/* * 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 Python.Runtime; using System.Reflection; using QuantConnect.Data.Market; namespace QuantConnect.Algorithm.Python { /// /// This is the initial implementation of the Python.NET Runtime to pipe .NET events through to a Python Script. /// public class PythonAlgorithm : QCAlgorithm { private IntPtr _gs; /// /// Initialize the Python Algorithm /// public override void Initialize() { //Start the Python Connector: PythonEngine.Initialize(); _gs = PythonEngine.AcquireLock(); const string s = @"../../../../tests"; Type RTClass = typeof(Runtime.Runtime); /* pyStrPtr = PyString_FromString(s); */ MethodInfo PyString_FromString = RTClass.GetMethod("PyString_FromString", BindingFlags.NonPublic | BindingFlags.Static); object[] funcArgs = new object[1]; funcArgs[0] = s; IntPtr pyStrPtr = (IntPtr)PyString_FromString.Invoke(null, funcArgs); } /// /// Pass Data TradeBars Events Through to Python Algorithm Instance /// /// public void OnData(TradeBars data) { } /// /// Tear down the Python engine: /// public override void OnEndOfAlgorithm() { PythonEngine.ReleaseLock(_gs); PythonEngine.Shutdown(); } } }