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Lean
$LEAN_TAG$
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Provides a container for the algorithm specific handlers More...
Public Member Functions | |
| LeanEngineAlgorithmHandlers (IResultHandler results, ISetupHandler setup, IDataFeed dataFeed, ITransactionHandler transactions, IRealTimeHandler realTime, IMapFileProvider mapFileProvider, IFactorFileProvider factorFileProvider, IDataProvider dataProvider, IObjectStore objectStore, IDataPermissionManager dataPermissionsManager, bool liveMode, bool researchMode=false, IDataMonitor dataMonitor=null) | |
| Initializes a new instance of the LeanEngineAlgorithmHandlers class from the specified handlers More... | |
| void | Dispose () |
| Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More... | |
Static Public Member Functions | |
| static LeanEngineAlgorithmHandlers | FromConfiguration (Composer composer, bool researchMode=false) |
| Creates a new instance of the LeanEngineAlgorithmHandlers class from the specified composer using type names from configuration More... | |
Properties | |
| IResultHandler | Results [get] |
| Gets the result handler used to communicate results from the algorithm More... | |
| ISetupHandler | Setup [get] |
| Gets the setup handler used to initialize the algorithm state More... | |
| IDataFeed | DataFeed [get] |
| Gets the data feed handler used to provide data to the algorithm More... | |
| ITransactionHandler | Transactions [get] |
| Gets the transaction handler used to process orders from the algorithm More... | |
| IRealTimeHandler | RealTime [get] |
| Gets the real time handler used to process real time events More... | |
| IMapFileProvider | MapFileProvider [get] |
| Gets the map file provider used as a map file source for the data feed More... | |
| IFactorFileProvider | FactorFileProvider [get] |
| Gets the map file provider used as a map file source for the data feed More... | |
| IDataProvider | DataProvider [get] |
| Gets the data file provider used to retrieve security data if it is not on the file system More... | |
| IDataCacheProvider | DataCacheProvider [get] |
| Gets the data file provider used to retrieve security data if it is not on the file system More... | |
| IObjectStore | ObjectStore [get] |
| Gets the object store used for persistence More... | |
| IDataPermissionManager | DataPermissionsManager [get] |
| Entity in charge of handling data permissions More... | |
| IDataMonitor | DataMonitor [get] |
| Monitors data requests and reports on missing data More... | |
Provides a container for the algorithm specific handlers
Definition at line 37 of file LeanEngineAlgorithmHandlers.cs.
| QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.LeanEngineAlgorithmHandlers | ( | IResultHandler | results, |
| ISetupHandler | setup, | ||
| IDataFeed | dataFeed, | ||
| ITransactionHandler | transactions, | ||
| IRealTimeHandler | realTime, | ||
| IMapFileProvider | mapFileProvider, | ||
| IFactorFileProvider | factorFileProvider, | ||
| IDataProvider | dataProvider, | ||
| IObjectStore | objectStore, | ||
| IDataPermissionManager | dataPermissionsManager, | ||
| bool | liveMode, | ||
| bool | researchMode = false, |
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| IDataMonitor | dataMonitor = null |
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| ) |
Initializes a new instance of the LeanEngineAlgorithmHandlers class from the specified handlers
| results | The result handler for communicating results from the algorithm |
| setup | The setup handler used to initialize algorithm state |
| dataFeed | The data feed handler used to pump data to the algorithm |
| transactions | The transaction handler used to process orders from the algorithm |
| realTime | The real time handler used to process real time events |
| mapFileProvider | The map file provider used to retrieve map files for the data feed |
| factorFileProvider | Map file provider used as a map file source for the data feed |
| dataProvider | file provider used to retrieve security data if it is not on the file system |
| objectStore | The object store used for persistence |
| dataPermissionsManager | The data permission manager to use |
| liveMode | True for live mode, false otherwise |
| researchMode | True for research mode, false otherwise. This has less priority than liveMode |
| dataMonitor | Optionally the data monitor instance to use |
Definition at line 117 of file LeanEngineAlgorithmHandlers.cs.
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static |
Creates a new instance of the LeanEngineAlgorithmHandlers class from the specified composer using type names from configuration
| composer | The composer instance to obtain implementations from |
| researchMode | True for research mode, false otherwise |
| CompositionException | Throws a CompositionException during failure to load |
Definition at line 200 of file LeanEngineAlgorithmHandlers.cs.
| void QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.Dispose | ( | ) |
Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
<filterpriority>2</filterpriority>
Definition at line 249 of file LeanEngineAlgorithmHandlers.cs.
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Gets the result handler used to communicate results from the algorithm
Definition at line 44 of file LeanEngineAlgorithmHandlers.cs.
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Gets the setup handler used to initialize the algorithm state
Definition at line 49 of file LeanEngineAlgorithmHandlers.cs.
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Gets the data feed handler used to provide data to the algorithm
Definition at line 54 of file LeanEngineAlgorithmHandlers.cs.
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Gets the transaction handler used to process orders from the algorithm
Definition at line 59 of file LeanEngineAlgorithmHandlers.cs.
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Gets the real time handler used to process real time events
Definition at line 64 of file LeanEngineAlgorithmHandlers.cs.
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Gets the map file provider used as a map file source for the data feed
Definition at line 69 of file LeanEngineAlgorithmHandlers.cs.
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Gets the map file provider used as a map file source for the data feed
Definition at line 74 of file LeanEngineAlgorithmHandlers.cs.
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Gets the data file provider used to retrieve security data if it is not on the file system
Definition at line 79 of file LeanEngineAlgorithmHandlers.cs.
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Gets the data file provider used to retrieve security data if it is not on the file system
Definition at line 84 of file LeanEngineAlgorithmHandlers.cs.
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Gets the object store used for persistence
Definition at line 89 of file LeanEngineAlgorithmHandlers.cs.
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Entity in charge of handling data permissions
Definition at line 94 of file LeanEngineAlgorithmHandlers.cs.
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Monitors data requests and reports on missing data
Definition at line 99 of file LeanEngineAlgorithmHandlers.cs.