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LiveResultPacket.cs
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LiveResultPacket.cs
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/*
* 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.Linq;
using Newtonsoft.Json;
using QuantConnect.Orders;
using QuantConnect.Logging;
using QuantConnect.Securities;
using System.Collections.Generic;
namespace QuantConnect.Packets
{
/// <summary>
/// Live result packet from a lean engine algorithm.
/// </summary>
public class LiveResultPacket : Packet
{
/// <summary>
/// User Id sending result packet
/// </summary>
[JsonProperty(PropertyName = "iUserID")]
public int UserId = 0;
/// <summary>
/// Project Id of the result packet
/// </summary>
[JsonProperty(PropertyName = "iProjectID")]
public int ProjectId = 0;
/// <summary>
/// User session Id who issued the result packet
/// </summary>
[JsonProperty(PropertyName = "sSessionID")]
public string SessionId = "";
/// <summary>
/// Live Algorithm Id (DeployId) for this result packet
/// </summary>
[JsonProperty(PropertyName = "sDeployID")]
public string DeployId = "";
/// <summary>
/// Compile Id algorithm which generated this result packet
/// </summary>
[JsonProperty(PropertyName = "sCompileID")]
public string CompileId = "";
/// <summary>
/// Result data object for this result packet
/// </summary>
[JsonProperty(PropertyName = "oResults")]
public LiveResult Results = new LiveResult();
/// <summary>
/// Processing time / running time for the live algorithm.
/// </summary>
[JsonProperty(PropertyName = "dProcessingTime")]
public double ProcessingTime = 0;
/// <summary>
/// Default constructor for JSON Serialization
/// </summary>
public LiveResultPacket()
: base(PacketType.LiveResult)
{ }
/// <summary>
/// Compose the packet from a JSON string:
/// </summary>
public LiveResultPacket(string json)
: base(PacketType.LiveResult)
{
try
{
var packet = JsonConvert.DeserializeObject<LiveResultPacket>(json);
CompileId = packet.CompileId;
Channel = packet.Channel;
SessionId = packet.SessionId;
DeployId = packet.DeployId;
Type = packet.Type;
UserId = packet.UserId;
ProjectId = packet.ProjectId;
Results = packet.Results;
ProcessingTime = packet.ProcessingTime;
}
catch (Exception err)
{
Log.Trace($"LiveResultPacket(): Error converting json: {err}");
}
}
/// <summary>
/// Compose Live Result Data Packet - With tradable dates
/// </summary>
/// <param name="job">Job that started this request</param>
/// <param name="results">Results class for the Backtest job</param>
public LiveResultPacket(LiveNodePacket job, LiveResult results)
:base (PacketType.LiveResult)
{
try
{
SessionId = job.SessionId;
CompileId = job.CompileId;
DeployId = job.DeployId;
Results = results;
UserId = job.UserId;
ProjectId = job.ProjectId;
SessionId = job.SessionId;
Channel = job.Channel;
}
catch (Exception err) {
Log.Error(err);
}
}
/// <summary>
/// Creates an empty result packet, useful when the algorithm fails to initialize
/// </summary>
/// <param name="job">The associated job packet</param>
/// <returns>An empty result packet</returns>
public static LiveResultPacket CreateEmpty(LiveNodePacket job)
{
return new LiveResultPacket(job, new LiveResult(new LiveResultParameters(
new Dictionary<string, Chart>(), new Dictionary<int, Order>(), new Dictionary<DateTime, decimal>(),
new Dictionary<string, Holding>(), new CashBook(), new Dictionary<string, string>(),
new SortedDictionary<string, string>(), new List<OrderEvent>(), new Dictionary<string, string>(),
new AlgorithmConfiguration(), new Dictionary<string, string>())));
}
} // End Queue Packet:
/// <summary>
/// Live results object class for packaging live result data.
/// </summary>
public class LiveResult : Result
{
private CashBook _cashBook;
/// <summary>
/// Holdings dictionary of algorithm holdings information
/// </summary>
[JsonProperty(PropertyName = "holdings", NullValueHandling = NullValueHandling.Ignore)]
public IDictionary<string, Holding> Holdings;
/// <summary>
/// Cashbook for the algorithm's live results.
/// </summary>
[JsonIgnore]
public CashBook CashBook
{
get
{
return _cashBook;
}
set
{
_cashBook = value;
Cash = _cashBook?.ToDictionary(pair => pair.Key, pair => pair.Value);
AccountCurrency = CashBook?.AccountCurrency;
AccountCurrencySymbol = AccountCurrency != null ? Currencies.GetCurrencySymbol(AccountCurrency) : null;
}
}
/// <summary>
/// Cash for the algorithm's live results.
/// </summary>
[JsonProperty(PropertyName = "cash", NullValueHandling = NullValueHandling.Ignore)]
public Dictionary<string, Cash> Cash;
/// <summary>
/// The algorithm's account currency
/// </summary>
[JsonProperty(PropertyName = "accountCurrency", NullValueHandling = NullValueHandling.Ignore)]
public string AccountCurrency;
/// <summary>
/// The algorithm's account currency
/// </summary>
[JsonProperty(PropertyName = "accountCurrencySymbol", NullValueHandling = NullValueHandling.Ignore)]
public string AccountCurrencySymbol;
/// <summary>
/// Default Constructor
/// </summary>
public LiveResult()
{ }
/// <summary>
/// Constructor for the result class for dictionary objects
/// </summary>
public LiveResult(LiveResultParameters parameters) : base(parameters)
{
Holdings = parameters.Holdings;
CashBook = parameters.CashBook;
}
}
} // End of Namespace: