/*
* 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 QuantConnect.Orders;
using System.Collections.Generic;
using QuantConnect.Algorithm.Framework.Alphas;
namespace QuantConnect.Packets
{
///
/// Provides a packet type for transmitting alpha insights data
///
public class AlphaResultPacket : Packet
{
///
/// The user's id that deployed the alpha stream
///
public int UserId { get; set; }
///
/// The deployed alpha id. This is the id generated upon submssion to the alpha marketplace.
/// If this is a user backtest or live algo then this will not be specified
///
[JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
public string AlphaId { get; set; }
///
/// The algorithm's unique identifier
///
public string AlgorithmId { get; set; }
///
/// The generated insights
///
[JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
public List Insights { get; set; }
///
/// The generated OrderEvents
///
[JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
public List OrderEvents { get; set; }
///
/// The new or updated Orders
///
[JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
public List Orders { get; set; }
///
/// Initializes a new instance of the class
///
public AlphaResultPacket()
: base(PacketType.AlphaResult)
{
}
///
/// Initializes a new instance of the class
///
/// The algorithm's unique identifier
/// The user's id
/// Alphas generated by the algorithm
/// OrderEvents generated by the algorithm
/// Orders generated or updated by the algorithm
public AlphaResultPacket(string algorithmId, int userId, List insights = null, List orderEvents = null, List orders = null)
: base(PacketType.AlphaResult)
{
UserId = userId;
AlgorithmId = algorithmId;
Insights = insights;
OrderEvents = orderEvents;
Orders = orders;
}
}
}