/*
* 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 QuantConnect.Util;
using QuantConnect.Packets;
using QuantConnect.Commands;
using QuantConnect.Interfaces;
using QuantConnect.Data.UniverseSelection;
using QuantConnect.Lean.Engine.DataFeeds.Transport;
namespace QuantConnect.Lean.Engine.Server
{
///
/// NOP implementation of the ILeanManager interface
///
public class LocalLeanManager : ILeanManager
{
///
/// The current algorithm
///
protected IAlgorithm Algorithm { get; set; }
private AlgorithmNodePacket _job;
private ICommandHandler _commandHandler;
///
/// The system handlers
///
protected LeanEngineSystemHandlers SystemHandlers { get; set; }
///
/// The algorithm handlers
///
protected LeanEngineAlgorithmHandlers AlgorithmHandlers { get; set; }
///
/// Empty implementation of the ILeanManager interface
///
/// Exposes lean engine system handlers running LEAN
/// Exposes the lean algorithm handlers running lean
/// The job packet representing either a live or backtest Lean instance
/// The Algorithm manager
public virtual void Initialize(LeanEngineSystemHandlers systemHandlers, LeanEngineAlgorithmHandlers algorithmHandlers, AlgorithmNodePacket job, AlgorithmManager algorithmManager)
{
AlgorithmHandlers = algorithmHandlers;
SystemHandlers = systemHandlers;
_job = job;
}
///
/// Sets the IAlgorithm instance in the ILeanManager
///
/// The IAlgorithm instance being run
public virtual void SetAlgorithm(IAlgorithm algorithm)
{
Algorithm = algorithm;
algorithm.SetApi(SystemHandlers.Api);
RemoteFileSubscriptionStreamReader.SetDownloadProvider((Api.Api)SystemHandlers.Api);
}
///
/// Execute the commands using the IAlgorithm instance
///
public virtual void Update()
{
if(_commandHandler != null)
{
foreach (var commandResultPacket in _commandHandler.ProcessCommands())
{
AlgorithmHandlers.Results.Messages.Enqueue(commandResultPacket);
}
}
}
///
/// This method is called after algorithm initialization
///
public virtual void OnAlgorithmStart()
{
if (Algorithm.LiveMode)
{
SetCommandHandler();
}
}
///
/// This method is called before algorithm termination
///
public virtual void OnAlgorithmEnd()
{
// NOP
}
///
/// Callback fired each time that we add/remove securities from the data feed
///
public virtual void OnSecuritiesChanged(SecurityChanges changes)
{
// NOP
}
///
/// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
///
public virtual void Dispose()
{
_commandHandler.DisposeSafely();
}
///
/// Set the command handler to use, protected for testing purposes
///
protected virtual void SetCommandHandler()
{
_commandHandler = new FileCommandHandler();
_commandHandler.Initialize(_job, Algorithm);
}
}
}