wehub-resource-sync
123 lines
4.2 KiB
C#
123 lines
4.2 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 Python.Runtime;
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using Newtonsoft.Json;
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using Newtonsoft.Json.Linq;
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using QuantConnect.Commands;
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using QuantConnect.Interfaces;
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using System.Collections.Generic;
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namespace QuantConnect.Python
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{
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/// <summary>
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/// Python wrapper for a python defined command type
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/// </summary>
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public class CommandPythonWrapper : BasePythonWrapper<Command>
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{
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private static PyObject _linkSerializationMethod;
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/// <summary>
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/// Constructor for initialising the <see cref="CommandPythonWrapper"/> class with wrapped <see cref="PyObject"/> object
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/// </summary>
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/// <param name="type">Python command type</param>
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/// <param name="data">Command data</param>
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public CommandPythonWrapper(PyObject type, string data = null)
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: base()
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{
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using var _ = Py.GIL();
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var instance = type.Invoke();
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SetPythonInstance(instance);
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if (!string.IsNullOrEmpty(data))
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{
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if (HasAttr("PayloadData"))
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{
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SetProperty("PayloadData", data);
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}
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foreach (var kvp in JsonConvert.DeserializeObject<Dictionary<string, object>>(data))
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{
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if (kvp.Value is JArray jArray)
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{
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SetProperty(kvp.Key, jArray.ToObject<List<object>>());
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}
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else if (kvp.Value is JObject jobject)
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{
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SetProperty(kvp.Key, jobject.ToObject<Dictionary<string, object>>());
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}
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else
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{
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SetProperty(kvp.Key, kvp.Value);
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}
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}
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}
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}
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/// <summary>
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/// Run this command using the target algorithm
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/// </summary>
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/// <param name="algorithm">The algorithm instance</param>
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/// <returns>True if success, false otherwise. Returning null will disable command feedback</returns>
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public bool? Run(IAlgorithm algorithm)
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{
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using var _ = Py.GIL();
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var result = InvokeMethod(nameof(Run), algorithm);
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return result.GetAndDispose<bool?>();
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}
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/// <summary>
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/// Helper method to serialize a command instance
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/// </summary>
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public static string Serialize(PyObject command)
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{
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if (command == null)
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{
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return string.Empty;
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}
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using var _ = Py.GIL();
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if (_linkSerializationMethod == null)
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{
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var module = PyModule.FromString("python_serialization", @"from json import dumps
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from inspect import getmembers
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def serialize(target):
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if isinstance(target, dict):
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# dictionary
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return dumps(target)
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if not hasattr(target, '__dict__') or not target.__dict__:
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# python command inheriting base Command
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members = getmembers(target)
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result = {}
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for name, value in members:
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if value and not name.startswith('__'):
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potential_entry = str(value)
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if not potential_entry.startswith('<bound '):
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result[name] = value
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return dumps(result)
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# pure python command object
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return dumps(target.__dict__)
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");
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_linkSerializationMethod = module.GetAttr("serialize");
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}
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using var strResult = _linkSerializationMethod.Invoke(command);
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return strResult.As<string>();
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}
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}
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}
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