ConsoleSetupHandler
QuantConnect.Lean.Engine.Setup.ConsoleSetupHandler
ConsoleSetupHandler()
Bases: BacktestingSetupHandler
Kept for backwards compatibility-
Should use BacktestingSetupHandler instead
Initialize the backtest setup handler.
errors
errors: List[Exception]
Internal errors list from running the setup procedures.
maximum_runtime
maximum_runtime: timedelta
Maximum runtime of the algorithm in seconds.
starting_portfolio_value
starting_portfolio_value: float
Starting capital according to the users initialize routine.
starting_date
starting_date: datetime
Start date for analysis loops to search for data.
max_orders
max_orders: int
Maximum number of orders for this backtest.
initialization_time_out
initialization_time_out: timedelta
Get the maximum time that the initialization of an algorithm can take
This codeEntityType is protected.
algorithm_creation_timeout
algorithm_creation_timeout: timedelta
Get the maximum time that the creation of an algorithm can take
This codeEntityType is protected.
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 a new BacktestingBrokerage instance
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. |
setup
setup(parameters: SetupHandlerParameters) -> bool
Setup the algorithm cash, dates and data subscriptions as desired.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
parameters
|
SetupHandlerParameters
|
The parameters object to use |
required |
Returns:
| Type | Description |
|---|---|
bool
|
Boolean true on successfully initializing the algorithm. |
dispose
dispose() -> None
Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.