		Resolution?	resolution,
		string	market,
		bool	fillForward,
		decimal	leverage,
		bool	extendedMarketHours,
		DataMappingMode?	dataMappingMode = `null`,
		DataNormalizationMode?	dataNormalizationMode = `null`
	)

Set a required SecurityType-symbol and resolution for algorithm

Parameters

securityType	SecurityType Enum: Equity, Commodity, FOREX or Future
symbol	Symbol Representation of the MarketType, e.g. AAPL
resolution	The Resolution of market data, Tick, Second, Minute, Hour, or Daily.
market	The market the requested security belongs to, such as 'usa' or 'fxcm'
fillForward	If true, returns the last available data even if none in that timeslice.
leverage	leverage for this security
extendedMarketHours	Use extended market hours data
dataMappingMode	The contract mapping mode to use for the security
dataNormalizationMode	The price scaling mode to use for the security

Implements QuantConnect.Interfaces.IAlgorithm.

◆ AddSecurity() [2/2]

Security QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.AddSecurity	(	Symbol	symbol,
		Resolution?	resolution = `null`,
		bool	fillForward = `true`,
		decimal	leverage = `Security.NullLeverage`,
		bool	extendedMarketHours = `false`,
		DataMappingMode?	dataMappingMode = `null`,
		DataNormalizationMode?	dataNormalizationMode = `null`,
		int	contractDepthOffset = `0`
	)

Set a required SecurityType-symbol and resolution for algorithm

Parameters

symbol	The security Symbol
resolution	Resolution of the MarketType required: MarketData, Second or Minute
fillForward	If true, returns the last available data even if none in that timeslice.
leverage	leverage for this security
extendedMarketHours	Use extended market hours data
dataMappingMode	The contract mapping mode to use for the security
dataNormalizationMode	The price scaling mode to use for the security
contractDepthOffset	The continuous contract desired offset from the current front month. For example, 0 (default) will use the front month, 1 will use the back month contract

Returns: The new Security that was added to the algorithm

Implements QuantConnect.Interfaces.IAlgorithm.

◆ AddFutureContract()

Future QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.AddFutureContract	(	Symbol	symbol,
		Resolution?	resolution = `null`,
		bool	fillForward = `true`,
		decimal	leverage = `0m`,
		bool	extendedMarketHours = `false`
	)

Creates and adds a new single Future contract to the algorithm

Parameters

symbol	The futures contract symbol
resolution	The Resolution of market data, Tick, Second, Minute, Hour, or Daily. Default is Resolution.Minute
fillForward	If true, returns the last available data even if none in that timeslice. Default is

true

Parameters

leverage	The requested leverage for this equity. Default is set by SecurityInitializer
extendedMarketHours	Use extended market hours data

Returns: The new Future security

Implements QuantConnect.Interfaces.IAlgorithm.

◆ AddOptionContract()

Option QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.AddOptionContract	(	Symbol	symbol,
		Resolution?	resolution = `null`,
		bool	fillForward = `true`,
		decimal	leverage = `0m`,
		bool	extendedMarketHours = `false`
	)

Creates and adds a new single Option contract to the algorithm

Parameters

symbol	The option contract symbol
resolution	The Resolution of market data, Tick, Second, Minute, Hour, or Daily. Default is Resolution.Minute
fillForward	If true, returns the last available data even if none in that timeslice. Default is

true

Parameters

leverage	The requested leverage for this equity. Default is set by SecurityInitializer
extendedMarketHours	Use extended market hours data

Returns: The new Option security

Implements QuantConnect.Interfaces.IAlgorithm.

◆ OnEndOfTimeStep()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnEndOfTimeStep ( )

Invoked at the end of every time step. This allows the algorithm to process events before advancing to the next time step.

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 627 of file AlgorithmPythonWrapper.cs.

◆ Debug()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Debug ( string message )

Send debug message

Parameters

message String message

Implements QuantConnect.Interfaces.IAlgorithm.

◆ Error()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Error ( string message )

Send an error message for the algorithm

Parameters

message String message

Implements QuantConnect.Interfaces.IAlgorithm.

◆ AddChart()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.AddChart ( Chart chart )

Add a Chart object to algorithm collection

Parameters

chart Chart object to add to collection.

Implements QuantConnect.Interfaces.IAlgorithm.

◆ GetChartUpdates()

IEnumerable<Chart> QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.GetChartUpdates ( bool clearChartData = false )

Get the chart updates since the last request:

Parameters

clearChartData

Returns: List of Chart Updates

Implements QuantConnect.Interfaces.IAlgorithm.

◆ GetLocked()

bool QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.GetLocked ( )

Gets whether or not this algorithm has been locked and fully initialized

Implements QuantConnect.Interfaces.IAlgorithm.

◆ GetParameters()

IReadOnlyDictionary<string, string> QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.GetParameters ( )

Gets a read-only dictionary with all current parameters

Implements QuantConnect.Interfaces.IAlgorithm.

◆ GetParameter() [1/4]

string QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.GetParameter	(	string	name,
		string	defaultValue = `null`
	)

Gets the parameter with the specified name. If a parameter with the specified name does not exist, the given default value is returned if any, else null

Parameters

name	The name of the parameter to get
defaultValue	The default value to return

Returns: The value of the specified parameter, or defaultValue if not found or null if there's no default value

Implements QuantConnect.Interfaces.IAlgorithm.

◆ GetParameter() [2/4]

int QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.GetParameter	(	string	name,
		int	defaultValue
	)

Gets the parameter with the specified name parsed as an integer. If a parameter with the specified name does not exist, or the conversion is not possible, the given default value is returned

Parameters

name	The name of the parameter to get
defaultValue	The default value to return

Returns: The value of the specified parameter, or defaultValue if not found or null if there's no default value

Implements QuantConnect.Interfaces.IAlgorithm.

◆ GetParameter() [3/4]

double QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.GetParameter	(	string	name,
		double	defaultValue
	)

Gets the parameter with the specified name parsed as a double. If a parameter with the specified name does not exist, or the conversion is not possible, the given default value is returned

Parameters

name	The name of the parameter to get
defaultValue	The default value to return

Returns: The value of the specified parameter, or defaultValue if not found or null if there's no default value

Implements QuantConnect.Interfaces.IAlgorithm.

◆ GetParameter() [4/4]

decimal QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.GetParameter	(	string	name,
		decimal	defaultValue
	)

Gets the parameter with the specified name parsed as a decimal. If a parameter with the specified name does not exist, or the conversion is not possible, the given default value is returned

Parameters

name	The name of the parameter to get
defaultValue	The default value to return

Returns: The value of the specified parameter, or defaultValue if not found or null if there's no default value

Implements QuantConnect.Interfaces.IAlgorithm.

◆ Initialize()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Initialize ( )

Initialise the Algorithm and Prepare Required Data:

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 706 of file AlgorithmPythonWrapper.cs.

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◆ Liquidate()

List<int> QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Liquidate	(	Symbol	symbolToLiquidate = `null`,
		string	tag = `"Liquidated"`
	)

Liquidate your portfolio holdings:

Parameters

symbolToLiquidate	Specific asset to liquidate, defaults to all.
tag	Custom tag to know who is calling this.

Returns: list of order ids

Implements QuantConnect.Interfaces.IAlgorithm.

◆ Log()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Log ( string message )

Save entry to the Log

Parameters

message String message

Implements QuantConnect.Interfaces.IAlgorithm.

◆ OnBrokerageDisconnect()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnBrokerageDisconnect ( )

Brokerage disconnected event handler. This method is called when the brokerage connection is lost.

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 728 of file AlgorithmPythonWrapper.cs.

◆ OnBrokerageMessage()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnBrokerageMessage ( BrokerageMessageEvent messageEvent )

Brokerage message event handler. This method is called for all types of brokerage messages.

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 736 of file AlgorithmPythonWrapper.cs.

◆ OnBrokerageReconnect()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnBrokerageReconnect ( )

Brokerage reconnected event handler. This method is called when the brokerage connection is restored after a disconnection.

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 744 of file AlgorithmPythonWrapper.cs.

◆ OnData()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnData ( Slice slice )

v3.0 Handler for all data types

Parameters

slice The current slice of data

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 753 of file AlgorithmPythonWrapper.cs.

◆ OnFrameworkData()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnFrameworkData ( Slice slice )

Used to send data updates to algorithm framework models

Parameters

slice The current data slice

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 768 of file AlgorithmPythonWrapper.cs.

