Exemple #1
0
        /********************************************************
        * PUBLIC CONSTRUCTOR
        *********************************************************/
        /// <summary>
        /// Console result handler constructor.
        /// </summary>
        /// <remarks>Setup the default sampling and notification periods based on the backtest length.</remarks>
        public ConsoleResultHandler(AlgorithmNodePacket packet)
        {
            FinalStatistics = new Dictionary<string, string>();
            Log.Trace("Launching Console Result Handler: QuantConnect v2.0");
            Messages = new ConcurrentQueue<Packet>();
            Charts = new ConcurrentDictionary<string, Chart>();
            _chartLock = new Object();
            _isActive = true;

            // we expect one of two types here, the backtest node packet or the live node packet
            if (packet is BacktestNodePacket)
            {
                var backtest = packet as BacktestNodePacket;
                _algorithmNode = new BacktestConsoleStatusHandler(backtest);
            }
            else
            {
                var live = packet as LiveNodePacket;
                if (live == null)
                {
                    throw new ArgumentException("Unexpected AlgorithmNodeType: " + packet.GetType().Name);
                }
                _algorithmNode = new LiveConsoleStatusHandler(live);
            }

            _resamplePeriod = _algorithmNode.ComputeSampleEquityPeriod();

            //Notification Period for pushes:
            _notificationPeriod = TimeSpan.FromSeconds(5);
        }
Exemple #2
0
        /// <summary>
        /// Initialize the result handler with this result packet.
        /// </summary>
        /// <param name="packet">Algorithm job packet for this result handler</param>
        /// <param name="messagingHandler"></param>
        /// <param name="api"></param>
        /// <param name="dataFeed"></param>
        /// <param name="setupHandler"></param>
        /// <param name="transactionHandler"></param>
        public void Initialize(AlgorithmNodePacket packet, IMessagingHandler messagingHandler, IApi api, IDataFeed dataFeed, ISetupHandler setupHandler, ITransactionHandler transactionHandler)
        {
            // we expect one of two types here, the backtest node packet or the live node packet
            var job = packet as BacktestNodePacket;

            if (job != null)
            {
                _algorithmNode = new BacktestConsoleStatusHandler(job);
            }
            else
            {
                var live = packet as LiveNodePacket;
                if (live == null)
                {
                    throw new ArgumentException("Unexpected AlgorithmNodeType: " + packet.GetType().Name);
                }
                _algorithmNode = new LiveConsoleStatusHandler(live);
            }
            _resamplePeriod = _algorithmNode.ComputeSampleEquityPeriod();

            var time = DateTime.Now.ToString("yyyy-MM-dd-HH-mm");

            _chartDirectory = Path.Combine("../../../Charts/", packet.AlgorithmId, time);
            if (Directory.Exists(_chartDirectory))
            {
                foreach (var file in Directory.EnumerateFiles(_chartDirectory, "*.csv", SearchOption.AllDirectories))
                {
                    File.Delete(file);
                }
                Directory.Delete(_chartDirectory, true);
            }
            Directory.CreateDirectory(_chartDirectory);
            _messagingHandler = messagingHandler;
        }
        /********************************************************
         * PUBLIC CONSTRUCTOR
         *********************************************************/
        /// <summary>
        /// Console result handler constructor.
        /// </summary>
        /// <remarks>Setup the default sampling and notification periods based on the backtest length.</remarks>
        public ConsoleResultHandler(AlgorithmNodePacket packet)
        {
            FinalStatistics = new Dictionary <string, string>();
            Log.Trace("Launching Console Result Handler: QuantConnect v2.0");
            Messages   = new ConcurrentQueue <Packet>();
            Charts     = new ConcurrentDictionary <string, Chart>();
            _chartLock = new Object();
            _isActive  = true;

            // we expect one of two types here, the backtest node packet or the live node packet
            if (packet is BacktestNodePacket)
            {
                var backtest = packet as BacktestNodePacket;
                _algorithmNode = new BacktestConsoleStatusHandler(backtest);
            }
            else
            {
                var live = packet as LiveNodePacket;
                if (live == null)
                {
                    throw new ArgumentException("Unexpected AlgorithmNodeType: " + packet.GetType().Name);
                }
                _algorithmNode = new LiveConsoleStatusHandler(live);
            }

            _resamplePeriod = _algorithmNode.ComputeSampleEquityPeriod();

            //Notification Period for pushes:
            _notificationPeriod = TimeSpan.FromSeconds(5);
        }
Exemple #4
0
        /// <summary>
        /// Initialize the result handler with this result packet.
        /// </summary>
        /// <param name="packet">Algorithm job packet for this result handler</param>
        /// <param name="messagingHandler"></param>
        /// <param name="api"></param>
        /// <param name="dataFeed"></param>
        /// <param name="setupHandler"></param>
        /// <param name="transactionHandler"></param>
        public void Initialize(AlgorithmNodePacket packet, IMessagingHandler messagingHandler, IApi api, IDataFeed dataFeed, ISetupHandler setupHandler, ITransactionHandler transactionHandler)
        {
            // we expect one of two types here, the backtest node packet or the live node packet
            var job = packet as BacktestNodePacket;
            if (job != null)
            {
                _algorithmNode = new BacktestConsoleStatusHandler(job);
            }
            else
            {
                var live = packet as LiveNodePacket;
                if (live == null)
                {
                    throw new ArgumentException("Unexpected AlgorithmNodeType: " + packet.GetType().Name);
                }
                _algorithmNode = new LiveConsoleStatusHandler(live);
            }
            _resamplePeriod = _algorithmNode.ComputeSampleEquityPeriod();

            var time = DateTime.Now.ToString("yyyy-MM-dd-HH-mm");
            _chartDirectory = Path.Combine("../../../Charts/", packet.AlgorithmId, time);
            if (Directory.Exists(_chartDirectory))
            {
                foreach (var file in Directory.EnumerateFiles(_chartDirectory, "*.csv", SearchOption.AllDirectories))
                {
                    File.Delete(file);
                }
                Directory.Delete(_chartDirectory, true);
            }
            Directory.CreateDirectory(_chartDirectory);
            _messagingHandler = messagingHandler; 

        }