Live trading result handler implementation passes the messages to the QC live trading interface. More...

Inheritance diagram for QuantConnect.Lean.Engine.Results.LiveTradingResultHandler:

Public Member Functions
	LiveTradingResultHandler ()
	Creates a new instance More...

override void	Initialize (ResultHandlerInitializeParameters parameters)
	Initialize the result handler with this result packet. More...

void	DebugMessage (string message)
	Send a live trading debug message to the live console. More...

void	SystemDebugMessage (string message)
	Send a live trading system debug message to the live console. More...

void	LogMessage (string message)
	Log string messages and send them to the console. More...

void	ErrorMessage (string message, string stacktrace="")
	Send an error message back to the browser console and highlight it read. More...

void	SecurityType (List< SecurityType > types)
	Send a list of secutity types that the algorithm trades to the browser to show the market clock - is this market open or closed! More...

virtual void	RuntimeError (string message, string stacktrace="")
	Send a runtime error back to the users browser and highlight it red. More...

virtual void	BrokerageMessage (BrokerageMessageEvent brokerageMessageEvent)
	Process brokerage message events More...

virtual void	SetAlgorithm (IAlgorithm algorithm, decimal startingPortfolioValue)
	Set the algorithm of the result handler after its been initialized. More...

void	SendStatusUpdate (AlgorithmStatus status, string message="")
	Send a algorithm status update to the user of the algorithms running state. More...

void	RuntimeStatistic (string key, string value)
	Set a dynamic runtime statistic to show in the (live) algorithm header More...

override string	SaveLogs (string id, List< LogEntry > logs)
	Process the log entries and save it to permanent storage More...

override void	OrderEvent (OrderEvent newEvent)
	New order event for the algorithm More...

override void	Exit ()
	Terminate the result thread and apply any required exit procedures like sending final results More...

virtual void	ProcessSynchronousEvents (bool forceProcess=false)
	Process the synchronous result events, sampling and message reading. This method is triggered from the algorithm manager thread. More...

override void	OnSecuritiesChanged (SecurityChanges changes)
	Event fired each time that we add/remove securities from the data feed. On Security change we re determine when should we sample charts, if the user added Crypto, Forex or an extended market hours subscription we will always sample charts. Else, we will keep the exchange per market to query later on demand More...

void	Sample (DateTime time)
	Samples portfolio equity, benchmark, and daily performance More...

StatisticsResults	StatisticsResults ()
	Calculates and gets the current statistics for the algorithm More...

void	SetSummaryStatistic (string name, string value)
	Sets or updates a custom summary statistic More...

virtual void	AlgorithmNameUpdated (string name)
	Handles updates to the algorithm's name More...

virtual void	AlgorithmTagsUpdated (HashSet< string > tags)
	Handles updates to the algorithm's tags More...

Public Member Functions inherited from QuantConnect.Lean.Engine.Results.BaseResultsHandler
virtual void	SaveResults (string name, Result result)
	Save the results to disk More...

Public Member Functions inherited from QuantConnect.Lean.Engine.Results.IResultHandler
void	SaveResults (string name, Result result)
	Save the results More...

Static Public Member Functions
static Dictionary< string, Holding >	GetHoldings (IEnumerable< Security > securities, ISubscriptionDataConfigService subscriptionDataConfigService, bool onlyInvested=false)
	Helper method to fetch the algorithm holdings More...

Protected Member Functions
override void	Run ()
	Live trading result handler thread. More...

virtual void	SetNextStatusUpdate ()
	Assigns the next earliest status update time More...

override void	StoreOrderEvents (DateTime utcTime, List< OrderEvent > orderEvents)
	Stores the order events More...

override void	AddToLogStore (string message)
	Save an algorithm message to the log store. Uses a different timestamped method of adding messaging to interweve debug and logging messages. More...

override void	Sample (string chartName, string seriesName, int seriesIndex, SeriesType seriesType, ISeriesPoint value, string unit="$")
	Add a sample to the chart specified by the chartName, and seriesName. More...

void	SampleRange (IEnumerable< Chart > updates)
	Add a range of samples from the users algorithms to the end of our current list. More...

void	SendFinalResult ()
	Send a final analysis result back to the IDE. More...

override void	StoreResult (Packet packet)
	Save the snapshot of the total results to storage. More...

virtual string	CreateSafeChartName (string chartName)
	Escape the chartname so that it can be saved to a file system More...

override decimal	GetPortfolioValue ()
	Gets the current portfolio value More...

override decimal	GetBenchmarkValue (DateTime time)
	Gets the current benchmark value More...

