quantconnect--lean/Tests/Engine/TestResultHandler.cs

/*
 * 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
{
    /// <summary>
    /// 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
    /// </summary>
    public class TestResultHandler : BaseResultsHandler, IResultHandler
    {
        private AlgorithmNodePacket _job = new BacktestNodePacket();

        private readonly Action<Packet> _packetHandler;
        private readonly CancellationTokenSource _cancellationTokenSource = new CancellationTokenSource();

        public new ConcurrentQueue<Packet> Messages { get; set; }
        public new ConcurrentDictionary<string, Chart> Charts { get; set; }
        public new bool IsActive { get; private set; }

        public TestResultHandler(Action<Packet> packetHandler = null)
        {
            Messages = new ConcurrentQueue<Packet>();
            _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<SecurityType> 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<Chart> 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<string> tags)
        {
        }

        public void AlgorithmNameUpdated(string name)
        {
        }
    }
}