LeanEngineAlgorithmHandlers

QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers

LeanEngineAlgorithmHandlers(
    results: IResultHandler,
    setup: ISetupHandler,
    data_feed: IDataFeed,
    transactions: ITransactionHandler,
    real_time: IRealTimeHandler,
    map_file_provider: IMapFileProvider,
    factor_file_provider: IFactorFileProvider,
    data_provider: IDataProvider,
    object_store: IObjectStore,
    data_permissions_manager: IDataPermissionManager,
    live_mode: bool,
    research_mode: bool = False,
    data_monitor: IDataMonitor = None,
)

Bases: Object, IDisposable

Provides a container for the algorithm specific handlers

Initializes a new instance of the LeanEngineAlgorithmHandlers class from the specified handlers

Parameters:

Name	Type	Description	Default
results	IResultHandler	The result handler for communicating results from the algorithm	required
setup	ISetupHandler	The setup handler used to initialize algorithm state	required
data_feed	IDataFeed	The data feed handler used to pump data to the algorithm	required
transactions	ITransactionHandler	The transaction handler used to process orders from the algorithm	required
real_time	IRealTimeHandler	The real time handler used to process real time events	required
map_file_provider	IMapFileProvider	The map file provider used to retrieve map files for the data feed	required
factor_file_provider	IFactorFileProvider	Map file provider used as a map file source for the data feed	required
data_provider	IDataProvider	file provider used to retrieve security data if it is not on the file system	required
object_store	IObjectStore	The object store used for persistence	required
data_permissions_manager	IDataPermissionManager	The data permission manager to use	required
live_mode	bool	True for live mode, false otherwise	required
research_mode	bool	True for research mode, false otherwise. This has less priority than live_mode	False
data_monitor	IDataMonitor	Optionally the data monitor instance to use	None

results

results: IResultHandler

Gets the result handler used to communicate results from the algorithm

setup

setup: ISetupHandler

Gets the setup handler used to initialize the algorithm state

data_feed

data_feed: IDataFeed

Gets the data feed handler used to provide data to the algorithm

transactions

transactions: ITransactionHandler

Gets the transaction handler used to process orders from the algorithm

real_time

real_time: IRealTimeHandler

Gets the real time handler used to process real time events

map_file_provider

map_file_provider: IMapFileProvider

Gets the map file provider used as a map file source for the data feed

factor_file_provider

factor_file_provider: IFactorFileProvider

Gets the map file provider used as a map file source for the data feed

data_provider

data_provider: IDataProvider

Gets the data file provider used to retrieve security data if it is not on the file system

data_cache_provider

data_cache_provider: IDataCacheProvider

Gets the data file provider used to retrieve security data if it is not on the file system

object_store

object_store: IObjectStore

Gets the object store used for persistence

data_permissions_manager

data_permissions_manager: IDataPermissionManager

Entity in charge of handling data permissions

data_monitor

data_monitor: IDataMonitor

Monitors data requests and reports on missing data

dispose

dispose() -> None

Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.

from_configuration

from_configuration(
    composer: Composer, research_mode: bool = False
) -> LeanEngineAlgorithmHandlers

Creates a new instance of the LeanEngineAlgorithmHandlers class from the specified composer using type names from configuration

Parameters:

Name	Type	Description	Default
composer	Composer	The composer instance to obtain implementations from	required
research_mode	bool	True for research mode, false otherwise	False

Returns:

Type	Description
LeanEngineAlgorithmHandlers	A fully hydrates LeanEngineSystemHandlers instance.