Protected Member Functions inherited from QuantConnect.Lean.Engine.Results.BaseResultsHandler
	BaseResultsHandler ()
	Creates a new instance More...

virtual Dictionary< string, string >	GetServerStatistics (DateTime utcNow)
	Gets the current Server statistics More...

virtual void	StoreInsights ()
	Save insight results to persistent storage More...

virtual Dictionary< int, Order >	GetDeltaOrders (int orderEventsStartPosition, Func< int, bool > shouldStop)
	Gets the orders generated starting from the provided ITransactionHandler.OrderEvents position More...

string	GetResultsPath (string filename)
	Gets the full path for a results file More...

void	PurgeQueue ()
	Purge/clear any outstanding messages in message queue. More...

void	StopUpdateRunner ()
	Stops the update runner task More...

decimal	GetNetReturn ()
	Gets the algorithm net return More...

virtual void	SampleEquity (DateTime time)
	Sample the current equity of the strategy directly with time and using the current algorithm equity value in CurrentAlgorithmEquity More...

virtual void	SamplePerformance (DateTime time, decimal value)
	Sample the current daily performance directly with a time-value pair. More...

virtual void	SampleBenchmark (DateTime time, decimal value)
	Sample the current benchmark performance directly with a time-value pair. More...

virtual void	SampleDrawdown (DateTime time, decimal currentPortfolioValue)
	Sample drawdown of equity of the strategy More...

virtual void	SamplePortfolioTurnover (DateTime time, decimal currentPortfolioValue)
	Sample portfolio turn over of the strategy More...

virtual void	SampleSalesVolume (DateTime time)
	Sample assets sales volume More...

virtual void	SampleExposure (DateTime time, decimal currentPortfolioValue)
	Sample portfolio exposure long/short ratios by security type More...

virtual void	SampleCapacity (DateTime time)
	Sample estimated strategy capacity More...

SortedDictionary< string, string >	GetAlgorithmRuntimeStatistics (Dictionary< string, string > summary, CapacityEstimate capacityEstimate=null)
	Gets the algorithm runtime statistics More...

void	SetAlgorithmState (string error, string stack)
	Sets the algorithm state data More...

Dictionary< string, string >	GetAlgorithmState (DateTime? endTime=null)
	Gets the algorithm state data More...

StatisticsResults	GenerateStatisticsResults (Dictionary< string, Chart > charts, SortedDictionary< DateTime, decimal > profitLoss=null, CapacityEstimate estimatedStrategyCapacity=null)
	Will generate the statistics results and update the provided runtime statistics More...

int	TotalTradesCount ()
	Helper method to get the total trade count statistic More...

StatisticsResults	GenerateStatisticsResults (CapacityEstimate estimatedStrategyCapacity=null)
	Calculates and gets the current statistics for the algorithm. It will use the current Charts and profit loss information calculated from the current transaction record to generate the results. More...

void	ProcessAlgorithmLogs (int? messageQueueLimit=null)
	Processes algorithm logs. Logs of the same type are batched together one per line and are sent out More...

void	SummaryStatistic (string name, string value)
	Sets or updates a custom summary statistic More...

void	UpdateAlgorithmEquity ()
	Updates the current equity bar with the current equity value from GetPortfolioValue More...

Additional Inherited Members
Public Attributes inherited from QuantConnect.Lean.Engine.Results.BaseResultsHandler
bool	IsActive => _updateRunner != null && _updateRunner.IsAlive
	Boolean flag indicating the thread is still active. More...

