/*
* 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();
}
}
}