/// <summary>
/// <see cref = "AlgorithmPythonWrapper"/> constructor.
/// Creates and wraps the algorithm written in python.
/// </summary>
/// <param name="module">Python module with the algorithm written in Python</param>
public AlgorithmPythonWrapper(PyObject module)
{
_algorithm = null;
try
{
using (Py.GIL())
{
if (!module.HasAttr("QCAlgorithm"))
{
return;
}
var baseClass = module.GetAttr("QCAlgorithm");
// Load module with util methods
_util = ImportUtil();
var moduleName = module.Repr().Split('\'')[1];
foreach (var name in module.Dir())
{
var attr = module.GetAttr(name.ToString());
if (attr.IsSubclass(baseClass) && attr.Repr().Contains(moduleName))
{
attr.SetAttr("OnPythonData", _util.GetAttr("OnPythonData"));
_algorithm = attr.Invoke();
// QCAlgorithm reference for LEAN internal C# calls (without going from C# to Python and back)
_baseAlgorithm = (QCAlgorithm)_algorithm;
// write events such that when the base handles an event it
// will also invoke event handlers defined on this instance
_baseAlgorithm.AlphasGenerated += AlphasGenerated;
// Set pandas
_baseAlgorithm.SetPandasConverter();
return;
}
}
}
}
catch (Exception e)
{
Logging.Log.Error(e);
}
}
/// <summary>
/// <see cref = "AlgorithmPythonWrapper"/> constructor.
/// Creates and wraps the algorithm written in python.
/// </summary>
/// <param name="module">Python module with the algorithm written in Python</param>
public AlgorithmPythonWrapper(PyObject module)
{
_algorithm = null;
try
{
using (Py.GIL())
{
if (!module.HasAttr("QCAlgorithm"))
{
return;
}
var baseClass = module.GetAttr("QCAlgorithm");
// Load module with util methods
var onPythonData = Py.Import("AlgorithmPythonUtil").GetAttr("OnPythonData");
var moduleName = module.Repr().Split('\'')[1];
foreach (var name in module.Dir())
{
var attr = module.GetAttr(name.ToString());
if (attr.IsSubclass(baseClass) && attr.Repr().Contains(moduleName))
{
attr.SetAttr("OnPythonData", onPythonData);
_pyAlgorithm = attr.Invoke();
_algorithm = Impromptu.ActLike <IAlgorithm>(_pyAlgorithm);
// QCAlgorithm reference for LEAN internal C# calls (without going from C# to Python and back)
_baseAlgorithm = _algorithm.UndoActLike();
return;
}
}
}
}
catch (Exception e)
{
Logging.Log.Error(e);
}
}