/*
* 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 Python.Runtime;
using System.Collections.Generic;
using QuantConnect.Data.Fundamental;
using System.Text.RegularExpressions;
using QuantConnect.Data.UniverseSelection;
using System.IO;
using System.Globalization;
namespace QuantConnect.Util
{
///
/// Collection of utils for python objects processing
///
public class PythonUtil
{
private static Regex LineRegex = new Regex("line (\\d+)", RegexOptions.Compiled);
private static Regex StackTraceFileLineRegex = new Regex("\"(.+)\", line (\\d+), in (.+)", RegexOptions.Compiled | RegexOptions.Singleline);
private static readonly Lazy lazyInspect = new Lazy(() => Py.Import("inspect"));
///
/// The python exception stack trace line shift to use
///
public static int ExceptionLineShift { get; set; } = 0;
///
/// Encapsulates a python method with a
///
/// The input type
/// The python method
/// A that encapsulates the python method
public static Action ToAction(PyObject pyObject)
{
using (Py.GIL())
{
long count = 0;
if (!TryGetArgLength(pyObject, out count) || count != 1)
{
return null;
}
dynamic method = GetModule().GetAttr("to_action1");
return method(pyObject, typeof(T1)).AsManagedObject(typeof(Action));
}
}
///
/// Encapsulates a python method with a
///
/// The first input type
/// The second input type type
/// The python method
/// A that encapsulates the python method
public static Action ToAction(PyObject pyObject)
{
using (Py.GIL())
{
long count = 0;
if (!TryGetArgLength(pyObject, out count) || count != 2)
{
return null;
}
dynamic method = GetModule().GetAttr("to_action2");
return method(pyObject, typeof(T1), typeof(T2)).AsManagedObject(typeof(Action));
}
}
///
/// Encapsulates a python method with a
///
/// The data type
/// The output type
/// The python method
/// A that encapsulates the python method
public static Func ToFunc(PyObject pyObject)
{
using (Py.GIL())
{
long count = 0;
if (!TryGetArgLength(pyObject, out count) || count != 1)
{
return null;
}
dynamic method = GetModule().GetAttr("to_func1");
return method(pyObject, typeof(T1), typeof(T2)).AsManagedObject(typeof(Func));
}
}
///
/// Encapsulates a python method with a
///
/// The first argument's type
/// The first argument's type
/// The output type
/// The python method
/// A that encapsulates the python method
public static Func ToFunc(PyObject pyObject)
{
using (Py.GIL())
{
long count = 0;
if (!TryGetArgLength(pyObject, out count) || count != 2)
{
return null;
}
dynamic method = GetModule().GetAttr("to_func2");
return method(pyObject, typeof(T1), typeof(T2), typeof(T3)).AsManagedObject(typeof(Func));
}
}
///
/// Encapsulates a python method in coarse fundamental universe selector.
///
/// The python method
/// A (parameter is , return value is ) that encapsulates the python method
public static Func, IEnumerable> ToCoarseFundamentalSelector(PyObject pyObject)
{
var selector = ToFunc, Symbol[]>(pyObject);
if (selector == null)
{
using (Py.GIL())
{
throw new ArgumentException($"{pyObject.Repr()} is not a valid coarse fundamental universe selector method.");
}
}
return selector;
}
///
/// Encapsulates a python method in fine fundamental universe selector.
///
/// The python method
/// A (parameter is , return value is ) that encapsulates the python method
public static Func, IEnumerable> ToFineFundamentalSelector(PyObject pyObject)
{
var selector = ToFunc, Symbol[]>(pyObject);
if (selector == null)
{
using (Py.GIL())
{
throw new ArgumentException($"{pyObject.Repr()} is not a valid fine fundamental universe selector method.");
}
}
return selector;
}
///
/// Parsers into a readable message
///
/// The exception to parse
/// String with relevant part of the stacktrace
public static string PythonExceptionParser(PythonException pythonException)
{
return PythonExceptionMessageParser(pythonException.Message) + PythonExceptionStackParser(pythonException.StackTrace);
}
///
/// Parsers into a readable message
///
/// The python exception message
/// String with relevant part of the stacktrace
public static string PythonExceptionMessageParser(string message)
{
var match = LineRegex.Match(message);
if (match.Success)
{
foreach (Match lineCapture in match.Captures)
{
var newLineNumber = int.Parse(lineCapture.Groups[1].Value) + ExceptionLineShift;
message = Regex.Replace(message, lineCapture.ToString(), $"line {newLineNumber}");
}
}
else if (message.Contains(" value cannot be converted to ", StringComparison.InvariantCulture))
{
message += ": This error is often encountered when assigning to a member defined in the base QCAlgorithm class. For example, self.universe conflicts with 'QCAlgorithm.Universe' but can be fixed by prefixing private variables with an underscore, self._universe.";
}
return message;
}
///
/// Parsers into a readable message
///
/// String with the stacktrace information
/// String with relevant part of the stacktrace
public static string PythonExceptionStackParser(string value)
{
if (string.IsNullOrWhiteSpace(value))
{
return string.Empty;
}
// The stack trace info before "at Python.Runtime." is the trace we want,
// which is for user Python code.
