Adriano Marcondes Machado
795 lines
32 KiB
C#
795 lines
32 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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/**********************************************************
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* USING NAMESPACES
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**********************************************************/
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using System;
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using System.Collections.Generic;
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using QuantConnect.Data;
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using QuantConnect.Data.Market;
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using QuantConnect.Interfaces;
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using QuantConnect.Notifications;
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using QuantConnect.Orders;
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using QuantConnect.Securities;
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namespace QuantConnect.Algorithm
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{
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/********************************************************
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* CLASS DEFINITIONS
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*********************************************************/
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/// <summary>
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/// QC Algorithm Base Class - Handle the basic requirements of a trading algorithm,
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/// allowing user to focus on event methods. The QCAlgorithm class implements Portfolio,
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/// Securities, Transactions and Data Subscription Management.
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/// </summary>
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public partial class QCAlgorithm : MarshalByRefObject, IAlgorithm
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{
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/********************************************************
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* CLASS PRIVATE VARIABLES
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*********************************************************/
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private DateTime _time;
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private DateTime _startDate; //Default start and end dates.
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private DateTime _endDate; //Default end to yesterday
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private RunMode _runMode = RunMode.Series;
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private bool _locked;
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private bool _quit;
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private bool _liveMode;
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private string _algorithmId = "";
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private List<string> _debugMessages = new List<string>();
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private List<string> _logMessages = new List<string>();
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private List<string> _errorMessages = new List<string>();
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//Error tracking to avoid message flooding:
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private string _previousDebugMessage = "";
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private string _previousErrorMessage = "";
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private bool _sentNoDataError = false;
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/********************************************************
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* CLASS CONSTRUCTOR
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*********************************************************/
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/// <summary>
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/// QCAlgorithm Base Class Constructor - Initialize the underlying QCAlgorithm components.
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/// QCAlgorithm manages the transactions, portfolio, charting and security subscriptions for the users algorithms.
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/// </summary>
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public QCAlgorithm()
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{
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//Initialise the Algorithm Helper Classes:
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//- Note - ideally these wouldn't be here, but because of the DLL we need to make the classes shared across
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// the Worker & Algorithm, limiting ability to do anything else.
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Securities = new SecurityManager();
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Transactions = new SecurityTransactionManager(Securities);
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Portfolio = new SecurityPortfolioManager(Securities, Transactions);
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Notify = new NotificationManager(false); // Notification manager defaults to disabled.
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//Initialise Data Manager
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SubscriptionManager = new SubscriptionManager();
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//Initialise Algorithm RunMode to Series - Parallel Mode deprecated:
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_runMode = RunMode.Series;
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//Initialise to unlocked:
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_locked = false;
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//Initialise Start and End Dates:
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_startDate = new DateTime(1998, 01, 01);
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_endDate = DateTime.Now.AddDays(-1);
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//Init Console Override: Pass console messages through to IDE.
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Console.Initialize(this);
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}
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/********************************************************
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* CLASS PUBLIC VARIABLES
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*********************************************************/
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/// <summary>
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/// Security collection is an array of the security objects such as Equities and FOREX. Securities data
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/// manages the properties of tradeable assets such as price, open and close time and holdings information.
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/// </summary>
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public SecurityManager Securities
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{
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get;
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set;
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}
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/// <summary>
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/// Portfolio object provieds easy access to the underlying security-holding properties; summed together in a way to make them useful.
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/// This saves the user time by providing common portfolio requests in a single
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/// </summary>
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public SecurityPortfolioManager Portfolio
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{
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get;
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set;
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}
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/// <summary>
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/// Generic Data Manager - Required for compiling all data feeds in order, and passing them into algorithm event methods.
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/// The subscription manager contains a list of the data feed's we're subscribed to and properties of each data feed.
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/// </summary>
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public SubscriptionManager SubscriptionManager
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{
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get;
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set;
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}
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/// <summary>
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/// Notification Manager for Sending Live Runtime Notifications to users about important events.
