Defines a set up handler that initializes the algorithm instance using values retrieved from the user's brokerage account More...

Inheritance diagram for QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler:

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Public Member Functions
	BrokerageSetupHandler ()
	Initializes a new BrokerageSetupHandler More...

IAlgorithm	CreateAlgorithmInstance (AlgorithmNodePacket algorithmNodePacket, string assemblyPath)
	Create a new instance of an algorithm from a physical dll path. More...

IBrokerage	CreateBrokerage (AlgorithmNodePacket algorithmNodePacket, IAlgorithm uninitializedAlgorithm, out IBrokerageFactory factory)
	Creates the brokerage as specified by the job packet More...

bool	Setup (SetupHandlerParameters parameters)
	Primary entry point to setup a new algorithm More...

void	Dispose ()
	Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More...

Static Public Attributes
static string	MaxAllocationLimitConfig = "max-allocation-limit"
	Max allocation limit configuration variable name More...

Protected Member Functions
bool	LoadExistingHoldingsAndOrders (IBrokerage brokerage, IAlgorithm algorithm, SetupHandlerParameters parameters)
	Loads existing holdings and orders More...

void	GetOpenOrders (IAlgorithm algorithm, IResultHandler resultHandler, ITransactionHandler transactionHandler, IBrokerage brokerage)
	Get the open orders from a brokerage. Adds Orders.Order and Orders.OrderTicket to the transaction handler More...

Properties
WorkerThread	WorkerThread `[get, set]`
	The worker thread instance the setup handler should use More...

List< Exception >	Errors `[get, set]`
	Any errors from the initialization stored here: More...

TimeSpan	MaximumRuntime `[get]`
	Get the maximum runtime for this algorithm job. More...

decimal	StartingPortfolioValue `[get]`
	Algorithm starting capital for statistics calculations More...

DateTime	StartingDate `[get]`
	Start date for analysis loops to search for data. More...

int	MaxOrders `[get]`
	Maximum number of orders for the algorithm run – applicable for backtests only. More...

Properties inherited from QuantConnect.Lean.Engine.Setup.ISetupHandler
WorkerThread	WorkerThread `[set]`
	The worker thread instance the setup handler should use More...

List< Exception >	Errors `[get, set]`
	Any errors from the initialization stored here: More...

TimeSpan	MaximumRuntime `[get]`
	Get the maximum runtime for this algorithm job. More...

decimal	StartingPortfolioValue `[get]`
	Algorithm starting capital for statistics calculations More...

DateTime	StartingDate `[get]`
	Start date for analysis loops to search for data. More...

int	MaxOrders `[get]`
	Maximum number of orders for the algorithm run – applicable for backtests only. More...

Detailed Description

Defines a set up handler that initializes the algorithm instance using values retrieved from the user's brokerage account

Definition at line 41 of file BrokerageSetupHandler.cs.

Constructor & Destructor Documentation

◆ BrokerageSetupHandler()

QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.BrokerageSetupHandler ( )

Initializes a new BrokerageSetupHandler

Definition at line 85 of file BrokerageSetupHandler.cs.

Member Function Documentation

◆ CreateAlgorithmInstance()

IAlgorithm QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.CreateAlgorithmInstance	(	AlgorithmNodePacket	algorithmNodePacket,
		string	assemblyPath
	)

Create a new instance of an algorithm from a physical dll path.

Parameters

assemblyPath	The path to the assembly's location
algorithmNodePacket	Details of the task required

Returns: A new instance of IAlgorithm, or throws an exception if there was an error

Implements QuantConnect.Lean.Engine.Setup.ISetupHandler.

Definition at line 98 of file BrokerageSetupHandler.cs.

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◆ CreateBrokerage()

IBrokerage QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.CreateBrokerage	(	AlgorithmNodePacket	algorithmNodePacket,
		IAlgorithm	uninitializedAlgorithm,
		out IBrokerageFactory	factory
	)

Creates the brokerage as specified by the job packet

Parameters

algorithmNodePacket	Job packet
uninitializedAlgorithm	The algorithm instance before Initialize has been called
factory	The brokerage factory

Returns: The brokerage instance, or throws if error creating instance

Implements QuantConnect.Lean.Engine.Setup.ISetupHandler.

Definition at line 118 of file BrokerageSetupHandler.cs.

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◆ Setup()

bool QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.Setup ( SetupHandlerParameters parameters )

Primary entry point to setup a new algorithm

Parameters

parameters The parameters object to use

Returns: True on successfully setting up the algorithm state, or false on error.

Implements QuantConnect.Lean.Engine.Setup.ISetupHandler.

Definition at line 145 of file BrokerageSetupHandler.cs.

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◆ LoadExistingHoldingsAndOrders()

bool QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.LoadExistingHoldingsAndOrders	(	IBrokerage	brokerage,
		IAlgorithm	algorithm,
		SetupHandlerParameters	parameters
	)

protected

Loads existing holdings and orders

Definition at line 392 of file BrokerageSetupHandler.cs.

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◆ GetOpenOrders()

void QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.GetOpenOrders	(	IAlgorithm	algorithm,
		IResultHandler	resultHandler,
		ITransactionHandler	transactionHandler,
		IBrokerage	brokerage
	)

protected

Get the open orders from a brokerage. Adds Orders.Order and Orders.OrderTicket to the transaction handler

Parameters

algorithm	Algorithm instance
resultHandler	The configured result handler
transactionHandler	The configurated transaction handler
brokerage	Brokerage output instance

Definition at line 477 of file BrokerageSetupHandler.cs.

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◆ Dispose()

void QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.Dispose ( )

Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.

Definition at line 514 of file BrokerageSetupHandler.cs.

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Member Data Documentation

◆ MaxAllocationLimitConfig

string QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.MaxAllocationLimitConfig = "max-allocation-limit"

static

Max allocation limit configuration variable name

Definition at line 46 of file BrokerageSetupHandler.cs.

Property Documentation

◆ WorkerThread

WorkerThread QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.WorkerThread

getset

The worker thread instance the setup handler should use

Definition at line 51 of file BrokerageSetupHandler.cs.

◆ Errors

List<Exception> QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.Errors

getset

Any errors from the initialization stored here:

Definition at line 56 of file BrokerageSetupHandler.cs.

◆ MaximumRuntime

TimeSpan QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.MaximumRuntime

get

Get the maximum runtime for this algorithm job.

Definition at line 61 of file BrokerageSetupHandler.cs.

◆ StartingPortfolioValue

decimal QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.StartingPortfolioValue

get

Algorithm starting capital for statistics calculations

Definition at line 66 of file BrokerageSetupHandler.cs.

◆ StartingDate

DateTime QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.StartingDate

get

Start date for analysis loops to search for data.

Definition at line 71 of file BrokerageSetupHandler.cs.

◆ MaxOrders

int QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.MaxOrders

get

Maximum number of orders for the algorithm run – applicable for backtests only.

Definition at line 76 of file BrokerageSetupHandler.cs.

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

Engine/Setup/BrokerageSetupHandler.cs

Public Member Functions

Static Public Attributes

Protected Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ BrokerageSetupHandler()

Member Function Documentation

◆ CreateAlgorithmInstance()

◆ CreateBrokerage()

◆ Setup()

◆ LoadExistingHoldingsAndOrders()

◆ GetOpenOrders()

◆ Dispose()

Member Data Documentation

◆ MaxAllocationLimitConfig

Property Documentation

◆ WorkerThread

◆ Errors

◆ MaximumRuntime

◆ StartingPortfolioValue

◆ StartingDate

◆ MaxOrders