C# IResultHandler.RuntimeError方法代码示例

        /// <summary>
        /// Creates a new <see cref="ScheduledEvent"/> that will fire before market close by the specified time 
        /// </summary>
        /// <param name="algorithm">The algorithm instance the event is fo</param>
        /// <param name="resultHandler">The result handler, used to communicate run time errors</param>
        /// <param name="start">The date to start the events</param>
        /// <param name="end">The date to end the events</param>
        /// <param name="endOfDayDelta">The time difference between the market close and the event, positive time will fire before market close</param>
        /// <param name="currentUtcTime">Specfies the current time in UTC, before which, no events will be scheduled. Specify null to skip this filter.</param>
        /// <returns>The new <see cref="ScheduledEvent"/> that will fire near market close each tradeable dat</returns>
        public static ScheduledEvent EveryAlgorithmEndOfDay(IAlgorithm algorithm, IResultHandler resultHandler, DateTime start, DateTime end, TimeSpan endOfDayDelta, DateTime? currentUtcTime = null)
        {
            if (endOfDayDelta >= Time.OneDay)
            {
                throw new ArgumentException("Delta must be less than a day", "endOfDayDelta");
            }

            // set up an event to fire every tradeable date for the algorithm as a whole
            var eodEventTime = Time.OneDay.Subtract(endOfDayDelta);

            // create enumerable of end of day in algorithm's time zone
            var times =
                // for every date any exchange is open in the algorithm
                from date in Time.EachTradeableDay(algorithm.Securities.Values, start, end)
                // define the time of day we want the event to fire, a little before midnight
                let eventTime = date + eodEventTime
                // convert the event time into UTC
                let eventUtcTime = eventTime.ConvertToUtc(algorithm.TimeZone)
                // perform filter to verify it's not before the current time
                where !currentUtcTime.HasValue || eventUtcTime > currentUtcTime.Value
                select eventUtcTime;

            return new ScheduledEvent(CreateEventName("Algorithm", "EndOfDay"), times, (name, triggerTime) =>
            {
                Log.Debug(string.Format("ScheduledEvent.{0}: Firing at {1}", name, triggerTime));
                try
                {
                    algorithm.OnEndOfDay();
                    Log.Debug(string.Format("ScheduledEvent.{0}: Fired On End of Day Event() for Day({1})", name, triggerTime.ToShortDateString()));
                }
                catch (Exception err)
                {
                    resultHandler.RuntimeError(string.Format("Runtime error in {0} event: {1}", name, err.Message), err.StackTrace);
                    Log.Error(string.Format("ScheduledEvent.{0}: {1}", name, err.Message));
                }
            });
        }

        /// <summary>
        /// Creates a new <see cref="ScheduledEvent"/> that will fire before market close by the specified time 
        /// </summary>
        /// <param name="algorithm">The algorithm instance the event is fo</param>
        /// <param name="resultHandler">The result handler, used to communicate run time errors</param>
        /// <param name="security">The security used for defining tradeable dates</param>
        /// <param name="start">The first date for the events</param>
        /// <param name="end">The date to end the events</param>
        /// <param name="endOfDayDelta">The time difference between the market close and the event, positive time will fire before market close</param>
        /// <param name="currentUtcTime">Specfies the current time in UTC, before which, no events will be scheduled. Specify null to skip this filter.</param>
        /// <returns>The new <see cref="ScheduledEvent"/> that will fire near market close each tradeable dat</returns>
        public static ScheduledEvent EverySecurityEndOfDay(IAlgorithm algorithm, IResultHandler resultHandler, Security security, DateTime start, DateTime end, TimeSpan endOfDayDelta, DateTime? currentUtcTime = null)
        {
            if (endOfDayDelta >= Time.OneDay)
            {
                throw new ArgumentException("Delta must be less than a day", "endOfDayDelta");
            }

            // define all the times we want this event to be fired, every tradeable day for the securtiy
            // at the delta time before market close expressed in UTC
            var times =
                // for every date the exchange is open for this security
                from date in Time.EachTradeableDay(security, start, end)
                // get the next market close for the specified date
                let marketClose = security.Exchange.Hours.GetNextMarketClose(date, security.IsExtendedMarketHours)
                // define the time of day we want the event to fire before marketclose
                let eventTime = marketClose.Subtract(endOfDayDelta)
                // convert the event time into UTC
                let eventUtcTime = eventTime.ConvertToUtc(security.Exchange.TimeZone)
                // perform filter to verify it's not before the current time
                where !currentUtcTime.HasValue || eventUtcTime > currentUtcTime
                select eventUtcTime;

            return new ScheduledEvent(CreateEventName(security.Symbol, "EndOfDay"), times, (name, triggerTime) =>
            {
                try
                {
                    algorithm.OnEndOfDay(security.Symbol);
                }
                catch (Exception err)
                {
                    resultHandler.RuntimeError(string.Format("Runtime error in {0} event: {1}", name, err.Message), err.StackTrace);
                    Log.Error(string.Format("ScheduledEvent.{0}: {1}", name, err.Message));
                }
            });
        }