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/// </summary>
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public NotificationManager Notify
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{
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get;
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set;
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}
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/// <summary>
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/// Public name for the algorithm as automatically generated by the IDE. Intended for helping distinguish logs by noting
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/// the algorithm-id.
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/// </summary>
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/// <seealso cref="AlgorithmId"/>
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public string Name
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{
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get;
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set;
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}
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/// <summary>
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/// Read-only value for current time frontier of the algorithm and event horizon.
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/// </summary>
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/// <remarks>During backtesting this is primarily sourced from the data feed. During live trading the time is updated from the system clock.</remarks>
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public DateTime Time
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{
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get
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{
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return _time;
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}
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}
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/// <summary>
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/// Value of the user set start-date from the backtest.
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/// </summary>
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/// <remarks>This property is set with SetStartDate() and defaults to the earliest QuantConnect data available - Jan 1st 1998. It is ignored during live trading </remarks>
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/// <seealso cref="SetStartDate(DateTime)"/>
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public DateTime StartDate
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{
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get
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{
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return _startDate;
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}
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}
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/// <summary>
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/// Value of the user set start-date from the backtest. Controls the period of the backtest.
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/// </summary>
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/// <remarks> This property is set with SetEndDate() and defaults to today. It is ignored during live trading.</remarks>
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/// <seealso cref="SetEndDate(DateTime)"/>
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public DateTime EndDate
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{
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get
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{
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return _endDate;
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}
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}
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/// <summary>
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/// Algorithm Id for this backtest or live algorithm.
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/// </summary>
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/// <remarks>A unique identifier for </remarks>
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public string AlgorithmId
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{
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get
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{
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return _algorithmId;
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}
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}
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/// <summary>
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/// Control the server setup run style for the backtest: Automatic, Parallel or Series.
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/// </summary>
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/// <remark>
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/// Series mode runs all days through one computer, allowing memory of the previous days.
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/// Parallel mode runs all days separately which maximises speed but gives no memory of a previous day trading.
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/// </remark>
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/// <obsolete>The RunMode enum propert is now obsolete. All algorithms will default to RunMode.Series for series backtests.</obsolete>
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[Obsolete("The RunMode enum propert is now obsolete. All algorithms will default to RunMode.Series for series backtests.")]
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public RunMode RunMode
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{
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get
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{
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return _runMode;
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}
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}
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/// <summary>
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/// Boolean property indicating the algorithm is currently running in live mode.
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/// </summary>
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/// <remarks>Intended for use where certain behaviors will be enabled while the algorithm is trading live: such as notification emails, or displaying runtime statistics.</remarks>
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public bool LiveMode
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{
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get
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{
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return _liveMode;
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}
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}
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/// <summary>
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/// Storage for debugging messages before the event handler has passed control back to the Lean Engine.
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/// </summary>
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/// <seealso cref="Debug(string)"/>
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public List<string> DebugMessages
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{
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get
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{
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return _debugMessages;
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}
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set
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{
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_debugMessages = value;
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}
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}
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/// <summary>
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/// Storage for log messages before the event handlers have passed control back to the Lean Engine.
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/// </summary>
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/// <seealso cref="Log(string)"/>
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public List<string> LogMessages
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{
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get
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{
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return _logMessages;
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}
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set
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{
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_logMessages = value;
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}
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}
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/// <summary>
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/// List of error messages generated by the user's code calling the "Error" function.
