Prefix all algorithm logs and messages with IAlgorithm.Time

Algorithm/QCAlgorithm.cs

@@ -3817,7 +3817,7 @@ private DateTime GetTimeInExchangeTimeZone(Symbol symbol)
 
         private string FormatLog(string message)
         {
-            return $"{Time.ToStringInvariant(DateFormat.UI)} {message}";
+            return message.PrefixWithAlgorithmTime(Time);
         }
     }
 }

Common/Extensions.cs

@@ -79,6 +79,18 @@ public static class Extensions
         private static readonly Dictionary<IntPtr, PythonActivator> PythonActivators
             = new Dictionary<IntPtr, PythonActivator>();
 
+        /// <summary>
+        /// Prefixes the given message with the provided algorithm time, producing the standard
+        /// timestamped format shared by algorithm logs and messages
+        /// </summary>
+        /// <param name="message">The message to prefix</param>
+        /// <param name="algorithmTime">The algorithm time to prefix the message with</param>
+        /// <returns>The message prefixed with the algorithm time</returns>
+        public static string PrefixWithAlgorithmTime(this string message, DateTime algorithmTime)
+        {
+            return $"{algorithmTime.ToStringInvariant(DateFormat.UI)} {message}";
+        }
+
         /// <summary>
         /// Maintains old behavior of NodaTime's (&lt; 2.0) daylight savings mapping.
         /// We keep the old behavior to ensure the FillForwardEnumerator does not get stuck on an infinite loop.

Engine/Results/BacktestingResultHandler.cs

@@ -469,6 +469,7 @@ public override void SetAlgorithm(IAlgorithm algorithm, decimal startingPortfoli
         /// <param name="message">Message we'd like shown in console.</param>
         public virtual void DebugMessage(string message)
         {
+            message = FormatMessage(message);
             Messages.Enqueue(new DebugPacket(_projectId, AlgorithmId, CompileId, message));
             AddToLogStore(message);
         }
@@ -479,6 +480,7 @@ public virtual void DebugMessage(string message)
         /// <param name="message">Message we'd like shown in console.</param>
         public virtual void SystemDebugMessage(string message)
         {
+            message = FormatMessage(message);
             Messages.Enqueue(new SystemDebugPacket(_projectId, AlgorithmId, CompileId, message));
             AddToLogStore(message);
         }
@@ -489,6 +491,7 @@ public virtual void SystemDebugMessage(string message)
         /// <param name="message">Message we'd in the log.</param>
         public virtual void LogMessage(string message)
         {
+            message = FormatMessage(message);
             Messages.Enqueue(new LogPacket(AlgorithmId, message));
             AddToLogStore(message);
         }
@@ -502,8 +505,8 @@ public virtual void ErrorMessage(string message, string stacktrace = "")
         {
             if (message == _errorMessage) return;
             if (Messages.Count > 500) return;
-            Messages.Enqueue(new HandledErrorPacket(AlgorithmId, message, stacktrace));
             _errorMessage = message;
+            Messages.Enqueue(new HandledErrorPacket(AlgorithmId, FormatMessage(message), stacktrace));
         }
 
         /// <summary>
@@ -514,8 +517,9 @@ public virtual void ErrorMessage(string message, string stacktrace = "")
         public virtual void RuntimeError(string message, string stacktrace = "")
         {
             PurgeQueue();
-            Messages.Enqueue(new RuntimeErrorPacket(_job.UserId, AlgorithmId, message, stacktrace));
             _errorMessage = message;
+            message = FormatMessage(message);
+            Messages.Enqueue(new RuntimeErrorPacket(_job.UserId, AlgorithmId, message, stacktrace));
             SetAlgorithmState(message, stacktrace);
         }
 

Engine/Results/BaseResultsHandler.cs

@@ -1122,6 +1122,18 @@ protected StatisticsResults GenerateStatisticsResults(CapacityEstimate estimated
             return GenerateStatisticsResults(charts, profitLoss, estimatedStrategyCapacity);
         }
 
+        /// <summary>
+        /// Prefixes the given message with the algorithm time, matching the format used by
+        /// the algorithm's own log messages (see <see cref="IAlgorithm.Log"/>). Used to normalize
+        /// the timestamp across all algorithm logs and messages.
+        /// </summary>
+        /// <param name="message">The message to format</param>
+        /// <returns>The message prefixed with the algorithm time, or the original message if the algorithm is not yet available</returns>
+        protected string FormatMessage(string message)
+        {
+            return Algorithm != null ? message.PrefixWithAlgorithmTime(Algorithm.Time) : message;
+        }
+
         /// <summary>
         /// Save an algorithm message to the log store. Uses a different timestamped method of adding messaging to interweve debug and logging messages.
         /// </summary>
@@ -1171,7 +1183,7 @@ private void ProcessAlgorithmLogsImpl(ConcurrentQueue<string> concurrentQueue, P
                         {
                             _packetDroppedWarning = true;
                             // this shouldn't happen in most cases, queue limit is high and consumed often but just in case let's not silently drop packets without a warning
-                            Messages.Enqueue(new HandledErrorPacket(AlgorithmId, "Your algorithm messaging has been rate limited to prevent browser flooding."));
+                            Messages.Enqueue(new HandledErrorPacket(AlgorithmId, FormatMessage("Your algorithm messaging has been rate limited to prevent browser flooding.")));
                         }
                         //if too many in the queue already skip the logging and drop the messages
                         continue;