Static Public Attributes inherited from QuantConnect.Lean.Engine.Results.BaseResultsHandler
const string	StrategyEquityKey = "Strategy Equity"

const string	EquityKey = "Equity"

const string	ReturnKey = "Return"

const string	BenchmarkKey = "Benchmark"

const string	DrawdownKey = "Drawdown"

const string	PortfolioTurnoverKey = "Portfolio Turnover"

const string	PortfolioMarginKey = "Portfolio Margin"

Protected Attributes inherited from QuantConnect.Lean.Engine.Results.BaseResultsHandler
TimeSpan	ChartUpdateInterval = TimeSpan.FromMinutes(1)
	The chart update interval More...

int	LastDeltaOrderPosition
	The last position consumed from the ITransactionHandler.OrderEvents by GetDeltaOrders More...

int	LastDeltaOrderEventsPosition
	The last position consumed from the ITransactionHandler.OrderEvents while determining delta order events More...

volatile bool	ExitTriggered
	True if the exit has been triggered More...

IMessagingHandler	MessagingHandler
	The handler responsible for communicating messages to listeners More...

ITransactionHandler	TransactionHandler
	The transaction handler used to get the algorithms Orders information More...

decimal	DailyPortfolioValue
	Closing portfolio value. Used to calculate daily performance. More...

decimal	CumulativeMaxPortfolioValue
	Cumulative max portfolio value. Used to calculate drawdown underwater. More...

string	ResultsDestinationFolder
	Directory location to store results More...

Properties inherited from QuantConnect.Lean.Engine.Results.BaseResultsHandler
virtual TimeSpan	MainUpdateInterval = TimeSpan.FromSeconds(3) `[get]`
	The main loop update interval More...

JsonSerializerSettings	SerializerSettings `[get, set]`
	Serializer settings to use More...

Bar	CurrentAlgorithmEquity `[get, set]`
	The current aggregated equity bar for sampling. It will be aggregated with values from the GetPortfolioValue More...

ConcurrentQueue< Packet >	Messages `[get, set]`
	Live packet messaging queue. Queue the messages here and send when the result queue is ready. More...

ConcurrentDictionary< string, Chart >	Charts `[get, set]`
	Storage for the price and equity charts of the live results. More...

ManualResetEvent	ExitEvent `[get]`
	Event set when exit is triggered More...

List< LogEntry >	LogStore `[get]`
	The log store instance More...

List< string >	AlgorithmPerformanceCharts = new List<string> { StrategyEquityKey, BenchmarkKey } `[get]`
	Algorithms performance related chart names More...

object	ChartLock `[get]`
	Lock to be used when accessing the chart collection More...

int	ProjectId `[get, set]`
	The algorithm project id More...

string	RamAllocation `[get, set]`
	The maximum amount of RAM (in MB) this algorithm is allowed to utilize More...

string	CompileId `[get, set]`
	The algorithm unique compilation id More...

string	AlgorithmId `[get, set]`
	The algorithm job id. This is the deploy id for live, backtesting id for backtesting More...

DateTime	StartTime `[get]`
	The result handler start time More...

Dictionary< string, string >	RuntimeStatistics `[get]`
	Customizable dynamic statistics IAlgorithm.RuntimeStatistics More...

Dictionary< string, string >	State `[get, set]`
	State of the algorithm More...

decimal	StartingPortfolioValue `[get, set]`
	The algorithms starting portfolio value. Used to calculate the portfolio return More...

virtual IAlgorithm	Algorithm `[get, set]`
	The algorithm instance More...

string	AlgorithmCurrencySymbol `[get, set]`
	Algorithm currency symbol, used in charting More...

TimeSpan	ResamplePeriod `[get, set]`
	Sampling period for timespans between resamples of the charting equity. More...

TimeSpan	NotificationPeriod `[get, set]`
	How frequently the backtests push messages to the browser. More...

IMapFileProvider	MapFileProvider `[get, set]`
	The map file provider instance to use More...

