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TakeProfitAndStopLossOrdersAnalysis

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

Bases: BaseResultsAnalysis

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

is_state_based 

is_state_based: bool

This analysis reads the current orders collection instead of scanning the order event and log streams, so its in-run findings are replaced on every run.

issue 

issue: str

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

weight 

weight: int

Gets the severity weight for this TP/SL orders 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.

run 

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 

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.