C# IResultHandler.SendStatusUpdate方法代码示例

//.........这里部分代码省略.........
                        }
                    }

                    //After we've fired all other events in this second, fire the pricing events:
                    if (backwardsCompatibilityMode)
                    {
                        //Log.Debug("AlgorithmManager.Run(): Invoking v1.0 Event Handlers...");
                        try
                        {
                            if (oldTradeBarsMethodInfo != null && oldBars.Count > 0) methodInvokers[tradebarsType](algorithm, oldBars);
                            if (oldTicksMethodInfo != null && oldTicks.Count > 0) methodInvokers[ticksType](algorithm, oldTicks);
                        }
                        catch (Exception err)
                        {
                            _runtimeError = err;
                            _algorithmState = AlgorithmStatus.RuntimeError;
                            Log.Debug("AlgorithmManager.Run(): RuntimeError: Backwards Compatibility Mode: " + err.Message + " STACK >>> " + err.StackTrace);
                            return;
                        }
                    }
                    else
                    {
                        //Log.Debug("AlgorithmManager.Run(): Invoking v2.0 Event Handlers...");
                        try
                        {
                            if (newTradeBarsMethodInfo != null && newBars.Count > 0) methodInvokers[tradebarsType](algorithm, newBars);
                            if (newTicksMethodInfo != null && newTicks.Count > 0) methodInvokers[ticksType](algorithm, newTicks);
                        }
                        catch (Exception err)
                        {
                            _runtimeError = err;
                            _algorithmState = AlgorithmStatus.RuntimeError;
                            Log.Debug("AlgorithmManager.Run(): RuntimeError: New Style Mode: " + err.Message + " STACK >>> " + err.StackTrace);
                            return;
                        }
                    }

                    //If its the historical/paper trading models, wait until market orders have been "filled"
                    // Manually trigger the event handler to prevent thread switch.
                    transactions.ProcessSynchronousEvents();

                    //Save the previous time for the sample calculations
                    _previousTime = time;

                } // End of Time Loop

                // Process any required events of the results handler such as sampling assets, equity, or stock prices.
                results.ProcessSynchronousEvents();
            } // End of ForEach DataStream

            //Stream over:: Send the final packet and fire final events:
            Log.Trace("AlgorithmManager.Run(): Firing On End Of Algorithm...");
            try
            {
                algorithm.OnEndOfAlgorithm();
            }
            catch (Exception err)
            {
                _algorithmState = AlgorithmStatus.RuntimeError;
                _runtimeError = new Exception("Error running OnEndOfAlgorithm(): " + err.Message, err.InnerException);
                Log.Debug("AlgorithmManager.OnEndOfAlgorithm(): " + err.Message + " STACK >>> " + err.StackTrace);
                return;
            }

            // Process any required events of the results handler such as sampling assets, equity, or stock prices.
            results.ProcessSynchronousEvents(forceProcess: true);

            //Liquidate Holdings for Calculations:
            if (_algorithmState == AlgorithmStatus.Liquidated || !Engine.LiveMode)
            {
                Log.Trace("AlgorithmManager.Run(): Liquidating algorithm holdings...");
                algorithm.Liquidate();
                results.LogMessage("Algorithm Liquidated");
                results.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Liquidated);
            }

            //Manually stopped the algorithm
            if (_algorithmState == AlgorithmStatus.Stopped)
            {
                Log.Trace("AlgorithmManager.Run(): Stopping algorithm...");
                results.LogMessage("Algorithm Stopped");
                results.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Stopped);
            }

            //Backtest deleted.
            if (_algorithmState == AlgorithmStatus.Deleted)
            {
                Log.Trace("AlgorithmManager.Run(): Deleting algorithm...");
                results.DebugMessage("Algorithm Id:(" + job.AlgorithmId + ") Deleted by request.");
                results.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Deleted);
            }

            //Algorithm finished, send regardless of commands:
            results.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Completed);

            //Take final samples:
            results.SampleRange(algorithm.GetChartUpdates());
            results.SampleEquity(_frontier, Math.Round(algorithm.Portfolio.TotalPortfolioValue, 4));
            results.SamplePerformance(_frontier, Math.Round((algorithm.Portfolio.TotalPortfolioValue - startingPerformance) * 100 / startingPerformance, 10));
        }

//.........这里部分代码省略.........
                        errorMessage += String.Join(",", SetupHandler.Errors);
                        ResultHandler.RuntimeError(errorMessage);
                        Api.SetAlgorithmStatus(job.AlgorithmId, AlgorithmStatus.RuntimeError);
                    }
                }
                catch (Exception err)
                {
                    var runtimeMessage = "Algorithm.Initialize() Error: " + err.Message + " Stack Trace: " + err.StackTrace;
                    ResultHandler.RuntimeError(runtimeMessage, err.StackTrace);
                    Api.SetAlgorithmStatus(job.AlgorithmId, AlgorithmStatus.RuntimeError, runtimeMessage);
                }

