wehub-resource-sync
91 lines
3.4 KiB
C#
91 lines
3.4 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using Newtonsoft.Json;
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using QuantConnect.Orders;
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using System.Collections.Generic;
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using QuantConnect.Algorithm.Framework.Alphas;
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namespace QuantConnect.Packets
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{
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/// <summary>
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/// Provides a packet type for transmitting alpha insights data
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/// </summary>
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public class AlphaResultPacket : Packet
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{
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/// <summary>
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/// The user's id that deployed the alpha stream
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/// </summary>
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public int UserId { get; set; }
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/// <summary>
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/// The deployed alpha id. This is the id generated upon submssion to the alpha marketplace.
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/// If this is a user backtest or live algo then this will not be specified
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/// </summary>
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[JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
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public string AlphaId { get; set; }
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/// <summary>
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/// The algorithm's unique identifier
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/// </summary>
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public string AlgorithmId { get; set; }
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/// <summary>
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/// The generated insights
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/// </summary>
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[JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
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public List<Insight> Insights { get; set; }
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/// <summary>
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/// The generated OrderEvents
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/// </summary>
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[JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
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public List<OrderEvent> OrderEvents { get; set; }
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/// <summary>
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/// The new or updated Orders
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/// </summary>
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[JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
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public List<Order> Orders { get; set; }
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/// <summary>
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/// Initializes a new instance of the <see cref="AlphaResultPacket"/> class
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/// </summary>
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public AlphaResultPacket()
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: base(PacketType.AlphaResult)
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="AlphaResultPacket"/> class
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/// </summary>
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/// <param name="algorithmId">The algorithm's unique identifier</param>
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/// <param name="userId">The user's id</param>
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/// <param name="insights">Alphas generated by the algorithm</param>
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/// <param name="orderEvents">OrderEvents generated by the algorithm</param>
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/// <param name="orders">Orders generated or updated by the algorithm</param>
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public AlphaResultPacket(string algorithmId, int userId, List<Insight> insights = null, List<OrderEvent> orderEvents = null, List<Order> orders = null)
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: base(PacketType.AlphaResult)
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{
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UserId = userId;
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AlgorithmId = algorithmId;
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Insights = insights;
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OrderEvents = orderEvents;
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Orders = orders;
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}
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}
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}
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