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/// </summary>
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/// <remarks>This method is best used within a try-catch bracket to handle any runtime errors from a user algorithm.</remarks>
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/// <see cref="Error(string)"/>
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public List<string> ErrorMessages
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{
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get
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{
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return _errorMessages;
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}
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set
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{
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_errorMessages = value;
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}
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}
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/********************************************************
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* CLASS METHODS
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*********************************************************/
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/// <summary>
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/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
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/// </summary>
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/// <seealso cref="SetStartDate(DateTime)"/>
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/// <seealso cref="SetEndDate(DateTime)"/>
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/// <seealso cref="SetCash(decimal)"/>
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public virtual void Initialize()
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{
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//Setup Required Data
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throw new NotImplementedException("Please override the Intitialize() method");
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}
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/// <summary>
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/// Event handler for TradeBar data subscriptions packets. This method was deprecated June 2014 and replaced with OnData(TradeBars data)
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/// </summary>
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/// <param name="data">Dictionary of MarketData Objects</param>
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/// <obsolete>This method is obsolete, please use 'void OnData(TradeBars data)' instead</obsolete>
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[Obsolete("'override void OnTradeBar' method is obsolete, please use 'void OnData(TradeBars data)' instead")]
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public virtual void OnTradeBar(Dictionary<string, TradeBar> data)
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{
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//Algorithm Implementation
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//throw new NotImplementedException("OnTradeBar has been made obsolete. Please use OnData(TradeBars data) instead.");
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}
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/// <summary>
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/// Event handler for Tick data subscriptions. This method was deprecated June 2014 and replaced with OnData(Ticks data).
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/// </summary>
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/// <param name="data">Ticks arriving at the same moment come in a list. Because the "tick" data is actually list ordered within a second, you can get lots of ticks at once.</param>
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/// <obsolete>This method is obsolete, please use 'void OnData(Ticks data)' instead</obsolete>
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[Obsolete("'override void OnTick' method is obsolete, please use 'void OnData(Ticks data)' instead")]
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public virtual void OnTick(Dictionary<string, List<Tick>> data)
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{
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//Algorithm Implementation
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//throw new NotImplementedException("OnTick has been made obsolete. Please use OnData(Ticks data) instead.");
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}
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// <summary>
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// Event - v2.0 TRADEBAR EVENT HANDLER: (Pattern) Basic template for user to override when requesting tradebar data.
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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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//}
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// <summary>
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// Event - v2.0 TICK EVENT HANDLER: (Pattern) Basic template for user to override when requesting tick data.
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// </summary>
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// <param name="data">List of Tick Data</param>
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//public void OnData(Ticks data)
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//{
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//
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//}
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/// <summary>
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/// End of a trading day event handler. This method is called at the end of the algorithm day (or multiple times if trading multiple assets).
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/// </summary>
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/// <remarks>Method is called 10 minutes before closing to allow user to close out position.</remarks>
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public virtual void OnEndOfDay()
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{
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}
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/// <summary>
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/// End of a trading day event handler. This method is called at the end of the algorithm day (or multiple times if trading multiple assets).
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/// </summary>
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/// <param name="symbol">Asset symbol for this end of day event. Forex and equities have different closing hours.</param>
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public virtual void OnEndOfDay(string symbol)
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{
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}
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/// <summary>
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/// End of algorithm run event handler. This method is called at the end of a backtest or live trading operation. Intended for closing out logs.
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/// </summary>
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public virtual void OnEndOfAlgorithm()
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{
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}
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/// <summary>
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/// Order fill event handler. On an order fill update the resulting information is passed to this method.
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/// </summary>
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/// <param name="orderEvent">Order event details containing details of the evemts</param>
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/// <remarks>This method can be called asynchronously and so should only be used by seasoned C# experts. Ensure you use proper locks on thread-unsafe objects</remarks>
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public virtual void OnOrderEvent(OrderEvent orderEvent)
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{
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}
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/// <summary>
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/// Update the interal algorithm time frontier.
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/// </summary>
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/// <remarks>For internal use only to advance time.</remarks>
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/// <param name="frontier">Current datetime.</param>
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public void SetDateTime(DateTime frontier)
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{
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_time = frontier;
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}
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/// <summary>
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/// Set the RunMode for the Servers. If you are running an overnight algorithm, you must select series.
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/// Automatic will analyse the selected data, and if you selected only minute data we'll select series for you.
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/// </summary>
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/// <obsolete>This method is now obsolete and has no replacement. All algorithms now run in Series mode.</obsolete>
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/// <param name="mode">Enum RunMode with options Series, Parallel or Automatic. Automatic scans your requested symbols and resolutions and makes a decision on the fastest analysis</param>
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[Obsolete("This method is now obsolete and has no replacement. All algorithms now run in Series mode.")]
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public void SetRunMode(RunMode mode)
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{
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if (mode != RunMode.Parallel) return;
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Debug("Algorithm.SetRunMode(): RunMode-Parallel Type has been deprecated. Series analysis selected instead");
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mode = RunMode.Series;
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}
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/// <summary>
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/// Set initial cash for the strategy while backtesting. During live mode this value is ignored
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/// and replaced with the actual cash of your brokerage account.
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/// </summary>
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/// <param name="startingCash">Starting cash for the strategy backtest</param>
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/// <remarks>Alias of SetCash(decimal)</remarks>
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public void SetCash(double startingCash)
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{
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SetCash((decimal)startingCash);
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}
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/// <summary>
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/// Set initial cash for the strategy while backtesting. During live mode this value is ignored
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/// and replaced with the actual cash of your brokerage account.
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/// </summary>
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/// <param name="startingCash">Starting cash for the strategy backtest</param>
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/// <remarks>Alias of SetCash(decimal)</remarks>
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public void SetCash(int startingCash)
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{
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SetCash((decimal)startingCash);
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}
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/// <summary>
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/// Set initial cash for the strategy while backtesting. During live mode this value is ignored
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/// and replaced with the actual cash of your brokerage account.
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/// </summary>
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/// <param name="startingCash">Starting cash for the strategy backtest</param>
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public void SetCash(decimal startingCash)
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{
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if (!_locked)
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{
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Portfolio.SetCash(startingCash);
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}
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else
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{
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throw new Exception("Algorithm.SetCash(): Cannot change cash available after algorithm initialized.");
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}
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}
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/// <summary>
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/// Set the start date for backtest.
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/// </summary>
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/// <param name="day">Int starting date 1-30</param>
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/// <param name="month">Int month starting date</param>
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/// <param name="year">Int year starting date</param>
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/// <remarks>
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/// Wrapper for SetStartDate(DateTime).
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/// Must be less than end date.
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/// Ignored in live trading mode.
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/// </remarks>
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public void SetStartDate(int year, int month, int day)
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{
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try
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{
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var start = new DateTime(year, month, day);
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// we really just want the date of the start, so it's 12am of the requested day (first moment of the day)
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start = start.Date;
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SetStartDate(start);
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}
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catch (Exception err)
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{
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throw new Exception("Date Invalid: " + err.Message);
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}
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}
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/// <summary>
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/// Set the end date for a backtest run
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/// </summary>
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/// <param name="day">Int end date 1-30</param>
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/// <param name="month">Int month end date</param>
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/// <param name="year">Int year end date</param>
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/// <remarks>Wrapper for SetEndDate(datetime).</remarks>
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/// <seealso cref="SetEndDate(DateTime)"/>
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public void SetEndDate(int year, int month, int day)
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{
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try
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{
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var end = new DateTime(year, month, day);
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// we want the end date to be just before the next day (last moment of the day)
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end = end.Date.AddDays(1).Subtract(TimeSpan.FromTicks(1));
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SetEndDate(end);
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}
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catch (Exception err)
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{
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throw new Exception("Date Invalid: " + err.Message);
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}
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}
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/// <summary>
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/// Set the algorithm id (backtestId or live deployId for the algorithmm).
