/* * 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.ComponentModel.Composition; using System.IO; using System.Threading; using QuantConnect.Configuration; using QuantConnect.Lean.Engine; using QuantConnect.Logging; using QuantConnect.Packets; using QuantConnect.Util; namespace QuantConnect.Lean.Launcher { public class Program { private const string _collapseMessage = "Unhandled exception breaking past controls and causing collapse of algorithm node. This is likely a memory leak of an external dependency or the underlying OS terminating the LEAN engine."; static Program() { AppDomain.CurrentDomain.AssemblyLoad += (sender, e) => { if (e.LoadedAssembly.FullName.ToLowerInvariant().Contains("python")) { Log.Trace($"Python for .NET Assembly: {e.LoadedAssembly.GetName()}"); } }; } static void Main(string[] args) { //Initialize: var mode = "RELEASE"; #if DEBUG mode = "DEBUG"; #endif if (OS.IsWindows) { Console.OutputEncoding = System.Text.Encoding.UTF8; } // expect first argument to be config file name if (args.Length > 0) { Config.MergeCommandLineArgumentsWithConfiguration(LeanArgumentParser.ParseArguments(args)); } var environment = Config.Get("environment"); var liveMode = Config.GetBool("live-mode"); Log.DebuggingEnabled = Config.GetBool("debug-mode"); Log.FilePath = Path.Combine(Config.Get("results-destination-folder"), "log.txt"); Log.LogHandler = Composer.Instance.GetExportedValueByTypeName(Config.Get("log-handler", "CompositeLogHandler")); //Name thread for the profiler: Thread.CurrentThread.Name = "Algorithm Analysis Thread"; Log.Trace("Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v" + Globals.Version + " Mode: " + mode + " (" + (Environment.Is64BitProcess ? "64" : "32") + "bit)"); Log.Trace("Engine.Main(): Started " + DateTime.Now.ToShortTimeString()); //Import external libraries specific to physical server location (cloud/local) LeanEngineSystemHandlers leanEngineSystemHandlers; try { leanEngineSystemHandlers = LeanEngineSystemHandlers.FromConfiguration(Composer.Instance); } catch (CompositionException compositionException) { Log.Error("Engine.Main(): Failed to load library: " + compositionException); throw; } //Setup packeting, queue and controls system: These don't do much locally. leanEngineSystemHandlers.Initialize(); //-> Pull job from QuantConnect job queue, or, pull local build: string assemblyPath; var job = leanEngineSystemHandlers.JobQueue.NextJob(out assemblyPath); if (job == null) { const string jobNullMessage = "Engine.Main(): Sorry we could not process this algorithm request."; Log.Error(jobNullMessage); throw new ArgumentException(jobNullMessage); } LeanEngineAlgorithmHandlers leanEngineAlgorithmHandlers; try { leanEngineAlgorithmHandlers = LeanEngineAlgorithmHandlers.FromConfiguration(Composer.Instance); } catch (CompositionException compositionException) { Log.Error("Engine.Main(): Failed to load library: " + compositionException); throw; } // if the job version doesn't match this instance version then we can't process it // we also don't want to reprocess redelivered jobs if (VersionHelper.IsNotEqualVersion(job.Version) || job.Redelivered) { Log.Error("Engine.Run(): Job Version: " + job.Version + " Deployed Version: " + Globals.Version + " Redelivered: " + job.Redelivered); //Tiny chance there was an uncontrolled collapse of a server, resulting in an old user task circulating. //In this event kill the old algorithm and leave a message so the user can later review. leanEngineSystemHandlers.Api.SetAlgorithmStatus(job.AlgorithmId, AlgorithmStatus.RuntimeError, _collapseMessage); leanEngineSystemHandlers.Notify.SetAuthentication(job); leanEngineSystemHandlers.Notify.Send(new RuntimeErrorPacket(job.UserId, job.AlgorithmId, _collapseMessage)); leanEngineSystemHandlers.JobQueue.AcknowledgeJob(job); return; } try { var algorithmManager = new AlgorithmManager(liveMode, job); leanEngineSystemHandlers.LeanManager.Initialize(leanEngineSystemHandlers, leanEngineAlgorithmHandlers, job, algorithmManager); var engine = new Engine.Engine(leanEngineSystemHandlers, leanEngineAlgorithmHandlers, liveMode); engine.Run(job, algorithmManager, assemblyPath, WorkerThread.Instance); } finally { //Delete the message from the job queue: leanEngineSystemHandlers.JobQueue.AcknowledgeJob(job); Log.Trace("Engine.Main(): Packet removed from queue: " + job.AlgorithmId); // clean up resources leanEngineSystemHandlers.Dispose(); leanEngineAlgorithmHandlers.Dispose(); Log.LogHandler.Dispose(); Log.Trace("Program.Main(): Exiting Lean..."); Environment.Exit(0); } } } }