/*
* 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 System;
using System.Collections.Generic;
using System.IO;
using Newtonsoft.Json;
using QuantConnect.Configuration;
using QuantConnect.Interfaces;
using QuantConnect.Logging;
using QuantConnect.Packets;
using QuantConnect.Util;
namespace QuantConnect.Queues
{
///
/// Implementation of local/desktop job request:
///
public class JobQueue : IJobQueueHandler
{
// The type name of the QuantConnect.Brokerages.Paper.PaperBrokerage
private static readonly TextWriter Console = System.Console.Out;
private const string PaperBrokerageTypeName = "PaperBrokerage";
private const string DefaultHistoryProvider = "SubscriptionDataReaderHistoryProvider";
private const string DefaultDataQueueHandler = "LiveDataQueue";
private bool _liveMode = Config.GetBool("live-mode");
private static readonly string AccessToken = Config.Get("api-access-token");
private static readonly int UserId = Config.GetInt("job-user-id", 0);
private static readonly int ProjectId = Config.GetInt("job-project-id", 0);
private readonly string AlgorithmTypeName = Config.Get("algorithm-type-name");
private readonly string AlgorithmPathPython = Config.Get("algorithm-path-python", "../../../Algorithm.Python/");
private readonly Language Language = (Language)Enum.Parse(typeof(Language), Config.Get("algorithm-language"));
///
/// Physical location of Algorithm DLL.
///
private string AlgorithmLocation
{
get
{
// we expect this dll to be copied into the output directory
return Config.Get("algorithm-location", "QuantConnect.Algorithm.CSharp.dll");
}
}
///
/// Initialize the job queue:
///
public void Initialize(IApi api)
{
//
}
///
/// Desktop/Local Get Next Task - Get task from the Algorithm folder of VS Solution.
///
///
public AlgorithmNodePacket NextJob(out string location)
{
location = GetAlgorithmLocation();
Log.Trace("JobQueue.NextJob(): Selected " + location);
// check for parameters in the config
var parameters = new Dictionary();
var parametersConfigString = Config.Get("parameters");
if (parametersConfigString != string.Empty)
{
parameters = JsonConvert.DeserializeObject>(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,
MaximumDataPointsPerChartSeries = Config.GetInt("maximum-data-points-per-chart-series", 4000)
};
//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,
UserToken = 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(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,
UserToken = AccessToken,
UserId = UserId,
ProjectId = ProjectId,
Version = Globals.Version,
BacktestId = AlgorithmTypeName,
Language = Language,
Parameters = parameters,
Controls = controls
};
return backtestJob;
}
///
/// Get the algorithm location for client side backtests.
///
///
private string GetAlgorithmLocation()
{
if (Language == Language.Python)
{
var pythonSource = AlgorithmTypeName + ".py";
if (!File.Exists(pythonSource))
{
// Copies file to execution location
foreach (var file in new DirectoryInfo(AlgorithmPathPython).GetFiles("*.py"))
{
file.CopyTo(file.FullName.Replace(file.DirectoryName, Environment.CurrentDirectory), true);
}
if (!File.Exists(pythonSource))
{
throw new Exception("JobQueue.TryCreatePythonAlgorithm(): Unable to find py file: " + pythonSource);
}
}
}
return AlgorithmLocation;
}
///
/// Desktop/Local acknowledge the task processed. Nothing to do.
///
///
public void AcknowledgeJob(AlgorithmNodePacket job)
{
// Make the console window pause so we can read log output before exiting and killing the application completely
Console.WriteLine("Engine.Main(): Analysis Complete. Press any key to continue.");
System.Console.Read();
}
}
}