        /********************************************************
        * CLASS METHODS
        *********************************************************/
        /// <summary>
        /// Primary Analysis Thread:
        /// </summary>
        public static void Main(string[] args)
        {
            //Initialize:
            var algorithmPath = "";
            string mode = "RELEASE";
            AlgorithmNodePacket job = null;
            var algorithm = default(IAlgorithm);
            var startTime = DateTime.Now;
            Log.LogHandler = Composer.Instance.GetExportedValueByTypeName<ILogHandler>(Config.Get("log-handler", "CompositeLogHandler"));

            #if DEBUG
                mode = "DEBUG";
            #endif

            //Name thread for the profiler:
            Thread.CurrentThread.Name = "Algorithm Analysis Thread";
            Log.Trace("Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v" + Constants.Version + " Mode: " + mode);
            Log.Trace("Engine.Main(): Started " + DateTime.Now.ToShortTimeString());
            Log.Trace("Engine.Main(): Memory " + OS.ApplicationMemoryUsed + "Mb-App  " + +OS.TotalPhysicalMemoryUsed + "Mb-Used  " + OS.TotalPhysicalMemory + "Mb-Total");

            //Import external libraries specific to physical server location (cloud/local)
            try
            {
                // grab the right export based on configuration
                Api = Composer.Instance.GetExportedValueByTypeName<IApi>(Config.Get("api-handler"));
                Notify = Composer.Instance.GetExportedValueByTypeName<IMessagingHandler>(Config.Get("messaging-handler"));
                JobQueue = Composer.Instance.GetExportedValueByTypeName<IJobQueueHandler>(Config.Get("job-queue-handler"));
            }
            catch (CompositionException compositionException)
            { Log.Error("Engine.Main(): Failed to load library: " + compositionException);
            }

            //Setup packeting, queue and controls system: These don't do much locally.
            Api.Initialize();
            Notify.Initialize();
            JobQueue.Initialize();

            //Start monitoring the backtest active status:
            var statusPingThread = new Thread(StateCheck.Ping.Run);
            statusPingThread.Start();

            try
            {
                //Reset algo manager internal variables preparing for a new algorithm.
                AlgorithmManager.ResetManager();

                //Reset thread holders.
                var initializeComplete = false;
                Thread threadFeed = null;
                Thread threadTransactions = null;
                Thread threadResults = null;
                Thread threadRealTime = null;

                do
                {
                    //-> Pull job from QuantConnect job queue, or, pull local build:
                    job = JobQueue.NextJob(out algorithmPath); // Blocking.

                    // if the job version doesn't match this instance version then we can't process it
                    // we also don't want to reprocess redelivered live jobs
                    if (job.Version != Constants.Version || (LiveMode && job.Redelivered))
                    {
                        Log.Error("Engine.Run(): Job Version: " + job.Version + "  Deployed Version: " + Constants.Version);

                        //Tiny chance there was an uncontrolled collapse of a server, resulting in an old user task circulating.
                        //In this event kill the old algorithm and leave a message so the user can later review.
                        JobQueue.AcknowledgeJob(job);
                        Api.SetAlgorithmStatus(job.AlgorithmId, AlgorithmStatus.RuntimeError, _collapseMessage);
                        Notify.SetChannel(job.Channel);
                        Notify.RuntimeError(job.AlgorithmId, _collapseMessage);
                        job = null;
                    }
                } while (job == null);

                //-> Initialize messaging system
                Notify.SetChannel(job.Channel);

                //-> Create SetupHandler to configure internal algorithm state:
                SetupHandler = GetSetupHandler(job.SetupEndpoint);

                //-> Set the result handler type for this algorithm job, and launch the associated result thread.
                ResultHandler = GetResultHandler(job);
                threadResults = new Thread(ResultHandler.Run, 0) {Name = "Result Thread"};
                threadResults.Start();

                try
                {
                    // Save algorithm to cache, load algorithm instance:
                    algorithm = SetupHandler.CreateAlgorithmInstance(algorithmPath);

                    //Initialize the internal state of algorithm and job: executes the algorithm.Initialize() method.
                    initializeComplete = SetupHandler.Setup(algorithm, out _brokerage, job);

                    //If there are any reasons it failed, pass these back to the IDE.
//.........这里部分代码省略.........