◆ OnSplits()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnSplits ( Splits splits )

Event handler to be called when there's been a split event

Parameters

splits The current time slice splits

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 777 of file AlgorithmPythonWrapper.cs.

◆ OnDividends()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnDividends ( Dividends dividends )

Event handler to be called when there's been a dividend event

Parameters

dividends The current time slice dividends

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 786 of file AlgorithmPythonWrapper.cs.

◆ OnDelistings()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnDelistings ( Delistings delistings )

Event handler to be called when there's been a delistings event

Parameters

delistings The current time slice delistings

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 795 of file AlgorithmPythonWrapper.cs.

◆ OnSymbolChangedEvents()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnSymbolChangedEvents ( SymbolChangedEvents symbolsChanged )

Event handler to be called when there's been a symbol changed event

Parameters

symbolsChanged The current time slice symbol changed events

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 804 of file AlgorithmPythonWrapper.cs.

◆ OnEndOfAlgorithm()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnEndOfAlgorithm ( )

Call this event at the end of the algorithm running.

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 812 of file AlgorithmPythonWrapper.cs.

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◆ OnEndOfDay() [1/2]

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnEndOfDay ( )

End of a trading day event handler. This method is called at the end of the algorithm day (or multiple times if trading multiple assets).

Method is called 10 minutes before closing to allow user to close out position.

Deprecated because different assets have different market close times, and because Python does not support two methods with the same name

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 824 of file AlgorithmPythonWrapper.cs.

◆ OnEndOfDay() [2/2]

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnEndOfDay ( Symbol symbol )

End of a trading day event handler. This method is called at the end of the algorithm day (or multiple times if trading multiple assets).

This method is left for backwards compatibility and is invoked via OnEndOfDay(Symbol), if that method is override then this method will not be called without a called to base.OnEndOfDay(string)

Parameters

symbol Asset symbol for this end of day event. Forex and equities have different closing hours.

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 849 of file AlgorithmPythonWrapper.cs.

◆ OnMarginCall()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnMarginCall ( List< SubmitOrderRequest > requests )

Margin call event handler. This method is called right before the margin call orders are placed in the market.

Parameters

requests The orders to be executed to bring this algorithm within margin limits

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 870 of file AlgorithmPythonWrapper.cs.

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◆ OnMarginCallWarning()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnMarginCallWarning ( )

Margin call warning event handler. This method is called when Portfolio.MarginRemaining is under 5% of your Portfolio.TotalPortfolioValue

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 909 of file AlgorithmPythonWrapper.cs.

◆ OnOrderEvent()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnOrderEvent ( OrderEvent newEvent )

EXPERTS ONLY:: [-!-Async Code-!-] New order event handler: on order status changes (filled, partially filled, cancelled etc).

Parameters

newEvent Event information

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 919 of file AlgorithmPythonWrapper.cs.

◆ SubmitOrderRequest()

OrderTicket QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SubmitOrderRequest ( SubmitOrderRequest request )

Will submit an order request to the algorithm

Parameters

request The request to submit

Will run order prechecks, which include making sure the algorithm is not warming up, security is added and has data among others

Returns: The order ticket

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 930 of file AlgorithmPythonWrapper.cs.

◆ OnAssignmentOrderEvent()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnAssignmentOrderEvent ( OrderEvent assignmentEvent )

Option assignment event handler. On an option assignment event for short legs the resulting information is passed to this method.

Parameters

assignmentEvent Option exercise event details containing details of the assignment

This method can be called asynchronously and so should only be used by seasoned C# experts. Ensure you use proper locks on thread-unsafe objects

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 940 of file AlgorithmPythonWrapper.cs.

◆ OnSecuritiesChanged()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnSecuritiesChanged ( SecurityChanges changes )

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

Parameters

changes Security additions/removals for this time step

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 949 of file AlgorithmPythonWrapper.cs.

◆ OnFrameworkSecuritiesChanged()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnFrameworkSecuritiesChanged ( SecurityChanges changes )

Used to send security changes to algorithm framework models

Parameters

changes Security additions/removals for this time step

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 958 of file AlgorithmPythonWrapper.cs.