Engine/Results/LiveTradingResultHandler.cs

@@ -254,8 +254,8 @@ private void Update()
 
                         var deltaStatistics = new Dictionary<string, string>();
                         var orders = new Dictionary<int, Order>(TransactionHandler.Orders);
-                        var complete = new LiveResultPacket(_job, new LiveResult(new LiveResultParameters(chartComplete, orders, 
-                            Algorithm.Transactions.TransactionRecord, holdings, Algorithm.Portfolio.CashBook, deltaStatistics, 
+                        var complete = new LiveResultPacket(_job, new LiveResult(new LiveResultParameters(chartComplete, orders,
+                            Algorithm.Transactions.TransactionRecord, holdings, Algorithm.Portfolio.CashBook, deltaStatistics,
                             runtimeStatistics, orderEvents, statistics.TotalPerformance, serverStatistics, state: GetAlgorithmState())));
                         StoreResult(complete);
                         _nextChartsUpdate = DateTime.UtcNow.Add(ChartUpdateInterval);
@@ -544,6 +544,7 @@ private IEnumerable<LiveResultPacket> SplitPackets(Dictionary<string, Chart> del
         public void DebugMessage(string message)
         {
             if (Messages.Count > 500) return; //if too many in the queue already skip the logging.
+            message = FormatMessage(message);
             Messages.Enqueue(new DebugPacket(_job.ProjectId, AlgorithmId, CompileId, message));
             AddToLogStore(message);
         }
@@ -554,6 +555,7 @@ public void DebugMessage(string message)
         /// <param name="message">Message we'd like shown in console.</param>
         public void SystemDebugMessage(string message)
         {
+            message = FormatMessage(message);
             Messages.Enqueue(new SystemDebugPacket(_job.ProjectId, AlgorithmId, CompileId, message));
             AddToLogStore(message);
         }
@@ -568,6 +570,7 @@ public void LogMessage(string message)
         {
             //Send the logging messages out immediately for live trading:
             if (Messages.Count > 500) return;
+            message = FormatMessage(message);
             Messages.Enqueue(new LogPacket(AlgorithmId, message));
             AddToLogStore(message);
         }
@@ -580,6 +583,7 @@ public void LogMessage(string message)
         public void ErrorMessage(string message, string stacktrace = "")
         {
             if (Messages.Count > 500) return;
+            message = FormatMessage(message);
             Messages.Enqueue(new HandledErrorPacket(AlgorithmId, message, stacktrace));
             AddToLogStore(message + (!string.IsNullOrEmpty(stacktrace) ? ": StackTrace: " + stacktrace : string.Empty));
         }
@@ -591,6 +595,7 @@ public void ErrorMessage(string message, string stacktrace = "")
         /// <param name="stacktrace">Associated error stack trace.</param>
         public virtual void RuntimeError(string message, string stacktrace = "")
         {
+            message = FormatMessage(message);
             Messages.Enqueue(new RuntimeErrorPacket(_job.UserId, AlgorithmId, message, stacktrace));
             AddToLogStore(message + (!string.IsNullOrEmpty(stacktrace) ? ": StackTrace: " + stacktrace : string.Empty));
             SetAlgorithmState(message, stacktrace);

Tests/Engine/Results/LiveTradingResultHandlerTests.cs

@@ -27,6 +27,7 @@
 using QuantConnect.Lean.Engine.TransactionHandlers;
 using QuantConnect.Tests.Common.Data.UniverseSelection;
 using QuantConnect.Data.Custom.IconicTypes;
+using System.Collections.Generic;
 
 namespace QuantConnect.Tests.Engine.Results
 {
@@ -190,6 +191,37 @@ public void DailySampleValueBasedOnMarketHour(bool extendedMarketHoursEnabled)
             }
         }
 
+        [Test]
+        public void MessagesArePrefixedWithAlgorithmTime()
+        {
+            using var messaging = new QuantConnect.Messaging.Messaging();
+            var result = new LiveTradingResultHandler();
+            result.Initialize(new(new LiveNodePacket(), messaging, null, new BacktestingTransactionHandler(), null));
+
+            var algorithm = new AlgorithmStub();
+            algorithm.AddEquity("SPY");
+            algorithm.SetDateTime(new DateTime(2026, 1, 15, 9, 30, 0));
+            result.SetAlgorithm(algorithm, 10);
+
+            var algorithmTimePrefix = algorithm.Time.ToStringInvariant(DateFormat.UI);
+
+            result.Messages.Clear();
+            result.DebugMessage("debug message");
+            result.LogMessage("log message");
+            result.ErrorMessage("error message");
+            result.RuntimeError("runtime message");
+
+            var messages = new List<string>()
+            {
+                result.Messages.OfType<DebugPacket>().Single().Message,
+                result.Messages.OfType<LogPacket>().Single().Message,
+                result.Messages.OfType<HandledErrorPacket>().Single().Message,
+                result.Messages.OfType<RuntimeErrorPacket>().Single().Message
+            };
+
+            Assert.That(messages, Has.All.StartsWith(algorithmTimePrefix));
+        }
+
         private class TestDataFeed : IDataFeed
         {
             public bool IsActive { get; }