Properties inherited from QuantConnect.Lean.Engine.Results.IResultHandler
ConcurrentQueue< Packet >	Messages `[get, set]`
	Put messages to process into the queue so they are processed by this thread. More...

bool	IsActive `[get]`
	Boolean flag indicating the result hander thread is busy. False means it has completely finished and ready to dispose. More...

Detailed Description

Live trading result handler implementation passes the messages to the QC live trading interface.

Live trading result handler is quite busy. It sends constant price updates, equity updates and order/holdings updates.

Definition at line 45 of file LiveTradingResultHandler.cs.

Constructor & Destructor Documentation

◆ LiveTradingResultHandler()

QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.LiveTradingResultHandler ( )

Creates a new instance

Definition at line 89 of file LiveTradingResultHandler.cs.

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Member Function Documentation

◆ Initialize()

override void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.Initialize ( ResultHandlerInitializeParameters parameters )

virtual

Initialize the result handler with this result packet.

Parameters

parameters DTO parameters class to initialize a result handler

Reimplemented from QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 107 of file LiveTradingResultHandler.cs.

◆ Run()

override void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.Run ( )

protectedvirtual

Live trading result handler thread.

Implements QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 122 of file LiveTradingResultHandler.cs.

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◆ SetNextStatusUpdate()

virtual void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.SetNextStatusUpdate ( )

protectedvirtual

Assigns the next earliest status update time

Definition at line 380 of file LiveTradingResultHandler.cs.

◆ StoreOrderEvents()

override void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.StoreOrderEvents	(	DateTime	utcTime,
		List< OrderEvent >	orderEvents
	)

protectedvirtual

Stores the order events

Parameters

utcTime	The utc date associated with these order events
orderEvents	The order events to store

Reimplemented from QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 391 of file LiveTradingResultHandler.cs.

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◆ DebugMessage()

void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.DebugMessage ( string message )

Send a live trading debug message to the live console.

Parameters

message Message we'd like shown in console.

When there are already 500 messages in the queue it stops adding new messages.

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Definition at line 540 of file LiveTradingResultHandler.cs.

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◆ SystemDebugMessage()

void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.SystemDebugMessage ( string message )

Send a live trading system debug message to the live console.

Parameters

message Message we'd like shown in console.

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Definition at line 551 of file LiveTradingResultHandler.cs.

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◆ LogMessage()

void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.LogMessage ( string message )

Log string messages and send them to the console.

Parameters

message String message wed like logged.

When there are already 500 messages in the queue it stops adding new messages.

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Definition at line 563 of file LiveTradingResultHandler.cs.

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◆ AddToLogStore()

override void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.AddToLogStore ( string message )

protectedvirtual

Save an algorithm message to the log store. Uses a different timestamped method of adding messaging to interweve debug and logging messages.

Parameters

message String message to send to browser.

Reimplemented from QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 575 of file LiveTradingResultHandler.cs.

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◆ ErrorMessage()

void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.ErrorMessage	(	string	message,
		string	stacktrace = `""`
	)

Send an error message back to the browser console and highlight it read.

Parameters

message	Message we'd like shown in console.
stacktrace	Stacktrace to show in the console.

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Definition at line 587 of file LiveTradingResultHandler.cs.

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◆ SecurityType()

void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.SecurityType ( List< SecurityType > types )

Send a list of secutity types that the algorithm trades to the browser to show the market clock - is this market open or closed!

Parameters

types List of security types

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Definition at line 598 of file LiveTradingResultHandler.cs.

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◆ RuntimeError()

virtual void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.RuntimeError	(	string	message,
		string	stacktrace = `""`
	)

virtual

Send a runtime error back to the users browser and highlight it red.

Parameters

message	Runtime error message
stacktrace	Associated error stack trace.

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Definition at line 609 of file LiveTradingResultHandler.cs.

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◆ BrokerageMessage()

virtual void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.BrokerageMessage ( BrokerageMessageEvent brokerageMessageEvent )

virtual

Process brokerage message events

Parameters

brokerageMessageEvent The brokerage message event

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Definition at line 620 of file LiveTradingResultHandler.cs.

