/*
* 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.Orders;
using QuantConnect.Logging;
using QuantConnect.Securities;
using System.Collections.Generic;
namespace QuantConnect.Packets
{
///
/// Live result packet from a lean engine algorithm.
///
public class LiveResultPacket : Packet
{
///
/// User Id sending result packet
///
public int UserId { get; set; }
///
/// Project Id of the result packet
///
public int ProjectId { get; set; }
///
/// Live Algorithm Id (DeployId) for this result packet
///
public string DeployId { get; set; } = string.Empty;
///
/// Result data object for this result packet
///
public LiveResult Results { get; set; } = new LiveResult();
///
/// Default constructor for JSON Serialization
///
public LiveResultPacket()
: base(PacketType.LiveResult)
{ }
///
/// Compose the packet from a JSON string:
///
public LiveResultPacket(string json)
: base(PacketType.LiveResult)
{
try
{
var packet = JsonConvert.DeserializeObject(json);
Channel = packet.Channel;
DeployId = packet.DeployId;
Type = packet.Type;
UserId = packet.UserId;
ProjectId = packet.ProjectId;
Results = packet.Results;
}
catch (Exception err)
{
Log.Trace($"LiveResultPacket(): Error converting json: {err}");
}
}
///
/// Compose Live Result Data Packet - With tradable dates
///
/// Job that started this request
/// Results class for the Backtest job
public LiveResultPacket(LiveNodePacket job, LiveResult results)
:base (PacketType.LiveResult)
{
try
{
DeployId = job.DeployId;
Results = results;
UserId = job.UserId;
ProjectId = job.ProjectId;
Channel = job.Channel;
}
catch (Exception err) {
Log.Error(err);
}
}
///
/// Creates an empty result packet, useful when the algorithm fails to initialize
///
/// The associated job packet
/// An empty result packet
public static LiveResultPacket CreateEmpty(LiveNodePacket job)
{
return new LiveResultPacket(job, new LiveResult(new LiveResultParameters(
new Dictionary(), new Dictionary(), new Dictionary(),
new Dictionary(), new CashBook(), new Dictionary(),
new SortedDictionary(), new List(), new Dictionary(),
new AlgorithmConfiguration(), new Dictionary())));
}
} // End Queue Packet:
///
/// Live results object class for packaging live result data.
///
public class LiveResult : Result
{
private CashBook _cashBook;
///
/// Holdings dictionary of algorithm holdings information
///
[JsonProperty(NullValueHandling = NullValueHandling.Ignore)]
public IDictionary Holdings { get; set; }
///
/// Cashbook for the algorithm's live results.
///
[JsonIgnore]
public CashBook CashBook
{
get
{
return _cashBook;
}
set
{
_cashBook = value;
Cash = _cashBook?.ToDictionary(pair => pair.Key, pair => pair.Value);
AccountCurrency = CashBook?.AccountCurrency;
AccountCurrencySymbol = AccountCurrency != null ? Currencies.GetCurrencySymbol(AccountCurrency) : null;
}
}
///
/// Cash for the algorithm's live results.
///
[JsonProperty(NullValueHandling = NullValueHandling.Ignore)]
public Dictionary Cash { get; set; }
///
/// The algorithm's account currency
///
[JsonProperty(NullValueHandling = NullValueHandling.Ignore)]
public string AccountCurrency { get; set; }
///
/// The algorithm's account currency
///
[JsonProperty(NullValueHandling = NullValueHandling.Ignore)]
public string AccountCurrencySymbol { get; set; }
///
/// Default Constructor
///
public LiveResult()
{ }
///
/// Constructor for the result class for dictionary objects
///
public LiveResult(LiveResultParameters parameters) : base(parameters)
{
Holdings = parameters.Holdings;
CashBook = parameters.CashBook;
}
}
} // End of Namespace: