/// <summary>
/// Default constructor for JSON of the Live Task Packet
/// </summary>
public LiveNodePacket()
: base(PacketType.LiveNode)
{
Controls = new Controls
{
MinuteLimit = 50,
SecondLimit = 25,
TickLimit = 15
};
}
/// <summary>
/// Default constructor for JSON of the Live Task Packet
/// </summary>
public LiveNodePacket()
: base(PacketType.LiveNode)
{
Controls = new Controls
{
MinuteLimit = 100,
SecondLimit = 50,
TickLimit = 25,
RamAllocation = 512
};
}
/// <summary>
/// Initializes a new instance of the <see cref="UniverseSelection"/> class
/// </summary>
/// <param name="dataFeed">The data feed to add/remove subscriptions from</param>
/// <param name="algorithm">The algorithm to add securities to</param>
/// <param name="controls">Specifies limits on the algorithm's memory usage</param>
public UniverseSelection(IDataFeed dataFeed, IAlgorithm algorithm, Controls controls)
{
_dataFeed = dataFeed;
_algorithm = algorithm;
_limiter = new SubscriptionLimiter(() => dataFeed.Subscriptions, controls.TickLimit, controls.SecondLimit, controls.MinuteLimit);
}
/// <summary>
/// Desktop/Local Get Next Task - Get task from the Algorithm folder of VS Solution.
/// </summary>
/// <returns></returns>
public AlgorithmNodePacket NextJob(out string location)
{
location = AlgorithmLocation;
Log.Trace("JobQueue.NextJob(): Selected " + location);
// check for parameters in the config
var parameters = new Dictionary<string, string>();
var parametersConfigString = Config.Get("parameters");
if (parametersConfigString != string.Empty)
{
parameters = JsonConvert.DeserializeObject<Dictionary<string, string>>(parametersConfigString);
}
var controls = new Controls()
{
MinuteLimit = Config.GetInt("symbol-minute-limit", 10000),
SecondLimit = Config.GetInt("symbol-second-limit", 10000),
TickLimit = Config.GetInt("symbol-tick-limit", 10000),
RamAllocation = int.MaxValue
};
//If this isn't a backtesting mode/request, attempt a live job.
if (_liveMode)
{
var liveJob = new LiveNodePacket
{
Type = PacketType.LiveNode,
Algorithm = File.ReadAllBytes(AlgorithmLocation),
Brokerage = Config.Get("live-mode-brokerage", PaperBrokerageTypeName),
HistoryProvider = Config.Get("history-provider", DefaultHistoryProvider),
DataQueueHandler = Config.Get("data-queue-handler", DefaultDataQueueHandler),
Channel = AccessToken,
UserId = UserId,
ProjectId = ProjectId,
Version = Globals.Version,
DeployId = AlgorithmTypeName,
Parameters = parameters,
Language = Language,
Controls = controls
};
try
{
// import the brokerage data for the configured brokerage
var brokerageFactory = Composer.Instance.Single<IBrokerageFactory>(factory => factory.BrokerageType.MatchesTypeName(liveJob.Brokerage));
liveJob.BrokerageData = brokerageFactory.BrokerageData;
}
catch (Exception err)
{
Log.Error(err, string.Format("Error resolving BrokerageData for live job for brokerage {0}:", liveJob.Brokerage));
}
return liveJob;
}
//Default run a backtesting job.
var backtestJob = new BacktestNodePacket(0, 0, "", new byte[] {}, 10000, "local")
{
Type = PacketType.BacktestNode,
Algorithm = File.ReadAllBytes(AlgorithmLocation),
HistoryProvider = Config.Get("history-provider", DefaultHistoryProvider),
Channel = AccessToken,
UserId = UserId,
ProjectId = ProjectId,
Version = Globals.Version,
BacktestId = AlgorithmTypeName,
Language = Language,
Parameters = parameters,
Controls = controls
};
return backtestJob;
}
