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Fixes summary of members in python wrapper classes

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Summary of members in python wrapper classes where pointing to other methods for reference when they should have a meaningful description to be used in documentation
This commit is contained in:
AlexCatarino
2017-11-16 14:00:22 +00:00
parent 9e560e00da
commit 2ff636869c
7 changed files with 173 additions and 146 deletions
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AlgorithmFactory/Python/Wrappers/AlgorithmPythonWrapper.cs
+140 -120
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@@ -34,8 +34,7 @@ using System.Collections.Generic;
namespace QuantConnect.AlgorithmFactory.Python.Wrappers
{
/// <summary>
/// Wrapper for an IAlgorithm instance created in Python.
/// All calls to python should be inside a "using (Py.GIL()) {/* Your code here */}" block.
/// Creates and wraps the algorithm written in python.
/// </summary>
public class AlgorithmPythonWrapper : IAlgorithm
{
@@ -96,7 +95,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.AlgorithmId" /> in Python
/// AlgorithmId for the backtest
/// </summary>
public string AlgorithmId
{
@@ -107,7 +106,8 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.Benchmark" /> in Python
/// Gets the function used to define the benchmark. This function will return
/// the value of the benchmark at a requested date/time
/// </summary>
public IBenchmark Benchmark
{
@@ -118,7 +118,8 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref="IAlgorithm.BrokerageMessageHandler" /> in Python
/// Gets the brokerage message handler used to decide what to do
/// with each message sent from the brokerage
/// </summary>
public IBrokerageMessageHandler BrokerageMessageHandler
{
@@ -134,7 +135,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.BrokerageModel" /> in Python
/// Gets the brokerage model used to emulate a real brokerage
/// </summary>
public IBrokerageModel BrokerageModel
{
@@ -145,7 +146,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.DebugMessages" /> in Python
/// Debug messages from the strategy:
/// </summary>
public ConcurrentQueue<string> DebugMessages
{
@@ -156,7 +157,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.EndDate" /> in Python
/// Get Requested Backtest End Date
/// </summary>
public DateTime EndDate
{
@@ -167,7 +168,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.ErrorMessages" /> in Python
/// Error messages from the strategy:
/// </summary>
public ConcurrentQueue<string> ErrorMessages
{
@@ -178,7 +179,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.HistoryProvider" /> in Python
/// Gets or sets the history provider for the algorithm
/// </summary>
public IHistoryProvider HistoryProvider
{
@@ -194,7 +195,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.IsWarmingUp" /> in Python
/// Gets whether or not this algorithm is still warming up
/// </summary>
public bool IsWarmingUp
{
@@ -205,7 +206,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.LiveMode" /> in Python
/// Algorithm is running on a live server.
/// </summary>
public bool LiveMode
{
@@ -216,7 +217,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.LogMessages" /> in Python
/// Log messages from the strategy:
/// </summary>
public ConcurrentQueue<string> LogMessages
{
@@ -227,8 +228,9 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.Name" /> in Python
/// Public name for the algorithm.
/// </summary>
/// <remarks>Not currently used but preserved for API integrity</remarks>
public string Name
{
get
@@ -242,7 +244,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.Notify" /> in Python
/// Notification manager for storing and processing live event messages
/// </summary>
public NotificationManager Notify
{
@@ -253,8 +255,10 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.Portfolio" /> in Python
/// Security portfolio management class provides wrapper and helper methods for the Security.Holdings class such as
/// IsLong, IsShort, TotalProfit
/// </summary>
/// <remarks>Portfolio is a wrapper and helper class encapsulating the Securities[].Holdings objects</remarks>
public SecurityPortfolioManager Portfolio
{
get
@@ -264,7 +268,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.RunTimeError" /> in Python
/// Gets the run time error from the algorithm, or null if none was encountered.
/// </summary>
public Exception RunTimeError
{
@@ -280,7 +284,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.RuntimeStatistics" /> in Python
/// Customizable dynamic statistics displayed during live trading:
/// </summary>
public ConcurrentDictionary<string, string> RuntimeStatistics
{
@@ -291,7 +295,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.Schedule" /> in Python
/// Gets schedule manager for adding/removing scheduled events
/// </summary>
public ScheduleManager Schedule
{
@@ -302,8 +306,10 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.Securities" /> in Python
/// Security object collection class stores an array of objects representing representing each security/asset
/// we have a subscription for.
