chore: import upstream snapshot with attribution
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System;
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using System.IO;
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using System.Linq;
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using Python.Runtime;
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using QuantConnect.Util;
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using QuantConnect.Logging;
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using System.Collections.Generic;
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using QuantConnect.Configuration;
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namespace QuantConnect.Python
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{
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/// <summary>
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/// Helper class for Python initialization
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/// </summary>
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public static class PythonInitializer
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{
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private static bool IncludeSystemPackages;
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private static string PathToVirtualEnv;
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// Used to allow multiple Python unit and regression tests to be run in the same test run
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private static bool _isInitialized;
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// Used to hold pending path additions before Initialize is called
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private static List<string> _pendingPathAdditions = new List<string>();
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private static string _algorithmLocation;
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/// <summary>
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/// Initialize python.
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///
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/// In some cases, we might not need to call BeginAllowThreads, like when we're running
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/// in a python or non-threaded environment.
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/// In those cases, we can set the beginAllowThreads parameter to false.
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/// </summary>
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public static void Initialize(bool beginAllowThreads = true)
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{
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if (!_isInitialized)
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{
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Log.Trace($"PythonInitializer.Initialize(): {Messages.PythonInitializer.Start}...");
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PythonEngine.Initialize();
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if (beginAllowThreads)
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{
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// required for multi-threading usage
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PythonEngine.BeginAllowThreads();
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}
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_isInitialized = true;
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ConfigurePythonPaths();
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TryInitPythonVirtualEnvironment();
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Log.Trace($"PythonInitializer.Initialize(): {Messages.PythonInitializer.Ended}");
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}
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}
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/// <summary>
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/// Shutdown python
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/// </summary>
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public static void Shutdown()
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{
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if (_isInitialized)
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{
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Log.Trace($"PythonInitializer.Shutdown(): {Messages.PythonInitializer.Start}");
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_isInitialized = false;
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try
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{
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var pyLock = Py.GIL();
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Log.Trace($"PythonInitializer.Shutdown(): calling engine shutdown...");
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PythonEngine.Shutdown();
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}
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catch (Exception ex)
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{
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Log.Error(ex);
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}
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Log.Trace($"PythonInitializer.Shutdown(): {Messages.PythonInitializer.Ended}");
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}
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}
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/// <summary>
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/// Adds directories to the python path at runtime
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/// </summary>
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public static bool AddPythonPaths(IEnumerable<string> paths)
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{
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// Filter out any paths that are already on our Python path
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if (paths.IsNullOrEmpty())
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{
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return false;
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}
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// Add these paths to our pending additions
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_pendingPathAdditions.AddRange(paths.Where(x => !_pendingPathAdditions.Contains(x)));
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if (_isInitialized)
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{
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using (Py.GIL())
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{
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using dynamic sys = Py.Import("sys");
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using var locals = new PyDict();
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locals.SetItem("sys", sys);
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// Filter out any already paths that already exist on our current PythonPath
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using var pythonCurrentPath = PythonEngine.Eval("sys.path", locals: locals);
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var currentPath = pythonCurrentPath.As<List<string>>();
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_pendingPathAdditions = _pendingPathAdditions.Where(x => !currentPath.Contains(x.Replace('\\', '/'))).ToList();
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// Algorithm location most always be before any other path added through this method
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var insertionIndex = 0;
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if (!_algorithmLocation.IsNullOrEmpty())
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{
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insertionIndex = currentPath.IndexOf(_algorithmLocation.Replace('\\', '/')) + 1;
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if (insertionIndex == 0)
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{
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// The algorithm location is not in the current path so it must be in the pending additions list.
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// Let's move it to the back so it ends up added at the beginning of the path list
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_pendingPathAdditions.Remove(_algorithmLocation);
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_pendingPathAdditions.Add(_algorithmLocation);
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}
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}
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// Insert any pending path additions
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if (!_pendingPathAdditions.IsNullOrEmpty())
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{
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var code = string.Join(";", _pendingPathAdditions
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.Select(s => $"sys.path.insert({insertionIndex}, '{s}')")).Replace('\\', '/');
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PythonEngine.Exec(code, locals: locals);
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_pendingPathAdditions.Clear();
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}
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}
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}
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return true;
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}
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/// <summary>
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/// Adds the algorithm location to the python path.
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/// This will make sure that <see cref="AddPythonPaths" /> keeps the algorithm location path
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/// at the beginning of the pythonpath.
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/// </summary>
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public static void AddAlgorithmLocationPath(string algorithmLocation)
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{
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if (!_algorithmLocation.IsNullOrEmpty())
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{
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return;
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}
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if (!Directory.Exists(algorithmLocation))
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{
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Log.Error($@"PythonInitializer.AddAlgorithmLocationPath(): {
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Messages.PythonInitializer.UnableToLocateAlgorithm(algorithmLocation)}");
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return;
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}
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_algorithmLocation = algorithmLocation;
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AddPythonPaths(new[] { _algorithmLocation });
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}
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/// <summary>
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/// Resets the algorithm location path so another can be set
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/// </summary>
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public static void ResetAlgorithmLocationPath()
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{
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_algorithmLocation = null;
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}
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/// <summary>
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/// "Activate" a virtual Python environment by prepending its library storage to Pythons
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/// path. This allows the libraries in this venv to be selected prior to our base install.
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/// Requires PYTHONNET_PYDLL to be set to base install.
