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