Martin-Molinero
8a462c359f
- Revert dockerfile FROM custom changes
- Adjust and fix regression algorithms
- Option assignment will be deterministic in the order
- 'Rolling Averaged Population' is calculated using doubles, updating
expected values.
- Update readme, removing references to mono
- Add missing Py.Gil lock
104 lines
4.0 KiB
C#
104 lines
4.0 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 System;
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using System.Linq;
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using Python.Runtime;
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using QuantConnect.Logging;
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using System.Collections.Generic;
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using System.IO;
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namespace QuantConnect.Python
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{
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/// <summary>
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/// Helper class for Python initialization
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/// </summary>
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public static class PythonInitializer
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{
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// Used to allow multiple Python unit and regression tests to be run in the same test run
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private static bool _isBeginAllowThreadsCalled;
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/// <summary>
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/// Initialize the Python.NET library
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/// </summary>
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public static void Initialize()
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{
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if (!_isBeginAllowThreadsCalled)
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{
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Log.Trace("PythonInitializer.Initialize(): start...");
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PythonEngine.Initialize();
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// required for multi-threading usage
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PythonEngine.BeginAllowThreads();
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_isBeginAllowThreadsCalled = true;
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Log.Trace("PythonInitializer.Initialize(): ended");
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AddPythonPaths(new []{ Environment.CurrentDirectory });
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}
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}
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/// <summary>
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/// Adds directories to the python path at runtime
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/// </summary>
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public static void AddPythonPaths(IEnumerable<string> paths)
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{
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if (_isBeginAllowThreadsCalled)
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{
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using (Py.GIL())
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{
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var code = string.Join(";", paths.Select(s => $"sys.path.append('{s}')"))
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.Replace('\\', '/');
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PythonEngine.Exec($"import sys;{code}");
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}
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}
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}
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/// <summary>
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/// Adds the provided paths to the end of the PYTHONPATH environment variable, as well
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/// as the current working directory.
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/// </summary>
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/// <param name="extraDirectories">Additional paths to add to the end of PYTHONPATH</param>
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public static void SetPythonPathEnvironmentVariable(IEnumerable<string> extraDirectories = null)
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{
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// create new python path environment variable containing directories
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var pythonDirectories = new List<string>();
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// Don't include an empty environment variable in pythonPath, otherwise the PYTHONPATH
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// environment variable won't be used in the module import process
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var pythonPathEnvironmentVariable = Environment.GetEnvironmentVariable("PYTHONPATH");
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if (!string.IsNullOrEmpty(pythonPathEnvironmentVariable))
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{
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pythonDirectories.Add(pythonPathEnvironmentVariable);
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}
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// Since the order of the PYTHONPATH matters, let's add any new
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// entries to the end of the new environment variable to prevent
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// any potential Python standard library paths from being de-prioritized.
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if (extraDirectories != null)
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{
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pythonDirectories.AddRange(extraDirectories);
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}
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// Add current directory too, allows python algorithms to find Lean's pre-defined submodules
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pythonDirectories.Add(new DirectoryInfo(Environment.CurrentDirectory).FullName);
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var finalPath = string.Join(OS.IsLinux ? ":" : ";", pythonDirectories.Distinct());
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Environment.SetEnvironmentVariable("PYTHONPATH", finalPath);
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}
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}
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}
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