/// </summary>
/// <remarks>It is an IDictionary implementation and can be indexed by symbol</remarks>
public SecurityManager Securities
{
get
@@ -313,7 +319,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SecurityInitializer" /> in Python
/// Gets an instance that is to be used to initialize newly created securities.
/// </summary>
public ISecurityInitializer SecurityInitializer
{
@@ -324,7 +330,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.TradeBuilder" /> in Python
/// Gets the Trade Builder to generate trades from executions
/// </summary>
public ITradeBuilder TradeBuilder
{
@@ -335,7 +341,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.Settings" /> in Python
/// Gets the user settings for the algorithm
/// </summary>
public AlgorithmSettings Settings
{
@@ -346,7 +352,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.OptionChainProvider" /> in Python
/// Gets the option chain provider, used to get the list of option contracts for an underlying symbol
/// </summary>
public IOptionChainProvider OptionChainProvider
{
@@ -357,7 +363,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.StartDate" /> in Python
/// Algorithm start date for backtesting, set by the SetStartDate methods.
/// </summary>
public DateTime StartDate
{
@@ -368,7 +374,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.Status" /> in Python
/// Gets or sets the current status of the algorithm
/// </summary>
public AlgorithmStatus Status
{
@@ -384,34 +390,35 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SetStatus" /> in Python
/// Set the state of a live deployment
/// </summary>
/// <param name="value"></param>
public void SetStatus(AlgorithmStatus value)
/// <param name="status">Live deployment status</param>
public void SetStatus(AlgorithmStatus status)
{
_baseAlgorithm.SetStatus(value);
_baseAlgorithm.SetStatus(status);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SetAvailableDataTypes" /> in Python
/// Set the available <see cref="TickType"/> supported by each <see cref="SecurityType"/> in <see cref="SecurityManager"/>
/// </summary>
/// <param name="availableDataTypes"></param>
/// <param name="availableDataTypes">>The different <see cref="TickType"/> each <see cref="Security"/> supports</param>
public void SetAvailableDataTypes(Dictionary<SecurityType, List<TickType>> availableDataTypes)
{
_baseAlgorithm.SetAvailableDataTypes(availableDataTypes);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SetOptionChainProvider" /> in Python
/// Sets the option chain provider, used to get the list of option contracts for an underlying symbol
/// </summary>
/// <param name="optionChainProvider"></param>
/// <param name="optionChainProvider">The option chain provider</param>
public void SetOptionChainProvider(IOptionChainProvider optionChainProvider)
{
_baseAlgorithm.SetOptionChainProvider(optionChainProvider);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SubscriptionManager" /> in Python
/// Data subscription manager controls the information and subscriptions the algorithms recieves.
/// Subscription configurations can be added through the Subscription Manager.
/// </summary>
public SubscriptionManager SubscriptionManager
{
@@ -422,7 +429,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.Time" /> in Python
/// Current date/time in the algorithm's local time zone
/// </summary>
public DateTime Time
{
@@ -433,7 +440,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.TimeZone" /> in Python
/// Gets the time zone of the algorithm
/// </summary>
public DateTimeZone TimeZone
{
@@ -444,8 +451,9 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.Transactions" /> in Python
/// Security transaction manager class controls the store and processing of orders.
/// </summary>
/// <remarks>The orders and their associated events are accessible here. When a new OrderEvent is recieved the algorithm portfolio is updated.</remarks>
public SecurityTransactionManager Transactions
{
get
@@ -455,7 +463,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.UniverseManager" /> in Python
/// Gets the collection of universes for the algorithm
/// </summary>
public UniverseManager UniverseManager
{
@@ -466,7 +474,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.UniverseSettings" /> in Python
/// Gets the subscription settings to be used when adding securities via universe selection
/// </summary>
public UniverseSettings UniverseSettings
{
@@ -477,7 +485,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.UtcTime" /> in Python
/// Current date/time in UTC.
