public void RunJob()
{
try
{
EngineContext.SystemHandlers = LeanEngineSystemHandlers.FromConfiguration(Composer.Instance);
EngineContext.SystemHandlers.Initialize();
EngineContext.AlgorithmHandlers = LeanEngineAlgorithmHandlers.FromConfiguration(Composer.Instance);
_resultsHandler = (OptimizerResultHandler)EngineContext.AlgorithmHandlers.Results;
EngineContext.Engine = new Engine(EngineContext.SystemHandlers, EngineContext.AlgorithmHandlers, false);
}
catch (CompositionException compositionException)
{
LogProvider.ErrorLogger.Error("Engine.Main(): Failed to load library", compositionException);
throw;
}
string algorithmPath;
AlgorithmNodePacket job = EngineContext.SystemHandlers.JobQueue.NextJob(out algorithmPath);
EngineContext.Engine.Run(job, new AlgorithmManager(false), algorithmPath, WorkerThread.Instance);
}
private void LaunchLean()
{
Config.Set("environment", "backtesting");
if (!string.IsNullOrEmpty(_config.AlgorithmTypeName))
{
Config.Set("algorithm-type-name", _config.AlgorithmTypeName);
}
if (!string.IsNullOrEmpty(_config.AlgorithmLocation))
{
Config.Set("algorithm-location", Path.GetFileName(_config.AlgorithmLocation));
}
if (!string.IsNullOrEmpty(_config.DataFolder))
{
Config.Set("data-folder", _config.DataFolder);
}
if (!string.IsNullOrEmpty(_config.TransactionLog))
{
var filename = _config.TransactionLog;
filename = Path.Combine(AppDomain.CurrentDomain.BaseDirectory,
Path.GetFileNameWithoutExtension(filename) + _id + Path.GetExtension(filename));
Config.Set("transaction-log", filename);
}
//transaction-log
Config.Set("api-handler", nameof(EmptyApiHandler));
var systemHandlers = LeanEngineSystemHandlers.FromConfiguration(Composer.Instance);
systemHandlers.Initialize();
//separate log uniquely named
var logFileName = "log" + DateTime.Now.ToString("yyyyMMddssfffffff") + "_" + _id + ".txt";
using (Log.LogHandler = new FileLogHandler(logFileName, true))
{
LeanEngineAlgorithmHandlers leanEngineAlgorithmHandlers;
try
{
//override config to use custom result handler
Config.Set("backtesting.result-handler", nameof(OptimizerResultHandler));
leanEngineAlgorithmHandlers = LeanEngineAlgorithmHandlers.FromConfiguration(Composer.Instance);
_resultsHandler = (OptimizerResultHandler)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 algorithmManager = new AlgorithmManager(false);
systemHandlers.LeanManager.Initialize(systemHandlers, leanEngineAlgorithmHandlers, job, algorithmManager);
var engine = new Engine(systemHandlers, leanEngineAlgorithmHandlers, false);
engine.Run(job, algorithmManager, algorithmPath);
}
finally
{
Log.Trace("Engine.Main(): Packet removed from queue: " + job.AlgorithmId);
// clean up resources
systemHandlers.Dispose();
leanEngineAlgorithmHandlers.Dispose();
}
}
}
private void LaunchLean()
{
Config.Set("environment", "backtesting");
if (!string.IsNullOrEmpty(_config.AlgorithmTypeName))
{
Config.Set("algorithm-type-name", _config.AlgorithmTypeName);
}
if (!string.IsNullOrEmpty(_config.AlgorithmLocation))
{
Config.Set("algorithm-location", Path.GetFileName(_config.AlgorithmLocation));
}
if (!string.IsNullOrEmpty(_config.DataFolder))
{
Config.Set("data-folder", _config.DataFolder);
}
var systemHandlers = LeanEngineSystemHandlers.FromConfiguration(Composer.Instance);
systemHandlers.Initialize();
