wehub-resource-sync
28 lines
1.5 KiB
Markdown
28 lines
1.5 KiB
Markdown
For full documentation please see https://www.quantconnect.com/lean
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## System Overview ##
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Lean outsourced key infrastructure management to plugins. The most important plugins are:
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- **Result Processing**
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> Handle all messages from the algorithmic trading engine. Decide what should be sent, and where the messages should go. The result processing system can send messages to a local GUI, or the web interface.
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- **Datafeed Sourcing**
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> Connect and download data required for the algorithmic trading engine. For backtesting this sources files from the disk, for live trading it connects to a stream and generates the data objects.
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- **Transaction Processing**
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> Process new order requests; either using the fill models provided by the algorithm, or with an actual brokerage. Send the processed orders back to the algorithm's portfolio to be filled.
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- **Realtime Event Management**
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> Generate real time events - such as end of day events. Trigger callbacks to real time event handlers. For backtesting this is mocked-up an works on simulated time.
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- **Algorithm State Setup**
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> Configure the algorithm cash, portfolio and data requested. Initialize all state parameters required.
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For more information on the system design and contributing please see the Lean Website Documentation.
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To update or change the above diagram, please see [this google sheet](https://docs.google.com/presentation/d/1LHOBjAjAOD0TTXu0jBc6pIqSGGeQ4ZxoUQgX6m7A8pM/edit?usp=sharing)
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