QuantConnect.Lean.Engine.Results.BaseResultsHandler Member List

This is the complete list of members for QuantConnect.Lean.Engine.Results.BaseResultsHandler, including all inherited members.

AddToLogStore(string message)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedvirtual
Algorithm	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
AlgorithmCurrencySymbol	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
AlgorithmId	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
AlgorithmPerformanceCharts	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
AssetsSalesVolumeKey	QuantConnect.Lean.Engine.Results.BaseResultsHandler	static
BaseResultsHandler()	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
BenchmarkKey	QuantConnect.Lean.Engine.Results.BaseResultsHandler	static
ChartLock	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
Charts	QuantConnect.Lean.Engine.Results.BaseResultsHandler
ChartUpdateInterval	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
CompileId	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
CumulativeMaxPortfolioValue	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
CurrentAlgorithmEquity	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
DailyPortfolioValue	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
DrawdownKey	QuantConnect.Lean.Engine.Results.BaseResultsHandler	static
EquityKey	QuantConnect.Lean.Engine.Results.BaseResultsHandler	static
Exit()	QuantConnect.Lean.Engine.Results.BaseResultsHandler	virtual
ExitEvent	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
ExitTriggered	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
GenerateStatisticsResults(Dictionary< string, Chart > charts, SortedDictionary< DateTime, decimal > profitLoss=null, CapacityEstimate estimatedStrategyCapacity=null)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
GenerateStatisticsResults(CapacityEstimate estimatedStrategyCapacity=null)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
GetAlgorithmRuntimeStatistics(Dictionary< string, string > summary, CapacityEstimate capacityEstimate=null)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
GetAlgorithmState(DateTime? endTime=null)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
GetBenchmarkValue(DateTime time)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedvirtual
GetDeltaOrders(int orderEventsStartPosition, Func< int, bool > shouldStop)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedvirtual
GetNetReturn()	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
GetPortfolioValue()	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedvirtual
GetResultsPath(string filename)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
GetServerStatistics(DateTime utcNow)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedvirtual
Initialize(ResultHandlerInitializeParameters parameters)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	virtual
IsActive	QuantConnect.Lean.Engine.Results.BaseResultsHandler
LastDeltaOrderEventsPosition	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
LastDeltaOrderPosition	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
LogStore	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
MainUpdateInterval	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
MapFileProvider	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
Messages	QuantConnect.Lean.Engine.Results.BaseResultsHandler
MessagingHandler	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
NotificationPeriod	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
OnSecuritiesChanged(SecurityChanges changes)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	virtual
OrderEvent(OrderEvent newEvent)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	virtual
PortfolioMarginKey	QuantConnect.Lean.Engine.Results.BaseResultsHandler	static
PortfolioTurnoverKey	QuantConnect.Lean.Engine.Results.BaseResultsHandler	static
ProcessAlgorithmLogs(int? messageQueueLimit=null)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
ProjectId	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
PurgeQueue()	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
RamAllocation	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
ResamplePeriod	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
ResultsDestinationFolder	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
ReturnKey	QuantConnect.Lean.Engine.Results.BaseResultsHandler	static
Run()	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedpure virtual
RuntimeStatistics	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
Sample(DateTime time)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	virtual
Sample(string chartName, string seriesName, int seriesIndex, SeriesType seriesType, ISeriesPoint value, string unit="$")	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedpure virtual
SampleBenchmark(DateTime time, decimal value)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedvirtual
SampleCapacity(DateTime time)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedvirtual
SampleDrawdown(DateTime time, decimal currentPortfolioValue)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedvirtual
SampleEquity(DateTime time)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedvirtual
SampleExposure(DateTime time, decimal currentPortfolioValue)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedvirtual
SamplePerformance(DateTime time, decimal value)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedvirtual
SamplePortfolioTurnover(DateTime time, decimal currentPortfolioValue)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedvirtual
SampleSalesVolume(DateTime time)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedvirtual
SaveLogs(string id, List< LogEntry > logs)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	virtual
SaveResults(string name, Result result)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	virtual
SerializerSettings	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
SetAlgorithmState(string error, string stack)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
StartingPortfolioValue	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
StartTime	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
State	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
StopUpdateRunner()	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
StoreInsights()	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedvirtual
StoreOrderEvents(DateTime utcTime, List< OrderEvent > orderEvents)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedvirtual
StoreResult(Packet packet)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protectedpure virtual
StrategyEquityKey	QuantConnect.Lean.Engine.Results.BaseResultsHandler	static
SummaryStatistic(string name, string value)	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
TotalTradesCount()	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
TransactionHandler	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected
UpdateAlgorithmEquity()	QuantConnect.Lean.Engine.Results.BaseResultsHandler	protected