                //-> Using the job + initialization: load the designated handlers:
                if (initializeComplete)
                {
                    //-> Reset the backtest stopwatch; we're now running the algorithm.
                    startTime = DateTime.Now;

                    //Set algorithm as locked; set it to live mode if we're trading live, and set it to locked for no further updates.
                    algorithm.SetAlgorithmId(job.AlgorithmId);
                    algorithm.SetLiveMode(LiveMode);
                    algorithm.SetLocked();

                    //Load the associated handlers for data, transaction and realtime events:
                    ResultHandler.SetAlgorithm(algorithm);
                    DataFeed            = GetDataFeedHandler(algorithm, job);
                    TransactionHandler  = GetTransactionHandler(algorithm, _brokerage, ResultHandler, job);
                    RealTimeHandler     = GetRealTimeHandler(algorithm, _brokerage, DataFeed, ResultHandler, job);

                    //Set the error handlers for the brokerage asynchronous errors.
                    SetupHandler.SetupErrorHandler(ResultHandler, _brokerage);

                    //Send status to user the algorithm is now executing.
                    ResultHandler.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Running);

                    //Launch the data, transaction and realtime handlers into dedicated threads
                    threadFeed = new Thread(DataFeed.Run) {Name = "DataFeed Thread"};
                    threadTransactions = new Thread(TransactionHandler.Run) {Name = "Transaction Thread"};
                    threadRealTime = new Thread(RealTimeHandler.Run) {Name = "RealTime Thread"};

                    //Launch the data feed, result sending, and transaction models/handlers in separate threads.
                    threadFeed.Start(); // Data feed pushing data packets into thread bridge;
                    threadTransactions.Start(); // Transaction modeller scanning new order requests
                    threadRealTime.Start(); // RealTime scan time for time based events:

                    // Result manager scanning message queue: (started earlier)
                    ResultHandler.DebugMessage(string.Format("Launching analysis for {0} with LEAN Engine v{1}", job.AlgorithmId, Constants.Version));

                    try
                    {
                        // Execute the Algorithm Code:
                        var complete = Isolator.ExecuteWithTimeLimit(SetupHandler.MaximumRuntime, AlgorithmManager.TimeLoopWithinLimits, () =>
                        {
                            try
                            {
                                //Run Algorithm Job:
                                // -> Using this Data Feed,
                                // -> Send Orders to this TransactionHandler,
                                // -> Send Results to ResultHandler.
                                AlgorithmManager.Run(job, algorithm, DataFeed, TransactionHandler, ResultHandler, SetupHandler, RealTimeHandler);
                            }
                            catch (Exception err)
                            {
                                //Debugging at this level is difficult, stack trace needed.
                                Log.Error("Engine.Run", err);
                            }

        /// <summary>
        /// Primary entry point to setup a new algorithm
        /// </summary>
        /// <param name="algorithm">Algorithm instance</param>
        /// <param name="brokerage">New brokerage output instance</param>
        /// <param name="job">Algorithm job task</param>
        /// <param name="resultHandler">The configured result handler</param>
        /// <param name="transactionHandler">The configurated transaction handler</param>
        /// <param name="realTimeHandler">The configured real time handler</param>
        /// <returns>True on successfully setting up the algorithm state, or false on error.</returns>
        public bool Setup(IAlgorithm algorithm, out IBrokerage brokerage, AlgorithmNodePacket job, IResultHandler resultHandler, ITransactionHandler transactionHandler, IRealTimeHandler realTimeHandler)
        {
            _algorithm = algorithm;
            brokerage = default(IBrokerage);

            // verify we were given the correct job packet type
            var liveJob = job as LiveNodePacket;
            if (liveJob == null)
            {
                AddInitializationError("BrokerageSetupHandler requires a LiveNodePacket");
                return false;
            }

            // verify the brokerage was specified
            if (string.IsNullOrWhiteSpace(liveJob.Brokerage))
            {
                AddInitializationError("A brokerage must be specified");
                return false;
            }

            // attach to the message event to relay brokerage specific initialization messages
            EventHandler<BrokerageMessageEvent> brokerageOnMessage = (sender, args) =>
            {
                if (args.Type == BrokerageMessageType.Error)
                {
                    AddInitializationError(string.Format("Brokerage Error Code: {0} - {1}", args.Code, args.Message));
                }
            };

            try
            {
                Log.Trace("BrokerageSetupHandler.Setup(): Initializing algorithm...");

                //Execute the initialize code:
                var isolator = new Isolator();
                var initializeComplete = isolator.ExecuteWithTimeLimit(TimeSpan.FromSeconds(10), () =>
                {
                    try
                    {
                        //Set the live trading level asset/ram allocation limits.
                        //Protects algorithm from linux killing the job by excess memory:
                        switch (job.ServerType)
                        {
                            case ServerType.Server1024:
                                algorithm.SetAssetLimits(100, 20, 10);
                                break;

                            case ServerType.Server2048:
                                algorithm.SetAssetLimits(400, 50, 30);
                                break;

                            default: //512
                                algorithm.SetAssetLimits(50, 25, 15);
                                break;
                        }

