Skip to content

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Detects orders filled at stale (outdated) prices.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.

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 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 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.