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Local trading with Lean - results processing

Hey guys,

I am writing some custom classes for Lean to do things which I can't currently do on QC. 

Right now I am busy trying to just track a portfolio locally, the next step being dumping holdings/trades in a SQL database. I am a little bit confused about which handlers I need to re-implement to achieve this. So far I assume that I need to write simple implementations for:

  • Result handler
  • Real-time handler
I am unsure about api-handler and messaging-handler. These two kinda seem coupled to result handler. Can anyone more familiar with this perhaps give some input?  Best regardsGabriel 
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Hey Gabriel - I have some experience with these. Do you have any specific questions? If so, I can try and answer them.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

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