/// <summary> /// Set the maximum number of assets allowable to ensure good memory usage / avoid linux killing job. /// </summary> /// <param name="minuteLimit">Maximum number of minute level assets the live mode can support with selected server</param> /// <param name="secondLimit">Maximum number of second level assets the live mode can support with selected server</param> /// /// <param name="tickLimit">Maximum number of tick level assets the live mode can support with selected server</param> /// <param name="ramEstimate">Estimate of the max ram usage possible</param> /// <remarks>Sets the live behaviour of the algorithm including the selected server (ram) limits.</remarks> public void SetAssetLimits(int minuteLimit = 500, int secondLimit = 100, int tickLimit = 30) { if (!_locked) { Securities.SetLimits(minuteLimit, secondLimit, tickLimit); } }
public AlgorithmStub(Resolution resolution = Resolution.Second, List <string> equities = null, List <string> forex = null) { Securities.SetLimits(1000, 1000, 1000); foreach (var symbol in equities ?? new List <string>()) { AddSecurity(SecurityType.Equity, symbol, resolution); Securities[symbol].Exchange = new SecurityExchange(SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork)); } foreach (var symbol in forex ?? new List <string>()) { AddSecurity(SecurityType.Forex, symbol, resolution); Securities[symbol].Exchange = new SecurityExchange(SecurityExchangeHours.AlwaysOpen(TimeZones.EasternStandard)); } }