/* * 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 Python.Runtime; using Newtonsoft.Json; using Newtonsoft.Json.Linq; using QuantConnect.Commands; using QuantConnect.Interfaces; using System.Collections.Generic; namespace QuantConnect.Python { /// /// Python wrapper for a python defined command type /// public class CommandPythonWrapper : BasePythonWrapper { private static PyObject _linkSerializationMethod; /// /// Constructor for initialising the class with wrapped object /// /// Python command type /// Command data public CommandPythonWrapper(PyObject type, string data = null) : base() { using var _ = Py.GIL(); var instance = type.Invoke(); SetPythonInstance(instance); if (!string.IsNullOrEmpty(data)) { if (HasAttr("PayloadData")) { SetProperty("PayloadData", data); } foreach (var kvp in JsonConvert.DeserializeObject>(data)) { if (kvp.Value is JArray jArray) { SetProperty(kvp.Key, jArray.ToObject>()); } else if (kvp.Value is JObject jobject) { SetProperty(kvp.Key, jobject.ToObject>()); } else { SetProperty(kvp.Key, kvp.Value); } } } } /// /// Run this command using the target algorithm /// /// The algorithm instance /// True if success, false otherwise. Returning null will disable command feedback public bool? Run(IAlgorithm algorithm) { using var _ = Py.GIL(); var result = InvokeMethod(nameof(Run), algorithm); return result.GetAndDispose(); } /// /// Helper method to serialize a command instance /// public static string Serialize(PyObject command) { if (command == null) { return string.Empty; } using var _ = Py.GIL(); if (_linkSerializationMethod == null) { var module = PyModule.FromString("python_serialization", @"from json import dumps from inspect import getmembers def serialize(target): if isinstance(target, dict): # dictionary return dumps(target) if not hasattr(target, '__dict__') or not target.__dict__: # python command inheriting base Command members = getmembers(target) result = {} for name, value in members: if value and not name.startswith('__'): potential_entry = str(value) if not potential_entry.startswith('(); } } }