Martin Molinero
7ab0475511
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- Adding generic algorithm command support. Adding regression algorithms
64 lines
2.3 KiB
C#
64 lines
2.3 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 Newtonsoft.Json;
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using Python.Runtime;
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using QuantConnect.Commands;
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using QuantConnect.Interfaces;
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using System.Collections.Generic;
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namespace QuantConnect.Python
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{
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/// <summary>
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/// Python wrapper for a python defined command type
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/// </summary>
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public class CommandPythonWrapper : BasePythonWrapper<Command>
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{
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/// <summary>
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/// Constructor for initialising the <see cref="CommandPythonWrapper"/> class with wrapped <see cref="PyObject"/> object
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/// </summary>
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/// <param name="type">Python command type</param>
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/// <param name="data">Command data</param>
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public CommandPythonWrapper(PyObject type, string data)
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: base(validateInterface: false)
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{
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using var _ = Py.GIL();
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var instance = type.Invoke();
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SetPythonInstance(instance);
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foreach (var kvp in JsonConvert.DeserializeObject<Dictionary<string, object>>(data))
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{
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SetProperty(kvp.Key, kvp.Value);
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}
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}
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/// <summary>
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/// Run this command using the target algorithm
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/// </summary>
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/// <param name="algorithm">The algorithm instance</param>
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/// <returns>True if success, false otherwise. Returning null will disable command feedback</returns>
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public bool? Run(IAlgorithm algorithm)
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{
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var result = InvokeMethod(nameof(Run), algorithm);
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if (result.TryConvert<bool?>(out var success))
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{
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return success;
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}
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return null;
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}
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}
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}
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