Lean  $LEAN_TAG$
QuantConnect.Interfaces Namespace Reference

Classes

class  DataProviderNewDataRequestEventArgs
 Event arguments for the IDataProvider.NewDataRequest event More...
 
interface  IAccountCurrencyProvider
 A reduced interface for an account currency provider More...
 
interface  IAlgorithm
 Interface for QuantConnect algorithm implementations. All algorithms must implement these basic members to allow interaction with the Lean Backtesting Engine. More...
 
interface  IAlgorithmSettings
 User settings for the algorithm which can be changed in the IAlgorithm.Initialize method More...
 
interface  IAlgorithmSubscriptionManager
 AlgorithmSubscriptionManager interface will manage the subscriptions for the SubscriptionManager More...
 
interface  IApi
 API for QuantConnect.com More...
 
interface  IBrokerage
 Brokerage interface that defines the operations all brokerages must implement. The IBrokerage implementation must have a matching IBrokerageFactory implementation. More...
 
interface  IBrokerageCashSynchronizer
 Defines live brokerage cash synchronization operations. More...
 
interface  IBrokerageFactory
 Defines factory types for brokerages. Every IBrokerage is expected to also implement an IBrokerageFactory. More...
 
interface  IBusyCollection
 Interface used to handle items being processed and communicate busy state More...
 
interface  IDataCacheProvider
 Defines a cache for data More...
 
interface  IDataChannelProvider
 Specifies data channel settings More...
 
interface  IDataMonitor
 Monitors data requests and reports on missing data More...
 
interface  IDataPermissionManager
 Entity in charge of handling data permissions More...
 
interface  IDataProvider
 Fetches a remote file for a security. Must save the file to Globals.DataFolder. More...
 
interface  IDataProviderEvents
 Events related to data providers More...
 
interface  IDataQueueHandler
 Task requestor interface with cloud system More...
 
interface  IDataQueueUniverseProvider
 This interface allows interested parties to lookup or enumerate the available symbols. Data source exposes it if this feature is available. Availability of a symbol doesn't imply that it is possible to trade it. This is a data source specific interface, not broker specific. More...
 
interface  IDownloadProvider
 Wrapper on the API for downloading data for an algorithm. More...
 
interface  IExtendedDictionary
 Represents a generic collection of key/value pairs that implements python dictionary methods. More...
 
interface  IFactorFileProvider
 Provides instances of FactorFile at run time More...
 
interface  IFutureChainProvider
 Provides the full future chain for a given underlying. More...
 
interface  IHistoryProvider
 Provides historical data to an algorithm at runtime More...
 
interface  IJobQueueHandler
 Task requestor interface with cloud system More...
 
interface  IMapFileProvider
 Provides instances of MapFileResolver at run time More...
 
interface  IMessagingHandler
 Messaging System Plugin Interface. Provides a common messaging pattern between desktop and cloud implementations of QuantConnect. More...
 
interface  IObjectStore
 Provides object storage for data persistence. More...
 
interface  IOptionChainProvider
 Provides the full option chain for a given underlying. More...
 
interface  IOptionPrice
 Reduced interface for accessing Option specific price properties and methods More...
 
interface  IOrderProperties
 Contains additional properties and settings for an order More...
 
interface  IPrimaryExchangeProvider
 Primary Exchange Provider interface More...
 
interface  IRegressionAlgorithmDefinition
 Defines a C# algorithm as a regression algorithm to be run as part of the test suite. This interface also allows the algorithm to declare that it has versions in other languages that should yield identical results. More...
 
interface  IRegressionResearchDefinition
 Defines interface for research notebooks to be run as part of the research test suite. More...
 
interface  ISecurityInitializerProvider
 Reduced interface which provides an instance which implements ISecurityInitializer More...
 
interface  ISecurityPrice
 Reduced interface which allows setting and accessing price properties for a Security More...
 
interface  ISecurityService
 This interface exposes methods for creating a new Security More...
 
interface  IShortableProvider
 Defines a short list/easy-to-borrow provider More...
 
interface  ISignalExportTarget
 Interface to send positions holdings to different 3rd party API's More...
 
interface  IStreamReader
 Defines a transport mechanism for data from its source into various reader methods More...
 
interface  ISubscriptionDataConfigProvider
 Reduced interface which provides access to registered SubscriptionDataConfig More...
 
interface  ISubscriptionDataConfigService
 This interface exposes methods for creating a list of SubscriptionDataConfig for a given configuration More...
 
interface  ITimeInForceHandler
 Handles the time in force for an order More...
 
interface  ITimeKeeper
 Interface implemented by TimeKeeper More...
 
interface  ITradeBuilder
 Generates trades from executions and market price updates More...
 
class  MessagingHandlerInitializeParameters
 Parameters required to initialize a IMessagingHandler instance More...
 
class  ObjectStoreErrorRaisedEventArgs
 Event arguments for the IObjectStore.ErrorRaised event More...
 

Functions

delegate void AlgorithmEvent< in T > (IAlgorithm algorithm, T eventData)
 Defines an event fired from within an algorithm instance. More...
 

Function Documentation

◆ AlgorithmEvent< in T >()

delegate void QuantConnect.Interfaces.AlgorithmEvent< in T > ( IAlgorithm  algorithm,
eventData 
)

Defines an event fired from within an algorithm instance.

Template Parameters
TThe event type
Parameters
algorithmThe algorithm that fired the event
eventDataThe event data