◆ Sample() [1/2]

override void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.Sample	(	string	chartName,
		string	seriesName,
		int	seriesIndex,
		SeriesType	seriesType,
		ISeriesPoint	value,
		string	unit = `"$"`
	)

protectedvirtual

Add a sample to the chart specified by the chartName, and seriesName.

Parameters

chartName	String chart name to place the sample.
seriesName	Series name for the chart.
seriesIndex	Series chart index - which chart should this series belong
seriesType	Series type for the chart.
value	Value for the chart sample.
unit	Unit for the chart axis

Sample can be used to create new charts or sample equity - daily performance.

Implements QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 635 of file LiveTradingResultHandler.cs.

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◆ SampleRange()

void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.SampleRange ( IEnumerable< Chart > updates )

protected

Add a range of samples from the users algorithms to the end of our current list.

Parameters

updates Chart updates since the last request.

See also: Sample(string,string,int,SeriesType,ISeriesPoint,string)

Definition at line 672 of file LiveTradingResultHandler.cs.

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◆ SetAlgorithm()

virtual void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.SetAlgorithm	(	IAlgorithm	algorithm,
		decimal	startingPortfolioValue
	)

virtual

Set the algorithm of the result handler after its been initialized.

Parameters

algorithm	Algorithm object matching IAlgorithm interface
startingPortfolioValue	Algorithm starting capital for statistics calculations

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Definition at line 718 of file LiveTradingResultHandler.cs.

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◆ SendStatusUpdate()

void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.SendStatusUpdate	(	AlgorithmStatus	status,
		string	message = `""`
	)

Send a algorithm status update to the user of the algorithms running state.

Parameters

status	Status enum of the algorithm.
message	Optional string message describing reason for status change.

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Definition at line 755 of file LiveTradingResultHandler.cs.

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◆ RuntimeStatistic()

void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.RuntimeStatistic	(	string	key,
		string	value
	)

Set a dynamic runtime statistic to show in the (live) algorithm header

Parameters

key	Runtime headline statistic name
value	Runtime headline statistic value

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Definition at line 768 of file LiveTradingResultHandler.cs.

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◆ SendFinalResult()

void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.SendFinalResult ( )

protected

Send a final analysis result back to the IDE.

Definition at line 785 of file LiveTradingResultHandler.cs.

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◆ SaveLogs()

override string QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.SaveLogs	(	string	id,
		List< LogEntry >	logs
	)

virtual

Process the log entries and save it to permanent storage

Parameters

id	Id that will be incorporated into the algorithm log name
logs	Log list

Returns: Returns the location of the logs

Reimplemented from QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 853 of file LiveTradingResultHandler.cs.

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◆ StoreResult()

override void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.StoreResult ( Packet packet )

protectedvirtual

Save the snapshot of the total results to storage.

Parameters

packet Packet to store.

Implements QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 874 of file LiveTradingResultHandler.cs.

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◆ OrderEvent()

override void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.OrderEvent ( OrderEvent newEvent )

virtual

New order event for the algorithm

Parameters

newEvent New event details

Reimplemented from QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 964 of file LiveTradingResultHandler.cs.

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◆ Exit()

override void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.Exit ( )

virtual

Terminate the result thread and apply any required exit procedures like sending final results

Reimplemented from QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 981 of file LiveTradingResultHandler.cs.

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◆ CreateSafeChartName()

virtual string QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.CreateSafeChartName ( string chartName )

protectedvirtual

Escape the chartname so that it can be saved to a file system

Parameters

chartName The name of a chart

Returns: The name of the chart will all escape all characters except RFC 2396 unreserved characters

Definition at line 1054 of file LiveTradingResultHandler.cs.

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◆ ProcessSynchronousEvents()

virtual void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.ProcessSynchronousEvents ( bool forceProcess = false )

virtual

Process the synchronous result events, sampling and message reading. This method is triggered from the algorithm manager thread.

Prime candidate for putting into a base class. Is identical across all result handlers.

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Definition at line 1064 of file LiveTradingResultHandler.cs.

