/// <summary>
/// Wrapper for <see cref = "IAlgorithm.SetBrokerageMessageHandler" /> in Python
/// </summary>
/// <param name="brokerageMessageHandler"></param>
public void SetBrokerageMessageHandler(IBrokerageMessageHandler brokerageMessageHandler)
{
using (Py.GIL())
{
_algorithm.SetBrokerageMessageHandler(brokerageMessageHandler);
}
}
/// <summary>
/// Sets the implementation used to handle messages from the brokerage.
/// The default implementation will forward messages to debug or error
/// and when a <see cref="BrokerageMessageType.Error"/> occurs, the algorithm
/// is stopped.
/// </summary>
/// <param name="handler">The message handler to use</param>
public void SetBrokerageMessageHandler(IBrokerageMessageHandler handler)
{
_baseAlgorithm.SetBrokerageMessageHandler(handler);
}
/// <summary>
/// Initializes a new instance of the <see cref="DowngradeErrorCodeToWarningBrokerageMessageHandler"/> class
/// </summary>
/// <param name="brokerageMessageHandler">The brokerage message handler to be wrapped</param>
/// <param name="errorCodesToIgnore">The error codes to convert to warning messages</param>
public DowngradeErrorCodeToWarningBrokerageMessageHandler(IBrokerageMessageHandler brokerageMessageHandler, List <string> errorCodesToIgnore)
{
_brokerageMessageHandler = brokerageMessageHandler;
_errorCodesToIgnore = errorCodesToIgnore.ToHashSet();
}
public void SetBrokerageMessageHandler(IBrokerageMessageHandler handler)
{
Algo.SetBrokerageMessageHandler(handler);
}