/// </summary>
public DateTime UtcTime
{
@@ -488,16 +496,15 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.AddSecurity" /> in Python
/// Set a required SecurityType-symbol and resolution for algorithm
/// </summary>
/// <param name="securityType"></param>
/// <param name="symbol"></param>
/// <param name="resolution"></param>
/// <param name="market"></param>
/// <param name="fillDataForward"></param>
/// <param name="leverage"></param>
/// <param name="extendedMarketHours"></param>
/// <returns></returns>
/// <param name="securityType">SecurityType Enum: Equity, Commodity, FOREX or Future</param>
/// <param name="symbol">Symbol Representation of the MarketType, e.g. AAPL</param>
/// <param name="resolution">Resolution of the MarketType required: MarketData, Second or Minute</param>
/// <param name="market">The market the requested security belongs to, such as 'usa' or 'fxcm'</param>
/// <param name="fillDataForward">If true, returns the last available data even if none in that timeslice.</param>
/// <param name="leverage">leverage for this security</param>
/// <param name="extendedMarketHours">ExtendedMarketHours send in data from 4am - 8pm, not used for FOREX</param>
public Security AddSecurity(SecurityType securityType, string symbol, Resolution resolution, string market, bool fillDataForward, decimal leverage, bool extendedMarketHours)
{
return _baseAlgorithm.AddSecurity(securityType, symbol, resolution, market, fillDataForward, leverage, extendedMarketHours);
@@ -530,54 +537,54 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.Debug" /> in Python
/// Send debug message
/// </summary>
/// <param name="message"></param>
/// <param name="message">String message</param>
public void Debug(string message)
{
_baseAlgorithm.Debug(message);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.Error" /> in Python
/// Send an error message for the algorithm
/// </summary>
/// <param name="message"></param>
/// <param name="message">String message</param>
public void Error(string message)
{
_baseAlgorithm.Error(message);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.GetChartUpdates" /> in Python
/// Get the chart updates since the last request:
/// </summary>
/// <param name="clearChartData"></param>
/// <returns></returns>
/// <returns>List of Chart Updates</returns>
public List<Chart> GetChartUpdates(bool clearChartData = false)
{
return _baseAlgorithm.GetChartUpdates(clearChartData);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.GetLocked" /> in Python
/// Gets whether or not this algorithm has been locked and fully initialized
/// </summary>
/// <returns></returns>
public bool GetLocked()
{
return _baseAlgorithm.GetLocked();
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.GetParameter" /> in Python
/// Gets the parameter with the specified name. If a parameter
/// with the specified name does not exist, null is returned
/// </summary>
/// <param name="name"></param>
/// <returns></returns>
/// <param name="name">The name of the parameter to get</param>
/// <returns>The value of the specified parameter, or null if not found</returns>
public string GetParameter(string name)
{
return _baseAlgorithm.GetParameter(name);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.GetWarmupHistoryRequests" /> in Python
/// Gets the history requests required for provide warm up data for the algorithm
/// </summary>
/// <returns></returns>
public IEnumerable<HistoryRequest> GetWarmupHistoryRequests()
@@ -586,7 +593,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.Initialize" /> in Python
/// Initialise the Algorithm and Prepare Required Data:
/// </summary>
public void Initialize()
{
@@ -597,27 +604,27 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.Liquidate" /> in Python
/// Liquidate your portfolio holdings:
/// </summary>
/// <param name="symbolToLiquidate"></param>
/// <param name="tag"></param>
/// <returns></returns>
/// <param name="symbolToLiquidate">Specific asset to liquidate, defaults to all.</param>
/// <param name="tag">Custom tag to know who is calling this.</param>
/// <returns>list of order ids</returns>
public List<int> Liquidate(Symbol symbolToLiquidate = null, string tag = "Liquidated")
{
return _baseAlgorithm.Liquidate(symbolToLiquidate, tag);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.Log" /> in Python
/// Save entry to the Log
/// </summary>
/// <param name="message"></param>
/// <param name="message">String message</param>
public void Log(string message)
{
_baseAlgorithm.Log(message);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.OnBrokerageDisconnect" /> in Python
/// Brokerage disconnected event handler. This method is called when the brokerage connection is lost.
/// </summary>
public void OnBrokerageDisconnect()
{
@@ -628,9 +635,8 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.OnBrokerageMessage" /> in Python
/// Brokerage message event handler. This method is called for all types of brokerage messages.
/// </summary>
/// <param name="messageEvent"></param>
public void OnBrokerageMessage(BrokerageMessageEvent messageEvent)
{
using (Py.GIL())
@@ -640,7 +646,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.OnBrokerageReconnect" /> in Python
/// Brokerage reconnected event handler. This method is called when the brokerage connection is restored after a disconnection.
