AlgorithmSettings
AlgorithmSettings()
Bases: Object, IAlgorithmSettings
This class includes user settings for the algorithm which can be changed in the IAlgorithm.initialize method
Initializes a new instance of the AlgorithmSettings class
automatic_indicator_warm_up: bool
Gets whether or not WarmUpIndicator is allowed to warm up indicators
rebalance_portfolio_on_security_changes: Optional[bool]
True if should rebalance portfolio on security changes. True by default
rebalance_portfolio_on_insight_changes: Optional[bool]
True if should rebalance portfolio on new insights or expiration of insights. True by default
max_absolute_portfolio_target_percentage: float
The absolute maximum valid total portfolio value target percentage
min_absolute_portfolio_target_percentage: float
The absolute minimum valid total portfolio value target percentage
minimum_order_margin_portfolio_percentage: float
Configurable minimum order margin portfolio percentage to ignore bad orders, orders with unrealistic small sizes
data_subscription_limit: int
Gets/sets the maximum number of concurrent market data subscriptions available
This property is deprecated. Please observe data subscription limits set by your brokerage to avoid runtime errors.
free_portfolio_value: Optional[float]
Gets/sets the SetHoldings buffers value. The buffer is used for orders not to be rejected due to volatility when using SetHoldings and CalculateOrderQuantity
free_portfolio_value_percentage: float
Gets/sets the SetHoldings buffers value percentage. This percentage will be used to set the free_portfolio_value based on the SecurityPortfolioManager.total_portfolio_value
liquidate_enabled: bool
Gets/sets if Liquidate() is enabled
stale_price_time_span: timedelta
Gets/sets the minimum time span elapsed to consider a market fill price as stale (defaults to one hour)
trading_days_per_year: Optional[int]
Number of trading days per year for this Algorithm's portfolio statistics.
daily_precise_end_time: bool
True if daily strict end times are enabled
daily_consolidation_use_extended_market_hours: bool
True if extended market hours should be used for daily consolidation, when extended market hours is enabled
databases_refresh_period: timedelta
Gets the time span used to refresh the market hours and symbol properties databases
ignore_unknown_asset_holdings: bool
Determines whether to terminate the algorithm when an asset holding is not supported by Lean or the brokerage. Defaults to true, meaning that the algorithm will not be terminated if an asset holding is not supported.
performance_sample_period: timedelta
Performance tracking sample period to use if any, useful to debug performance issues
seed_initial_prices: bool
Determines whether to seed initial prices for all selected and manually added securities.