Gerardo Salazar
650ce2e2b5
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* WIP removal of custom data references & tests updates
* Regression algos updated and python algorithms moved to DataSource repos
* Fixes failing unit tests
* Add "LiveDataTypes" field to LiveNodePacket
* Adds Initialize() to IDataChannelProvider
* Adds new extension method to convert
HistoryRequest -> SubscriptionDataConfig
* Address review: Add protobuf definitions for Iconic data types
* Address review: re-adds DynamicSecurityDataAlgorithm as regression algo
* Small adjustments to variable naming and documentation
* Move test files to respective DataSource repos
98 lines
3.4 KiB
C#
98 lines
3.4 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 Newtonsoft.Json;
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using System.Collections.Generic;
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using QuantConnect.Notifications;
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namespace QuantConnect.Packets
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{
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/// <summary>
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/// Live job task packet: container for any live specific job variables
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/// </summary>
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public class LiveNodePacket : AlgorithmNodePacket
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{
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/// <summary>
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/// Deploy Id for this live algorithm.
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/// </summary>
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[JsonProperty(PropertyName = "sDeployID")]
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public string DeployId = "";
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/// <summary>
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/// String name of the brokerage we're trading with
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/// </summary>
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[JsonProperty(PropertyName = "sBrokerage")]
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public string Brokerage = "";
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/// <summary>
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/// String-String Dictionary of Brokerage Data for this Live Job
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/// </summary>
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[JsonProperty(PropertyName = "aBrokerageData")]
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public Dictionary<string, string> BrokerageData = new Dictionary<string, string>();
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/// <summary>
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/// String name of the DataQueueHandler or LiveDataProvider we're running with
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/// </summary>
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[JsonProperty(PropertyName = "sDataQueueHandler")]
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public string DataQueueHandler = "";
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/// <summary>
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/// String name of the DataChannelProvider we're running with
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/// </summary>
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[JsonProperty(PropertyName = "sDataChannelProvider")]
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public string DataChannelProvider = "";
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/// <summary>
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/// Gets flag indicating whether or not the message should be acknowledged and removed from the queue
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/// </summary>
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[JsonProperty(PropertyName = "DisableAcknowledgement")]
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public bool DisableAcknowledgement;
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/// <summary>
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/// A list of event types to generate notifications for, which will use <see cref="NotificationTargets"/>
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/// </summary>
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[JsonProperty(PropertyName = "aNotificationEvents")]
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public HashSet<string> NotificationEvents;
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/// <summary>
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/// A list of notification targets to use
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/// </summary>
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[JsonProperty(PropertyName = "aNotificationTargets")]
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public List<Notification> NotificationTargets;
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/// <summary>
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/// List of real time data types available in the live trading environment
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/// </summary>
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[JsonProperty(PropertyName = "aLiveDataTypes")]
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public HashSet<string> LiveDataTypes;
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/// <summary>
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/// Default constructor for JSON of the Live Task Packet
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/// </summary>
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public LiveNodePacket()
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: base(PacketType.LiveNode)
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{
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Controls = new Controls
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{
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MinuteLimit = 100,
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SecondLimit = 50,
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TickLimit = 25,
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RamAllocation = 512
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};
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}
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}
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}
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