AlgorithmManager

QuantConnect.Lean.Engine.AlgorithmManager

AlgorithmManager(
    live_mode: bool, job: AlgorithmNodePacket = None
)

Bases: Object

Algorithm manager class executes the algorithm and generates and passes through the algorithm events.

Initializes a new instance of the AlgorithmManager class

Parameters:

Name	Type	Description	Default
`live_mode`	`bool`	True if we're running in live mode, false for backtest mode	required
`job`	`AlgorithmNodePacket`	Provided by LEAN when creating a new algo manager. This is the job that the algo manager is about to execute. Research and other consumers can provide the default value of null	`None`

state

state: AlgorithmStatus

Publicly accessible algorithm status

algorithm_id

algorithm_id: str

Public access to the currently running algorithm id.

time_limit

time_limit: AlgorithmTimeLimitManager

Provides the isolator with a function for verifying that we're not spending too much time in each algorithm manager time loop

quit_state

quit_state: bool

Quit state flag for the running algorithm. When true the user has requested the backtest stops through a Quit() method.

data_points

data_points: int

Gets the number of data points processed per second

algorithm_history_data_points

algorithm_history_data_points: int

Gets the number of data points of algorithm history provider

handle_dividends

handle_dividends(
    time_slice: TimeSlice,
    algorithm: IAlgorithm,
    live_mode: bool,
) -> None

Helper method to apply a dividend to an algorithm instance

handle_splits

handle_splits(
    time_slice: TimeSlice,
    algorithm: IAlgorithm,
    live_mode: bool,
) -> None

Helper method to apply a split to an algorithm instance

process_volatility_history_requirements

process_volatility_history_requirements(
    algorithm: IAlgorithm, live_mode: bool
) -> None

Helper method used to process securities volatility history requirements

Parameters:

Name	Type	Description	Default
`algorithm`	`IAlgorithm`	The algorithm instance	required
`live_mode`	`bool`	Whether the algorithm is in live mode	required

run

run(
    job: AlgorithmNodePacket,
    algorithm: IAlgorithm,
    synchronizer: ISynchronizer,
    transactions: ITransactionHandler,
    results: IResultHandler,
    realtime: IRealTimeHandler,
    lean_manager: ILeanManager,
    cancellation_token_source: CancellationTokenSource,
    performance_tracking_tool: PerformanceTrackingTool,
) -> None

Launch the algorithm manager to run this strategy

Parameters:

Name	Type	Description	Default
`job`	`AlgorithmNodePacket`	Algorithm job	required
`algorithm`	`IAlgorithm`	Algorithm instance	required
`synchronizer`	`ISynchronizer`	Instance which implements ISynchronizer. Used to stream the data	required
`transactions`	`ITransactionHandler`	Transaction manager object	required
`results`	`IResultHandler`	Result handler object	required
`realtime`	`IRealTimeHandler`	Realtime processing object	required
`lean_manager`	`ILeanManager`	ILeanManager implementation that is updated periodically with the IAlgorithm instance	required
`cancellation_token_source`	`CancellationTokenSource`	Cancellation token source to monitor	required

set_status

set_status(state: AlgorithmStatus) -> None

Set the quit state.