OrderFillsDuringExtendedMarketHoursAnalysis

QuantConnect.Lean.Engine.Results.Analysis.Analyses.OrderFillsDuringExtendedMarketHoursAnalysis

Detects order fills that occurred outside regular market hours.

issue: str

Gets the description of the extended market hours fill issue.

weight: int

Gets the severity weight for the extended market hours analysis.

run(
    parameters: ResultsAnalysisRunParameters,
) -> Sequence[Analysis]

run(
    algorithm: QCAlgorithm,
    order_events: Sequence[OrderEvent],
    language: Language,
) -> Sequence[Analysis]

Signature descriptions:

Runs the extended market hours order fill analysis against the provided backtest parameters.
Iterates filled order events and flags those that occurred when the exchange was not open.

Parameters:

Name	Type	Description	Default
`algorithm`	`Optional[QCAlgorithm]`	The algorithm instance used to check market-open status at the fill time.	`None`
`order_events`	`Optional[Sequence[OrderEvent]]`	The list of 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 fills outside regular hours are detected.

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(
    responses: List[Analysis],
) -> Sequence[Analysis]

Filters responses to those with solutions, prefixes the class name, and returns a flat list.

This codeEntityType is protected.

format_code(code: str, language: Language) -> str

Formats the specified code string according to the conventions of the given programming language.

This codeEntityType is protected.