QuantConnect.Brokerages.Paper.PaperBrokerage Member List

This is the complete list of members for QuantConnect.Brokerages.Paper.PaperBrokerage, including all inherited members.

AccountBaseCurrency	QuantConnect.Brokerages.Brokerage
AccountChanged	QuantConnect.Brokerages.Brokerage
AccountInstantlyUpdated	QuantConnect.Brokerages.Brokerage
Algorithm	QuantConnect.Brokerages.Backtesting.BacktestingBrokerage	protected
BacktestingBrokerage(IAlgorithm algorithm)	QuantConnect.Brokerages.Backtesting.BacktestingBrokerage
BacktestingBrokerage(IAlgorithm algorithm, string name)	QuantConnect.Brokerages.Backtesting.BacktestingBrokerage	protected
Brokerage(string name)	QuantConnect.Brokerages.Brokerage	protected
CancelOrder(Order order)	QuantConnect.Brokerages.Backtesting.BacktestingBrokerage	virtual
Connect()	QuantConnect.Brokerages.Backtesting.BacktestingBrokerage	virtual
DelistingNotification	QuantConnect.Brokerages.Brokerage
Disconnect()	QuantConnect.Brokerages.Backtesting.BacktestingBrokerage	virtual
Dispose()	QuantConnect.Brokerages.Brokerage	virtual
GetAccountHoldings()	QuantConnect.Brokerages.Paper.PaperBrokerage	virtual
QuantConnect::Brokerages::Brokerage.GetAccountHoldings(Dictionary< string, string > brokerageData, IEnumerable< Security > securities)	QuantConnect.Brokerages.Brokerage	protectedvirtual
GetCashBalance()	QuantConnect.Brokerages.Paper.PaperBrokerage	virtual
QuantConnect::Brokerages::Brokerage.GetCashBalance(Dictionary< string, string > brokerageData, CashBook cashBook)	QuantConnect.Brokerages.Brokerage	protectedvirtual
GetHistory(HistoryRequest request)	QuantConnect.Brokerages.Brokerage	virtual
GetOpenOrders()	QuantConnect.Brokerages.Backtesting.BacktestingBrokerage	virtual
GetOrderPosition(OrderDirection orderDirection, decimal holdingsQuantity)	QuantConnect.Brokerages.Brokerage	protectedstatic
IsConnected	QuantConnect.Brokerages.Backtesting.BacktestingBrokerage
LastSyncDate	QuantConnect.Brokerages.Brokerage	protected
LastSyncDateTimeUtc	QuantConnect.Brokerages.Brokerage
LeanOrderByZeroCrossBrokerageOrderId	QuantConnect.Brokerages.Brokerage	protected
Message	QuantConnect.Brokerages.Brokerage
Name	QuantConnect.Brokerages.Brokerage
NewBrokerageOrderNotification	QuantConnect.Brokerages.Brokerage
OnAccountChanged(AccountEvent e)	QuantConnect.Brokerages.Brokerage	protectedvirtual
OnDelistingNotification(DelistingNotificationEventArgs e)	QuantConnect.Brokerages.Brokerage	protectedvirtual
OnMessage(BrokerageMessageEvent e)	QuantConnect.Brokerages.Brokerage	protectedvirtual
OnNewBrokerageOrderNotification(NewBrokerageOrderNotificationEventArgs e)	QuantConnect.Brokerages.Brokerage	protectedvirtual
OnOptionNotification(OptionNotificationEventArgs e)	QuantConnect.Brokerages.Brokerage	protectedvirtual
OnOptionPositionAssigned(OrderEvent e)	QuantConnect.Brokerages.Brokerage	protectedvirtual
OnOrderEvent(OrderEvent e)	QuantConnect.Brokerages.Brokerage	protectedvirtual
OnOrderEvents(List< OrderEvent > orderEvents)	QuantConnect.Brokerages.Backtesting.BacktestingBrokerage	protectedvirtual
OnOrderIdChangedEvent(BrokerageOrderIdChangedEvent e)	QuantConnect.Brokerages.Brokerage	protectedvirtual
QuantConnect::Brokerages::Brokerage.OnOrderUpdated(OrderUpdateEvent e)	QuantConnect.Brokerages.Brokerage	protectedvirtual
OptionNotification	QuantConnect.Brokerages.Brokerage
OptionPositionAssigned	QuantConnect.Brokerages.Brokerage
OrderIdChanged	QuantConnect.Brokerages.Brokerage
OrdersStatusChanged	QuantConnect.Brokerages.Brokerage
OrderUpdated	QuantConnect.Brokerages.Brokerage
PaperBrokerage(IAlgorithm algorithm, LiveNodePacket job)	QuantConnect.Brokerages.Paper.PaperBrokerage
PerformCashSync(IAlgorithm algorithm, DateTime currentTimeUtc, Func< TimeSpan > getTimeSinceLastFill)	QuantConnect.Brokerages.Brokerage	virtual
PlaceCrossZeroOrder(CrossZeroFirstOrderRequest crossZeroOrderRequest, bool isPlaceOrderWithLeanEvent=true)	QuantConnect.Brokerages.Brokerage	protectedvirtual
PlaceOrder(Order order)	QuantConnect.Brokerages.Backtesting.BacktestingBrokerage	virtual
ProcessDelistings(Delistings delistings)	QuantConnect.Brokerages.Backtesting.BacktestingBrokerage
Scan()	QuantConnect.Brokerages.Paper.PaperBrokerage	virtual
ShouldPerformCashSync(DateTime currentTimeUtc)	QuantConnect.Brokerages.Brokerage	virtual
TryCrossZeroPositionOrder(Order order, decimal holdingQuantity)	QuantConnect.Brokerages.Brokerage	protected
TryGetOrRemoveCrossZeroOrder(string brokerageOrderId, OrderStatus leanOrderStatus, out Order leanOrder)	QuantConnect.Brokerages.Brokerage	protected
TryGetUpdateCrossZeroOrderQuantity(Order leanOrder, out decimal quantity)	QuantConnect.Brokerages.Brokerage	protected
TryHandleRemainingCrossZeroOrder(Order leanOrder, OrderEvent orderEvent)	QuantConnect.Brokerages.Brokerage	protected
UpdateOrder(Order order)	QuantConnect.Brokerages.Backtesting.BacktestingBrokerage	virtual