//separate log now uniquely named
var logFileName = "log" + DateTime.Now.ToString("yyyyMMddssfffffff");
if (File.Exists(logFileName + ".txt"))
{
logFileName += "_" + Guid.NewGuid().ToString();
}
logFileName += ".txt";
var logHandlers = new ILogHandler[] { new FileLogHandler(logFileName, true) };
using (Log.LogHandler = new CompositeLogHandler(logHandlers))
{
LeanEngineAlgorithmHandlers leanEngineAlgorithmHandlers;
try
{
//override config to use custom result handler
Config.Set("backtesting.result-handler", nameof(OptimizerResultHandler));
leanEngineAlgorithmHandlers = LeanEngineAlgorithmHandlers.FromConfiguration(Composer.Instance);
_resultsHandler = (OptimizerResultHandler)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
{
Log.Trace("Engine.Main(): Packet removed from queue: " + job.AlgorithmId);
// clean up resources
systemHandlers.Dispose();
leanEngineAlgorithmHandlers.Dispose();
}
}
}
private void LaunchLean(string id)
{
Config.Set("environment", "backtesting");
if (!string.IsNullOrEmpty(_config.AlgorithmTypeName))
{
Config.Set("algorithm-type-name", _config.AlgorithmTypeName);
}
if (!string.IsNullOrEmpty(_config.AlgorithmLocation))
{
Config.Set("algorithm-location", Path.GetFileName(_config.AlgorithmLocation));
}
if (!string.IsNullOrEmpty(_config.DataFolder))
{
Config.Set("data-folder", _config.DataFolder);
}
if (!string.IsNullOrEmpty(_config.TransactionLog))
{
var filename = _config.TransactionLog;
filename = Path.Combine(AppDomain.CurrentDomain.BaseDirectory, Path.GetFileNameWithoutExtension(filename) + id + Path.GetExtension(filename));
Config.Set("transaction-log", filename);
}
Config.Set("api-handler", nameof(EmptyApiHandler));
Config.Set("backtesting.result-handler", nameof(OptimizerResultHandler));
Composer.Instance.Reset();
//todo: instance logging
//var logFileName = "log" + DateTime.Now.ToString("yyyyMMddssfffffff") + "_" + id + ".txt";
Log.LogHandler = LogSingleton.Instance;
var systemHandlers = new LeanEngineSystemHandlers(
new JobQueue(),
new EmptyApiHandler(),
new QuantConnect.Messaging.Messaging(),
new LocalLeanManager());
systemHandlers.Initialize();
var map = new LocalDiskMapFileProvider();
var leanEngineAlgorithmHandlers = new LeanEngineAlgorithmHandlers(
new OptimizerResultHandler(),
new ConsoleSetupHandler(),
new FileSystemDataFeed(),
new BacktestingTransactionHandler(),
new BacktestingRealTimeHandler(),
map,
new LocalDiskFactorFileProvider(map),
new DefaultDataProvider(),
new OptimizerAlphaHandler(),
new EmptyObjectStore());
_resultsHandler = (OptimizerResultHandler)leanEngineAlgorithmHandlers.Results;
var job = (BacktestNodePacket)systemHandlers.JobQueue.NextJob(out var algorithmPath);
//mark job with id. Is set on algorithm in OptimizerAlphaHandler
job.BacktestId = id;
//todo: pass period through job
//job.PeriodStart = _config.StartDate;
//job.PeriodFinish = _config.EndDate;
try
{
var algorithmManager = new AlgorithmManager(false);
systemHandlers.LeanManager.Initialize(systemHandlers, leanEngineAlgorithmHandlers, job, algorithmManager);
var engine = new Engine(systemHandlers, leanEngineAlgorithmHandlers, false);
engine.Run(job, algorithmManager, algorithmPath, new MultipleWorkerThread());
}
finally
{
// clean up resources
systemHandlers.Dispose();
leanEngineAlgorithmHandlers.Dispose();
}
}