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/// </summary>
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/// <param name="algorithmId">String Algorithm Id</param>
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/// <remarks>Intended for internal QC Lean Engine use only as a setter for AlgorihthmId</remarks>
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public void SetAlgorithmId(string algorithmId)
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{
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_algorithmId = algorithmId;
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}
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/// <summary>
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/// Set the start date for the backtest
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/// </summary>
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/// <param name="start">Datetime Start date for backtest</param>
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/// <remarks>Must be less than end date and within data available</remarks>
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/// <seealso cref="SetStartDate(DateTime)"/>
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public void SetStartDate(DateTime start)
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{
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//Validate the start date:
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//1. Check range;
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if (start < (new DateTime(1900, 01, 01)))
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{
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throw new Exception("Please select a stat date after January 1st, 1900.");
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}
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//2. Check end date greater:
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if (_endDate != new DateTime())
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{
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if (start > _endDate)
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{
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throw new Exception("Please select start date less than end date.");
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}
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}
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//3. Check not locked already:
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if (!_locked)
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{
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_startDate = start;
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}
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else
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{
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throw new Exception("Algorithm.SetStartDate(): Cannot change start date after algorithm initialized.");
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}
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}
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/// <summary>
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/// Set the end date for a backtest.
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/// </summary>
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/// <param name="end">Datetime value for end date</param>
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/// <remarks>Must be greater than the start date</remarks>
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/// <seealso cref="SetEndDate(DateTime)"/>
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public void SetEndDate(DateTime end)
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{
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//Validate:
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|
//1. Check Range:
|
|
if (end > DateTime.Now.Date.AddDays(-1))
|
|
{
|
|
end = DateTime.Now.Date.AddDays(-1);
|
|
}
|
|
|
|
//2. Check start date less:
|
|
if (_startDate != new DateTime())
|
|
{
|
|
if (end < _startDate)
|
|
{
|
|
throw new Exception("Please select end date greater than start date.");
|
|
}
|
|
}
|
|
|
|
//3. Check not locked already:
|
|
if (!_locked)
|
|
{
|
|
_endDate = end;
|
|
}
|
|
else
|
|
{
|
|
throw new Exception("Algorithm.SetEndDate(): Cannot change end date after algorithm initialized.");
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Lock the algorithm initialization to avoid user modifiying cash and data stream subscriptions
|
|
/// </summary>
|
|
/// <remarks>Intended for Internal QC Lean Engine use only to prevent accidental manipulation of important properties</remarks>
|
|
public void SetLocked()
|
|
{
|
|
_locked = true;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Set live mode state of the algorithm run: Public setter for the algorithm property LiveMode.
|
|
/// </summary>
|
|
public void SetLiveMode(bool live)
|
|
{
|
|
if (!_locked)
|
|
{
|
|
_liveMode = live;
|
|
Notify = new NotificationManager(live);
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Set the maximum number of assets allowable to ensure good memory usage / avoid linux killing job.
|
|
/// </summary>
|
|
/// <param name="minuteLimit">Maximum number of minute level assets the live mode can support with selected server</param>
|
|
/// <param name="secondLimit">Maximum number of second level assets the live mode can support with selected server</param>
|
|
/// /// <param name="tickLimit">Maximum number of tick level assets the live mode can support with selected server</param>
|
|
/// <remarks>Sets the live behaviour of the algorithm including the selected server (ram) limits.</remarks>
|
|
public void SetAssetLimits(int minuteLimit = 500, int secondLimit = 100, int tickLimit = 30)
|
|
{
|
|
if (!_locked)
|
|
{
|
|
Securities.SetLimits(minuteLimit, secondLimit, tickLimit);
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Add specified data to our data subscriptions. QuantConnect will funnel this data to the handle data routine.
