ISetupHandler

QuantConnect.Lean.Engine.Setup.ISetupHandler

Bases: IDisposable

Interface to setup the algorithm. Pass in a raw algorithm, return one with portfolio, cash, etc already preset.

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.

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.