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BaseSetupHandler

QuantConnect.Lean.Engine.Setup.BaseSetupHandler

Bases: Object

Base class that provides shared code for the ISetupHandler implementations

INITIALIZATION_TIMEOUT 

INITIALIZATION_TIMEOUT: timedelta

Get the maximum time that the initialization of an algorithm can take

ALGORITHM_CREATION_TIMEOUT 

ALGORITHM_CREATION_TIMEOUT: timedelta

Get the maximum time that the creation of an algorithm can take

get_configured_data_feeds 

get_configured_data_feeds() -> (
    Dictionary[SecurityType, List[TickType]]
)

Get the available data feeds from config.json,

initialize_debugging 

initialize_debugging(
    algorithm_node_packet: AlgorithmNodePacket,
    worker_thread: WorkerThread,
) -> bool

Initialize the debugger

Parameters:

Name Type Description Default
algorithm_node_packet AlgorithmNodePacket

The algorithm node packet

 required
worker_thread WorkerThread

The worker thread instance to use

 required

load_backtest_job_account_currency 

load_backtest_job_account_currency(
    algorithm: IAlgorithm, job: BacktestNodePacket
) -> None

Sets the account currency the algorithm should use if set in the job packet

load_backtest_job_cash_amount 

load_backtest_job_cash_amount(
    algorithm: IAlgorithm, job: BacktestNodePacket
) -> None

Sets the initial cash for the algorithm if set in the job packet.

set_brokerage_trading_day_per_year 

set_brokerage_trading_day_per_year(
    algorithm: IAlgorithm,
) -> None

Set the number of trading days per year based on the specified brokerage model.

Parameters:

Name Type Description Default
algorithm IAlgorithm

The algorithm instance

 required

Returns:

Type Description
None

The number of trading days per year. For specific brokerages (Coinbase, Binance, Bitfinex, Bybit, FTX, Kraken), the value is 365. For other brokerages, the default value is 252.

setup 

setup(parameters: SetupHandlerParameters) -> bool

Primary entry point to setup a new algorithm

Parameters:

Name Type Description Default
parameters SetupHandlerParameters

The parameters object to use

 required

Returns:

Type Description
bool

True on successfully setting up the algorithm state, or false on error.

setup_currency_conversions 

setup_currency_conversions(
    algorithm: IAlgorithm,
    universe_selection: UniverseSelection,
    currencies_to_update_white_list: Sequence[str] = None,
) -> None

Will first check and add all the required conversion rate securities and later will seed an initial value to them.

Parameters:

Name Type Description Default
algorithm IAlgorithm

The algorithm instance

 required
universe_selection UniverseSelection

The universe selection instance

 required
currencies_to_update_white_list Sequence[str]

If passed, the currencies in the CashBook that are contained in this list will be updated. By default, if not passed (null), all currencies in the cashbook without a properly set up currency conversion will be updated. This is not intended for actual algorithms but for tests or for this method to be used as a helper.

 None