|
|
/// </summary>
|
|
/// <param name="securityType">MarketType Type: Equity, Commodity, Future or FOREX</param>
|
|
/// <param name="symbol">Symbol Reference for the MarketType</param>
|
|
/// <param name="resolution">Resolution of the Data Required</param>
|
|
/// <param name="fillDataForward">When no data available on a tradebar, return the last data that was generated</param>
|
|
/// <param name="extendedMarketHours">Show the after market data as well</param>
|
|
public void AddSecurity(SecurityType securityType, string symbol, Resolution resolution = Resolution.Minute, bool fillDataForward = true, bool extendedMarketHours = false)
|
|
{
|
|
AddSecurity(securityType, symbol, resolution, fillDataForward, 0, extendedMarketHours);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Add specified data to required list. QC will funnel this data to the handle data routine.
|
|
/// </summary>
|
|
/// <param name="securityType">MarketType Type: Equity, Commodity, Future or FOREX</param>
|
|
/// <param name="symbol">Symbol Reference for the MarketType</param>
|
|
/// <param name="resolution">Resolution of the Data Required</param>
|
|
/// <param name="fillDataForward">When no data available on a tradebar, return the last data that was generated</param>
|
|
/// <param name="leverage">Custom leverage per security</param>
|
|
/// <param name="extendedMarketHours">Extended market hours</param>
|
|
/// <remarks> AddSecurity(SecurityType securityType, string symbol, Resolution resolution, bool fillDataForward, decimal leverage, bool extendedMarketHours)</remarks>
|
|
public void AddSecurity(SecurityType securityType, string symbol, Resolution resolution, bool fillDataForward, decimal leverage, bool extendedMarketHours)
|
|
{
|
|
try
|
|
{
|
|
if (!_locked)
|
|
{
|
|
symbol = symbol.ToUpper();
|
|
//If it hasn't been set, use some defaults based on the portfolio type:
|
|
if (leverage <= 0)
|
|
{
|
|
switch (securityType)
|
|
{
|
|
case SecurityType.Equity:
|
|
leverage = 2; //Cash Ac. = 1, RegT Std = 2 or PDT = 4.
|
|
break;
|
|
case SecurityType.Forex:
|
|
leverage = 50;
|
|
break;
|
|
}
|
|
}
|
|
|
|
//Add the symbol to Securities Manager -- manage collection of portfolio entities for easy access.
|
|
Securities.Add(symbol, securityType, resolution, fillDataForward, leverage, extendedMarketHours, isDynamicallyLoadedData: false);
|
|
|
|
//Add the symbol to Data Manager -- generate unified data streams for algorithm events
|
|
SubscriptionManager.Add(securityType, symbol, resolution, fillDataForward, extendedMarketHours);
|
|
|
|
}
|
|
else
|
|
{
|
|
throw new Exception("Algorithm.AddSecurity(): Cannot add another security after algorithm running.");
|
|
}
|
|
}
|
|
catch (Exception err)
|
|
{
|
|
Error("Algorithm.AddSecurity(): " + err.Message);
|
|
}
|
|
}
|
|
|
|
|
|
/// <summary>
|
|
/// AddData<typeparam name="T"/> a new user defined data source, requiring only the minimum config options.
|
|
/// </summary>
|
|
/// <param name="symbol">Key/Symbol for data</param>
|
|
/// <param name="resolution">Resolution of the data</param>
|
|
/// <remarks>Generic type T must implement base data</remarks>
|
|
public void AddData<T>(string symbol, Resolution resolution = Resolution.Minute)
|
|
{
|
|
if (_locked) return;
|
|
|
|
//Add this new generic data as a tradeable security:
|
|
// Defaults:extended market hours" = true because we want events 24 hours,
|
|
// fillforward = false because only want to trigger when there's new custom data.
|
|
// leverage = 1 because no leverage on nonmarket data?
|
|
AddData<T>(symbol, resolution, fillDataForward: false, leverage: 1m);
|
|
}
|
|
|
|
|
|
/// <summary>
|
|
/// AddData<typeparam name="T"/> a new user defined data source, requiring only the minimum config options.
