/* * 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.Logging; using QuantConnect.Packets; using QuantConnect.Python; namespace QuantConnect.Report { /// /// Lean Report creates a PDF strategy summary from the backtest and live json objects. /// class Program { static void Main(string[] args) { // Adds the current working directory to the PYTHONPATH env var. PythonInitializer.SetPythonPathEnvironmentVariable(); // Parse report arguments and merge with config to use in report creator: if (args.Length > 0) { Config.MergeCommandLineArgumentsWithConfiguration(ReportArgumentParser.ParseArguments(args)); } var name = Config.Get("strategy-name"); var description = Config.Get("strategy-description"); var version = Config.Get("strategy-version"); var backtestDataFile = Config.Get("backtest-data-source-file"); var liveDataFile = Config.Get("live-data-source-file"); var destination = Config.Get("report-destination"); // Parse content from source files into result objects Log.Trace($"QuantConnect.Report.Main(): Parsing source files...{backtestDataFile}, {liveDataFile}"); var backtestSettings = new JsonSerializerSettings { Converters = new List { new NullResultValueTypeJsonConverter() }, FloatParseHandling = FloatParseHandling.Decimal }; var backtest = JsonConvert.DeserializeObject(File.ReadAllText(backtestDataFile), backtestSettings); LiveResult live = null; if (liveDataFile != string.Empty) { var settings = new JsonSerializerSettings { NullValueHandling = NullValueHandling.Ignore, Converters = new List { new NullResultValueTypeJsonConverter() } }; live = JsonConvert.DeserializeObject(File.ReadAllText(liveDataFile), settings); } //Create a new report Log.Trace("QuantConnect.Report.Main(): Instantiating report..."); var report = new Report(name, description, version, backtest, live); // Generate the html content Log.Trace("QuantConnect.Report.Main(): Starting content compile..."); var html = report.Compile(); //Write it to target destination. if (destination != string.Empty) { Log.Trace($"QuantConnect.Report.Main(): Writing content to file {destination}"); File.WriteAllText(destination, html); } else { Console.Write(html); } Log.Trace("QuantConnect.Report.Main(): Completed."); Console.ReadKey(); } } }