◆ PostInitialize()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.PostInitialize ( )

Called by setup handlers after Initialize and allows the algorithm a chance to organize the data gather in the Initialize method

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 967 of file AlgorithmPythonWrapper.cs.

◆ OnWarmupFinished()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnWarmupFinished ( )

Called when the algorithm has completed initialization and warm up.

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 975 of file AlgorithmPythonWrapper.cs.

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◆ RemoveSecurity()

bool QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.RemoveSecurity ( Symbol symbol )

Removes the security with the specified symbol. This will cancel all open orders and then liquidate any existing holdings

Parameters

symbol The symbol of the security to be removed

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetAlgorithmId()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetAlgorithmId ( string algorithmId )

Set the algorithm Id for this backtest or live run. This can be used to identify the order and equity records.

Parameters

algorithmId unique 32 character identifier for backtest or live server

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetBrokerageMessageHandler()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetBrokerageMessageHandler ( IBrokerageMessageHandler handler )

Sets the implementation used to handle messages from the brokerage. The default implementation will forward messages to debug or error and when a BrokerageMessageType.Error occurs, the algorithm is stopped.

Parameters

handler The message handler to use

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetBrokerageModel()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetBrokerageModel ( IBrokerageModel brokerageModel )

Sets the brokerage model used to resolve transaction models, settlement models, and brokerage specified ordering behaviors.

Parameters

brokerageModel The brokerage model used to emulate the real brokerage

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetAccountCurrency()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetAccountCurrency	(	string	accountCurrency,
		decimal?	startingCash = `null`
	)

Sets the account currency cash symbol this algorithm is to manage, as well as the starting cash in this currency if given

Has to be called during Initialize before calling SetCash(decimal) or adding any Security

Parameters

accountCurrency	The account currency cash symbol to set
startingCash	The account currency starting cash to set

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetCash() [1/2]

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetCash ( decimal startingCash )

Set the starting capital for the strategy

Parameters

startingCash decimal starting capital, default $100,000

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetCash() [2/2]

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetCash	(	string	symbol,
		decimal	startingCash,
		decimal	conversionRate = `0`
	)

Set the cash for the specified symbol

Parameters

symbol	The cash symbol to set
startingCash	Decimal cash value of portfolio
conversionRate	The current conversion rate for the

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetDateTime()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetDateTime ( DateTime time )

Set the DateTime Frontier: This is the master time and is

Parameters

time

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetStartDate()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetStartDate ( DateTime start )

Set the start date for the backtest

Parameters

start Datetime Start date for backtest

Must be less than end date and within data available

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetEndDate()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetEndDate ( DateTime end )

Set the end date for a backtest.

Parameters

end	Datetime value for end date

Must be greater than the start date

Implements QuantConnect.Interfaces.IAlgorithm.

◆ GetLastKnownPrice()

BaseData QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.GetLastKnownPrice ( Security security )

Get the last known price using the history provider. Useful for seeding securities with the correct price

Parameters

security Security object for which to retrieve historical data

Returns: A single BaseData object with the last known price

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetRunTimeError()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetRunTimeError ( Exception exception )

Set the runtime error

Parameters

exception Represents error that occur during execution

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetFinishedWarmingUp()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetFinishedWarmingUp ( )

Sets IsWarmingUp to false to indicate this algorithm has finished its warm up

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 1071 of file AlgorithmPythonWrapper.cs.

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◆ SetHistoryProvider()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetHistoryProvider ( IHistoryProvider historyProvider )

Set the historical data provider

Parameters

historyProvider Historical data provider

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetLiveMode()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetLiveMode ( bool live )

Set live mode state of the algorithm run: Public setter for the algorithm property LiveMode.

Parameters

live	Bool live mode flag

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetAlgorithmMode()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetAlgorithmMode ( AlgorithmMode algorithmMode )

Sets the algorithm running mode

Parameters

algorithmMode Algorithm mode

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetDeploymentTarget()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetDeploymentTarget ( DeploymentTarget deploymentTarget )

Sets the algorithm deployment target

Parameters

deploymentTarget Deployment target

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetLocked()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetLocked ( )

Set the algorithm as initialized and locked. No more cash or security changes.

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetMaximumOrders()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetMaximumOrders ( int max )

Set the maximum number of orders the algorithm is allowed to process.

