/* * 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.IO; using Newtonsoft.Json; using QuantConnect.Util; using System.Diagnostics; using QuantConnect.Logging; using QuantConnect.Packets; using QuantConnect.Lean.Engine; using System.Collections.Generic; using QuantConnect.Configuration; namespace QuantConnect.Report { /// /// Lean Report creates a PDF strategy summary from the backtest and live json objects. /// class Program { static void Main(string[] args) { // Parse report arguments and merge with config to use in report creator: if (args.Length > 0) { Config.MergeCommandLineArgumentsWithConfiguration(ReportArgumentParser.ParseArguments(args)); } // initialize required lean handlers LeanEngineAlgorithmHandlers.FromConfiguration(Composer.Instance); var name = Config.Get("strategy-name"); var description = Config.Get("strategy-description"); var version = Config.Get("strategy-version"); var backtestDataFile = Config.Get("backtest-data-source-file"); var liveDataFile = Config.Get("live-data-source-file"); var destination = Config.Get("report-destination"); var reportFormat = Config.Get("report-format"); var cssOverrideFile = Config.Get("report-css-override-file", "css/report_override.css"); var htmlCustomFile = Config.Get("report-html-custom-file", "template.html"); // Parse content from source files into result objects Log.Trace($"QuantConnect.Report.Main(): Parsing source files...{backtestDataFile}, {liveDataFile}"); var backtestSettings = new JsonSerializerSettings { Converters = new List { new NullResultValueTypeJsonConverter() }, FloatParseHandling = FloatParseHandling.Decimal }; var backtest = JsonConvert.DeserializeObject(File.ReadAllText(backtestDataFile), backtestSettings); LiveResult live = null; if (!string.IsNullOrEmpty(liveDataFile)) { var settings = new JsonSerializerSettings { NullValueHandling = NullValueHandling.Ignore, Converters = new List { new NullResultValueTypeJsonConverter() } }; live = JsonConvert.DeserializeObject(File.ReadAllText(liveDataFile), settings); } string cssOverrideContent = null; if (!string.IsNullOrEmpty(cssOverrideFile)) { if (File.Exists(cssOverrideFile)) { cssOverrideContent = File.ReadAllText(cssOverrideFile); } else { Log.Trace($"QuantConnect.Report.Main(): CSS override file {cssOverrideFile} was not found"); } } string htmlCustomContent = null; if (!string.IsNullOrEmpty(htmlCustomFile)) { if (File.Exists(htmlCustomFile)) { htmlCustomContent = File.ReadAllText(htmlCustomFile); } else { Log.Trace($"QuantConnect.Report.Main(): HTML custom file {htmlCustomFile} was not found"); } } //Create a new report Log.Trace("QuantConnect.Report.Main(): Instantiating report..."); var report = new Report(name, description, version, backtest, live, cssOverride: cssOverrideContent, htmlCustom: htmlCustomContent); // Generate the html content Log.Trace("QuantConnect.Report.Main(): Starting content compile..."); string html; string _; report.Compile(out html, out _); //Write it to target destination. if (!string.IsNullOrEmpty(destination)) { Log.Trace($"QuantConnect.Report.Main(): Writing content to file {destination}"); File.WriteAllText(destination, html); if (!String.IsNullOrEmpty(reportFormat) && reportFormat.ToUpperInvariant() == "PDF") { try { Log.Trace("QuantConnect.Report.Main(): Starting conversion to PDF"); // Ensure wkhtmltopdf and xvfb are installed and accessible from the $PATH var pdfDestination = destination.Replace(".html", ".pdf"); Process process = new(); process.StartInfo.FileName = "xvfb-run"; process.StartInfo.Arguments = $"--server-args=\"-screen 0, 1600x1200x24+32\" wkhtmltopdf {destination} {pdfDestination}"; process.StartInfo.UseShellExecute = false; process.StartInfo.RedirectStandardOutput = true; process.StartInfo.RedirectStandardError = true; process.StartInfo.WindowStyle = ProcessWindowStyle.Hidden; process.OutputDataReceived += (sender, e) => Log.Trace($"QuantConnect.Report.Main(): {e.Data}"); process.ErrorDataReceived += (sender, e) => Log.Error($"QuantConnect.Report.Main(): {e.Data}"); process.Start(); process.BeginOutputReadLine(); process.BeginErrorReadLine(); var processExited = process.WaitForExit(1*60*1000); // wait for up to 1 minutes if (processExited) { Log.Trace("QuantConnect.Report.Main(): Convert to PDF process exited with code " + process.ExitCode); } else { Log.Error("QuantConnect.Report.Main(): Process did not exit within the timeout period."); process.Kill(); // kill the process if it's still running } } catch (Exception ex) { Log.Error($"QuantConnect.Report.Main(): {ex.Message}"); } } } else { Console.Write(html); } Log.Trace("QuantConnect.Report.Main(): Completed."); if (!Console.IsInputRedirected && !Config.GetBool("close-automatically")) { Console.ReadKey(); } } } }