Broker not connected during algorithm initialization by Anne-Mirthe Stam

Anne-Mirthe Stam

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Hi, I am using the Visual Studio IDE to build some local testing.

I am using Interactive Brokers for paper trading. I am facing the following problem:

As far as I understand, first the Algorithm is initialized, then the engine will connect to the broker. however, in the algorithm initialziation, the 'AddEquity` method tries to load historical data from the broker connection. This will throw NotConnected errors, because the SetupHandler will only connect after the Algorithm has been initialized. Therefore, I will end up in the 60second timeout.

Am i missing something conceptual or doing something wrong? Thank you!

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Anne-Mirthe Stam

Accepted Answer

Update Backtest

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Anne-Mirthe Stam

328 Pro ,

Basically it is the GetLastKnownPrice method fired by the security seeder that tries to connect to the broker api.

Anne-Mirthe Stam

328 Pro ,

Looks like adapting the 'BrokerageSetupHandler' works. I have moved the 'connect to brokerage' logic to precede the 'Initializing algorithm' code. All unit tests are fine. Altough my problem might be solved I am unsure whether this will cause other problems. Any ideas?

Anne-Mirthe Stam

328 Pro ,

Well, apparently it does generate problems, as the OrderProcesor has not been set when swapping the init order. :(

Jared Broad

Pro ,

Thank you for reporting Anne, we're aware of this now and will work on a fix ASAP.

Anne-Mirthe Stam

328 Pro ,

Thank you Jared. I am curious how this will be solved. :) keep up the good work

Jared Broad

Pro ,

Resolved Anne, thank you. https://github.com/QuantConnect/Lean/pull/723

Anne-Mirthe Stam

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