/// <summary>
/// Set the Algorithm instance for ths result.
/// </summary>
/// <param name="algorithm">Algorithm we're working on.</param>
/// <remarks>While setting the algorithm the backtest result handler.</remarks>
public void SetAlgorithm(IAlgorithm algorithm)
{
_algorithm = algorithm;
//Setup the sampling periods:
_jobDays = Time.TradeableDates(Algorithm.Securities, _job.PeriodStart, _job.PeriodFinish);
//Setup Debug Messaging:
_debugMessageMax = Convert.ToInt32(10 * _jobDays);
//Minimum 100 messages per backtest:
if (_debugMessageMax < _debugMessageMin) _debugMessageMax = _debugMessageMin;
//Messaging for the log messages:
_debugMessagePeriod = "backtest";
//Set the security / market types.
var types = new List<SecurityType>();
foreach (var security in _algorithm.Securities.Values)
{
if (!types.Contains(security.Type)) types.Add(security.Type);
}
SecurityType(types);
// we need to forward Console.Write messages to the algorithm's Debug function
var debug = new FuncTextWriter(algorithm.Debug);
var error = new FuncTextWriter(algorithm.Error);
Console.SetOut(debug);
Console.SetError(error);
}
public void RedirectsWriteAndWriteLine()
{
var messages = new List <string>();
Action <string> redirector = s => messages.Add(s);
var writer = new FuncTextWriter(redirector);
writer.Write("message");
Assert.AreEqual(1, messages.Count);
Assert.AreEqual("message", messages[0]);
writer.WriteLine("message2");
Assert.AreEqual(2, messages.Count);
Assert.AreEqual("message2", messages[1]);
}
/// <summary>
/// Set the Algorithm instance for ths result.
/// </summary>
/// <param name="algorithm">Algorithm we're working on.</param>
/// <remarks>While setting the algorithm the backtest result handler.</remarks>
public void SetAlgorithm(IAlgorithm algorithm)
{
_algorithm = algorithm;
//Get the resample period:
var totalMinutes = (_job.PeriodFinish - _job.PeriodStart).TotalMinutes;
var resampleMinutes = (totalMinutes < (_minimumSamplePeriod * _samples)) ? _minimumSamplePeriod : (totalMinutes / _samples); // Space out the sampling every
_resamplePeriod = TimeSpan.FromMinutes(resampleMinutes);
Log.Trace("BacktestingResultHandler(): Sample Period Set: " + resampleMinutes.ToString("00.00"));
//Setup the sampling periods:
_jobDays = Algorithm.Securities.Count > 0
? Time.TradeableDates(Algorithm.Securities.Values, _job.PeriodStart, _job.PeriodFinish)
: Convert.ToInt32((_job.PeriodFinish.Date - _job.PeriodStart.Date).TotalDays) + 1;
//Setup Debug Messaging:
_debugMessageMax = Convert.ToInt32(10 * _jobDays);
//Minimum 100 messages per backtest:
if (_debugMessageMax < _debugMessageMin)
{
_debugMessageMax = _debugMessageMin;
}
//Messaging for the log messages:
_debugMessagePeriod = "backtest";
//Set the security / market types.
var types = new List <SecurityType>();
foreach (var kvp in _algorithm.Securities)
{
var security = kvp.Value;
if (!types.Contains(security.Type))
{
types.Add(security.Type);
}
}
SecurityType(types);
if (Config.GetBool("forward-console-messages", true))
{
// we need to forward Console.Write messages to the algorithm's Debug function
var debug = new FuncTextWriter(algorithm.Debug);
var error = new FuncTextWriter(algorithm.Error);
Console.SetOut(debug);
Console.SetError(error);
}
}
public void RedirectsConsoleOutAndError()
{
var messages = new List <string>();
Action <string> redirector = s => messages.Add(s);
var writer = new FuncTextWriter(redirector);
Console.SetOut(writer);
Console.SetError(writer);
Console.WriteLine("message");
Assert.AreEqual(1, messages.Count);
Assert.AreEqual("message", messages[0]);
Console.Error.WriteLine("message2");
Assert.AreEqual(2, messages.Count);
Assert.AreEqual("message2", messages[1]);
}
public ConsoleLeveledOutput()
{
Info = Console.Out;
Warn = new FuncTextWriter(line =>
{
Console.ForegroundColor = ConsoleColor.Yellow;
Console.WriteLine(line);
Console.ResetColor();
});
Error = new FuncTextWriter(line =>
{
Console.ForegroundColor = ConsoleColor.Red;
Console.WriteLine(line);
Console.ResetColor();
ErrorMessageWritten = true;
});
}
/// <summary>
/// Set the algorithm of the result handler after its been initialized.
/// </summary>
/// <param name="algorithm">Algorithm object matching IAlgorithm interface</param>
public void SetAlgorithm(IAlgorithm algorithm)
{
_algorithm = algorithm;
var types = new List <SecurityType>();
foreach (var security in _algorithm.Securities.Values)
{
if (!types.Contains(security.Type))
{
types.Add(security.Type);
}
}
SecurityType(types);
// we need to forward Console.Write messages to the algorithm's Debug function
var debug = new FuncTextWriter(algorithm.Debug);
var error = new FuncTextWriter(algorithm.Error);
Console.SetOut(debug);
Console.SetError(error);
}