Parameters

max	Maximum order count int

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetParameters()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetParameters ( Dictionary< string, string > parameters )

Sets the parameters from the dictionary

Parameters

parameters Dictionary containing the parameter names to values

Implements QuantConnect.Interfaces.IAlgorithm.

◆ ToString()

override string QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.ToString ( )

Returns a string that represents the current AlgorithmPythonWrapper object.

Returns

Definition at line 1144 of file AlgorithmPythonWrapper.cs.

◆ SetCurrentSlice()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetCurrentSlice ( Slice slice )

Sets the current slice

Parameters

slice The Slice object

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 1160 of file AlgorithmPythonWrapper.cs.

◆ SetApi()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetApi ( IApi api )

Provide the API for the algorithm.

Parameters

api	Initiated API

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetObjectStore()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetObjectStore ( IObjectStore objectStore )

Sets the object store

Parameters

objectStore The object store

Implements QuantConnect.Interfaces.IAlgorithm.

◆ Shortable()

bool QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Shortable	(	Symbol	symbol,
		decimal	shortQuantity,
		int?	updateOrderId = `null`
	)

Determines if the Symbol is shortable at the brokerage

Parameters

symbol	Symbol to check if shortable
shortQuantity	Order's quantity to check if it is currently shortable, taking into account current holdings and open orders
updateOrderId	Optionally the id of the order being updated. When updating an order we want to ignore it's submitted short quantity and use the new provided quantity to determine if we can perform the update

Returns: True if the symbol can be shorted by the requested quantity

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 1186 of file AlgorithmPythonWrapper.cs.

◆ ShortableQuantity()

long QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.ShortableQuantity ( Symbol symbol )

Gets the quantity shortable for the given asset

Returns: Quantity shortable for the given asset. Zero if not shortable, or a number greater than zero if shortable.

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 1198 of file AlgorithmPythonWrapper.cs.

◆ Symbol()

Symbol QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Symbol ( string ticker )

Converts the string 'ticker' symbol into a full Symbol object This requires that the string 'ticker' has been added to the algorithm

Parameters

ticker The ticker symbol. This should be the ticker symbol as it was added to the algorithm

Returns: The symbol object mapped to the specified ticker

Implements QuantConnect.Interfaces.IAlgorithm.

◆ Ticker()

string QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Ticker ( Symbol symbol )

For the given symbol will resolve the ticker it used at the current algorithm date

Parameters

symbol The symbol to get the ticker for

Returns: The mapped ticker for a symbol

Implements QuantConnect.Interfaces.IAlgorithm.

◆ SetName()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetName ( string name )

Sets name to the currently running backtest

Parameters

name	The name for the backtest

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 1223 of file AlgorithmPythonWrapper.cs.

◆ AddTag()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.AddTag ( string tag )

Adds a tag to the algorithm

Parameters

tag	The tag to add

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 1232 of file AlgorithmPythonWrapper.cs.

◆ SetTags()

void QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SetTags ( HashSet< string > tags )

Sets the tags for the algorithm

Parameters

tags The tags

Implements QuantConnect.Interfaces.IAlgorithm.

Definition at line 1241 of file AlgorithmPythonWrapper.cs.

Member Data Documentation

◆ AlgorithmId

string QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.AlgorithmId => _baseAlgorithm.AlgorithmId

AlgorithmId for the backtest

Definition at line 186 of file AlgorithmPythonWrapper.cs.

◆ Benchmark

IBenchmark QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Benchmark => _baseAlgorithm.Benchmark

Gets the function used to define the benchmark. This function will return the value of the benchmark at a requested date/time

Definition at line 192 of file AlgorithmPythonWrapper.cs.

◆ BrokerageModel

IBrokerageModel QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.BrokerageModel => _baseAlgorithm.BrokerageModel

Gets the brokerage model used to emulate a real brokerage

Definition at line 214 of file AlgorithmPythonWrapper.cs.

◆ BrokerageName

BrokerageName QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.BrokerageName => _baseAlgorithm.BrokerageName

Gets the brokerage name.

Definition at line 219 of file AlgorithmPythonWrapper.cs.

◆ RiskFreeInterestRateModel

IRiskFreeInterestRateModel QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.RiskFreeInterestRateModel => _baseAlgorithm.RiskFreeInterestRateModel

Gets the risk free interest rate model used to get the interest rates

Definition at line 224 of file AlgorithmPythonWrapper.cs.

