/*
* 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();
}
}
}