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Lean
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Lean
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User settings for the algorithm which can be changed in the IAlgorithm.Initialize method More...
Properties | |
| bool | AutomaticIndicatorWarmUp [get, set] |
| Gets whether or not WarmUpIndicator is allowed to warm up indicators More... | |
| bool? | RebalancePortfolioOnSecurityChanges [get, set] |
| True if should rebalance portfolio on security changes. True by default More... | |
| bool? | RebalancePortfolioOnInsightChanges [get, set] |
| True if should rebalance portfolio on new insights or expiration of insights. True by default More... | |
| decimal | MaxAbsolutePortfolioTargetPercentage [get, set] |
| The absolute maximum valid total portfolio value target percentage More... | |
| decimal | MinAbsolutePortfolioTargetPercentage [get, set] |
| The absolute minimum valid total portfolio value target percentage More... | |
| decimal | MinimumOrderMarginPortfolioPercentage [get, set] |
| Configurable minimum order margin portfolio percentage to ignore bad orders, or orders with unrealistic sizes More... | |
| decimal? | FreePortfolioValue [get, set] |
| Gets/sets the SetHoldings buffers value. The buffer is used for orders not to be rejected due to volatility when using SetHoldings and CalculateOrderQuantity More... | |
| decimal | FreePortfolioValuePercentage [get, set] |
| Gets/sets the SetHoldings buffers value percentage. This percentage will be used to set the FreePortfolioValue based on the SecurityPortfolioManager.TotalPortfolioValue More... | |
| bool | LiquidateEnabled [get, set] |
| Gets/sets if Liquidate() is enabled More... | |
| bool | DailyPreciseEndTime [get, set] |
| True if daily strict end times are enabled More... | |
| bool | DailyConsolidationUseExtendedMarketHours [get, set] |
| True if extended market hours should be used for daily consolidation, when extended market hours is enabled More... | |
| int | DataSubscriptionLimit [get, set] |
| Gets/sets the maximum number of concurrent market data subscriptions available More... | |
| TimeSpan | StalePriceTimeSpan [get, set] |
| Gets the minimum time span elapsed to consider a market fill price as stale (defaults to one hour) More... | |
| Resolution? | WarmupResolution [get, set] |
| The warmup resolution to use if any More... | |
| int? | TradingDaysPerYear [get, set] |
| Gets or sets the number of trading days per year for this Algorithm's portfolio statistics. More... | |
| TimeSpan | DatabasesRefreshPeriod [get, set] |
| Gets the time span used to refresh the market hours and symbol properties databases More... | |
User settings for the algorithm which can be changed in the IAlgorithm.Initialize method
Definition at line 24 of file IAlgorithmSettings.cs.
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getset |
Gets whether or not WarmUpIndicator is allowed to warm up indicators
Definition at line 29 of file IAlgorithmSettings.cs.
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getset |
True if should rebalance portfolio on security changes. True by default
Definition at line 34 of file IAlgorithmSettings.cs.
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getset |
True if should rebalance portfolio on new insights or expiration of insights. True by default
Definition at line 39 of file IAlgorithmSettings.cs.
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getset |
The absolute maximum valid total portfolio value target percentage
This setting is currently being used to filter out undesired target percent values, caused by the IPortfolioConstructionModel implementation being used. For example rounding errors, math operations
Definition at line 47 of file IAlgorithmSettings.cs.
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getset |
The absolute minimum valid total portfolio value target percentage
This setting is currently being used to filter out undesired target percent values, caused by the IPortfolioConstructionModel implementation being used. For example rounding errors, math operations
Definition at line 55 of file IAlgorithmSettings.cs.
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getset |
Configurable minimum order margin portfolio percentage to ignore bad orders, or orders with unrealistic sizes
Default minimum order size is $0 value
Definition at line 61 of file IAlgorithmSettings.cs.
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getset |
Gets/sets the SetHoldings buffers value. The buffer is used for orders not to be rejected due to volatility when using SetHoldings and CalculateOrderQuantity
Definition at line 67 of file IAlgorithmSettings.cs.
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getset |
Gets/sets the SetHoldings buffers value percentage. This percentage will be used to set the FreePortfolioValue based on the SecurityPortfolioManager.TotalPortfolioValue
Definition at line 74 of file IAlgorithmSettings.cs.
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getset |
Gets/sets if Liquidate() is enabled
Definition at line 79 of file IAlgorithmSettings.cs.
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getset |
True if daily strict end times are enabled
Definition at line 84 of file IAlgorithmSettings.cs.
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getset |
True if extended market hours should be used for daily consolidation, when extended market hours is enabled
Definition at line 89 of file IAlgorithmSettings.cs.
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getset |
Gets/sets the maximum number of concurrent market data subscriptions available
All securities added with IAlgorithm.AddSecurity are counted as one, with the exception of options and futures where every single contract in a chain counts as one.
Definition at line 99 of file IAlgorithmSettings.cs.
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getset |
Gets the minimum time span elapsed to consider a market fill price as stale (defaults to one hour)
Definition at line 104 of file IAlgorithmSettings.cs.
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getset |
The warmup resolution to use if any
This allows improving the warmup speed by setting it to a lower resolution than the one added in the algorithm
Definition at line 110 of file IAlgorithmSettings.cs.
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getset |
Gets or sets the number of trading days per year for this Algorithm's portfolio statistics.
This property affects the calculation of various portfolio statistics, including:
The default values are:
Users can also set a custom value for this property.
Definition at line 130 of file IAlgorithmSettings.cs.
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getset |
Gets the time span used to refresh the market hours and symbol properties databases
Definition at line 135 of file IAlgorithmSettings.cs.
1.8.17 
