Base class for the real time handler LiveTradingRealTimeHandler and BacktestingRealTimeHandler implementations More...

Inheritance diagram for QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler:

Public Member Functions
abstract void	Add (ScheduledEvent scheduledEvent)
	Adds the specified event to the schedule More...

abstract void	Remove (ScheduledEvent scheduledEvent)
	Removes the specified event from the schedule More...

abstract void	SetTime (DateTime time)
	Set the current time for the event scanner (so we can use same code for backtesting and live events) More...

abstract void	ScanPastEvents (DateTime time)
	Scan for past events that didn't fire because there was no data at the scheduled time. More...

virtual void	Setup (IAlgorithm algorithm, AlgorithmNodePacket job, IResultHandler resultHandler, IApi api, IIsolatorLimitResultProvider isolatorLimitProvider)
	Initializes the real time handler for the specified algorithm and job. Adds EndOfDayEvents More...

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

virtual void	Exit ()
	Stop the real time thread More...

Protected Member Functions
int	GetScheduledEventUniqueId ()
	Gets a new scheduled event unique id More...

virtual int	GetTimeMonitorTimeout ()
	Get's the timeout the scheduled task time monitor should use More...

Properties
abstract bool	IsActive `[get, protected set]`
	Thread status flag. More...

ConcurrentDictionary< ScheduledEvent, int >	ScheduledEvents = new() `[get]`
	The scheduled events container More...

IIsolatorLimitResultProvider	IsolatorLimitProvider `[get]`
	The isolator limit result provider instance More...

IAlgorithm	Algorithm `[get]`
	The algorithm instance More...

TimeMonitor	TimeMonitor `[get]`
	The time monitor instance to use More...

Properties inherited from QuantConnect.Lean.Engine.RealTime.IRealTimeHandler
bool	IsActive `[get]`
	Thread status flag. More...

Detailed Description

Base class for the real time handler LiveTradingRealTimeHandler and BacktestingRealTimeHandler implementations

Definition at line 37 of file BaseRealTimeHandler.cs.

Member Function Documentation

◆ Add()

abstract void QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.Add ( ScheduledEvent scheduledEvent )

pure virtual

Adds the specified event to the schedule

Parameters

scheduledEvent The event to be scheduled, including the date/times the event fires and the callback

Implements QuantConnect.Scheduling.IEventSchedule.

Implemented in QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.

◆ Remove()

abstract void QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.Remove ( ScheduledEvent scheduledEvent )

pure virtual

Removes the specified event from the schedule

Parameters

scheduledEvent The event to be removed

Implements QuantConnect.Scheduling.IEventSchedule.

Implemented in QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.

Here is the caller graph for this function:

◆ SetTime()

abstract void QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.SetTime ( DateTime time )

pure virtual

Set the current time for the event scanner (so we can use same code for backtesting and live events)

Parameters

time	Current real or backtest time.

Implements QuantConnect.Lean.Engine.RealTime.IRealTimeHandler.

Implemented in QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler, and QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.

◆ ScanPastEvents()

abstract void QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.ScanPastEvents ( DateTime time )

pure virtual

Scan for past events that didn't fire because there was no data at the scheduled time.

Parameters

time	Current time.

Implements QuantConnect.Lean.Engine.RealTime.IRealTimeHandler.

Implemented in QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler, and QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.

◆ Setup()

virtual void QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.Setup	(	IAlgorithm	algorithm,
		AlgorithmNodePacket	job,
		IResultHandler	resultHandler,
		IApi	api,
		IIsolatorLimitResultProvider	isolatorLimitProvider
	)

virtual

Initializes the real time handler for the specified algorithm and job. Adds EndOfDayEvents

Implements QuantConnect.Lean.Engine.RealTime.IRealTimeHandler.

Reimplemented in QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler, and QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.

Definition at line 118 of file BaseRealTimeHandler.cs.

Here is the call graph for this function:

◆ GetScheduledEventUniqueId()

int QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.GetScheduledEventUniqueId ( )

protected

Gets a new scheduled event unique id

This value is used to order scheduled events in a deterministic way

Definition at line 165 of file BaseRealTimeHandler.cs.

Here is the caller graph for this function:

◆ GetTimeMonitorTimeout()

virtual int QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.GetTimeMonitorTimeout ( )

protectedvirtual

Get's the timeout the scheduled task time monitor should use

Reimplemented in QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler.

Definition at line 173 of file BaseRealTimeHandler.cs.

Here is the caller graph for this function:

◆ OnSecuritiesChanged()

void QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.OnSecuritiesChanged ( SecurityChanges changes )

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

Implements QuantConnect.Lean.Engine.RealTime.IRealTimeHandler.

Definition at line 248 of file BaseRealTimeHandler.cs.

Here is the call graph for this function:

◆ Exit()

virtual void QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.Exit ( )

virtual

Stop the real time thread

Implements QuantConnect.Lean.Engine.RealTime.IRealTimeHandler.

Reimplemented in QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler.

Definition at line 280 of file BaseRealTimeHandler.cs.

Property Documentation

◆ IsActive

abstract bool QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.IsActive

getprotected set

Thread status flag.

Definition at line 64 of file BaseRealTimeHandler.cs.

◆ ScheduledEvents

ConcurrentDictionary<ScheduledEvent, int> QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.ScheduledEvents = new()

getprotected

The scheduled events container

Initialize this immediately since the Initialize method gets called after IAlgorithm.Initialize, so we want to be ready to accept events as soon as possible

Definition at line 72 of file BaseRealTimeHandler.cs.

◆ IsolatorLimitProvider

IIsolatorLimitResultProvider QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.IsolatorLimitProvider

getprotected

The isolator limit result provider instance

Definition at line 77 of file BaseRealTimeHandler.cs.

◆ Algorithm

IAlgorithm QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.Algorithm

getprotected

The algorithm instance

Definition at line 82 of file BaseRealTimeHandler.cs.

◆ TimeMonitor

TimeMonitor QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.TimeMonitor

getprotected

The time monitor instance to use

Definition at line 87 of file BaseRealTimeHandler.cs.

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

Engine/RealTime/BaseRealTimeHandler.cs

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Member Function Documentation

◆ Add()

◆ Remove()

◆ SetTime()

◆ ScanPastEvents()

◆ Setup()

◆ GetScheduledEventUniqueId()

◆ GetTimeMonitorTimeout()

◆ OnSecuritiesChanged()

◆ Exit()

Property Documentation

◆ IsActive

◆ ScheduledEvents

◆ IsolatorLimitProvider

◆ Algorithm

◆ TimeMonitor