IAlgorithmSettings
User settings for the algorithm which can be changed in the IAlgorithm.initialize method
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, or orders with unrealistic sizes
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
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
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.
stale_price_time_span: timedelta
Gets the minimum time span elapsed to consider a market fill price as stale (defaults to one hour)
trading_days_per_year: Optional[int]
Gets or sets the number of trading days per year for this Algorithm's portfolio statistics.
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 is not supported by Lean or the brokerage
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.