TakeProfitAndStopLossOrdersAnalysis

QuantConnect.Lean.Engine.Results.Analysis.Analyses.TakeProfitAndStopLossOrdersAnalysis

Detects TP/SL order pairs where both filled, or where the surviving leg was not cancelled when the other filled.

issue: str

Gets the description of the TP/SL order handling issue.

weight: int

Gets the severity weight for this TP/SL orders analysis.

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

run(
    orders: ICollection[Order], language: Language
) -> Sequence[Analysis]

Signature descriptions:

Runs the take-profit and stop-loss orders analysis against the provided backtest parameters.
Groups orders into TP/SL pairs by symbol, quantity, and creation time, then delegates to sub-analyses that check for both-filled and dangling-order scenarios.

Parameters:

Name	Type	Description	Default
`orders`	`Optional[ICollection[Order]]`	All orders from the backtest result.	`None`
`language`	`Optional[Language]`	The programming language the algorithm is written in.	`None`

Returns:

Type	Description
`Sequence[Analysis]`	Aggregated analysis results from all sub-analyses that detected issues.

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.