var endIndex = value.IndexOf("at Python.Runtime.", StringComparison.InvariantCulture);
var neededStackTrace = endIndex > 0 ? value.Substring(0, endIndex) : value;
// The stack trace is separated in blocks by file
var blocks = neededStackTrace.Split(" File ", StringSplitOptions.RemoveEmptyEntries)
.Select(fileTrace =>
{
var trimedTrace = fileTrace.Trim();
if (string.IsNullOrWhiteSpace(trimedTrace))
{
return string.Empty;
}
var match = StackTraceFileLineRegex.Match(trimedTrace);
if (!match.Success)
{
return string.Empty;
}
var capture = match.Captures[0] as Match;
var filePath = capture.Groups[1].Value;
var lastFileSeparatorIndex = Math.Max(filePath.LastIndexOf('/'), filePath.LastIndexOf('\\'));
if (lastFileSeparatorIndex < 0)
{
return string.Empty;
}
var fileName = filePath.Substring(lastFileSeparatorIndex + 1);
var lineNumber = int.Parse(capture.Groups[2].Value, CultureInfo.InvariantCulture) + ExceptionLineShift;
var locationAndInfo = capture.Groups[3].Value.Trim();
return $" at {locationAndInfo}{Environment.NewLine} in {fileName}: line {lineNumber}";
})
.Where(x => !string.IsNullOrWhiteSpace(x));
var result = string.Join(Environment.NewLine, blocks);
result = Logging.Log.ClearLeanPaths(result);
return string.IsNullOrWhiteSpace(result)
? string.Empty
: $"{Environment.NewLine}{result}{Environment.NewLine}";
}
///
/// Try to get the length of arguments of a method
///
/// Object representing a method
/// Lenght of arguments
/// True if pyObject is a method
private static bool TryGetArgLength(PyObject pyObject, out long length)
{
using (Py.GIL())
{
var inspect = lazyInspect.Value;
if (inspect.isfunction(pyObject))
{
var args = inspect.getfullargspec(pyObject).args as PyObject;
var pyList = new PyList(args);
length = pyList.Length();
pyList.Dispose();
args.Dispose();
return true;
}
if (inspect.ismethod(pyObject))
{
var args = inspect.getfullargspec(pyObject).args as PyObject;
var pyList = new PyList(args);
length = pyList.Length() - 1;
pyList.Dispose();
args.Dispose();
return true;
}
}
length = 0;
return false;
}
///
/// Creates a python module with utils methods
///
/// PyObject with a python module
private static PyObject GetModule()
{
return PyModule.FromString("x",
"from clr import AddReference\n" +
"AddReference(\"System\")\n" +
"from System import Action, Func\n" +
"def to_action1(pyobject, t1):\n" +
" return Action[t1](pyobject)\n" +
"def to_action2(pyobject, t1, t2):\n" +
" return Action[t1, t2](pyobject)\n" +
"def to_func1(pyobject, t1, t2):\n" +
" return Func[t1, t2](pyobject)\n" +
"def to_func2(pyobject, t1, t2, t3):\n" +
" return Func[t1, t2, t3](pyobject)");
}
///
/// Convert Python input to a list of Symbols
///
/// Object with the desired property
/// List of Symbols
public static IEnumerable ConvertToSymbols(PyObject input)
{
List symbolsList;
Symbol symbol;
using (Py.GIL())
{
// Handle the possible types of conversions
if (PyList.IsListType(input))
{
List symbolsStringList;
//Check if an entry in the list is a string type, if so then try and convert the whole list
if (PyString.IsStringType(input[0]) && input.TryConvert(out symbolsStringList))
{
symbolsList = new List();
foreach (var stringSymbol in symbolsStringList)
{
symbol = QuantConnect.Symbol.Create(stringSymbol, SecurityType.Equity, Market.USA);
symbolsList.Add(symbol);
}
}
//Try converting it to list of symbols, if it fails throw exception
else if (!input.TryConvert(out symbolsList))
{
throw new ArgumentException($"Cannot convert list {input.Repr()} to symbols");
}
}
else
{
//Check if its a single string, and try and convert it
string symbolString;
if (PyString.IsStringType(input) && input.TryConvert(out symbolString))
{
symbol = QuantConnect.Symbol.Create(symbolString, SecurityType.Equity, Market.USA);
symbolsList = new List { symbol };
}
else if (input.TryConvert(out symbol))
{
symbolsList = new List { symbol };
}
else
{
throw new ArgumentException($"Cannot convert object {input.Repr()} to symbol");
}
}
}
return symbolsList;
}
}
}