StaleOrderFillsAnalysis

QuantConnect.Lean.Engine.Results.Analysis.Analyses.StaleOrderFillsAnalysis

Bases: BaseResultsAnalysis

Detects orders filled at stale (outdated) prices.

issue

issue: str

Gets the description of the stale order fill issue.

weight

weight: int

Gets the severity weight for this stale fills analysis.

run

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

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

Signature descriptions:

• Runs the stale order fills analysis against the provided backtest parameters.

• Searches order events for fill messages that contain a stale-price warning.

Parameters:

Name	Type	Description	Default
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 stale fill events 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

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

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.