/// <summary>
/// Send a generic base packet without processing
/// </summary>
public void Send(Packet packet)
{
switch (packet.Type)
{
case PacketType.Debug:
var debug = (DebugPacket)packet;
Log.Trace("Debug: " + debug.Message);
break;
case PacketType.SystemDebug:
var systemDebug = (SystemDebugPacket)packet;
Log.Trace("Debug: " + systemDebug.Message);
break;
case PacketType.Log:
var log = (LogPacket)packet;
Log.Trace("Log: " + log.Message);
break;
case PacketType.RuntimeError:
var runtime = (RuntimeErrorPacket)packet;
var rstack = (!string.IsNullOrEmpty(runtime.StackTrace) ? (Environment.NewLine + " " + runtime.StackTrace) : string.Empty);
Log.Error(runtime.Message + rstack);
break;
case PacketType.HandledError:
var handled = (HandledErrorPacket)packet;
var hstack = (!string.IsNullOrEmpty(handled.StackTrace) ? (Environment.NewLine + " " + handled.StackTrace) : string.Empty);
Log.Error(handled.Message + hstack);
break;
case PacketType.AlphaResult:
// spams the logs
//var insights = ((AlphaResultPacket) packet).Insights;
//foreach (var insight in insights)
//{
// Log.Trace("Insight: " + insight);
//}
break;
case PacketType.BacktestResult:
var result = (BacktestResultPacket)packet;
if (result.Progress == 1)
{
// inject alpha statistics into backtesting result statistics
// this is primarily so we can easily regression test these values
var alphaStatistics = result.Results.AlphaRuntimeStatistics?.ToDictionary().ToList() ?? new List <KeyValuePair <string, string> >();
alphaStatistics.ForEach(kvp => result.Results.Statistics.Add(kvp));
var orderHash = result.Results.Orders.GetHash();
result.Results.Statistics.Add("OrderListHash", orderHash.ToString(CultureInfo.InvariantCulture));
if (UpdateRegressionStatistics && _job.Language == Language.CSharp)
{
UpdateRegressionStatisticsInSourceFile(result);
}
var statisticsStr = $"{Environment.NewLine}" +
$"{string.Join(Environment.NewLine,result.Results.Statistics.Select(x => $"STATISTICS:: {x.Key} {x.Value}"))}";
Log.Trace(statisticsStr);
}
break;
}
if (StreamingApi.IsEnabled)
{
StreamingApi.Transmit(_job.UserId, _job.Channel, packet);
}
}
/// <summary>
/// Send a generic base packet without processing
/// </summary>
public void Send(Packet packet)
{
switch (packet.Type)
{
case PacketType.Debug:
var debug = (DebugPacket)packet;
Log.Trace("Debug: " + debug.Message);
break;
case PacketType.SystemDebug:
var systemDebug = (SystemDebugPacket)packet;
Log.Trace("Debug: " + systemDebug.Message);
break;
case PacketType.Log:
var log = (LogPacket)packet;
Log.Trace("Log: " + log.Message);
break;
case PacketType.RuntimeError:
var runtime = (RuntimeErrorPacket)packet;
var rstack = (!string.IsNullOrEmpty(runtime.StackTrace) ? (Environment.NewLine + " " + runtime.StackTrace) : string.Empty);
Log.Error(runtime.Message + rstack);
break;
case PacketType.HandledError:
var handled = (HandledErrorPacket)packet;
var hstack = (!string.IsNullOrEmpty(handled.StackTrace) ? (Environment.NewLine + " " + handled.StackTrace) : string.Empty);
Log.Error(handled.Message + hstack);
break;
case PacketType.AlphaResult:
// spams the logs
//var insights = ((AlphaResultPacket) packet).Insights;
//foreach (var insight in insights)
//{
// Log.Trace("Insight: " + insight);
//}
break;
case PacketType.BacktestResult:
var result = (BacktestResultPacket)packet;
if (result.Progress == 1)
{
// uncomment these code traces to help write regression tests
//Console.WriteLine("new Dictionary<string, string>");
//Console.WriteLine("\t\t\t{");
// inject alpha statistics into backtesting result statistics
// this is primarily so we can easily regression test these values
var alphaStatistics = result.Results.AlphaRuntimeStatistics?.ToDictionary().ToList() ?? new List <KeyValuePair <string, string> >();
alphaStatistics.ForEach(kvp => result.Results.Statistics.Add(kvp));
foreach (var pair in result.Results.Statistics)
{
Log.Trace($"STATISTICS:: {pair.Key} {pair.Value}");
//Console.WriteLine("\t\t\t\t{{\"{0}\",\"{1}\"}},", pair.Key, pair.Value);
}
//Console.WriteLine("\t\t\t};");
//foreach (var pair in statisticsResults.RollingPerformances)
//{
// Log.Trace("ROLLINGSTATS:: " + pair.Key + " SharpeRatio: " + Math.Round(pair.Value.PortfolioStatistics.SharpeRatio, 3));
//}
}
break;
}
if (StreamingApi.IsEnabled)
{
StreamingApi.Transmit(_job.UserId, _job.Channel, packet);
}
}
