Feature: add ReconnectBrokerage() to QCAlgorithm for self-healing data feeds#9497
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violet-day wants to merge 1 commit into
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Feature: add ReconnectBrokerage() to QCAlgorithm for self-healing data feeds#9497violet-day wants to merge 1 commit into
violet-day wants to merge 1 commit into
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…a feeds Exposes a ReconnectBrokerage() method on IAlgorithm/QCAlgorithm that allows algorithms running in live trading to trigger a brokerage Disconnect/Connect cycle when they detect data quality issues (e.g. IBKR gateway silently freezing with volume=0 bars). The reconnect action is injected by the engine so the algorithm layer stays decoupled from the concrete brokerage type. Closes QuantConnect#9496
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Summary
ReconnectBrokerage()toIAlgorithmandQCAlgorithmSetBrokerageReconnectAction(Action)to allow the engine to inject the actualDisconnect/Connect logic
Engine.csafter brokerage creationAlgorithmPythonWrapperfor Python algorithmsoperations
Motivation
Closes #9496 — algorithms running in live trading (e.g. against IBKR) can detect a silently
frozen data feed (bars with
Volume=0) but previously had no way to trigger a reconnectshort of calling
Quit(). This API lets them self-heal without human intervention.Notes
Actiondelegate is injected by the engine, soQCAlgorithmhasno dependency on any concrete brokerage