Pseudo realtime event processing for backtesting to simulate realtime events in fast forward. More...

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

Public Member Functions
override void	Setup (IAlgorithm algorithm, AlgorithmNodePacket job, IResultHandler resultHandler, IApi api, IIsolatorLimitResultProvider isolatorLimitProvider)
	Initializes the real time handler for the specified algorithm and job More...

override void	Add (ScheduledEvent scheduledEvent)
	Adds the specified event to the schedule More...

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

override void	SetTime (DateTime time)
	Set the time for the realtime event handler. More...

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

Public Member Functions inherited from QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler
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...

Static Public Member Functions
static void	SortFirstElement (IList< ScheduledEvent > scheduledEvents)
	Sorts the first element of the provided list and supposes the rest of the collection is sorted. Supposes the collection has at least 1 element More...

Properties
override bool	IsActive `[get, protected set]`
	Flag indicating the hander thread is completely finished and ready to dispose. this doesn't run as its own thread More...

Properties inherited from QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler
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...

Additional Inherited Members
Protected Member Functions inherited from QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler
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...

Detailed Description

Pseudo realtime event processing for backtesting to simulate realtime events in fast forward.

Definition at line 32 of file BacktestingRealTimeHandler.cs.

Member Function Documentation

◆ Setup()

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

virtual

Initializes the real time handler for the specified algorithm and job

Reimplemented from QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.

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

Definition at line 46 of file BacktestingRealTimeHandler.cs.

◆ Add()

override void QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.Add ( ScheduledEvent scheduledEvent )

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.Lean.Engine.RealTime.BaseRealTimeHandler.

Definition at line 67 of file BacktestingRealTimeHandler.cs.

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◆ Remove()

override void QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.Remove ( ScheduledEvent scheduledEvent )

virtual

Removes the specified event from the schedule

Parameters

scheduledEvent The event to be removed

Implements QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.

Definition at line 88 of file BacktestingRealTimeHandler.cs.

◆ SetTime()

override void QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.SetTime ( DateTime time )

virtual

Set the time for the realtime event handler.

Parameters

time	Current time.

Implements QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler.

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

Definition at line 100 of file BacktestingRealTimeHandler.cs.

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◆ ScanPastEvents()

override void QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.ScanPastEvents ( DateTime time )

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.BaseRealTimeHandler.

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

Definition at line 125 of file BacktestingRealTimeHandler.cs.

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◆ SortFirstElement()

static void QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.SortFirstElement ( IList< ScheduledEvent > scheduledEvents )

static

Sorts the first element of the provided list and supposes the rest of the collection is sorted. Supposes the collection has at least 1 element

Definition at line 172 of file BacktestingRealTimeHandler.cs.

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Property Documentation

◆ IsActive

override bool QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.IsActive

getprotected set

Flag indicating the hander thread is completely finished and ready to dispose. this doesn't run as its own thread

Definition at line 41 of file BacktestingRealTimeHandler.cs.

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

Engine/RealTime/BacktestingRealTimeHandler.cs

Public Member Functions

Static Public Member Functions

Properties

Additional Inherited Members

Detailed Description

Member Function Documentation

◆ Setup()

◆ Add()

◆ Remove()

◆ SetTime()

◆ ScanPastEvents()

◆ SortFirstElement()

Property Documentation

◆ IsActive