/* * 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.Linq; using QuantConnect.Logging; using QuantConnect.Packets; using QuantConnect.Interfaces; using System.Collections.Generic; namespace QuantConnect.Commands { /// /// Base algorithm command handler /// public abstract class BaseCommandHandler : ICommandHandler { /// /// The algorithm instance /// protected IAlgorithm Algorithm { get; set; } /// /// Initializes this command queue for the specified job /// /// The job that defines what queue to bind to /// The algorithm instance public virtual void Initialize(AlgorithmNodePacket job, IAlgorithm algorithm) { Algorithm = algorithm; } /// /// Get the commands to run /// protected abstract IEnumerable GetCommands(); /// /// Acknowledge a command that has been executed /// /// The command that was executed /// The result protected virtual void Acknowledge(ICommand command, CommandResultPacket commandResultPacket) { // nop } /// /// Will consumer and execute any command in the queue /// public IEnumerable ProcessCommands() { List resultPackets = null; try { foreach (var command in GetCommands().Where(c => c != null)) { Log.Trace($"BaseCommandHandler.ProcessCommands(): Executing {command}"); CommandResultPacket result; try { result = command.Run(Algorithm); } catch (Exception err) { Log.Error(err); Algorithm.Error($"{command.GetType().Name} Error: {err.Message}"); result = new CommandResultPacket(command, false); } Acknowledge(command, result); if(resultPackets == null) { resultPackets = new List(); } resultPackets.Add(result); } } catch (Exception err) { Log.Error(err); } return resultPackets ?? Enumerable.Empty(); } /// /// Disposes of this instance /// public virtual void Dispose() { // nop } } }