public static void UpdateLeanAndComposer(string pluginsPath)
{
if (string.IsNullOrEmpty(pluginsPath))
{
QCPluginUtilities.OutputCommandString("Lean engine path is empty.", QCPluginUtilities.Severity.Error);
composer = null;
lean = null;
return;
}
if (lean != null && composer != null && pluginsPath == _oldPluginsPath)
{
return;
}
_oldPluginsPath = pluginsPath;
QCPluginUtilities.OutputCommandString("Started updating Lean engine and composer...", QCPluginUtilities.Severity.Info);
AppDomain.CurrentDomain.SetData("APPBASE", pluginsPath);
Environment.CurrentDirectory = pluginsPath;
QCPluginUtilities.OutputCommandString("Using ApplicationDomain: " + AppDomain.CurrentDomain.BaseDirectory, QCPluginUtilities.Severity.Info);
lean = new LeanProxy();
if (!string.IsNullOrEmpty(pluginsPath))
{
lean.LoadLibraries(pluginsPath);
var objVal = QCPluginUtilities.dte.Properties["QuantConnect Client", "General"].Item("PluginDirectory").Value;
lean.SetConfiguration("plugin-directory", (string)objVal);
}
composer = lean.CreateComposer();
QCPluginUtilities.OutputCommandString("Finished updating Lean engine and composer...", QCPluginUtilities.Severity.Info);
}
public static Task <string> RunLocalBacktest(string algorithmPath, string fileName, string pluginsPath, string dataPath)
{
var statistics = new Dictionary <string, string>();
var task = new TaskCompletionSource <string>();
var tokenSource = new CancellationTokenSource();
var token = tokenSource.Token;
var timer = DateTime.Now;
//lean.LoadLibraries(pluginsPath);
UpdateLeanAndComposer(pluginsPath);
if (lean == null || composer == null)
{
QCPluginUtilities.OutputCommandString("Failed to generate Lean proxy", QCPluginUtilities.Severity.Warning);
task.SetException(new Exception("Failed to generate proxy"));
return(task.Task);
}
try
{
//Config.Set("environment", "");
lean.SetConfiguration("environment", ""); //"backtesting-desktop"
lean.SetConfiguration("data-folder", dataPath);
lean.SetConfiguration("data-directory", dataPath);
lean.SetConfiguration("algorithm-location", algorithmPath);
lean.SetConfiguration("algorithm-type-name", fileName);
//lean.SetConfiguration("api-access-token", "");
//lean.SetConfiguration("job-user-id", "0");
var props = TypeDescriptor.GetProperties(typeof(OptionPageGrid)).Cast <PropertyDescriptor>().Where(x => x.Category == "Configuration");
foreach (var prop in props)
{
var objVal = QCPluginUtilities.dte.Properties["QuantConnect Client", "General"].Item(prop.Name).Value;
var strVal = objVal is bool?((bool)objVal).ToString().ToLower() : objVal.ToString();
lean.SetConfiguration(prop.DisplayName, strVal);
}
//Log.LogHandler = Composer.Instance.GetExportedValueByTypeName<ILogHandler>("QuantConnect.Logging.QueueLogHandler");
lean.SetLogHandler(composer, (packet) =>
{
var json = JObject.FromObject(packet);
var message = (json["sMessage"] ?? json["Message"] ?? JToken.FromObject("")).Value <string>();
var hstack = (json["sStackTrace"] ?? json["StackTrace"] ?? JToken.FromObject("")).Value <string>();
var msgtype = string.IsNullOrEmpty(hstack) ? QCPluginUtilities.Severity.Info : QCPluginUtilities.Severity.Error;
QCPluginUtilities.OutputCommandString(message + ", " + hstack, msgtype);
});
//var systemHandlers = LeanEngineSystemHandlers.FromConfiguration(Composer.Instance);
var systemHandlers = lean.CreateLeanEngineSystemHandlers(composer);
//var algorithmHandlers = LeanEngineAlgorithmHandlers.FromConfiguration(Composer.Instance);
var algorithmHandlers = lean.CreateLeanEngineAlgorithmHandlers(composer);
QCPluginUtilities.OutputCommandString("Running " + fileName + "...", QCPluginUtilities.Severity.Info);
//var _messaging = systemHandlers.Notify;
lean.AddMessagingEvents(systemHandlers, algorithmHandlers, (packet) =>
{
var json = JObject.FromObject(packet);
var message = (json["sMessage"] ?? json["Message"] ?? JToken.FromObject("")).Value <string>();
var hstack = (json["sStackTrace"] ?? json["StackTrace"] ?? JToken.FromObject("")).Value <string>();
var msgtype = string.IsNullOrEmpty(hstack) ? QCPluginUtilities.Severity.Info : QCPluginUtilities.Severity.Error;
QCPluginUtilities.OutputCommandString(message + ", " + hstack, msgtype);
}, (packet) =>
{
var json = JObject.FromObject(packet);
if (json["oResults"] == null && json["Results"] == null)
{
task.SetException(new Exception("No Backend Result!"));
return;
}
var progress = (json["dProgress"] ?? json["Progress"] ?? JToken.FromObject("0")).Value <string>();
QCPluginUtilities.OutputCommandString("Backtest progress: " + progress, QCPluginUtilities.Severity.Info);
if (progress == "1")
{
//result.Progress = "100%";
var strjson = json.ToString(Formatting.None);
if (task.TrySetResult(strjson))
{
tokenSource.Cancel();
(systemHandlers as IDisposable).Dispose();
(algorithmHandlers as IDisposable).Dispose();
}
}
});
string _algorithmPath;
var job = lean.GetNextJob(systemHandlers, out _algorithmPath);
//var engine = new Lean.Engine.Engine(systemHandlers, algorithmHandlers, false);
var engine = lean.CreateEngine(systemHandlers, algorithmHandlers, false);
Task.Run(() =>
{
try
{
//engine.Run(job, _algorithmPath);
lean.RunEngine(engine, job, _algorithmPath);
QCPluginUtilities.OutputCommandString("Finished runnig backtest.", QCPluginUtilities.Severity.Info);
}
catch (Exception ex)
{
QCPluginUtilities.OutputCommandString(string.Format("{0} {1}", ex.ToString(), ex.StackTrace), QCPluginUtilities.Severity.Error);
task.SetException(ex);
}
}, token);
}
catch (Exception ex)
{
QCPluginUtilities.OutputCommandString(string.Format("{0} {1}", ex.ToString(), ex.StackTrace), QCPluginUtilities.Severity.Error);
task.SetException(ex);
}
return(task.Task);
}