Martin Molinero
68 lines
2.7 KiB
C#
68 lines
2.7 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 System.ComponentModel.Composition;
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using QuantConnect.Interfaces;
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using QuantConnect.Lean.Engine.TransactionHandlers;
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using QuantConnect.Packets;
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namespace QuantConnect.Lean.Engine.Alpha
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{
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/// <summary>
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/// Alpha handler defines how to process insights generated by an algorithm
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/// </summary>
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[InheritedExport(typeof(IAlphaHandler))]
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public interface IAlphaHandler
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{
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/// <summary>
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/// Gets a flag indicating if this handler's thread is still running and processing messages
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/// </summary>
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bool IsActive { get; }
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/// <summary>
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/// Gets the current alpha runtime statistics
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/// </summary>
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AlphaRuntimeStatistics RuntimeStatistics { get; }
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/// <summary>
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/// Initializes this alpha handler to accept insights from the specified algorithm
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/// </summary>
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/// <param name="job">The algorithm job</param>
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/// <param name="algorithm">The algorithm instance</param>
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/// <param name="messagingHandler">Handler used for sending insights</param>
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/// <param name="api">Api instance</param>
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/// <param name="transactionHandler">Algorithms transaction handler</param>
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void Initialize(AlgorithmNodePacket job, IAlgorithm algorithm, IMessagingHandler messagingHandler, IApi api, ITransactionHandler transactionHandler);
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/// <summary>
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/// Invoked after the algorithm's Initialize method was called allowing the alpha handler to check
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/// other things, such as sampling period for backtests
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/// </summary>
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/// <param name="algorithm">The algorithm instance</param>
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void OnAfterAlgorithmInitialized(IAlgorithm algorithm);
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/// <summary>
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/// Performs processing in sync with the algorithm's time loop to provide consisten reading of data
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/// </summary>
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void ProcessSynchronousEvents();
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/// <summary>
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/// Stops processing in the <see cref="Run"/> method
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/// </summary>
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void Exit();
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}
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}
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