wehub-resource-sync
106 lines
3.6 KiB
C#
106 lines
3.6 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 System;
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using System.Collections.Generic;
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using System.ComponentModel.Composition;
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using QuantConnect.Interfaces;
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using QuantConnect.Packets;
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using QuantConnect.Util;
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namespace QuantConnect.Lean.Engine.Setup
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{
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/// <summary>
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/// Interface to setup the algorithm. Pass in a raw algorithm, return one with portfolio, cash, etc already preset.
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/// </summary>
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[InheritedExport(typeof(ISetupHandler))]
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public interface ISetupHandler : IDisposable
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{
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/// <summary>
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/// The worker thread instance the setup handler should use
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/// </summary>
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WorkerThread WorkerThread
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{
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set;
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}
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/// <summary>
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/// Any errors from the initialization stored here:
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/// </summary>
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List<Exception> Errors
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{
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get;
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set;
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}
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/// <summary>
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/// Get the maximum runtime for this algorithm job.
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/// </summary>
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TimeSpan MaximumRuntime
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{
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get;
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}
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/// <summary>
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/// Algorithm starting capital for statistics calculations
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/// </summary>
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decimal StartingPortfolioValue
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{
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get;
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}
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/// <summary>
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/// Start date for analysis loops to search for data.
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/// </summary>
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DateTime StartingDate
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{
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get;
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}
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/// <summary>
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/// Maximum number of orders for the algorithm run -- applicable for backtests only.
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/// </summary>
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int MaxOrders
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{
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get;
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}
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/// <summary>
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/// Create a new instance of an algorithm from a physical dll path.
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/// </summary>
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/// <param name="assemblyPath">The path to the assembly's location</param>
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/// <param name="algorithmNodePacket">Details of the task required</param>
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/// <returns>A new instance of IAlgorithm, or throws an exception if there was an error</returns>
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IAlgorithm CreateAlgorithmInstance(AlgorithmNodePacket algorithmNodePacket, string assemblyPath);
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/// <summary>
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/// Creates the brokerage as specified by the job packet
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/// </summary>
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/// <param name="algorithmNodePacket">Job packet</param>
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/// <param name="uninitializedAlgorithm">The algorithm instance before Initialize has been called</param>
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/// <param name="factory">The brokerage factory</param>
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/// <returns>The brokerage instance, or throws if error creating instance</returns>
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IBrokerage CreateBrokerage(AlgorithmNodePacket algorithmNodePacket, IAlgorithm uninitializedAlgorithm, out IBrokerageFactory factory);
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/// <summary>
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/// Primary entry point to setup a new algorithm
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/// </summary>
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/// <param name="parameters">The parameters object to use</param>
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/// <returns>True on successfully setting up the algorithm state, or false on error.</returns>
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bool Setup(SetupHandlerParameters parameters);
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}
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}
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