/// <summary>
/// Get the setup handler for this algorithm, depending on its use case.
/// </summary>
/// <param name="setupMethod">Setup handler</param>
/// <returns>Instance of a setup handler:</returns>
private static ISetupHandler GetSetupHandler(SetupHandlerEndpoint setupMethod)
{
var sh = default(ISetupHandler);
if (IsLocal)
{
return(new ConsoleSetupHandler());
}
switch (setupMethod)
{
//Setup console handler:
case SetupHandlerEndpoint.Console:
sh = new ConsoleSetupHandler();
Log.Trace("Engine.GetSetupHandler(): Selected Console Algorithm Setup Handler.");
break;
//Default, backtesting result handler:
case SetupHandlerEndpoint.Backtesting:
sh = new BacktestingSetupHandler();
Log.Trace("Engine.GetSetupHandler(): Selected Backtesting Algorithm Setup Handler.");
break;
case SetupHandlerEndpoint.PaperTrading:
sh = new PaperTradingSetupHandler();
Log.Trace("Engine.GetSetupHandler(): Selected PaperTrading Algorithm Setup Handler.");
break;
}
return(sh);
}
/// <summary>
/// Launches a Lean Engine using a parameter
/// </summary>
/// <param name="val">The paramater to use when launching lean. </param>
private void LaunchLean(string val)
{
Config.Set("environment", "backtesting");
string algorithm = val;
// Set the algorithm in Config. Here is where you can customize Config settings
Config.Set("algorithm-type-name", algorithm);
_jobQueue = new JobQueue();
_notify = new Messaging();
_api = new Api();
/************ Comment one of the two following lines to select which ResultHandler to use ***********/
_resultshandler = new OptimizationResultHandler();
//_resultshandler = new ConsoleResultHandler();
_dataFeed = new FileSystemDataFeed();
_setup = new ConsoleSetupHandler();
_realTime = new BacktestingRealTimeHandler();
_historyProvider = new SubscriptionDataReaderHistoryProvider();
_transactions = new BacktestingTransactionHandler();
// Set the Log.LogHandler to only write to the log.txt file.
// This setting avoids writing Log messages to the console.
Log.LogHandler = (ILogHandler) new FileLogHandler();
Log.DebuggingEnabled = false; // Set this property to true for lots of messages
Log.DebuggingLevel = 1; // A reminder that the default level for Log.Debug message is 1
var systemHandlers = new LeanEngineSystemHandlers(_jobQueue, _api, _notify);
systemHandlers.Initialize();
var algorithmHandlers = new LeanEngineAlgorithmHandlers(_resultshandler, _setup, _dataFeed, _transactions, _realTime, _historyProvider);
string algorithmPath;
AlgorithmNodePacket job = systemHandlers.JobQueue.NextJob(out algorithmPath);
try
{
var _engine = new Engine(systemHandlers, algorithmHandlers, Config.GetBool("live-mode"));
_engine.Run(job, algorithmPath);
}
finally
{
/* The JobQueue.AcknowledgeJob only asks for any key to close the window.
* We do not want that behavior, so we comment out this line so that multiple Leans will run
*
* The alternative is to comment out Console.Read(); the line in JobQueue class.
*/
//systemHandlers.JobQueue.AcknowledgeJob(job);
Log.Trace("Engine.Main(): Packet removed from queue: " + job.AlgorithmId);
// clean up resources
systemHandlers.Dispose();
algorithmHandlers.Dispose();
Log.LogHandler.Dispose();
}
}
private void LaunchLean()
{
Config.Set("environment", "backtesting");
string algorithm = "EMATest";
Config.Set("algorithm-type-name", algorithm);
_jobQueue = new JobQueue();
_notify = new Messaging();
_api = new Api();
_resultshandler = new DesktopResultHandler();
_dataFeed = new FileSystemDataFeed();
_setup = new ConsoleSetupHandler();
_realTime = new BacktestingRealTimeHandler();
_historyProvider = new SubscriptionDataReaderHistoryProvider();
_transactions = new BacktestingTransactionHandler();
var systemHandlers = new LeanEngineSystemHandlers(_jobQueue, _api, _notify);
systemHandlers.Initialize();
// var algorithmHandlers = new LeanEngineAlgorithmHandlers (_resultshandler, _setup, _dataFeed, _transactions, _realTime, _historyProvider);
Log.LogHandler = Composer.Instance.GetExportedValueByTypeName <ILogHandler>(Config.Get("log-handler", "CompositeLogHandler"));
LeanEngineAlgorithmHandlers leanEngineAlgorithmHandlers;
try
{
leanEngineAlgorithmHandlers = LeanEngineAlgorithmHandlers.FromConfiguration(Composer.Instance);
_resultshandler = leanEngineAlgorithmHandlers.Results;
}
catch (CompositionException compositionException)
{
Log.Error("Engine.Main(): Failed to load library: " + compositionException);
throw;
}
string algorithmPath;
AlgorithmNodePacket job = systemHandlers.JobQueue.NextJob(out algorithmPath);
try
{
var _engine = new Engine(systemHandlers, leanEngineAlgorithmHandlers, Config.GetBool("live-mode"));
_engine.Run(job, algorithmPath);
}
finally
{
//Delete the message from the job queue:
//systemHandlers.JobQueue.AcknowledgeJob(job);
Log.Trace("Engine.Main(): Packet removed from queue: " + job.AlgorithmId);
// clean up resources
systemHandlers.Dispose();
leanEngineAlgorithmHandlers.Dispose();
Log.LogHandler.Dispose();
}
}
