chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Interfaces
+{
+    /// <summary>
+    ///  User settings for the algorithm which can be changed in the <see cref="IAlgorithm.Initialize"/> method
+    /// </summary>
+    public interface IAlgorithmSettings
+    {
+        /// <summary>
+        /// Gets whether or not WarmUpIndicator is allowed to warm up indicators
+        /// </summary>
+        bool AutomaticIndicatorWarmUp { get; set; }
+
+        /// <summary>
+        /// True if should rebalance portfolio on security changes. True by default
+        /// </summary>
+        bool? RebalancePortfolioOnSecurityChanges { get; set; }
+
+        /// <summary>
+        /// True if should rebalance portfolio on new insights or expiration of insights. True by default
+        /// </summary>
+        bool? RebalancePortfolioOnInsightChanges { get; set; }
+
+        /// <summary>
+        /// The absolute maximum valid total portfolio value target percentage
+        /// </summary>
+        /// <remarks>This setting is currently being used to filter out undesired target percent values,
+        /// caused by the IPortfolioConstructionModel implementation being used.
+        /// For example rounding errors, math operations</remarks>
+        decimal MaxAbsolutePortfolioTargetPercentage { get; set; }
+
+        /// <summary>
+        /// The absolute minimum valid total portfolio value target percentage
+        /// </summary>
+        /// <remarks>This setting is currently being used to filter out undesired target percent values,
+        /// caused by the IPortfolioConstructionModel implementation being used.
+        /// For example rounding errors, math operations</remarks>
+        decimal MinAbsolutePortfolioTargetPercentage { get; set; }
+
+        /// <summary>
+        /// Configurable minimum order margin portfolio percentage to ignore bad orders, or orders with unrealistic sizes
+        /// </summary>
+        /// <remarks>Default minimum order size is $0 value</remarks>
+        decimal MinimumOrderMarginPortfolioPercentage { get; set; }
+
+        /// <summary>
+        /// Gets/sets the SetHoldings buffers value.
+        /// The buffer is used for orders not to be rejected due to volatility when using SetHoldings and CalculateOrderQuantity
+        /// </summary>
+        decimal? FreePortfolioValue { get; set; }
+
+        /// <summary>
+        /// Gets/sets the SetHoldings buffers value percentage.
+        /// This percentage will be used to set the <see cref="FreePortfolioValue"/>
+        /// based on the <see cref="SecurityPortfolioManager.TotalPortfolioValue"/>
+        /// </summary>
+        decimal FreePortfolioValuePercentage { get; set; }
+
+        /// <summary>
+        /// Gets/sets if Liquidate() is enabled
+        /// </summary>
+        bool LiquidateEnabled { get; set; }
+
+        /// <summary>
+        /// True if daily strict end times are enabled
+        /// </summary>
+        bool DailyPreciseEndTime { get; set; }
+
+        /// <summary>
+        /// True if extended market hours should be used for daily consolidation, when extended market hours is enabled
+        /// </summary>
+        bool DailyConsolidationUseExtendedMarketHours { get; set; }
+
+        /// <summary>
+        /// Gets/sets the maximum number of concurrent market data subscriptions available
+        /// </summary>
+        /// <remarks>
+        /// All securities added with <see cref="IAlgorithm.AddSecurity"/> are counted as one,
+        /// with the exception of options and futures where every single contract in a chain counts as one.
+        /// </remarks>
+        [Obsolete("This property is deprecated. Please observe data subscription limits set by your brokerage to avoid runtime errors.")]
+        int DataSubscriptionLimit { get; set; }
+
+        /// <summary>
+        /// Gets/sets the minimum time span elapsed to consider a market fill price as stale (defaults to one hour)
+        /// </summary>
+        /// <remarks>
+        /// In the default fill models, a market order on an hour or daily resolution subscription is not filled on
+        /// data older than this time span; instead it waits for fresh data (e.g. the next bar), avoiding a
+        /// fill at the stale previous close. Market orders on minute/second/tick subscriptions still fill on stale
+        /// data, only adding a warning message. Tighten it (e.g. to one minute) to make hour/daily orders wait for
+        /// the next bar more aggressively.
+        /// </remarks>
+        TimeSpan StalePriceTimeSpan { get; set; }
+
+        /// <summary>
+        /// The warmup resolution to use if any
+        /// </summary>
+        /// <remarks>This allows improving the warmup speed by setting it to a lower resolution than the one added in the algorithm</remarks>
+        Resolution? WarmupResolution { get; set; }
+
+        /// <summary>
+        /// Gets or sets the number of trading days per year for this Algorithm's portfolio statistics.
+        /// </summary>
+        /// <remarks>
+        /// This property affects the calculation of various portfolio statistics, including:
+        /// - <see cref="Statistics.PortfolioStatistics.AnnualVariance"/>
+        /// - <seealso cref="Statistics.PortfolioStatistics.AnnualStandardDeviation"/>
+        /// - <seealso cref="Statistics.PortfolioStatistics.SharpeRatio"/>
+        /// - <seealso cref="Statistics.PortfolioStatistics.SortinoRatio"/>
+        /// - <seealso cref="Statistics.PortfolioStatistics.TrackingError"/>
+        /// - <seealso cref="Statistics.PortfolioStatistics.InformationRatio"/>.
+        ///
+        /// The default values are:
+        /// - Cryptocurrency Exchanges: 365 days
+        /// - Traditional Stock Exchanges: 252 days
+        ///
+        /// Users can also set a custom value for this property.
+        /// </remarks>
+        int? TradingDaysPerYear { get; set; }
+
+        /// <summary>
+        /// Gets the time span used to refresh the market hours and symbol properties databases
+        /// </summary>
+        TimeSpan DatabasesRefreshPeriod { get; set; }
+
+        /// <summary>
+        /// Determines whether to terminate the algorithm when an asset is not supported by Lean or the brokerage
+        /// </summary>
+        bool IgnoreUnknownAssetHoldings { get; set; }
+
+        /// <summary>
+        /// Performance tracking sample period to use if any, useful to debug performance issues
+        /// </summary>
+        TimeSpan PerformanceSamplePeriod { get; set; }
+
+        /// <summary>
+        /// Determines whether to seed initial prices for all selected and manually added securities.
+        /// </summary>
+        bool SeedInitialPrices { get; set; }
+    }
+}