BrokerageSetupHandler

QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler

BrokerageSetupHandler()

Bases: Object, ISetupHandler

Defines a set up handler that initializes the algorithm instance using values retrieved from the user's brokerage account

Initializes a new BrokerageSetupHandler

max_allocation_limit_config

max_allocation_limit_config: str = 'max-allocation-limit'

Max allocation limit configuration variable name

worker_thread

worker_thread: WorkerThread

The worker thread instance the setup handler should use

errors

errors: List[Exception]

Any errors from the initialization stored here:

maximum_runtime

maximum_runtime: timedelta

Get the maximum runtime for this algorithm job.

starting_portfolio_value

starting_portfolio_value: float

Algorithm starting capital for statistics calculations

starting_date

starting_date: datetime

Start date for analysis loops to search for data.

max_orders

max_orders: int

Maximum number of orders for the algorithm run -- applicable for backtests only.

create_algorithm_instance

create_algorithm_instance(
    algorithm_node_packet: AlgorithmNodePacket,
    assembly_path: str,
) -> IAlgorithm

Create a new instance of an algorithm from a physical dll path.

Parameters:

Name	Type	Description	Default
`assembly_path`	`str`	The path to the assembly's location	required
`algorithm_node_packet`	`AlgorithmNodePacket`	Details of the task required	required

Returns:

Type	Description
`IAlgorithm`	A new instance of IAlgorithm, or throws an exception if there was an error.

create_brokerage

create_brokerage(
    algorithm_node_packet: AlgorithmNodePacket,
    uninitialized_algorithm: IAlgorithm,
    factory: Optional[IBrokerageFactory],
) -> Tuple[IBrokerage, IBrokerageFactory]

Creates the brokerage as specified by the job packet

Parameters:

Name	Type	Description	Default
`algorithm_node_packet`	`AlgorithmNodePacket`	Job packet	required
`uninitialized_algorithm`	`IAlgorithm`	The algorithm instance before Initialize has been called	required
`factory`	`Optional[IBrokerageFactory]`	The brokerage factory	required

Returns:

Type	Description
`Tuple[IBrokerage, IBrokerageFactory]`	The brokerage instance, or throws if error creating instance.

dispose

dispose() -> None

Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.

get_open_orders

get_open_orders(
    algorithm: IAlgorithm,
    result_handler: IResultHandler,
    transaction_handler: ITransactionHandler,
    brokerage: IBrokerage,
) -> None

Get the open orders from a brokerage. Adds Orders.Order and Orders.OrderTicket to the transaction handler

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`algorithm`	`IAlgorithm`	Algorithm instance	required
`result_handler`	`IResultHandler`	The configured result handler	required
`transaction_handler`	`ITransactionHandler`	The configurated transaction handler	required
`brokerage`	`IBrokerage`	Brokerage output instance	required

load_existing_holdings_and_orders

load_existing_holdings_and_orders(
    brokerage: IBrokerage,
    algorithm: IAlgorithm,
    parameters: SetupHandlerParameters,
) -> bool

Loads existing holdings and orders

This codeEntityType is protected.

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.