/* * 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 System; using QuantConnect.Orders; using QuantConnect.Securities; using System.Collections.Generic; namespace QuantConnect.Packets { /// /// Defines the parameters for /// public class LiveResultParameters : BaseResultParameters { /// /// Holdings dictionary of algorithm holdings information /// public IDictionary Holdings { get; set; } /// /// Cashbook for the algorithm's live results. /// public CashBook CashBook { get; set; } /// /// Server status information, including CPU/RAM usage, ect... /// public IDictionary ServerStatistics { get; set; } /// /// Creates a new instance /// public LiveResultParameters(IDictionary charts, IDictionary orders, IDictionary profitLoss, IDictionary holdings, CashBook cashBook, IDictionary statistics, IDictionary runtimeStatistics, List orderEvents, IDictionary serverStatistics = null, AlgorithmConfiguration algorithmConfiguration = null, IDictionary state = null) : base(charts, orders, profitLoss, statistics, runtimeStatistics, orderEvents, algorithmConfiguration, state) { Holdings = holdings; CashBook = cashBook; ServerStatistics = serverStatistics ?? OS.GetServerStatistics(); } } }