Commit Graph

19 Commits

Author SHA1 Message Date
Martin Molinero 4382aa1886 Add algorithm thread
- Adding `WorkerThread` class, wrapper for a worker thread that will
execute given `Actions`.
    - Algorithm related code (`Construction`, `Initialization`,
    `Execution` will be executed by the same `WorkerThread` instance,
    this is required for `Python` debugging.
2019-05-09 11:23:28 -03:00
Martin Molinero a26b3542bb Address reviews
- `ISetupHandler.Setup()` will now receive a parameters object
- Removing `SetupHandlerHelper` and adding new `BaseSetupHandler`
2018-12-19 16:15:28 -03:00
Martin Molinero af8e6bf85c Fix starting capital for non usd cash
- Moving `UniverseSelection.EnsureCurrencyDataFeeds` call into the
`IResultHandler` implementation through usage of the new `SetupHandlerHelper`
class, that will also set an initial conversion rate if none present.
- Adding regression test, that reproduces original issue
2018-12-19 16:15:28 -03:00
Michael Handschuh 60fd7eb304 Refactor ISetupHandler.Errors to List<Exception>
This will prevent loss of information by translating the exception to a
string message too early
2018-02-27 22:17:46 -05:00
jaredbroad fe9a9cc44e Refactor TryCreateAlgorithmInstanceWithIsolator to take job and set ram limit 2017-02-17 09:34:34 -05:00
devalkeralia f8fa37fa92 changed the Engine to use the new CreateBrokerageMessageHandler using the brokerage factory 2016-07-21 15:54:53 -04:00
snugs 07ea7958c6 Adds ISetupHandler.CreateBrokerage 2015-12-14 13:18:22 -05:00
snugs 93fb8a1f59 Adds IBrokerageMessageHandler and DefaultBrokerageMessageHandler
Removed ISetupHandler.SetErrorHandler, this is replaced by

brokerage.Message += (sender, message) => algorithm.BrokerageMessageHandler.Handle(message)

allowing algorithm direct access to managing the brokerage messages
2015-10-29 20:14:31 -04:00
snugs 071d679f1e Send user emails on brokerage warnings 2015-10-29 14:03:53 -04:00
snugs 730430b1bb Adds scheduling feature
Adds the ScheduleManager which allows an algorithm to add/remove scheduled events
Check out the ScheduledEventsAlgorithm for syntax
ScheduledEvents are at their core an IEnumerator<DateTime> that defines the event times coupled with a callback
IDateRule defines dates for events
ITimeRule defines time(s) on a given date for events
2015-08-10 10:56:14 -04:00
QuantConnect 98dc0e37b7 Build script and language config for Iron python based algorithms 2015-07-05 21:00:01 -04:00
snugs 9c1b0f4616 Move order/order queue storage to transaction handler
Expose order and order processing ability via IOrderProvider/IOrderProcessor
2015-07-02 15:07:35 -04:00
snugs 4de2ec4070 Make Engine an instance
Updated all interfaces to accept dependencies via Initialize methods
2015-06-18 13:50:11 -04:00
snugs 42a77acce6 Load setup handlers via MEF configuration 2015-06-17 22:34:00 -04:00
QuantConnect fde0cbed3a Strip out block quote section header comments 2015-06-13 16:04:27 -04:00
snugs 89b6e98af8 Fixes warnings mostly relating to xml comments
Also cleans up some block comments

Via PR#72 - thanks @ammachado!
2015-05-13 10:56:47 -04:00
snugs cebf48e75e Some more IB bug fixes 2015-04-29 13:23:53 -04:00
snugs 5e419ada8f Some bug fixes/cleanup for IB live trading 2015-04-29 12:54:13 -04:00
Jared Broad b3de520915 Initial commit 2015-01-12 12:03:33 -03:00