LEAN ALGORITHMIC TRADING ENGINE: ENTRY POINT. More...

Public Member Functions
	Engine (LeanEngineSystemHandlers systemHandlers, LeanEngineAlgorithmHandlers algorithmHandlers, bool liveMode)
	Initializes a new instance of the Engine class using the specified handlers More...

void	Run (AlgorithmNodePacket job, AlgorithmManager manager, string assemblyPath, WorkerThread workerThread)
	Runs a single backtest/live job from the job queue More...

Properties
LeanEngineSystemHandlers	SystemHandlers `[get]`
	Gets the configured system handlers for this engine instance More...

LeanEngineAlgorithmHandlers	AlgorithmHandlers `[get]`
	Gets the configured algorithm handlers for this engine instance More...

Detailed Description

LEAN ALGORITHMIC TRADING ENGINE: ENTRY POINT.

The engine loads new tasks, create the algorithms and threads, and sends them to Algorithm Manager to be executed. It is the primary operating loop.

Definition at line 47 of file Engine.cs.

Constructor & Destructor Documentation

QuantConnect.Lean.Engine.Engine.Engine	(	LeanEngineSystemHandlers	systemHandlers,
		LeanEngineAlgorithmHandlers	algorithmHandlers,
		bool	liveMode
	)

Initializes a new instance of the Engine class using the specified handlers

Parameters

systemHandlers	The system handlers for controlling acquisition of jobs, messaging, and api calls
algorithmHandlers	The algorithm handlers for managing algorithm initialization, data, results, transaction, and real time events
liveMode	True when running in live mode, false otherwise

Definition at line 69 of file Engine.cs.

void QuantConnect.Lean.Engine.Engine.Run	(	AlgorithmNodePacket	job,
		AlgorithmManager	manager,
		string	assemblyPath,
		WorkerThread	workerThread
	)

Runs a single backtest/live job from the job queue

Parameters

job	The algorithm job to be processed
manager	The algorithm manager instance
assemblyPath	The path to the algorithm's assembly
workerThread	The worker thread instance

Definition at line 83 of file Engine.cs.

Here is the call graph for this function:

LeanEngineSystemHandlers QuantConnect.Lean.Engine.Engine.SystemHandlers

get

Gets the configured system handlers for this engine instance

Definition at line 56 of file Engine.cs.

LeanEngineAlgorithmHandlers QuantConnect.Lean.Engine.Engine.AlgorithmHandlers

get

Gets the configured algorithm handlers for this engine instance

Definition at line 61 of file Engine.cs.

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