◆ DebugMessages

ConcurrentQueue<string> QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.DebugMessages => _baseAlgorithm.DebugMessages

Debug messages from the strategy:

Definition at line 229 of file AlgorithmPythonWrapper.cs.

◆ EndDate

DateTime QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.EndDate => _baseAlgorithm.EndDate

Get Requested Backtest End Date

Definition at line 234 of file AlgorithmPythonWrapper.cs.

◆ ErrorMessages

ConcurrentQueue<string> QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.ErrorMessages => _baseAlgorithm.ErrorMessages

Error messages from the strategy:

Definition at line 239 of file AlgorithmPythonWrapper.cs.

◆ IsWarmingUp

bool QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.IsWarmingUp => _baseAlgorithm.IsWarmingUp

Gets whether or not this algorithm is still warming up

Definition at line 260 of file AlgorithmPythonWrapper.cs.

◆ LiveMode

bool QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.LiveMode => _baseAlgorithm.LiveMode

Algorithm is running on a live server.

Definition at line 265 of file AlgorithmPythonWrapper.cs.

◆ AlgorithmMode

AlgorithmMode QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.AlgorithmMode => _baseAlgorithm.AlgorithmMode

Algorithm running mode.

Definition at line 270 of file AlgorithmPythonWrapper.cs.

◆ DeploymentTarget

DeploymentTarget QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.DeploymentTarget => _baseAlgorithm.DeploymentTarget

Deployment target, either local or cloud.

Definition at line 275 of file AlgorithmPythonWrapper.cs.

◆ LogMessages

ConcurrentQueue<string> QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.LogMessages => _baseAlgorithm.LogMessages

Log messages from the strategy:

Definition at line 280 of file AlgorithmPythonWrapper.cs.

◆ Notify

NotificationManager QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Notify => _baseAlgorithm.Notify

Notification manager for storing and processing live event messages

Definition at line 348 of file AlgorithmPythonWrapper.cs.

◆ Portfolio

SecurityPortfolioManager QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Portfolio => _baseAlgorithm.Portfolio

Security portfolio management class provides wrapper and helper methods for the Security.Holdings class such as IsLong, IsShort, TotalProfit

Portfolio is a wrapper and helper class encapsulating the Securities[].Holdings objects

Definition at line 355 of file AlgorithmPythonWrapper.cs.

◆ RuntimeStatistics

ConcurrentDictionary<string, string> QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.RuntimeStatistics => _baseAlgorithm.RuntimeStatistics

Customizable dynamic statistics displayed during live trading:

Definition at line 376 of file AlgorithmPythonWrapper.cs.

◆ Schedule

ScheduleManager QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Schedule => _baseAlgorithm.Schedule

Gets schedule manager for adding/removing scheduled events

Definition at line 381 of file AlgorithmPythonWrapper.cs.

◆ Securities

SecurityManager QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Securities => _baseAlgorithm.Securities

Security object collection class stores an array of objects representing representing each security/asset we have a subscription for.

It is an IDictionary implementation and can be indexed by symbol

Definition at line 388 of file AlgorithmPythonWrapper.cs.

◆ SecurityInitializer

ISecurityInitializer QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SecurityInitializer => _baseAlgorithm.SecurityInitializer

Gets an instance that is to be used to initialize newly created securities.

Definition at line 393 of file AlgorithmPythonWrapper.cs.

◆ TradeBuilder

ITradeBuilder QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.TradeBuilder => _baseAlgorithm.TradeBuilder

Gets the Trade Builder to generate trades from executions

Definition at line 398 of file AlgorithmPythonWrapper.cs.

◆ Settings

IAlgorithmSettings QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Settings => _baseAlgorithm.Settings

Gets the user settings for the algorithm

Definition at line 403 of file AlgorithmPythonWrapper.cs.

◆ OptionChainProvider

IOptionChainProvider QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OptionChainProvider => _baseAlgorithm.OptionChainProvider

Gets the option chain provider, used to get the list of option contracts for an underlying symbol

Definition at line 408 of file AlgorithmPythonWrapper.cs.

