Lean
$LEAN_TAG$
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User settings for the algorithm which can be changed in the IAlgorithm.Initialize method More...
Properties | |
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... | |
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... | |
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 |
True if should rebalance portfolio on security changes. True by default
Definition at line 29 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 34 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 42 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 50 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 56 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 62 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 69 of file IAlgorithmSettings.cs.
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getset |
Gets/sets if Liquidate() is enabled
Definition at line 74 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 83 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 88 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 94 of file IAlgorithmSettings.cs.