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Resume strategy after termination

Hi all,

I'm working on a strategy and looking to run it locally, however when the process terminates for whatever reason (e.g. brokerage API disconnects, machine restart), I'd like it to resume where it was. There's some discussion about the topic here: 

https://www.quantconnect.com/forum/discussion/5752/resuming-a-strategy-algorithm-already-in-process/p1

But I would need the full order ticket data, e.g. things like the original SubmitRequest on the order. Looks like serializing/saving BrokerageTransactionHandler with its _openOrders and _completeOrders will do. 

 

Anyone looked into this before? I suppose the LocalObjectStore can be used for this, but would be nice to know what to look out for besides just persisting those two concurrent dictionaries

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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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