/// <summary>
/// <see cref = "QuantBook" /> constructor.
/// Provides access to data for quantitative analysis
/// </summary>
public QuantBook() : base()
{
try
{
using (Py.GIL())
{
_pandas = Py.Import("pandas");
}
// By default, set start date to end data which is yesterday
SetStartDate(EndDate);
// Sets PandasConverter
SetPandasConverter();
// Initialize History Provider
var composer = new Composer();
var algorithmHandlers = LeanEngineAlgorithmHandlers.FromConfiguration(composer);
_dataCacheProvider = new ZipDataCacheProvider(algorithmHandlers.DataProvider);
var nullDataFeed = new NullDataFeed();
SubscriptionManager.SetDataManager(new DataManager(nullDataFeed, new UniverseSelection(nullDataFeed, this), Settings, TimeKeeper));
var mapFileProvider = algorithmHandlers.MapFileProvider;
HistoryProvider = composer.GetExportedValueByTypeName <IHistoryProvider>(Config.Get("history-provider", "SubscriptionDataReaderHistoryProvider"));
HistoryProvider.Initialize(null, algorithmHandlers.DataProvider, _dataCacheProvider, mapFileProvider, algorithmHandlers.FactorFileProvider, null);
SetOptionChainProvider(new CachingOptionChainProvider(new BacktestingOptionChainProvider()));
SetFutureChainProvider(new CachingFutureChainProvider(new BacktestingFutureChainProvider()));
}
catch (Exception exception)
{
throw new Exception("QuantBook.Main(): " + exception);
}
}
public void Setup()
{
_algo = new QCAlgorithm();
_dataFeed = new NullDataFeed
{
ShouldThrow = false
};
_algo.SubscriptionManager.SetDataManager(new DataManagerStub(_dataFeed, _algo));
}
