C# IAlgorithm.GetType方法代码示例

        public Algorithm(IAlgorithm algorithm)
        {
            date = DateTime.Now;
            Name = algorithm.Name;
            Type = algorithm.GetType().FullName;
            _processingSteps = new List<ProcessingStep>();

            foreach (IProcessingStep processingStep in algorithm.ProcessingSteps)
            {
                _processingSteps.Add(processingStep.BuildParameterList());
            }
        }

        /********************************************************
        * CLASS METHODS
        *********************************************************/
        /// <summary>
        /// Launch the algorithm manager to run this strategy
        /// </summary>
        /// <param name="job">Algorithm job</param>
        /// <param name="algorithm">Algorithm instance</param>
        /// <param name="feed">Datafeed object</param>
        /// <param name="transactions">Transaction manager object</param>
        /// <param name="results">Result handler object</param>
        /// <param name="setup">Setup handler object</param>
        /// <param name="realtime">Realtime processing object</param>
        /// <remarks>Modify with caution</remarks>
        public static void Run(AlgorithmNodePacket job, IAlgorithm algorithm, IDataFeed feed, ITransactionHandler transactions, IResultHandler results, ISetupHandler setup, IRealTimeHandler realtime)
        {
            //Initialize:
            var backwardsCompatibilityMode = false;
            var tradebarsType = typeof (TradeBars);
            var ticksType = typeof(Ticks);
            var startingPerformance = setup.StartingCapital;
            var backtestMode = (job.Type == PacketType.BacktestNode);
            var methodInvokers = new Dictionary<Type, MethodInvoker>();

            //Initialize Properties:
            _frontier = setup.StartingDate;
            _runtimeError = null;
            _algorithmId = job.AlgorithmId;
            _algorithmState = AlgorithmStatus.Running;
            _previousTime = setup.StartingDate.Date;

            //Create the method accessors to push generic types into algorithm: Find all OnData events:

            //Algorithm 1.0 Data Accessors.
            //If the users defined these methods, add them in manually. This allows keeping backwards compatibility to algorithm 1.0.
            var oldTradeBarsMethodInfo = (algorithm.GetType()).GetMethod("OnTradeBar",   new[] { typeof(Dictionary<string, TradeBar>) });
            var oldTicksMethodInfo = (algorithm.GetType()).GetMethod("OnTick", new[] { typeof(Dictionary<string, List<Tick>>) });

            //Algorithm 2.0 Data Generics Accessors.
            //New hidden access to tradebars with custom type.
            var newTradeBarsMethodInfo = (algorithm.GetType()).GetMethod("OnData", new[] { tradebarsType });
            var newTicksMethodInfo = (algorithm.GetType()).GetMethod("OnData", new[] { ticksType });

            if (newTradeBarsMethodInfo == null && newTicksMethodInfo == null)
            {
                backwardsCompatibilityMode = true;
                if (oldTradeBarsMethodInfo != null) methodInvokers.Add(tradebarsType, oldTradeBarsMethodInfo.DelegateForCallMethod());
                if (oldTradeBarsMethodInfo != null) methodInvokers.Add(ticksType, oldTicksMethodInfo.DelegateForCallMethod());
            }
            else
            {
                backwardsCompatibilityMode = false;
                if (newTradeBarsMethodInfo != null) methodInvokers.Add(tradebarsType, newTradeBarsMethodInfo.DelegateForCallMethod());
                if (newTicksMethodInfo != null) methodInvokers.Add(ticksType, newTicksMethodInfo.DelegateForCallMethod());
            }

            //Go through the subscription types and create invokers to trigger the event handlers for each custom type:
            foreach (var config in feed.Subscriptions)
            {
                //If type is a tradebar, combine tradebars and ticks into unified array:
                if (config.Type.Name != "TradeBar" && config.Type.Name != "Tick")
                {
                    //Get the matching method for this event handler - e.g. public void OnData(Quandl data) { .. }
                    var genericMethod = (algorithm.GetType()).GetMethod("OnData", new[] { config.Type });

                    //Is we already have this Type-handler then don't add it to invokers again.
                    if (methodInvokers.ContainsKey(config.Type)) continue;

