ExceedsShortableQuantityOrderResponseErrorAnalysis
QuantConnect.Lean.Engine.Results.Analysis.Analyses.ExceedsShortableQuantityOrderResponseErrorAnalysis
Bases: BaseResultsAnalysis
Detects orders rejected because they exceed the available shortable quantity.
issue
issue: str
Gets a description of the exceeded shortable quantity issue.
weight
weight: int
Gets the priority weight for this analysis.
runs_in_run
runs_in_run: bool
Whether this analysis can also run while the backtest is still in progress, against a snapshot of the intermediate results. Most analyses read only the result snapshot, so this defaults to true. Analyses that need the completed run (runtime errors, equity curves, final statistics, completion logs) or that read algorithm state that is not safe to access while it runs override this to leave them to the final analysis only.
is_state_based
is_state_based: bool
Whether this analysis reads the current backtest state (statistics, orders, charts) instead of scanning the append-only order event and log streams. When run in-run, it runs against the full current state on every run and its findings replace the previous ones instead of accumulating.
run
run(
parameters: ResultsAnalysisRunParameters,
) -> Sequence[Analysis]
run(
order_events: Sequence[OrderEvent], language: Language
) -> Sequence[Analysis]
Signature descriptions:
-
Runs the exceeds shortable quantity analysis against the provided backtest parameters.
-
Searches order events for exceeds-shortable-quantity rejection messages.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
order_events
|
Optional[Sequence[OrderEvent]]
|
The order events from the backtest result. |
None
|
language
|
Optional[Language]
|
The programming language the algorithm is written in. |
None
|
Returns:
| Type | Description |
|---|---|
Sequence[Analysis]
|
Analysis results when shortable quantity violations are detected. |
single_response
single_response(
sample: Any, solutions: Sequence[str] = None
) -> Sequence[Analysis]
single_response(
sample: Any,
count: Optional[int],
solutions: Sequence[str] = None,
) -> Sequence[Analysis]
Wraps a single QuantConnect.Analysis in a one-element read-only list.
create_aggregated_response
Filters responses to those with solutions, prefixes the class name, and returns a flat list.
This Class is protected.
format_code
format_code(code: str, language: Language) -> str
Formats the specified code string according to the conventions of the given programming language.
This Class is protected.