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◆ OnSecuritiesChanged()

override void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.OnSecuritiesChanged ( SecurityChanges changes )

virtual

Event fired each time that we add/remove securities from the data feed. On Security change we re determine when should we sample charts, if the user added Crypto, Forex or an extended market hours subscription we will always sample charts. Else, we will keep the exchange per market to query later on demand

Reimplemented from QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 1149 of file LiveTradingResultHandler.cs.

◆ Sample() [2/2]

void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.Sample ( DateTime time )

virtual

Samples portfolio equity, benchmark, and daily performance

Parameters

time	Current UTC time in the AlgorithmManager loop

Reimplemented from QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 1187 of file LiveTradingResultHandler.cs.

◆ GetPortfolioValue()

override decimal QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.GetPortfolioValue ( )

protectedvirtual

Gets the current portfolio value

Useful so that live trading implementation can freeze the returned value if there is no user exchange open so we ignore extended market hours updates

Reimplemented from QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 1200 of file LiveTradingResultHandler.cs.

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◆ GetBenchmarkValue()

override decimal QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.GetBenchmarkValue ( DateTime time )

protectedvirtual

Gets the current benchmark value

Useful so that live trading implementation can freeze the returned value if there is no user exchange open so we ignore extended market hours updates

Parameters

time	Time to resolve benchmark value at

Reimplemented from QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 1211 of file LiveTradingResultHandler.cs.

◆ GetHoldings()

static Dictionary<string, Holding> QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.GetHoldings	(	IEnumerable< Security >	securities,
		ISubscriptionDataConfigService	subscriptionDataConfigService,
		bool	onlyInvested = `false`
	)

static

Helper method to fetch the algorithm holdings

Definition at line 1299 of file LiveTradingResultHandler.cs.

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◆ StatisticsResults()

StatisticsResults QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.StatisticsResults ( )

Calculates and gets the current statistics for the algorithm

Returns: The current statistics

Implements QuantConnect.Statistics.IStatisticsService.

Definition at line 1321 of file LiveTradingResultHandler.cs.

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◆ SetSummaryStatistic()

void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.SetSummaryStatistic	(	string	name,
		string	value
	)

Sets or updates a custom summary statistic

Parameters

name	The statistic name
value	The statistic value

Implements QuantConnect.Statistics.IStatisticsService.

Definition at line 1331 of file LiveTradingResultHandler.cs.

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◆ AlgorithmNameUpdated()

virtual void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.AlgorithmNameUpdated ( string name )

virtual

Handles updates to the algorithm's name

Parameters

name	The new name

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Definition at line 1340 of file LiveTradingResultHandler.cs.

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◆ AlgorithmTagsUpdated()

virtual void QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.AlgorithmTagsUpdated ( HashSet< string > tags )

virtual

Handles updates to the algorithm's tags

Parameters

tags	The new tags

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Definition at line 1349 of file LiveTradingResultHandler.cs.

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

Engine/Results/LiveTradingResultHandler.cs

Public Member Functions

Static Public Member Functions

Protected Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ LiveTradingResultHandler()

Member Function Documentation

◆ Initialize()

◆ Run()

◆ SetNextStatusUpdate()

◆ StoreOrderEvents()

◆ DebugMessage()

◆ SystemDebugMessage()

◆ LogMessage()

◆ AddToLogStore()

◆ ErrorMessage()

◆ SecurityType()

◆ RuntimeError()

◆ BrokerageMessage()

◆ Sample() [1/2]

◆ SampleRange()

◆ SetAlgorithm()

◆ SendStatusUpdate()

◆ RuntimeStatistic()

◆ SendFinalResult()

◆ SaveLogs()

◆ StoreResult()

◆ OrderEvent()

◆ Exit()

◆ CreateSafeChartName()

◆ ProcessSynchronousEvents()

◆ OnSecuritiesChanged()

◆ Sample() [2/2]

◆ GetPortfolioValue()

◆ GetBenchmarkValue()

◆ GetHoldings()

◆ StatisticsResults()

◆ SetSummaryStatistic()

◆ AlgorithmNameUpdated()

◆ AlgorithmTagsUpdated()