wehub-resource-sync
66 lines
2.6 KiB
C#
66 lines
2.6 KiB
C#
/*
|
|
* 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.Packets;
|
|
using QuantConnect.Interfaces;
|
|
using System.ComponentModel.Composition;
|
|
using QuantConnect.Data.UniverseSelection;
|
|
|
|
namespace QuantConnect.Lean.Engine.Server
|
|
{
|
|
/// <summary>
|
|
/// Provides scope into Lean that is convenient for managing a lean instance
|
|
/// </summary>
|
|
[InheritedExport(typeof(ILeanManager))]
|
|
public interface ILeanManager : IDisposable
|
|
{
|
|
/// <summary>
|
|
/// Initialize the ILeanManager implementation
|
|
/// </summary>
|
|
/// <param name="systemHandlers">Exposes lean engine system handlers running LEAN</param>
|
|
/// <param name="algorithmHandlers">Exposes the lean algorithm handlers running lean</param>
|
|
/// <param name="job">The job packet representing either a live or backtest Lean instance</param>
|
|
/// <param name="algorithmManager">The Algorithm manager</param>
|
|
void Initialize(LeanEngineSystemHandlers systemHandlers, LeanEngineAlgorithmHandlers algorithmHandlers, AlgorithmNodePacket job, AlgorithmManager algorithmManager);
|
|
|
|
/// <summary>
|
|
/// Sets the IAlgorithm instance in the ILeanManager
|
|
/// </summary>
|
|
/// <param name="algorithm">The IAlgorithm instance being run</param>
|
|
void SetAlgorithm(IAlgorithm algorithm);
|
|
|
|
/// <summary>
|
|
/// Update ILeanManager with the IAlgorithm instance
|
|
/// </summary>
|
|
void Update();
|
|
|
|
/// <summary>
|
|
/// This method is called after algorithm initialization
|
|
/// </summary>
|
|
void OnAlgorithmStart();
|
|
|
|
/// <summary>
|
|
/// This method is called before algorithm termination
|
|
/// </summary>
|
|
void OnAlgorithmEnd();
|
|
|
|
/// <summary>
|
|
/// Callback fired each time that we add/remove securities from the data feed
|
|
/// </summary>
|
|
void OnSecuritiesChanged(SecurityChanges changes);
|
|
}
|
|
}
|