Algorithm manager class executes the algorithm and generates and passes through the algorithm events. More...

Public Member Functions
	AlgorithmManager (bool liveMode, AlgorithmNodePacket job=null)
	Initializes a new instance of the AlgorithmManager class More...

void	Run (AlgorithmNodePacket job, IAlgorithm algorithm, ISynchronizer synchronizer, ITransactionHandler transactions, IResultHandler results, IRealTimeHandler realtime, ILeanManager leanManager, CancellationToken token)
	Launch the algorithm manager to run this strategy More...

void	SetStatus (AlgorithmStatus state)
	Set the quit state. More...

Static Public Member Functions
static void	ProcessVolatilityHistoryRequirements (IAlgorithm algorithm, bool liveMode)
	Helper method used to process securities volatility history requirements More...

static void	HandleSplits (TimeSlice timeSlice, IAlgorithm algorithm, bool liveMode)
	Helper method to apply a split to an algorithm instance More...

static void	HandleDividends (TimeSlice timeSlice, IAlgorithm algorithm, bool liveMode)
	Helper method to apply a dividend to an algorithm instance More...

Public Attributes
AlgorithmStatus	State => _algorithm?.Status ?? AlgorithmStatus.Running
	Publicly accessible algorithm status More...

bool	QuitState => State == AlgorithmStatus.Deleted
	Quit state flag for the running algorithm. When true the user has requested the backtest stops through a Quit() method. More...

int	AlgorithmHistoryDataPoints => _algorithm?.HistoryProvider?.DataPointCount ?? 0
	Gets the number of data points of algorithm history provider More...

Properties
string	AlgorithmId `[get]`
	Public access to the currently running algorithm id. More...

AlgorithmTimeLimitManager	TimeLimit `[get]`
	Provides the isolator with a function for verifying that we're not spending too much time in each algorithm manager time loop More...

long	DataPoints `[get]`
	Gets the number of data points processed per second More...

Detailed Description

Algorithm manager class executes the algorithm and generates and passes through the algorithm events.

Definition at line 46 of file AlgorithmManager.cs.

Constructor & Destructor Documentation

◆ AlgorithmManager()

QuantConnect.Lean.Engine.AlgorithmManager.AlgorithmManager	(	bool	liveMode,
		AlgorithmNodePacket	job = `null`
	)

Initializes a new instance of the AlgorithmManager class

Parameters

liveMode	True if we're running in live mode, false for backtest mode
job	Provided by LEAN when creating a new algo manager. This is the job that the algo manager is about to execute. Research and other consumers can provide the default value of null

Definition at line 91 of file AlgorithmManager.cs.

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Member Function Documentation

◆ Run()

void QuantConnect.Lean.Engine.AlgorithmManager.Run	(	AlgorithmNodePacket	job,
		IAlgorithm	algorithm,
		ISynchronizer	synchronizer,
		ITransactionHandler	transactions,
		IResultHandler	results,
		IRealTimeHandler	realtime,
		ILeanManager	leanManager,
		CancellationToken	token
	)

Launch the algorithm manager to run this strategy

Parameters

job	Algorithm job
algorithm	Algorithm instance
synchronizer	Instance which implements ISynchronizer. Used to stream the data
transactions	Transaction manager object
results	Result handler object
realtime	Realtime processing object
leanManager	ILeanManager implementation that is updated periodically with the IAlgorithm instance
token	Cancellation token

Modify with caution

Definition at line 116 of file AlgorithmManager.cs.

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◆ SetStatus()

void QuantConnect.Lean.Engine.AlgorithmManager.SetStatus ( AlgorithmStatus state )

Set the quit state.

Definition at line 603 of file AlgorithmManager.cs.

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◆ ProcessVolatilityHistoryRequirements()

static void QuantConnect.Lean.Engine.AlgorithmManager.ProcessVolatilityHistoryRequirements	(	IAlgorithm	algorithm,
		bool	liveMode
	)

static

Helper method used to process securities volatility history requirements

Implemented as static to facilitate testing

Parameters

algorithm	The algorithm instance
liveMode	Whether the algorithm is in live mode

Definition at line 686 of file AlgorithmManager.cs.

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◆ HandleSplits()

static void QuantConnect.Lean.Engine.AlgorithmManager.HandleSplits	(	TimeSlice	timeSlice,
		IAlgorithm	algorithm,
		bool	liveMode
	)

static

Helper method to apply a split to an algorithm instance

Definition at line 702 of file AlgorithmManager.cs.

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◆ HandleDividends()

static void QuantConnect.Lean.Engine.AlgorithmManager.HandleDividends	(	TimeSlice	timeSlice,
		IAlgorithm	algorithm,
		bool	liveMode
	)

static

Helper method to apply a dividend to an algorithm instance

Definition at line 769 of file AlgorithmManager.cs.

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Member Data Documentation

◆ State

AlgorithmStatus QuantConnect.Lean.Engine.AlgorithmManager.State => _algorithm?.Status ?? AlgorithmStatus.Running

Publicly accessible algorithm status

Definition at line 55 of file AlgorithmManager.cs.

◆ QuitState

bool QuantConnect.Lean.Engine.AlgorithmManager.QuitState => State == AlgorithmStatus.Deleted

Quit state flag for the running algorithm. When true the user has requested the backtest stops through a Quit() method.

See also: QCAlgorithm.Quit(String)

Definition at line 72 of file AlgorithmManager.cs.

◆ AlgorithmHistoryDataPoints

int QuantConnect.Lean.Engine.AlgorithmManager.AlgorithmHistoryDataPoints => _algorithm?.HistoryProvider?.DataPointCount ?? 0

Gets the number of data points of algorithm history provider

Definition at line 82 of file AlgorithmManager.cs.

Property Documentation

◆ AlgorithmId

string QuantConnect.Lean.Engine.AlgorithmManager.AlgorithmId

get

Public access to the currently running algorithm id.

Definition at line 60 of file AlgorithmManager.cs.

◆ TimeLimit

AlgorithmTimeLimitManager QuantConnect.Lean.Engine.AlgorithmManager.TimeLimit

get

Provides the isolator with a function for verifying that we're not spending too much time in each algorithm manager time loop

Definition at line 66 of file AlgorithmManager.cs.

◆ DataPoints

long QuantConnect.Lean.Engine.AlgorithmManager.DataPoints

get

Gets the number of data points processed per second

Definition at line 77 of file AlgorithmManager.cs.

The documentation for this class was generated from the following file:

Engine/AlgorithmManager.cs

Public Member Functions

Static Public Member Functions

Public Attributes

Properties

Detailed Description

Constructor & Destructor Documentation

◆ AlgorithmManager()

Member Function Documentation

◆ Run()

◆ SetStatus()

◆ ProcessVolatilityHistoryRequirements()

◆ HandleSplits()

◆ HandleDividends()

Member Data Documentation

◆ State

◆ QuitState

◆ AlgorithmHistoryDataPoints

Property Documentation

◆ AlgorithmId

◆ TimeLimit

◆ DataPoints