/// <summary>
/// Primary Analysis Thread:
/// </summary>
public static void Main(string[] args)
{
Log.LogHandler = Composer.Instance.GetExportedValueByTypeName <ILogHandler>(Config.Get("log-handler", "CompositeLogHandler"));
//Initialize:
string mode = "RELEASE";
var liveMode = Config.GetBool("live-mode");
Log.DebuggingEnabled = Config.GetBool("debug-mode");
#if DEBUG
mode = "DEBUG";
#endif
//Name thread for the profiler:
Thread.CurrentThread.Name = "Algorithm Analysis Thread";
Log.Trace("Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v" + Constants.Version + " Mode: " + mode);
Log.Trace("Engine.Main(): Started " + DateTime.Now.ToShortTimeString());
Log.Trace("Engine.Main(): Memory " + OS.ApplicationMemoryUsed + "Mb-App " + +OS.TotalPhysicalMemoryUsed + "Mb-Used " + OS.TotalPhysicalMemory + "Mb-Total");
//Import external libraries specific to physical server location (cloud/local)
LeanEngineSystemHandlers leanEngineSystemHandlers;
try
{
leanEngineSystemHandlers = LeanEngineSystemHandlers.FromConfiguration(Composer.Instance);
}
catch (CompositionException compositionException)
{
Log.Error("Engine.Main(): Failed to load library: " + compositionException);
throw;
}
//Setup packeting, queue and controls system: These don't do much locally.
leanEngineSystemHandlers.Initialize();
//-> Pull job from QuantConnect job queue, or, pull local build:
string assemblyPath;
var job = leanEngineSystemHandlers.JobQueue.NextJob(out assemblyPath);
if (job == null)
{
throw new Exception("Engine.Main(): Job was null.");
}
LeanEngineAlgorithmHandlers leanEngineAlgorithmHandlers;
try
{
leanEngineAlgorithmHandlers = LeanEngineAlgorithmHandlers.FromConfiguration(Composer.Instance);
}
catch (CompositionException compositionException)
{
Log.Error("Engine.Main(): Failed to load library: " + compositionException);
throw;
}
// log the job endpoints
Log.Trace("JOB HANDLERS: ");
Log.Trace(" DataFeed: " + leanEngineAlgorithmHandlers.DataFeed.GetType().FullName);
Log.Trace(" Setup: " + leanEngineAlgorithmHandlers.Setup.GetType().FullName);
Log.Trace(" RealTime: " + leanEngineAlgorithmHandlers.RealTime.GetType().FullName);
Log.Trace(" Results: " + leanEngineAlgorithmHandlers.Results.GetType().FullName);
Log.Trace(" Transactions: " + leanEngineAlgorithmHandlers.Transactions.GetType().FullName);
Log.Trace(" History: " + leanEngineAlgorithmHandlers.HistoryProvider.GetType().FullName);
// if the job version doesn't match this instance version then we can't process it
// we also don't want to reprocess redelivered jobs
if (job.Version != Constants.Version || job.Redelivered)
{
Log.Error("Engine.Run(): Job Version: " + job.Version + " Deployed Version: " + Constants.Version + " Redelivered: " + job.Redelivered);
//Tiny chance there was an uncontrolled collapse of a server, resulting in an old user task circulating.
//In this event kill the old algorithm and leave a message so the user can later review.
leanEngineSystemHandlers.Api.SetAlgorithmStatus(job.AlgorithmId, AlgorithmStatus.RuntimeError, _collapseMessage);
leanEngineSystemHandlers.Notify.SetChannel(job.Channel);
leanEngineSystemHandlers.Notify.RuntimeError(job.AlgorithmId, _collapseMessage);
leanEngineSystemHandlers.JobQueue.AcknowledgeJob(job);
return;
}
try
{
var engine = new Engine(leanEngineSystemHandlers, leanEngineAlgorithmHandlers, liveMode);
engine.Run(job, assemblyPath);
}
finally
{
//Delete the message from the job queue:
leanEngineSystemHandlers.JobQueue.AcknowledgeJob(job);
Log.Trace("Engine.Main(): Packet removed from queue: " + job.AlgorithmId);
// clean up resources
leanEngineSystemHandlers.Dispose();
leanEngineAlgorithmHandlers.Dispose();
Log.LogHandler.Dispose();
}
}
/// <summary>
/// Get and initializes Algorithm Handler
/// </summary>
public static LeanEngineAlgorithmHandlers GetAlgorithmHandlers()
{
return(LeanEngineAlgorithmHandlers.FromConfiguration(Composer.Instance));
}