/// </summary>
public void OnBrokerageReconnect()
{
@@ -651,8 +657,9 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.OnData" /> in Python
/// v3.0 Handler for all data types
/// </summary>
/// <param name="slice">The current slice of data</param>
public void OnData(Slice slice)
{
using (Py.GIL())
@@ -669,7 +676,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.OnEndOfAlgorithm" /> in Python
/// Call this event at the end of the algorithm running.
/// </summary>
public void OnEndOfAlgorithm()
{
@@ -680,8 +687,9 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.OnEndOfDay()" /> in Python
/// End of a trading day event handler. This method is called at the end of the algorithm day (or multiple times if trading multiple assets).
/// </summary>
/// <remarks>Method is called 10 minutes before closing to allow user to close out position.</remarks>
public void OnEndOfDay()
{
using (Py.GIL())
@@ -691,9 +699,13 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.OnEndOfDay(Symbol)" /> in Python
/// End of a trading day event handler. This method is called at the end of the algorithm day (or multiple times if trading multiple assets).
/// </summary>
/// <param name="symbol"></param>
/// <remarks>
/// This method is left for backwards compatibility and is invoked via <see cref="OnEndOfDay(Symbol)"/>, if that method is
/// override then this method will not be called without a called to base.OnEndOfDay(string)
/// </remarks>
/// <param name="symbol">Asset symbol for this end of day event. Forex and equities have different closing hours.</param>
public void OnEndOfDay(Symbol symbol)
{
using (Py.GIL())
@@ -703,9 +715,9 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.OnMarginCall" /> in Python
/// Margin call event handler. This method is called right before the margin call orders are placed in the market.
/// </summary>
/// <param name="requests"></param>
/// <param name="requests">The orders to be executed to bring this algorithm within margin limits</param>
public void OnMarginCall(List<SubmitOrderRequest> requests)
{
try
@@ -754,7 +766,7 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.OnMarginCallWarning" /> in Python
/// Margin call warning event handler. This method is called when Portoflio.MarginRemaining is under 5% of your Portfolio.TotalPortfolioValue
/// </summary>
public void OnMarginCallWarning()
{
@@ -765,9 +777,10 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.OnOrderEvent" /> in Python
/// EXPERTS ONLY:: [-!-Async Code-!-]
/// New order event handler: on order status changes (filled, partially filled, cancelled etc).
/// </summary>
/// <param name="newEvent"></param>
/// <param name="newEvent">Event information</param>
public void OnOrderEvent(OrderEvent newEvent)
{
using (Py.GIL())
@@ -777,19 +790,20 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.OnAssignmentOrderEvent" /> in Python
/// Option assignment event handler. On an option assignment event for short legs the resulting information is passed to this method.
/// </summary>
/// <param name="newEvent"></param>
public void OnAssignmentOrderEvent(OrderEvent newEvent)
/// <param name="assignmentEvent">Option exercise event details containing details of the assignment</param>
/// <remarks>This method can be called asynchronously and so should only be used by seasoned C# experts. Ensure you use proper locks on thread-unsafe objects</remarks>
public void OnAssignmentOrderEvent(OrderEvent assignmentEvent)
{
using (Py.GIL())
{
_algorithm.OnAssignmentOrderEvent(newEvent);
_algorithm.OnAssignmentOrderEvent(assignmentEvent);
}
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.OnSecuritiesChanged" /> in Python
/// Event fired each time the we add/remove securities from the data feed
/// </summary>
/// <param name="changes"></param>
public void OnSecuritiesChanged(SecurityChanges changes)
@@ -801,7 +815,8 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.PostInitialize" /> in Python
/// Called by setup handlers after Initialize and allows the algorithm a chance to organize
/// the data gather in the Initialize method
/// </summary>
public void PostInitialize()
{
@@ -809,64 +824,69 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.RemoveSecurity" /> in Python
/// Removes the security with the specified symbol. This will cancel all
/// open orders and then liquidate any existing holdings
/// </summary>
/// <param name="symbol"></param>
/// <returns></returns>
/// <param name="symbol">The symbol of the security to be removed</param>
public bool RemoveSecurity(Symbol symbol)
{
return _baseAlgorithm.RemoveSecurity(symbol);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SetAlgorithmId" /> in Python
/// Set the algorithm Id for this backtest or live run. This can be used to identify the order and equity records.
/// </summary>
/// <param name="algorithmId"></param>
/// <param name="algorithmId">unique 32 character identifier for backtest or live server</param>
public void SetAlgorithmId(string algorithmId)
{
_baseAlgorithm.SetAlgorithmId(algorithmId);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SetBrokerageMessageHandler" /> in Python
/// Sets the implementation used to handle messages from the brokerage.
