wehub-resource-sync
131 lines
4.5 KiB
C#
131 lines
4.5 KiB
C#
/*
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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 QuantConnect.Interfaces;
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using QuantConnect.Logging;
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using QuantConnect.Notifications;
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using QuantConnect.Packets;
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using QuantConnect.Util;
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using System;
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using System.Linq;
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namespace QuantConnect.Messaging
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{
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/// <summary>
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/// Local/desktop implementation of messaging system for Lean Engine.
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/// </summary>
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public class Messaging : IMessagingHandler
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{
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/// <summary>
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/// This implementation ignores the <seealso cref="HasSubscribers"/> flag and
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/// instead will always write to the log.
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/// </summary>
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public bool HasSubscribers
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{
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get;
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set;
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}
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/// <summary>
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/// Initialize the messaging system
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/// </summary>
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/// <param name="initializeParameters">The parameters required for initialization</param>
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public void Initialize(MessagingHandlerInitializeParameters initializeParameters)
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{
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//
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}
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/// <summary>
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/// Set the messaging channel
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/// </summary>
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public virtual void SetAuthentication(AlgorithmNodePacket job)
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{
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}
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/// <summary>
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/// Send a generic base packet without processing
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/// </summary>
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public virtual void Send(Packet packet)
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{
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switch (packet.Type)
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{
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case PacketType.Debug:
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var debug = (DebugPacket)packet;
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Log.Trace("Debug: " + debug.Message);
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break;
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case PacketType.SystemDebug:
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var systemDebug = (SystemDebugPacket)packet;
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Log.Trace("Debug: " + systemDebug.Message);
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break;
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case PacketType.Log:
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var log = (LogPacket)packet;
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Log.Trace("Log: " + log.Message);
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break;
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case PacketType.RuntimeError:
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var runtime = (RuntimeErrorPacket)packet;
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var rstack = (!string.IsNullOrEmpty(runtime.StackTrace) ? (Environment.NewLine + " " + runtime.StackTrace) : string.Empty);
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Log.Error(runtime.Message + rstack);
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break;
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case PacketType.HandledError:
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var handled = (HandledErrorPacket)packet;
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var hstack = (!string.IsNullOrEmpty(handled.StackTrace) ? (Environment.NewLine + " " + handled.StackTrace) : string.Empty);
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Log.Error(handled.Message + hstack);
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break;
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case PacketType.AlphaResult:
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break;
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case PacketType.BacktestResult:
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var result = (BacktestResultPacket)packet;
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if (result.Progress == 1)
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{
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var orderHash = result.Results.Orders.GetHash();
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result.Results.Statistics.Add("OrderListHash", orderHash);
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var statisticsStr = $"{Environment.NewLine}" +
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$"{string.Join(Environment.NewLine, result.Results.Statistics.Select(x => $"STATISTICS:: {x.Key} {x.Value}"))}";
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Log.Trace(statisticsStr);
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}
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break;
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}
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}
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/// <summary>
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/// Send any notification with a base type of Notification.
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/// </summary>
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public void SendNotification(Notification notification)
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{
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if (!notification.CanSend())
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{
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Log.Error("Messaging.SendNotification(): Send not implemented for notification of type: " + notification.GetType().Name);
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return;
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}
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notification.Send();
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}
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/// <summary>
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/// Dispose of any resources
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/// </summary>
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public void Dispose()
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{
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}
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}
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}
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