/*
* 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.Interfaces;
using QuantConnect.Logging;
using QuantConnect.Notifications;
using QuantConnect.Packets;
using QuantConnect.Util;
using System;
using System.Linq;
namespace QuantConnect.Messaging
{
///
/// Local/desktop implementation of messaging system for Lean Engine.
///
public class Messaging : IMessagingHandler
{
///
/// This implementation ignores the flag and
/// instead will always write to the log.
///
public bool HasSubscribers
{
get;
set;
}
///
/// Initialize the messaging system
///
/// The parameters required for initialization
public void Initialize(MessagingHandlerInitializeParameters initializeParameters)
{
//
}
///
/// Set the messaging channel
///
public virtual void SetAuthentication(AlgorithmNodePacket job)
{
}
///
/// Send a generic base packet without processing
///
public virtual void Send(Packet packet)
{
switch (packet.Type)
{
case PacketType.Debug:
var debug = (DebugPacket)packet;
Log.Trace("Debug: " + debug.Message);
break;
case PacketType.SystemDebug:
var systemDebug = (SystemDebugPacket)packet;
Log.Trace("Debug: " + systemDebug.Message);
break;
case PacketType.Log:
var log = (LogPacket)packet;
Log.Trace("Log: " + log.Message);
break;
case PacketType.RuntimeError:
var runtime = (RuntimeErrorPacket)packet;
var rstack = (!string.IsNullOrEmpty(runtime.StackTrace) ? (Environment.NewLine + " " + runtime.StackTrace) : string.Empty);
Log.Error(runtime.Message + rstack);
break;
case PacketType.HandledError:
var handled = (HandledErrorPacket)packet;
var hstack = (!string.IsNullOrEmpty(handled.StackTrace) ? (Environment.NewLine + " " + handled.StackTrace) : string.Empty);
Log.Error(handled.Message + hstack);
break;
case PacketType.AlphaResult:
break;
case PacketType.BacktestResult:
var result = (BacktestResultPacket)packet;
if (result.Progress == 1)
{
var orderHash = result.Results.Orders.GetHash();
result.Results.Statistics.Add("OrderListHash", orderHash);
var statisticsStr = $"{Environment.NewLine}" +
$"{string.Join(Environment.NewLine, result.Results.Statistics.Select(x => $"STATISTICS:: {x.Key} {x.Value}"))}";
Log.Trace(statisticsStr);
}
break;
}
}
///
/// Send any notification with a base type of Notification.
///
public void SendNotification(Notification notification)
{
if (!notification.CanSend())
{
Log.Error("Messaging.SendNotification(): Send not implemented for notification of type: " + notification.GetType().Name);
return;
}
notification.Send();
}
///
/// Dispose of any resources
///
public void Dispose()
{
}
}
}