QuantConnect
71 lines
2.2 KiB
C#
71 lines
2.2 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using Python.Runtime;
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using System.Reflection;
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using QuantConnect.Data.Market;
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namespace QuantConnect.Algorithm.Python
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{
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/// <summary>
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/// This is the initial implementation of the Python.NET Runtime to pipe .NET events through to a Python Script.
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/// </summary>
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public class PythonAlgorithm : QCAlgorithm
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{
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private IntPtr _gs;
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/// <summary>
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/// Initialize the Python Algorithm
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/// </summary>
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public override void Initialize()
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{
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//Start the Python Connector:
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PythonEngine.Initialize();
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_gs = PythonEngine.AcquireLock();
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const string s = @"../../../../tests";
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Type RTClass = typeof(Runtime.Runtime);
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/* pyStrPtr = PyString_FromString(s); */
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MethodInfo PyString_FromString = RTClass.GetMethod("PyString_FromString", BindingFlags.NonPublic | BindingFlags.Static);
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object[] funcArgs = new object[1];
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funcArgs[0] = s;
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IntPtr pyStrPtr = (IntPtr)PyString_FromString.Invoke(null, funcArgs);
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}
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/// <summary>
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/// Pass Data TradeBars Events Through to Python Algorithm Instance
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/// </summary>
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/// <param name="data"></param>
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public void OnData(TradeBars data)
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{
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}
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/// <summary>
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/// Tear down the Python engine:
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/// </summary>
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public override void OnEndOfAlgorithm()
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{
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PythonEngine.ReleaseLock(_gs);
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PythonEngine.Shutdown();
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}
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}
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}
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