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IRealTimeHandler

QuantConnect.Lean.Engine.RealTime.IRealTimeHandler

Bases: IEventSchedule

Real time event handler, trigger functions at regular or pretimed intervals

is_active

is_active: bool

Thread status flag.

exit

exit() -> None

Trigger and exit signal to terminate real time event scanner.

on_securities_changed

on_securities_changed(changes: SecurityChanges) -> None

Event fired each time that we add/remove securities from the data feed

scan_past_events

scan_past_events(time: Union[datetime, date]) -> None

Scan for past events that didn't fire because there was no data at the scheduled time.

Parameters:

Name Type Description Default
time Union[datetime, date]

Current time.

required

set_time

set_time(time: Union[datetime, date]) -> None

Set the current time for the event scanner (so we can use same code for backtesting and live events)

Parameters:

Name Type Description Default
time Union[datetime, date]

Current real or backtest time.

required

setup

setup(
    algorithm: IAlgorithm,
    job: AlgorithmNodePacket,
    result_handler: IResultHandler,
    api: IApi,
    isolator_limit_provider: IIsolatorLimitResultProvider,
) -> None

Initializes the real time handler for the specified algorithm and job

add

add(scheduled_event: ScheduledEvent) -> None

Adds the specified event to the schedule

Parameters:

Name Type Description Default
scheduled_event ScheduledEvent

The event to be scheduled, including the date/times the event fires and the callback

required

remove

remove(scheduled_event: ScheduledEvent) -> None

Removes the specified event from the schedule

Parameters:

Name Type Description Default
scheduled_event ScheduledEvent

The event to be removed

required