                    //If we couldnt find the event handler, let the user know we can't fire that event.
                    if (genericMethod == null)
                    {
                        _runtimeError = new Exception("Data event handler not found, please create a function matching this template: public void OnData(" + config.Type.Name + " data) {  }");
                        _algorithmState = AlgorithmStatus.RuntimeError;
                        return;
                    }
                    methodInvokers.Add(config.Type, genericMethod.DelegateForCallMethod());
                }
            }

            //Loop over the queues: get a data collection, then pass them all into relevent methods in the algorithm.
            Log.Debug("AlgorithmManager.Run(): Algorithm initialized, launching time loop.");
            foreach (var newData in DataStream.GetData(feed, setup.StartingDate))
            {
                //Check this backtest is still running:
                if (_algorithmState != AlgorithmStatus.Running) break;

                //Go over each time stamp we've collected, pass it into the algorithm in order:
                foreach (var time in newData.Keys)
                {
                    //Set the time frontier:
                    _frontier = time;

                    //Execute with TimeLimit Monitor:
                    if (Isolator.IsCancellationRequested) return;

                    //Refresh the realtime event monitor:
                    realtime.SetTime(time);

                    //Fire EOD if the time packet we just processed is greater
                    if (backtestMode && _previousTime.Date != time.Date)
//.........这里部分代码省略.........

        /// <summary>
        /// Create a generic IL algorithm 
        /// </summary>
        /// <param name="assemblyPath"></param>
        /// <param name="algorithmInstance"></param>
        /// <param name="errorMessage"></param>
        /// <returns></returns>
        private bool TryCreateILAlgorithm(string assemblyPath, out IAlgorithm algorithmInstance, out string errorMessage)
        {
            errorMessage = "";
            algorithmInstance = null;

            try
            {
                byte[] debugInformationBytes = null;
                
                // if the assembly is located in the base directory then don't bother loading the pdbs
                // manually, they'll be loaded automatically by the .NET runtime.
                if (new FileInfo(assemblyPath).DirectoryName == AppDomain.CurrentDomain.BaseDirectory)
                {
                    // see if the pdb exists
                    var mdbFilename = assemblyPath + ".mdb";
                    var pdbFilename = assemblyPath.Substring(0, assemblyPath.Length - 4) + ".pdb";
                    if (File.Exists(pdbFilename))
                    {
                        debugInformationBytes = File.ReadAllBytes(pdbFilename);
                    }
                    // see if the mdb exists
                    if (File.Exists(mdbFilename))
                    {
                        debugInformationBytes = File.ReadAllBytes(mdbFilename);
                    }
                }

                //Load the assembly:
                Assembly assembly;
                if (debugInformationBytes == null)
                {
                    Log.Trace("Loader.TryCreateILAlgorithm(): Loading only the algorithm assembly");
                    assembly = Assembly.LoadFrom(assemblyPath);
                }
                else
                {
                    Log.Trace("Loader.TryCreateILAlgorithm(): Loading debug information with algorithm");
                    var assemblyBytes = File.ReadAllBytes(assemblyPath);
                    assembly = Assembly.Load(assemblyBytes, debugInformationBytes);
                }
                if (assembly == null)
                {
                    errorMessage = "Assembly is null.";
                    Log.Error("Loader.TryCreateILAlgorithm(): Assembly is null");
                    return false;
                }

                //Get the list of extention classes in the library: 
                var types = GetExtendedTypeNames(assembly);
                Log.Debug("Loader.TryCreateILAlgorithm(): Assembly types: " + string.Join(",", types));