◆ FutureChainProvider

IFutureChainProvider QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.FutureChainProvider => _baseAlgorithm.FutureChainProvider

Gets the future chain provider, used to get the list of future contracts for an underlying symbol

Definition at line 413 of file AlgorithmPythonWrapper.cs.

◆ ObjectStore

ObjectStore QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.ObjectStore => _baseAlgorithm.ObjectStore

Gets the object store, used for persistence

Definition at line 418 of file AlgorithmPythonWrapper.cs.

◆ CurrentSlice

Slice QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.CurrentSlice => _baseAlgorithm.CurrentSlice

Returns the current Slice object

Definition at line 423 of file AlgorithmPythonWrapper.cs.

◆ StartDate

DateTime QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.StartDate => _baseAlgorithm.StartDate

Algorithm start date for backtesting, set by the SetStartDate methods.

Definition at line 428 of file AlgorithmPythonWrapper.cs.

◆ TimeKeeper

ITimeKeeper QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.TimeKeeper => _baseAlgorithm.TimeKeeper

Gets the time keeper instance

Definition at line 489 of file AlgorithmPythonWrapper.cs.

◆ SubscriptionManager

SubscriptionManager QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.SubscriptionManager => _baseAlgorithm.SubscriptionManager

Data subscription manager controls the information and subscriptions the algorithms recieves. Subscription configurations can be added through the Subscription Manager.

Definition at line 495 of file AlgorithmPythonWrapper.cs.

◆ Time

DateTime QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Time => _baseAlgorithm.Time

Current date/time in the algorithm's local time zone

Definition at line 515 of file AlgorithmPythonWrapper.cs.

◆ TimeZone

DateTimeZone QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.TimeZone => _baseAlgorithm.TimeZone

Gets the time zone of the algorithm

Definition at line 520 of file AlgorithmPythonWrapper.cs.

◆ Transactions

SecurityTransactionManager QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Transactions => _baseAlgorithm.Transactions

Security transaction manager class controls the store and processing of orders.

The orders and their associated events are accessible here. When a new OrderEvent is recieved the algorithm portfolio is updated.

Definition at line 526 of file AlgorithmPythonWrapper.cs.

◆ UniverseManager

UniverseManager QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.UniverseManager => _baseAlgorithm.UniverseManager

Gets the collection of universes for the algorithm

Definition at line 531 of file AlgorithmPythonWrapper.cs.

◆ UniverseSettings

UniverseSettings QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.UniverseSettings => _baseAlgorithm.UniverseSettings

Gets the subscription settings to be used when adding securities via universe selection

Definition at line 536 of file AlgorithmPythonWrapper.cs.

◆ UtcTime

DateTime QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.UtcTime => _baseAlgorithm.UtcTime

Current date/time in UTC.

Definition at line 541 of file AlgorithmPythonWrapper.cs.

◆ AccountCurrency

string QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.AccountCurrency => _baseAlgorithm.AccountCurrency

Gets the account currency

Definition at line 546 of file AlgorithmPythonWrapper.cs.

◆ Insights

InsightManager QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Insights => _baseAlgorithm.Insights

Gets the insight manager

Definition at line 551 of file AlgorithmPythonWrapper.cs.

◆ Statistics

StatisticsResults QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Statistics => _baseAlgorithm.Statistics

The current statistics for the running algorithm.

Definition at line 562 of file AlgorithmPythonWrapper.cs.

Property Documentation

◆ IsOnEndOfDayImplemented

bool QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.IsOnEndOfDayImplemented

get

True if the underlying python algorithm implements "OnEndOfDay"

Definition at line 72 of file AlgorithmPythonWrapper.cs.

◆ IsOnEndOfDaySymbolImplemented

bool QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.IsOnEndOfDaySymbolImplemented

get

True if the underlying python algorithm implements "OnEndOfDay(symbol)"

Definition at line 77 of file AlgorithmPythonWrapper.cs.

◆ BrokerageMessageHandler

IBrokerageMessageHandler QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.BrokerageMessageHandler

getset

Gets the brokerage message handler used to decide what to do with each message sent from the brokerage

Definition at line 199 of file AlgorithmPythonWrapper.cs.

