320 lines
7.5 KiB
C#
320 lines
7.5 KiB
C#
/*
|
|
* 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 Newtonsoft.Json;
|
|
using Newtonsoft.Json.Converters;
|
|
|
|
namespace QuantConnect.Packets
|
|
{
|
|
/// <summary>
|
|
/// Base class for packet messaging system
|
|
/// </summary>
|
|
public class Packet
|
|
{
|
|
/// <summary>
|
|
/// Packet type defined by a string enum
|
|
/// </summary>
|
|
public PacketType Type { get; set; } = PacketType.None;
|
|
|
|
/// <summary>
|
|
/// User unique specific channel endpoint to send the packets
|
|
/// </summary>
|
|
public virtual string Channel { get; set; } = "";
|
|
|
|
/// <summary>
|
|
/// Initialize the base class and setup the packet type.
|
|
/// </summary>
|
|
/// <param name="type">PacketType for the class.</param>
|
|
public Packet(PacketType type)
|
|
{
|
|
Channel = "";
|
|
Type = type;
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Classifications of internal packet system
|
|
/// </summary>
|
|
[JsonConverter(typeof(StringEnumConverter))]
|
|
public enum PacketType
|
|
{
|
|
/// <summary>
|
|
/// Default, unset:
|
|
/// </summary>
|
|
None,
|
|
|
|
/// <summary>
|
|
/// Base type for backtest and live work
|
|
/// </summary>
|
|
AlgorithmNode,
|
|
|
|
/// <summary>
|
|
/// Autocomplete Work Packet
|
|
/// </summary>
|
|
AutocompleteWork,
|
|
|
|
/// <summary>
|
|
/// Result of the Autocomplete Job:
|
|
/// </summary>
|
|
AutocompleteResult,
|
|
|
|
/// <summary>
|
|
/// Controller->Backtest Node Packet:
|
|
/// </summary>
|
|
BacktestNode,
|
|
|
|
/// <summary>
|
|
/// Packet out of backtest node:
|
|
/// </summary>
|
|
BacktestResult,
|
|
|
|
/// <summary>
|
|
/// API-> Controller Work Packet:
|
|
/// </summary>
|
|
BacktestWork,
|
|
|
|
/// <summary>
|
|
/// Controller -> Live Node Packet:
|
|
/// </summary>
|
|
LiveNode,
|
|
|
|
/// <summary>
|
|
/// Live Node -> User Packet:
|
|
/// </summary>
|
|
LiveResult,
|
|
|
|
/// <summary>
|
|
/// API -> Controller Packet:
|
|
/// </summary>
|
|
LiveWork,
|
|
|
|
/// <summary>
|
|
/// Node -> User Algo Security Types
|
|
/// </summary>
|
|
SecurityTypes,
|
|
|
|
/// <summary>
|
|
/// Controller -> User Error in Backtest Settings:
|
|
/// </summary>
|
|
BacktestError,
|
|
|
|
/// <summary>
|
|
/// Nodes -> User Algorithm Status Packet:
|
|
/// </summary>
|
|
AlgorithmStatus,
|
|
|
|
/// <summary>
|
|
/// API -> Compiler Work Packet:
|
|
/// </summary>
|
|
BuildWork,
|
|
|
|
/// <summary>
|
|
/// Compiler -> User Build Success
|
|
/// </summary>
|
|
BuildSuccess,
|
|
|
|
/// <summary>
|
|
/// Compiler -> User, Compile Error
|
|
/// </summary>
|
|
BuildError,
|
|
|
|
/// <summary>
|
|
/// Node -> User Algorithm Runtime Error
|
|
/// </summary>
|
|
RuntimeError,
|
|
|
|
/// <summary>
|
|
/// Error is an internal handled error packet inside users algorithm
|
|
/// </summary>
|
|
HandledError,
|
|
|
|
/// <summary>
|
|
/// Nodes -> User Log Message
|
|
/// </summary>
|
|
Log,
|
|
|
|
/// <summary>
|
|
/// Nodes -> User Debug Message
|
|
/// </summary>
|
|
Debug,
|
|
|
|
/// <summary>
|
|
/// Nodes -> User, Order Update Event
|
|
/// </summary>
|
|
OrderEvent,
|
|
|
|
/// <summary>
|
|
/// Boolean true/false success
|
|
