/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*/
using Python.Runtime;
using QuantConnect.Data.Fundamental;
using QuantConnect.Data.UniverseSelection;
using System;
using System.Collections.Generic;
using System.Linq;
namespace QuantConnect.Util
{
///
/// Collection of utils for python objects processing
///
public class PythonUtil
{
private static readonly Lazy lazyInspect = new Lazy(() => Py.Import("inspect"));
///
/// Encapsulates a python method with a
///
/// The input type
/// The python method
/// A that encapsulates the python method
public static Action ToAction(PyObject pyObject)
{
using (Py.GIL())
{
long count = 0;
if (!TryGetArgLength(pyObject, out count) || count != 1)
{
return null;
}
dynamic method = GetModule().GetAttr("to_action1");
return method(pyObject, typeof(T1)).AsManagedObject(typeof(Action));
}
}
///
/// Encapsulates a python method with a
///
/// The first input type
/// The second input type type
/// The python method
/// A that encapsulates the python method
public static Action ToAction(PyObject pyObject)
{
using (Py.GIL())
{
long count = 0;
if (!TryGetArgLength(pyObject, out count) || count != 2)
{
return null;
}
dynamic method = GetModule().GetAttr("to_action2");
return method(pyObject, typeof(T1), typeof(T2)).AsManagedObject(typeof(Action));
}
}
///
/// Encapsulates a python method with a
///
/// The data type
/// The output type
/// The python method
/// A that encapsulates the python method
public static Func ToFunc(PyObject pyObject)
{
using (Py.GIL())
{
long count = 0;
if (!TryGetArgLength(pyObject, out count) || count != 1)
{
return null;
}
dynamic method = GetModule().GetAttr("to_func");
return method(pyObject, typeof(T1), typeof(T2)).AsManagedObject(typeof(Func));
}
}
///
/// Encapsulates a python method in coarse fundamental universe selector.
///
/// The python method
/// A (parameter is , return value is ) that encapsulates the python method
public static Func, IEnumerable> ToCoarseFundamentalSelector(PyObject pyObject)
{
var selector = ToFunc, Symbol[]>(pyObject);
if (selector == null)
{
using (Py.GIL())
{
throw new ArgumentException($"{pyObject.Repr()} is not a valid coarse fundamental universe selector method.");
}
}
return selector;
}
///
/// Encapsulates a python method in fine fundamental universe selector.
///
/// The python method
/// A (parameter is , return value is ) that encapsulates the python method
public static Func, IEnumerable> ToFineFundamentalSelector(PyObject pyObject)
{
var selector = ToFunc, Symbol[]>(pyObject);
if (selector == null)
{
using (Py.GIL())
{
throw new ArgumentException($"{pyObject.Repr()} is not a valid fine fundamental universe selector method.");
}
}
return selector;
}
///
/// Parsers into a readable message
///
/// String with the stacktrace information
/// String with relevant part of the stacktrace
public static string PythonExceptionStackParser(string value)
{
if (string.IsNullOrWhiteSpace(value))
{
return string.Empty;
}
// Get the directory where the user files are located
var baseScript = value.GetStringBetweenChars('\"', '\"');
var length = Math.Max(baseScript.LastIndexOf('/'), baseScript.LastIndexOf('\\'));
if (length < 0)
{
return string.Empty;
}
var directory = baseScript.Substring(0, 1 + length);
// Format the information in every line
var lines = value.Substring(1, value.Length - 1)
.Split(new[] { "\' File " }, StringSplitOptions.RemoveEmptyEntries)
.Where(x => x.Contains(directory))
.Where(x => x.Split(',').Length > 2)
.Select(x =>
{
var info = x.Replace(directory, string.Empty).Split(',');
var line = info[0].GetStringBetweenChars('\"', '\"');
line = $" in {line}:{info[1].Trim()}";
info = info[2].Split(new[] { "\\n" }, StringSplitOptions.RemoveEmptyEntries);
line = $" {info[0].Replace(" in ", " at ")}{line}";
// If we have the exact statement, add it to the error line
if (info.Length > 2) line += $" :: {info[1].Trim()}";
return line;
});
var errorLine = string.Join(Environment.NewLine, lines);
return string.IsNullOrWhiteSpace(errorLine)
? string.Empty
: $"{Environment.NewLine}{errorLine}{Environment.NewLine}";
}
///
/// Try to get the length of arguments of a method
///
/// Object representing a method
/// Lenght of arguments
/// True if pyObject is a method
private static bool TryGetArgLength(PyObject pyObject, out long length)
{
using (Py.GIL())
{
var inspect = lazyInspect.Value;
if (inspect.isfunction(pyObject))
{
var args = inspect.getargspec(pyObject).args as PyObject;
var pyList = new PyList(args);
length = pyList.Length();
pyList.Dispose();
args.Dispose();
return true;
}
if (inspect.ismethod(pyObject))
{
var args = inspect.getargspec(pyObject).args as PyObject;
var pyList = new PyList(args);
length = pyList.Length() - 1;
pyList.Dispose();
args.Dispose();
return true;
}
}
length = 0;
return false;
}
///
/// Creates a python module with utils methods
///
/// PyObject with a python module
private static PyObject GetModule()
{
return PythonEngine.ModuleFromString("x",
"from clr import AddReference\n" +
"AddReference(\"System\")\n" +
"from System import Action, Func\n" +
"def to_action1(pyobject, t1):\n" +
" return Action[t1](pyobject)\n" +
"def to_action2(pyobject, t1, t2):\n" +
" return Action[t1, t2](pyobject)\n" +
"def to_func(pyobject, t1, t2):\n" +
" return Func[t1, t2](pyobject)");
}
}
}