/*
* 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 System;
using System.Collections.Concurrent;
using System.Diagnostics;
using System.IO;
using System.Linq;
using QuantConnect.Optimizer.Parameters;
using Log = QuantConnect.Logging.Log;
namespace QuantConnect.Optimizer.Launcher
{
///
/// Optimizer implementation that launches Lean as a local process
///
public class ConsoleLeanOptimizer : LeanOptimizer
{
private readonly string _leanLocation;
private readonly string _rootResultDirectory;
private readonly string _extraLeanArguments;
private readonly ConcurrentDictionary _processByBacktestId;
///
/// Creates a new instance
///
/// The optimization node packet to handle
public ConsoleLeanOptimizer(OptimizationNodePacket nodePacket) : base(nodePacket)
{
_processByBacktestId = new ConcurrentDictionary();
_rootResultDirectory = Configuration.Config.Get("results-destination-folder",
Path.Combine(Directory.GetCurrentDirectory(), $"opt-{nodePacket.OptimizationId}"));
Directory.CreateDirectory(_rootResultDirectory);
_leanLocation = Configuration.Config.Get("lean-binaries-location",
Path.Combine(Directory.GetCurrentDirectory(), "../../../Launcher/bin/Debug/QuantConnect.Lean.Launcher"));
var closeLeanAutomatically = Configuration.Config.GetBool("optimizer-close-automatically", true);
_extraLeanArguments = $"--close-automatically {closeLeanAutomatically}";
var algorithmTypeName = Configuration.Config.Get("algorithm-type-name");
if (!string.IsNullOrEmpty(algorithmTypeName))
{
_extraLeanArguments += $" --algorithm-type-name \"{algorithmTypeName}\"";
}
var algorithmLanguage = Configuration.Config.Get("algorithm-language");
if (!string.IsNullOrEmpty(algorithmLanguage))
{
_extraLeanArguments += $" --algorithm-language \"{algorithmLanguage}\"";
}
var algorithmLocation = Configuration.Config.Get("algorithm-location");
if (!string.IsNullOrEmpty(algorithmLocation))
{
_extraLeanArguments += $" --algorithm-location \"{algorithmLocation}\"";
}
}
///
/// Handles starting Lean for a given parameter set
///
/// The parameter set for the backtest to run
/// The backtest name to use
/// The new unique backtest id
protected override string RunLean(ParameterSet parameterSet, string backtestName)
{
var backtestId = Guid.NewGuid().ToString();
var optimizationId = NodePacket.OptimizationId;
// start each lean instance in its own directory so they store their logs & results, else they fight for the log.txt file
var resultDirectory = Path.Combine(_rootResultDirectory, backtestId);
Directory.CreateDirectory(resultDirectory);
// Use ProcessStartInfo class
var startInfo = new ProcessStartInfo
{
FileName = _leanLocation,
WorkingDirectory = Directory.GetParent(_leanLocation).FullName,
Arguments = $"--results-destination-folder \"{resultDirectory}\" --algorithm-id \"{backtestId}\" --optimization-id \"{optimizationId}\" --parameters {parameterSet} --backtest-name \"{backtestName}\" {_extraLeanArguments}",
WindowStyle = ProcessWindowStyle.Minimized
};
var process = new Process
{
StartInfo = startInfo,
EnableRaisingEvents = true
};
_processByBacktestId[backtestId] = process;
process.Exited += (sender, args) =>
{
if (Disposed)
{
// handle abort
return;
}
_processByBacktestId.TryRemove(backtestId, out process);
var backtestResult = $"{backtestId}.json";
var resultJson = Path.Combine(_rootResultDirectory, backtestId, backtestResult);
NewResult(File.Exists(resultJson) ? File.ReadAllText(resultJson) : null, backtestId);
process.DisposeSafely();
};
process.Start();
return backtestId;
}
///
/// Stops lean process
///
/// Specified backtest id
protected override void AbortLean(string backtestId)
{
Process process;
if (_processByBacktestId.TryRemove(backtestId, out process))
{
process.Kill();
process.DisposeSafely();
}
}
///
/// Sends an update of the current optimization status to the user
///
protected override void SendUpdate()
{
// end handler will already log a nice message on end
if (Status != OptimizationStatus.Completed && Status != OptimizationStatus.Aborted)
{
var currentEstimate = GetCurrentEstimate();
var stats = GetRuntimeStatistics();
var message = $"ConsoleLeanOptimizer.SendUpdate(): {currentEstimate} {string.Join(", ", stats.Select(pair => $"{pair.Key}:{pair.Value}"))}";
var currentBestBacktest = Strategy.Solution;
if (currentBestBacktest != null)
{
message += $". Best id:'{currentBestBacktest.BacktestId}'. {OptimizationTarget}. Parameters ({currentBestBacktest.ParameterSet})";
}
Log.Trace(message);
}
}
}
}