/QuantConnect

Primary LanguageC#MIT LicenseMIT

  1. config.json启用desktop-http-portmessaging-handler,取自带StreamingMessageHandler即可;

     "backtesting-desktop": {
       "live-mode": false,
       "desktop-http-port": 33333,
       "messaging-handler": "QuantConnect.Messaging.StreamingMessageHandler",
       "setup-handler": "QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler",
       "result-handler": "QuantConnect.Lean.Engine.Results.BacktestingResultHandler",
       "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed",
       "real-time-handler": "QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler",
       "history-provider": [ "QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider" ],
       "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler"
     },
  2. Lean为后端,Panoptes.exe为GUI前端;

  3. 策略通过OnData打包进Debugmessage进行TCP传递;