/* * 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; } } }