                //No extensions, nothing to load.
                if (types.Count == 0)
                {
                    errorMessage = "Algorithm type was not found.";
                    Log.Error("Loader.TryCreateILAlgorithm(): Types array empty, no algorithm type found.");
                    return false;
                }

                if (types.Count > 1)
                {
                    // reshuffle type[0] to the resolved typename
                    types[0] = _multipleTypeNameResolverFunction.Invoke(types);

                    if (string.IsNullOrEmpty(types[0]))
                    {
                        errorMessage = "Unable to resolve multiple algorithm types to a single type.";
                        Log.Error("Loader.TryCreateILAlgorithm(): Failed resolving multiple algorithm types to a single type.");
                        return false;
                    }
                }
                //Load the assembly into this AppDomain:
                algorithmInstance = (IAlgorithm)assembly.CreateInstance(types[0], true);

                if (algorithmInstance != null)
                {
                    Log.Trace("Loader.TryCreateILAlgorithm(): Loaded " + algorithmInstance.GetType().Name);
                }

            }
            catch (ReflectionTypeLoadException err)
            {
                Log.Error("Loader.TryCreateILAlgorithm(1): " + err.LoaderExceptions[0]);
                if (err.InnerException != null) errorMessage = err.InnerException.Message;
            }
            catch (Exception err)
            {
                Log.Error("Loader.TryCreateILAlgorithm(2): " + err.Message);
                if (err.InnerException != null) errorMessage = err.InnerException.Message;
            }

            return true;
        }

        /// <summary>
        /// Setup the algorithm cash, dates and portfolio as desired.
        /// </summary>
        /// <param name="algorithm">Existing algorithm instance</param>
        /// <param name="brokerage">New brokerage instance</param>
        /// <param name="baseJob">Backtesting job</param>
        /// <param name="resultHandler">The configured result handler</param>
        /// <param name="transactionHandler">The configuration transaction handler</param>
        /// <param name="realTimeHandler">The configured real time handler</param>
        /// <returns>Boolean true on successfully setting up the console.</returns>
        public bool Setup(IAlgorithm algorithm, IBrokerage brokerage, AlgorithmNodePacket baseJob, IResultHandler resultHandler, ITransactionHandler transactionHandler, IRealTimeHandler realTimeHandler)
        {
            var initializeComplete = false;

            try
            {
                //Set common variables for console programs:

                if (baseJob.Type == PacketType.BacktestNode)
                {
                    var backtestJob = baseJob as BacktestNodePacket;
                    
                    algorithm.SetMaximumOrders(int.MaxValue);
                    // set our parameters
                    algorithm.SetParameters(baseJob.Parameters);
                    algorithm.SetLiveMode(false);
                    //Set the source impl for the event scheduling
                    algorithm.Schedule.SetEventSchedule(realTimeHandler);
                    //Setup Base Algorithm:
                    algorithm.Initialize();
                    //Set the time frontier of the algorithm
                    algorithm.SetDateTime(algorithm.StartDate.ConvertToUtc(algorithm.TimeZone));

                    //Construct the backtest job packet:
                    backtestJob.PeriodStart = algorithm.StartDate;
                    backtestJob.PeriodFinish = algorithm.EndDate;
                    backtestJob.BacktestId = algorithm.GetType().Name;
                    backtestJob.Type = PacketType.BacktestNode;
                    backtestJob.UserId = baseJob.UserId;
                    backtestJob.Channel = baseJob.Channel;
       
                    //Backtest Specific Parameters:
                    StartingDate = backtestJob.PeriodStart;
                    StartingPortfolioValue = algorithm.Portfolio.Cash;
                }
                else
                {
                    throw new Exception("The ConsoleSetupHandler is for backtests only. Use the BrokerageSetupHandler.");
                }
            }
            catch (Exception err)
            {
                Log.Error(err);
                Errors.Add("Failed to initialize algorithm: Initialize(): " + err.Message);
            }

            if (Errors.Count == 0)
            {
                initializeComplete = true;
            }

            algorithm.Transactions.SetOrderProcessor(transactionHandler);
            algorithm.PostInitialize();

            return initializeComplete;
        }

		bool IsInstanceOfType(Type type, IAlgorithm algorithm) {
			Type algorithmType = algorithm.GetType();

			Type[] interfaces = algorithmType.GetInterfaces();

			foreach (Type iface in interfaces) {
				if (iface == type) {
					return true;
				}
			}
			
			while (algorithmType != typeof(System.Object)) {
				if (type == algorithmType) {
					return true;
				}
				algorithmType = algorithmType.BaseType;
			}
			return false;
		}