/// </summary>
|
|
Success,
|
|
|
|
/// <summary>
|
|
/// History live job packets
|
|
/// </summary>
|
|
History,
|
|
|
|
/// <summary>
|
|
/// Result from a command
|
|
/// </summary>
|
|
CommandResult,
|
|
|
|
/// <summary>
|
|
/// Hook from git hub
|
|
/// </summary>
|
|
GitHubHook,
|
|
|
|
/// <summary>
|
|
/// Documentation result from docs server
|
|
/// </summary>
|
|
DocumentationResult,
|
|
|
|
/// <summary>
|
|
/// Documentation request to the docs server
|
|
/// </summary>
|
|
Documentation,
|
|
|
|
/// <summary>
|
|
/// Debug packet generated by Lean
|
|
/// </summary>
|
|
SystemDebug,
|
|
|
|
/// <summary>
|
|
/// Packet containing insights generated by the algorithm
|
|
/// </summary>
|
|
AlphaResult,
|
|
|
|
/// <summary>
|
|
/// Alpha API -> Controller packet
|
|
/// </summary>
|
|
AlphaWork,
|
|
|
|
/// <summary>
|
|
/// Alpha Controller -> Alpha Node packet
|
|
/// </summary>
|
|
AlphaNode,
|
|
|
|
/// <summary>
|
|
/// Packet containing list of algorithms to run as a regression test
|
|
/// </summary>
|
|
RegressionAlgorithm,
|
|
|
|
/// <summary>
|
|
/// Packet containing a heartbeat
|
|
/// </summary>
|
|
AlphaHeartbeat,
|
|
|
|
/// <summary>
|
|
/// Used when debugging to send status updates
|
|
/// </summary>
|
|
DebuggingStatus,
|
|
|
|
/// <summary>
|
|
/// Optimization Node Packet:
|
|
/// </summary>
|
|
OptimizationNode,
|
|
|
|
/// <summary>
|
|
/// Optimization Estimate Packet:
|
|
/// </summary>
|
|
OptimizationEstimate,
|
|
|
|
/// <summary>
|
|
/// Optimization work status update
|
|
/// </summary>
|
|
OptimizationStatus,
|
|
|
|
/// <summary>
|
|
/// Optimization work result
|
|
/// </summary>
|
|
OptimizationResult,
|
|
|
|
/// <summary>
|
|
/// Aggregated packets
|
|
/// </summary>
|
|
Aggregated,
|
|
|
|
/// <summary>
|
|
/// Query the language model
|
|
/// </summary>
|
|
LanguageModelQuery,
|
|
|
|
/// <summary>
|
|
/// Send feedback to a language model response
|
|
/// </summary>
|
|
LanguageModelFeedback,
|
|
|
|
/// <summary>
|
|
/// The language models response
|
|
/// </summary>
|
|
LanguageModelResponse,
|
|
|
|
/// <summary>
|
|
/// Language model code analysis
|
|
/// </summary>
|
|
LanguageModelCodeAnalysis,
|
|
|
|
/// <summary>
|
|
/// Language model chat work
|
|
/// </summary>
|
|
LanguageModelChatWork,
|
|
|
|
/// <summary>
|
|
/// Language model chat response
|
|
/// </summary>
|
|
LanguageModelChatResponse,
|
|
|
|
/// <summary>
|
|
/// Algorithm name update
|
|
/// </summary>
|
|
AlgorithmNameUpdate,
|
|
|
|
/// <summary>
|
|
/// Algorithm tags update
|
|
/// </summary>
|
|
AlgorithmTagsUpdate,
|
|
|
|
/// <summary>
|
|
/// Research job packet
|
|
/// </summary>
|
|
ResearchNode,
|
|
|
|
/// <summary>
|
|
/// Organization update
|
|
/// </summary>
|
|
OrganizationUpdate,
|
|
|
|
/// <summary>
|
|
/// Compiler -> User Build Warnings
|
|
/// </summary>
|
|
BuildWarning,
|
|
|
|
/// <summary>
|
|
/// Language model function call related packet
|
|
/// </summary>
|
|
LanguageModelFunctionCall,
|
|
|
|
/// <summary>
|
|
/// Language model agent message
|
|
/// </summary>
|
|
LanguageModelAgentMessage,
|
|
|
|
/// <summary>
|
|
/// Agent job packet
|
|
/// </summary>
|
|
AgentNode
|
|
}
|
|
}
|