◆ HistoryProvider

IHistoryProvider QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.HistoryProvider

getset

Gets or sets the history provider for the algorithm

Definition at line 245 of file AlgorithmPythonWrapper.cs.

◆ Name

string QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Name

getset

Public name for the algorithm.

Not currently used but preserved for API integrity

Definition at line 287 of file AlgorithmPythonWrapper.cs.

◆ Tags

HashSet<string> QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Tags

getset

A list of tags associated with the algorithm or the backtest, useful for categorization

Definition at line 302 of file AlgorithmPythonWrapper.cs.

◆ NameUpdated

AlgorithmEvent<string> QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.NameUpdated

addremove

Event fired algorithm's name is changed

Definition at line 317 of file AlgorithmPythonWrapper.cs.

◆ TagsUpdated

AlgorithmEvent<HashSet<string> > QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.TagsUpdated

addremove

Event fired when the tag collection is updated

Definition at line 333 of file AlgorithmPythonWrapper.cs.

◆ RunTimeError

Exception QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.RunTimeError

getset

Gets the run time error from the algorithm, or null if none was encountered.

Definition at line 361 of file AlgorithmPythonWrapper.cs.

◆ Status

AlgorithmStatus QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Status

getset

Gets or sets the current status of the algorithm

Definition at line 434 of file AlgorithmPythonWrapper.cs.

◆ InsightsGenerated

AlgorithmEvent<GeneratedInsightsCollection> QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.InsightsGenerated

addremove

Event fired when an algorithm generates a insight

Definition at line 474 of file AlgorithmPythonWrapper.cs.

◆ ProjectId

int QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.ProjectId

getset

The project id associated with this algorithm if any

Definition at line 501 of file AlgorithmPythonWrapper.cs.

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

AlgorithmFactory/Python/Wrappers/AlgorithmPythonWrapper.cs

Public Member Functions

Public Attributes

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ AlgorithmPythonWrapper()

Member Function Documentation

◆ SetStatus()

◆ SetAvailableDataTypes()

◆ SetOptionChainProvider()

◆ SetFutureChainProvider()

◆ SetStatisticsService()

◆ AddSecurity() [1/2]

◆ AddSecurity() [2/2]

◆ AddFutureContract()

◆ AddOptionContract()

◆ OnEndOfTimeStep()

◆ Debug()

◆ Error()

◆ AddChart()

◆ GetChartUpdates()

◆ GetLocked()

◆ GetParameters()

◆ GetParameter() [1/4]

◆ GetParameter() [2/4]

◆ GetParameter() [3/4]

◆ GetParameter() [4/4]

◆ Initialize()

◆ Liquidate()

◆ Log()

◆ OnBrokerageDisconnect()

◆ OnBrokerageMessage()

◆ OnBrokerageReconnect()

◆ OnData()

◆ OnFrameworkData()

◆ OnSplits()

◆ OnDividends()

◆ OnDelistings()

◆ OnSymbolChangedEvents()

◆ OnEndOfAlgorithm()

◆ OnEndOfDay() [1/2]

◆ OnEndOfDay() [2/2]

◆ OnMarginCall()

◆ OnMarginCallWarning()

◆ OnOrderEvent()

◆ SubmitOrderRequest()

◆ OnAssignmentOrderEvent()

◆ OnSecuritiesChanged()

◆ OnFrameworkSecuritiesChanged()

◆ PostInitialize()

◆ OnWarmupFinished()

◆ RemoveSecurity()

◆ SetAlgorithmId()

◆ SetBrokerageMessageHandler()

◆ SetBrokerageModel()

◆ SetAccountCurrency()

◆ SetCash() [1/2]

◆ SetCash() [2/2]

◆ SetDateTime()

◆ SetStartDate()

◆ SetEndDate()

◆ GetLastKnownPrice()

◆ SetRunTimeError()

◆ SetFinishedWarmingUp()

◆ SetHistoryProvider()

◆ SetLiveMode()

◆ SetAlgorithmMode()

◆ SetDeploymentTarget()

◆ SetLocked()

◆ SetMaximumOrders()

◆ SetParameters()

◆ ToString()

◆ SetCurrentSlice()

◆ SetApi()

◆ SetObjectStore()

◆ Shortable()

◆ ShortableQuantity()

◆ Symbol()

◆ Ticker()