Jhonathan Abreu
af0de8d2e9
* Add algorithm's mode and deployment target properties source from job packet * Address peer review * Add Python regression algorithm
110 lines
3.7 KiB
C#
110 lines
3.7 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*
|
|
*/
|
|
|
|
using Newtonsoft.Json;
|
|
using System.Collections.Generic;
|
|
using QuantConnect.Notifications;
|
|
|
|
namespace QuantConnect.Packets
|
|
{
|
|
/// <summary>
|
|
/// Live job task packet: container for any live specific job variables
|
|
/// </summary>
|
|
public class LiveNodePacket : AlgorithmNodePacket
|
|
{
|
|
/// <summary>
|
|
/// Deploy Id for this live algorithm.
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "sDeployID")]
|
|
public string DeployId = "";
|
|
|
|
/// <summary>
|
|
/// String name of the brokerage we're trading with
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "sBrokerage")]
|
|
public string Brokerage = "";
|
|
|
|
/// <summary>
|
|
/// String-String Dictionary of Brokerage Data for this Live Job
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "aBrokerageData")]
|
|
public Dictionary<string, string> BrokerageData = new Dictionary<string, string>();
|
|
|
|
/// <summary>
|
|
/// String name of the DataQueueHandler or LiveDataProvider we're running with
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "sDataQueueHandler")]
|
|
public string DataQueueHandler = "";
|
|
|
|
/// <summary>
|
|
/// String name of the DataChannelProvider we're running with
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "sDataChannelProvider")]
|
|
public string DataChannelProvider = "";
|
|
|
|
/// <summary>
|
|
/// Gets flag indicating whether or not the message should be acknowledged and removed from the queue
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "DisableAcknowledgement")]
|
|
public bool DisableAcknowledgement;
|
|
|
|
/// <summary>
|
|
/// A list of event types to generate notifications for, which will use <see cref="NotificationTargets"/>
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "aNotificationEvents")]
|
|
public HashSet<string> NotificationEvents;
|
|
|
|
/// <summary>
|
|
/// A list of notification targets to use
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "aNotificationTargets")]
|
|
public List<Notification> NotificationTargets;
|
|
|
|
/// <summary>
|
|
/// List of real time data types available in the live trading environment
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "aLiveDataTypes")]
|
|
public HashSet<string> LiveDataTypes;
|
|
|
|
/// <summary>
|
|
/// Algorithm running mode.
|
|
/// </summary>
|
|
[JsonIgnore]
|
|
public override AlgorithmMode AlgorithmMode
|
|
{
|
|
get
|
|
{
|
|
return AlgorithmMode.Live;
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Default constructor for JSON of the Live Task Packet
|
|
/// </summary>
|
|
public LiveNodePacket()
|
|
: base(PacketType.LiveNode)
|
|
{
|
|
Controls = new Controls
|
|
{
|
|
MinuteLimit = 100,
|
|
SecondLimit = 50,
|
|
TickLimit = 25,
|
|
RamAllocation = 512
|
|
};
|
|
}
|
|
}
|
|
}
|