|
|
/// </summary>
|
|
/// <param name="symbol">Key/Symbol for data</param>
|
|
/// <param name="resolution">Resolution of the Data Required</param>
|
|
/// <param name="fillDataForward">When no data available on a tradebar, return the last data that was generated</param>
|
|
/// <param name="leverage">Custom leverage per security</param>
|
|
/// <remarks>Generic type T must implement base data</remarks>
|
|
public void AddData<T>(string symbol, Resolution resolution, bool fillDataForward, decimal leverage = 1.0m)
|
|
{
|
|
if (_locked) return;
|
|
|
|
//Add this to the data-feed subscriptions
|
|
SubscriptionManager.Add(typeof(T), SecurityType.Base, symbol, resolution, fillDataForward, extendedMarketHours: true);
|
|
|
|
//Add this new generic data as a tradeable security:
|
|
Securities.Add(symbol, SecurityType.Base, resolution, fillDataForward, leverage, extendedMarketHours: true, isDynamicallyLoadedData: true);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Send a debug message to the web console:
|
|
/// </summary>
|
|
/// <param name="message">Message to send to debug console</param>
|
|
/// <seealso cref="Log"/>
|
|
/// <seealso cref="Error(string)"/>
|
|
public void Debug(string message)
|
|
{
|
|
if (!_liveMode && (message == "" || _previousDebugMessage == message)) return;
|
|
_debugMessages.Add(message);
|
|
_previousDebugMessage = message;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Added another method for logging if user guessed.
|
|
/// </summary>
|
|
/// <param name="message">String message to log.</param>
|
|
/// <seealso cref="Debug"/>
|
|
/// <seealso cref="Error(string)"/>
|
|
public void Log(string message)
|
|
{
|
|
if (message == "") return;
|
|
_logMessages.Add(message);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Send a string error message to the Console.
|
|
/// </summary>
|
|
/// <param name="message">Message to display in errors grid</param>
|
|
/// <seealso cref="Debug"/>
|
|
/// <seealso cref="Log"/>
|
|
public void Error(string message)
|
|
{
|
|
if (message == "" || _previousErrorMessage == message) return;
|
|
_errorMessages.Add(message);
|
|
_previousErrorMessage = message;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Send a string error message to the Console.
|
|
/// </summary>
|
|
/// <param name="error">Exception object captured from a try catch loop</param>
|
|
/// <seealso cref="Debug"/>
|
|
/// <seealso cref="Log"/>
|
|
public void Error(Exception error)
|
|
{
|
|
var message = error.Message;
|
|
if (message == "" || _previousErrorMessage == message) return;
|
|
_errorMessages.Add(message);
|
|
_previousErrorMessage = message;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Terminate the algorithm after processing the current event handler.
|
|
/// </summary>
|
|
/// <param name="message">Exit message to display on quitting</param>
|
|
public void Quit(string message = "")
|
|
{
|
|
Debug("Quit(): " + message);
|
|
_quit = true;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Set the Quit flag property of the algorithm.
|
|
/// </summary>
|
|
/// <remarks>Intended for internal use by the QuantConnect Lean Engine only.</remarks>
|
|
/// <param name="quit">Boolean quit state</param>
|
|
/// <seealso cref="Quit"/>
|
|
/// <seealso cref="GetQuit"/>
|
|
public void SetQuit(bool quit)
|
|
{
|
|
_quit = quit;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Get the quit state of the algorithm
|
|
/// </summary>
|
|
/// <returns>Boolean true if set to quit event loop.</returns>
|
|
/// <remarks>Intended for internal use by the QuantConnect Lean Engine only.</remarks>
|
|
/// <seealso cref="Quit"/>
|
|
/// <seealso cref="SetQuit"/>
|
|
public bool GetQuit()
|
|
{
|
|
return _quit;
|
|
}
|
|
|
|
}
|
|
|
|
// End Algorithm Template
|
|
|
|
} // End QC Namespace
|