public override void Init()
{
barData = this.HistoryDataSeries as BarData;
HistoricalDataManager.OnLoaded = (data) =>
{
if (data.Count > period * 2)
{
for (int i = period * 6; i >= 0; i--)
{
ohlc.Insert(0, new OHLCV(data as BarData, i));
}
var methodArguments = new PythonCallerArgs();
methodArguments.SetPeriodArg(period);
methodArguments.SetArg(ohlc);
var pyCaller = new PythonCaller(module_name);
Dictionary <string, List <double> > resultJson = pyCaller.CallClassMethod(class_name, def_name, methodArguments);
var result = resultJson["result"];
result = result.Where(x => !Double.IsNaN(x)).ToList();
for (int i = 0; i < result.Count; i++)
{
Lines[0].SetValue(result[i], i);
}
}
};
}
public Dictionary <string, List <double> > CallClassMethod(string className, string method, PythonCallerArgs args)
{
results = "";
errors = "";
string argString = args.Serialized();
//Caller produces the command:
// path/to/python.exe caller.py path/to/python/module python_module_name class_name method_name args_string
//caller.py is the aggregator script, which finds the desired script (python_module_name.py), imports its contents and calls the class method
//args_string is JSON-formatted array of the arguments for the desired script (python_module_name.py)
psi.Arguments = $"\"{caller}\" \"{scriptPath}\" \"{scriptName}\" \"{className}\" \"{method}\" \"{argString}\"";
var value = System.Environment.GetEnvironmentVariable("PATH");
var new_value = envPath + "\\:" + envPath + "\\Scripts:" + value;
System.Environment.SetEnvironmentVariable("PATH", new_value);
using (var process = Process.Start(psi))
{
errors = process.StandardError.ReadToEnd();
results = process.StandardOutput.ReadToEnd();
}
Dictionary <string, List <double> > ob = JsonConvert.DeserializeObject <Dictionary <string, List <double> > >(results);
return(ob);
}