Martin-Molinero
3410832ccf
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Alpha holdings state - Alpha result packet will optionally provide the algorithms portfolio state * Rename * Convert AlphaStreamsPortfolio to data source * Improvements on AlphaStreams algorithm * Fix regression tests * Add unit tests for EW AS PCM and fixing bugs * Protobuf AlphaStreamsPortfoliot staState - Protobuf AlphaStreamsPortfolioState. Adding unit tests - Add variable TPV tests for EW ASPCM * Add alpha license to Organization response * Improvements EW AS PCM respects free portfolio value * Fixes - Update tests expected statistics results affected by MHDB custom data timezone fix - Fix for Extensions.IsCustomDataType * Fixed and adding more regression tests - Adding support and regression test with alpha consumer with different account currency - Adding support and regression test of a universe adding custom data types - Add support and regression test for algorithm alpha consumer with existing holdings * Add AlphaStreamsOrderEvent data type
93 lines
3.2 KiB
C#
93 lines
3.2 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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using QuantConnect.Packets;
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using QuantConnect.Interfaces;
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using QuantConnect.Data.UniverseSelection;
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using QuantConnect.Lean.Engine.DataFeeds.Transport;
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namespace QuantConnect.Lean.Engine.Server
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{
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/// <summary>
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/// NOP implementation of the ILeanManager interface
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/// </summary>
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public class LocalLeanManager : ILeanManager
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{
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private LeanEngineSystemHandlers _systemHandlers;
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/// <summary>
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/// Empty implementation of the ILeanManager interface
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/// </summary>
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/// <param name="systemHandlers">Exposes lean engine system handlers running LEAN</param>
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/// <param name="algorithmHandlers">Exposes the lean algorithm handlers running lean</param>
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/// <param name="job">The job packet representing either a live or backtest Lean instance</param>
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/// <param name="algorithmManager">The Algorithm manager</param>
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public void Initialize(LeanEngineSystemHandlers systemHandlers, LeanEngineAlgorithmHandlers algorithmHandlers, AlgorithmNodePacket job, AlgorithmManager algorithmManager)
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{
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_systemHandlers = systemHandlers;
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}
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/// <summary>
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/// Sets the IAlgorithm instance in the ILeanManager
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/// </summary>
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/// <param name="algorithm">The IAlgorithm instance being run</param>
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public void SetAlgorithm(IAlgorithm algorithm)
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{
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algorithm.SetApi(_systemHandlers.Api);
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RemoteFileSubscriptionStreamReader.SetDownloadProvider((Api.Api)_systemHandlers.Api);
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}
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/// <summary>
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/// Update ILeanManager with the IAlgorithm instance
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/// </summary>
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public void Update()
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{
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// NOP
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}
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/// <summary>
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/// This method is called after algorithm initialization
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/// </summary>
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public void OnAlgorithmStart()
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{
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// NOP
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}
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/// <summary>
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/// This method is called before algorithm termination
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/// </summary>
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public void OnAlgorithmEnd()
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{
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// NOP
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}
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/// <summary>
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/// Callback fired each time that we add/remove securities from the data feed
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/// </summary>
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public void OnSecuritiesChanged(SecurityChanges changes)
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{
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// NOP
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}
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/// <summary>
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/// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
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/// </summary>
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public void Dispose()
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{
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// NOP
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}
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}
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}
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