/*
* 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.Linq;
using Newtonsoft.Json;
using QuantConnect.Util;
using QuantConnect.Orders;
using Newtonsoft.Json.Linq;
using QuantConnect.Packets;
using QuantConnect.Securities;
using System.Collections.Generic;
namespace QuantConnect.Api
{
///
/// Custom JsonConverter for LiveResults data for live algorithms
///
public class LiveAlgorithmResultsJsonConverter : JsonConverter
{
///
/// Gets a value indicating whether this can write JSON.
///
///
/// true if this can write JSON; otherwise, false.
///
public override bool CanWrite
{
get { return false; }
}
///
/// Writes the JSON representation of the object.
///
/// The to write to.The value.The calling serializer.
public override void WriteJson(JsonWriter writer, object value, JsonSerializer serializer)
{
throw new NotImplementedException("The LiveAlgorithmResultsJsonConverter does not implement a WriteJson method.");
}
///
/// Determines whether this instance can convert the specified object type.
///
/// Type of the object.
///
/// true if this instance can convert the specified object type; otherwise, false.
///
public override bool CanConvert(Type objectType)
{
return typeof(LiveAlgorithmResults).IsAssignableFrom(objectType);
}
///
/// Reads the JSON representation of the object.
///
/// The to read from.Type of the object.The existing value of object being read.The calling serializer.
///
/// The object value.
///
public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
{
var jObject = JObject.Load(reader);
// We don't deserialize the json object directly since it contains properties such as `files` and `charts`
// that need to be deserialized in a different way
var liveAlgoResults = new LiveAlgorithmResults
{
Message = jObject["message"].Value(),
Status = jObject["status"].Value(),
DeployId = jObject["deployId"].Value(),
CloneId = jObject["cloneId"].Value(),
Launched = jObject["launched"].Value(),
Stopped = jObject["stopped"].Value(),
Brokerage = jObject["brokerage"].Value(),
SecurityTypes = jObject["securityTypes"].Value(),
ProjectName = jObject["projectName"].Value(),
Datacenter = jObject["datacenter"].Value(),
Public = jObject["public"].Value(),
Success = jObject["success"].Value()
};
if (!liveAlgoResults.Success)
{
// Either there was an error in the running algorithm or the algorithm hasn't started
liveAlgoResults.Errors = jObject.Last.Children().Select(error => error.ToString()).ToList();
return liveAlgoResults;
}
// Deserialize charting data
var chartDictionary = new Dictionary();
var charts = jObject["charts"] ?? jObject["Charts"];
if (charts != null)
{
var stringCharts = jObject["charts"]?.ToString() ?? jObject["Charts"].ToString();
if(!string.IsNullOrEmpty(stringCharts))
{
chartDictionary = JsonConvert.DeserializeObject>(stringCharts);
}
}
// Deserialize files data
var projectFiles = new List();
var files = jObject["files"] ?? jObject["Files"];
if (files != null)
{
var stringFiles = jObject["files"]?.ToString() ?? jObject["Files"].ToString();
if (!string.IsNullOrEmpty(stringFiles))
{
projectFiles = JsonConvert.DeserializeObject>(stringFiles);
}
}
liveAlgoResults.Charts = chartDictionary;
liveAlgoResults.Files = projectFiles;
return liveAlgoResults;
}
}
}