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/// </summary>
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/// <remarks>If a module is already loaded, Python will use its cached version first
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/// these modules must be reloaded by reload() from importlib library</remarks>
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public static bool ActivatePythonVirtualEnvironment(string pathToVirtualEnv)
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{
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if (string.IsNullOrEmpty(pathToVirtualEnv))
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{
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return false;
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}
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if(!Directory.Exists(pathToVirtualEnv))
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{
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Log.Error($@"PythonIntializer.ActivatePythonVirtualEnvironment(): {
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Messages.PythonInitializer.VirutalEnvironmentNotFound(pathToVirtualEnv)}");
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return false;
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}
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PathToVirtualEnv = pathToVirtualEnv;
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bool? includeSystemPackages = null;
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var configFile = new FileInfo(Path.Combine(PathToVirtualEnv, "pyvenv.cfg"));
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if(configFile.Exists)
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{
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foreach (var line in File.ReadAllLines(configFile.FullName))
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{
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if (line.Contains("include-system-site-packages", StringComparison.InvariantCultureIgnoreCase))
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{
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// format: include-system-site-packages = false (or true)
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var equalsIndex = line.IndexOf('=', StringComparison.InvariantCultureIgnoreCase);
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if(equalsIndex != -1 && line.Length > (equalsIndex + 1) && bool.TryParse(line.Substring(equalsIndex + 1).Trim(), out var result))
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{
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includeSystemPackages = result;
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break;
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}
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}
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}
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}
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if(!includeSystemPackages.HasValue)
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{
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includeSystemPackages = true;
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Log.Error($@"PythonIntializer.ActivatePythonVirtualEnvironment(): {
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Messages.PythonInitializer.FailedToFindSystemPackagesConfiguration(pathToVirtualEnv, configFile)}");
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}
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else
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{
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Log.Trace($@"PythonIntializer.ActivatePythonVirtualEnvironment(): {
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Messages.PythonInitializer.SystemPackagesConfigurationFound(pathToVirtualEnv, includeSystemPackages.Value)}");
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}
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if (!includeSystemPackages.Value)
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{
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PythonEngine.SetNoSiteFlag();
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}
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IncludeSystemPackages = includeSystemPackages.Value;
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TryInitPythonVirtualEnvironment();
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return true;
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}
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private static void TryInitPythonVirtualEnvironment()
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{
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if (!_isInitialized || string.IsNullOrEmpty(PathToVirtualEnv))
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{
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return;
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}
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using (Py.GIL())
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{
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using dynamic sys = Py.Import("sys");
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using var locals = new PyDict();
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locals.SetItem("sys", sys);
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if (!IncludeSystemPackages)
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{
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var currentPath = (List<string>)sys.path.As<List<string>>();
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var toRemove = new List<string>(currentPath.Where(s => s.Contains("site-packages", StringComparison.InvariantCultureIgnoreCase)));
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if (toRemove.Count > 0)
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{
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var code = string.Join(";", toRemove.Select(s => $"sys.path.remove('{s}')"));
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PythonEngine.Exec(code, locals: locals);
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}
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}
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// fix the prefixes to point to our venv
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sys.prefix = PathToVirtualEnv;
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sys.exec_prefix = PathToVirtualEnv;
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using dynamic site = Py.Import("site");
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// This has to be overwritten because site module may already have been loaded by the interpreter (but not run yet)
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site.PREFIXES = new List<PyObject> { sys.prefix, sys.exec_prefix };
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// Run site path modification with tweaked prefixes
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site.main();
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if (IncludeSystemPackages)
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{
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// let's make sure our site packages is at the start so that we support overriding system libraries with a version in the env
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PythonEngine.Exec(@$"if sys.path[-1].startswith('{PathToVirtualEnv}'):
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sys.path.insert(0, sys.path.pop())", locals: locals);
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}
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if (Log.DebuggingEnabled)
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{
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using dynamic os = Py.Import("os");
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var path = new List<string>();
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foreach (var p in sys.path)
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{
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path.Add((string)p);
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}
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Log.Debug($"PythonIntializer.InitPythonVirtualEnvironment(): PYTHONHOME: {os.getenv("PYTHONHOME")}." +
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$" PYTHONPATH: {os.getenv("PYTHONPATH")}." +
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$" sys.executable: {sys.executable}." +
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$" sys.prefix: {sys.prefix}." +
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$" sys.base_prefix: {sys.base_prefix}." +
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$" sys.exec_prefix: {sys.exec_prefix}." +
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$" sys.base_exec_prefix: {sys.base_exec_prefix}." +
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$" sys.path: [{string.Join(",", path)}]");
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}
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}
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}
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/// <summary>
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/// Gets the python additional paths from the config and adds them to Python using the PythonInitializer
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/// </summary>
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private static void ConfigurePythonPaths()
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{
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var pythonAdditionalPaths = new List<string> { Environment.CurrentDirectory };
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pythonAdditionalPaths.AddRange(Config.GetValue("python-additional-paths", Enumerable.Empty<string>()));
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AddPythonPaths(pythonAdditionalPaths.Where(path =>
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{
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var pathExists = Directory.Exists(path);
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if (!pathExists)
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{
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Log.Error($"PythonInitializer.ConfigurePythonPaths(): {Messages.PythonInitializer.PythonPathNotFound(path)}");
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}
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return pathExists;
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}));
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}
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}
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}
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