/// The default implementation will forward messages to debug or error
/// and when a <see cref="BrokerageMessageType.Error"/> occurs, the algorithm
/// is stopped.
/// </summary>
/// <param name="brokerageMessageHandler"></param>
public void SetBrokerageMessageHandler(IBrokerageMessageHandler brokerageMessageHandler)
/// <param name="handler">The message handler to use</param>
public void SetBrokerageMessageHandler(IBrokerageMessageHandler handler)
{
_baseAlgorithm.SetBrokerageMessageHandler(brokerageMessageHandler);
_baseAlgorithm.SetBrokerageMessageHandler(handler);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SetBrokerageModel" /> in Python
/// Sets the brokerage model used to resolve transaction models, settlement models,
/// and brokerage specified ordering behaviors.
/// </summary>
/// <param name="brokerageModel"></param>
/// <param name="brokerageModel">The brokerage model used to emulate the real
/// brokerage</param>
public void SetBrokerageModel(IBrokerageModel brokerageModel)
{
_baseAlgorithm.SetBrokerageModel(brokerageModel);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SetCash(decimal)" /> in Python
/// Set the starting capital for the strategy
/// </summary>
/// <param name="startingCash"></param>
/// <param name="startingCash">decimal starting capital, default $100,000</param>
public void SetCash(decimal startingCash)
{
_baseAlgorithm.SetCash(startingCash);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SetCash(string, decimal, decimal)" /> in Python
/// Set the cash for the specified symbol
/// </summary>
/// <param name="symbol"></param>
/// <param name="startingCash"></param>
/// <param name="conversionRate"></param>
/// <param name="symbol">The cash symbol to set</param>
/// <param name="startingCash">Decimal cash value of portfolio</param>
/// <param name="conversionRate">The current conversion rate for the</param>
public void SetCash(string symbol, decimal startingCash, decimal conversionRate)
{
_baseAlgorithm.SetCash(symbol, startingCash, conversionRate);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SetDateTime" /> in Python
/// Set the DateTime Frontier: This is the master time and is
/// </summary>
/// <param name="time"></param>
public void SetDateTime(DateTime time)
@@ -875,16 +895,16 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SetRunTimeError" /> in Python
/// Set the runtime error
/// </summary>
/// <param name="exception"></param>
/// <param name="exception">Represents error that occur during execution</param>
public void SetRunTimeError(Exception exception)
{
_baseAlgorithm.SetRunTimeError(exception);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SetFinishedWarmingUp" /> in Python
/// Sets <see cref="IsWarmingUp"/> to false to indicate this algorithm has finished its warm up
/// </summary>
public void SetFinishedWarmingUp()
{
@@ -892,25 +912,25 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SetHistoryProvider" /> in Python
/// Set the historical data provider
/// </summary>
/// <param name="historyProvider"></param>
/// <param name="historyProvider">Historical data provider</param>
public void SetHistoryProvider(IHistoryProvider historyProvider)
{
_baseAlgorithm.SetHistoryProvider(historyProvider);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SetLiveMode" /> in Python
/// Set live mode state of the algorithm run: Public setter for the algorithm property LiveMode.
/// </summary>
/// <param name="live"></param>
/// <param name="live">Bool live mode flag</param>
public void SetLiveMode(bool live)
{
_baseAlgorithm.SetLiveMode(live);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SetLocked" /> in Python
/// Set the algorithm as initialized and locked. No more cash or security changes.
/// </summary>
public void SetLocked()
{
@@ -918,18 +938,18 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SetMaximumOrders" /> in Python
/// Set the maximum number of orders the algortihm is allowed to process.
/// </summary>
/// <param name="max"></param>
/// <param name="max">Maximum order count int</param>
public void SetMaximumOrders(int max)
{
_baseAlgorithm.SetMaximumOrders(max);
}
/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SetParameters" /> in Python
/// Sets the parameters from the dictionary
/// </summary>
/// <param name="parameters"></param>
/// <param name="parameters">Dictionary containing the parameter names to values</param>
public void SetParameters(Dictionary<string, string> parameters)
{
_baseAlgorithm.SetParameters(parameters);
@@ -1007,4 +1027,4 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
return _algorithm == null ? base.ToString() : _algorithm.Repr();
}
}
}
}