/*
* 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.Collections.Concurrent;
using System.Collections.Generic;
using System.Threading;
using System.Threading.Tasks;
using QuantConnect.Brokerages;
using QuantConnect.Interfaces;
using QuantConnect.Lean.Engine.Results;
using QuantConnect.Lean.Engine.TransactionHandlers;
using QuantConnect.Orders;
using QuantConnect.Packets;
using QuantConnect.Statistics;
using QuantConnect.Util;
namespace QuantConnect.Tests.Engine
{
///
/// Provides a result handler implementation that handles result packets via
/// a constructor defined function. Also, this implementation does not require
/// the Run method to be called at all, a task is launched via ctor to process
/// the packets
///
public class TestResultHandler : BaseResultsHandler, IResultHandler
{
private AlgorithmNodePacket _job = new BacktestNodePacket();
private readonly Action _packetHandler;
private readonly CancellationTokenSource _cancellationTokenSource = new CancellationTokenSource();
public new ConcurrentQueue Messages { get; set; }
public new ConcurrentDictionary Charts { get; set; }
public new bool IsActive { get; private set; }
public TestResultHandler(Action packetHandler = null)
{
Messages = new ConcurrentQueue();
_packetHandler = packetHandler;
if (_packetHandler != null)
{
Task.Run(() =>
{
try
{
IsActive = true;
while (!_cancellationTokenSource.IsCancellationRequested)
{
Packet packet;
if (Messages.TryDequeue(out packet))
{
_packetHandler(packet);
}
Thread.Sleep(1);
}
}
finally
{
IsActive = false;
}
});
}
}
public override void Initialize(ResultHandlerInitializeParameters parameters)
{
_job = parameters.Job;
}
protected override void Run()
{
}
public virtual void DebugMessage(string message)
{
Messages.Enqueue(new DebugPacket(_job.ProjectId, _job.AlgorithmId, _job.CompileId, message));
}
public void SystemDebugMessage(string message)
{
Messages.Enqueue(new SystemDebugPacket(_job.ProjectId, _job.AlgorithmId, _job.CompileId, message));
}
public void SecurityType(List types)
{
}
public void LogMessage(string message)
{
Messages.Enqueue(new LogPacket(_job.AlgorithmId, message));
}
public void ErrorMessage(string error, string stacktrace = "")
{
Messages.Enqueue(new HandledErrorPacket(_job.AlgorithmId, error, stacktrace));
}
public void RuntimeError(string message, string stacktrace = "")
{
Messages.Enqueue(new RuntimeErrorPacket(_job.UserId, _job.AlgorithmId, message, stacktrace));
}
public void BrokerageMessage(BrokerageMessageEvent brokerageMessageEvent)
{
}
protected override void Sample(string chartName, string seriesName, int seriesIndex, SeriesType seriesType, ISeriesPoint value, string unit = "$")
{
//Add a copy locally:
if (!Charts.ContainsKey(chartName))
{
Charts.AddOrUpdate(chartName, new Chart(chartName));
}
//Add the sample to our chart:
if (!Charts[chartName].Series.ContainsKey(seriesName))
{
Charts[chartName].Series.Add(seriesName, new Series(seriesName, seriesType, seriesIndex, unit));
}
//Add our value:
Charts[chartName].Series[seriesName].Values.Add(value);
}
protected override void AddToLogStore(string message)
{
}
protected void SampleRange(List updates)
{
foreach (var update in updates)
{
//Create the chart if it doesn't exist already:
if (!Charts.ContainsKey(update.Name))
{
Charts.AddOrUpdate(update.Name, new Chart(update.Name, update.ChartType));
}
//Add these samples to this chart.
foreach (var series in update.Series.Values)
{
//If we don't already have this record, its the first packet
if (!Charts[update.Name].Series.ContainsKey(series.Name))
{
Charts[update.Name].Series.Add(series.Name, new Series(series.Name, series.SeriesType, series.Index, series.Unit));
}
//We already have this record, so just the new samples to the end:
Charts[update.Name].Series[series.Name].Values.AddRange(series.Values);
}
}
}
public void SetAlgorithm(IAlgorithm algorithm, decimal startingPortfolioValue)
{
}
protected override void StoreResult(Packet packet)
{
}
public void SendStatusUpdate(AlgorithmStatus status, string message = "")
{
}
public void RuntimeStatistic(string key, string value)
{
}
public override void OrderEvent(OrderEvent newEvent)
{
}
public override void Exit()
{
_cancellationTokenSource.Cancel();
_cancellationTokenSource.DisposeSafely();
}
public void ProcessSynchronousEvents(bool forceProcess = false)
{
}
public StatisticsResults StatisticsResults()
{
return new StatisticsResults();
}
public void SetSummaryStatistic(string name, string value)
{
}
public void AlgorithmTagsUpdated(HashSet tags)
{
}
public void AlgorithmNameUpdated(string name)
{
}
}
}