                        //Algorithm is live, not backtesting:
                        algorithm.SetLiveMode(true);
                        //Initialize the algorithm's starting date
                        algorithm.SetDateTime(DateTime.UtcNow);
                        //Set the source impl for the event scheduling
                        algorithm.Schedule.SetEventSchedule(realTimeHandler);
                        //Initialise the algorithm, get the required data:
                        algorithm.Initialize();
                    }
                    catch (Exception err)
                    {
                        AddInitializationError(err.Message);
                    }
                });

                if (!initializeComplete)
                {
                    AddInitializationError("Initialization timed out.");
                    return false;
                }
                try
                {
                    // find the correct brokerage factory based on the specified brokerage in the live job packet
                    _factory = Composer.Instance.Single<IBrokerageFactory>(factory => factory.BrokerageType.MatchesTypeName(liveJob.Brokerage));
                }
                catch (Exception err)
                {
                    Log.Error("BrokerageSetupHandler.Setup(): Error resolving brokerage factory for " + liveJob.Brokerage + ". " + err.Message);
                    AddInitializationError("Unable to locate factory for brokerage: " + liveJob.Brokerage);
                }

                // let the world know what we're doing since logging in can take a minute
                resultHandler.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.LoggingIn, "Logging into brokerage...");

//.........这里部分代码省略.........

        /// <summary>
        /// Primary entry point to setup a new algorithm
        /// </summary>
        /// <param name="algorithm">Algorithm instance</param>
        /// <param name="brokerage">New brokerage output instance</param>
        /// <param name="job">Algorithm job task</param>
        /// <param name="resultHandler">The configured result handler</param>
        /// <param name="transactionHandler">The configurated transaction handler</param>
        /// <param name="realTimeHandler">The configured real time handler</param>
        /// <returns>True on successfully setting up the algorithm state, or false on error.</returns>
        public bool Setup(IAlgorithm algorithm, IBrokerage brokerage, AlgorithmNodePacket job, IResultHandler resultHandler, ITransactionHandler transactionHandler, IRealTimeHandler realTimeHandler)
        {
            _algorithm = algorithm;

            // verify we were given the correct job packet type
            var liveJob = job as LiveNodePacket;
            if (liveJob == null)
            {
                AddInitializationError("BrokerageSetupHandler requires a LiveNodePacket");
                return false;
            }

            // verify the brokerage was specified
            if (string.IsNullOrWhiteSpace(liveJob.Brokerage))
            {
                AddInitializationError("A brokerage must be specified");
                return false;
            }


            // attach to the message event to relay brokerage specific initialization messages
            EventHandler<BrokerageMessageEvent> brokerageOnMessage = (sender, args) =>
            {
                if (args.Type == BrokerageMessageType.Error)
                {
                    AddInitializationError(string.Format("Brokerage Error Code: {0} - {1}", args.Code, args.Message));
                }
            };

            try
            {
                Log.Trace("BrokerageSetupHandler.Setup(): Initializing algorithm...");

                resultHandler.SendStatusUpdate(AlgorithmStatus.Initializing, "Initializing algorithm...");

                //Execute the initialize code:
                var controls = job.Controls;
                var isolator = new Isolator();
                var initializeComplete = isolator.ExecuteWithTimeLimit(TimeSpan.FromSeconds(300), () =>
                {
                    try
                    {
                        //Set the default brokerage model before initialize
                        algorithm.SetBrokerageModel(_factory.BrokerageModel);
                        //Set our parameters
                        algorithm.SetParameters(job.Parameters);
                        //Algorithm is live, not backtesting:
                        algorithm.SetLiveMode(true);
                        //Initialize the algorithm's starting date
                        algorithm.SetDateTime(DateTime.UtcNow);
                        //Set the source impl for the event scheduling
                        algorithm.Schedule.SetEventSchedule(realTimeHandler);
                        //Initialise the algorithm, get the required data:
                        algorithm.Initialize();
                        if (liveJob.Brokerage != "PaperBrokerage")
                        {
                            //Zero the CashBook - we'll populate directly from brokerage
                            foreach (var kvp in algorithm.Portfolio.CashBook)
                            {
                                kvp.Value.SetAmount(0);
                            }
                        }
                    }
                    catch (Exception err)
                    {
                        AddInitializationError(err.Message);
                    }
                });

                if (!initializeComplete)
                {
                    AddInitializationError("Initialization timed out.");
                    return false;
                }

                // let the world know what we're doing since logging in can take a minute
                resultHandler.SendStatusUpdate(AlgorithmStatus.LoggingIn, "Logging into brokerage...");

                brokerage.Message += brokerageOnMessage;

                algorithm.Transactions.SetOrderProcessor(transactionHandler);

                Log.Trace("BrokerageSetupHandler.Setup(): Connecting to brokerage...");
                try
                {
                    // this can fail for various reasons, such as already being logged in somewhere else
                    brokerage.Connect();
                }
                catch (Exception err)
                {
//.........这里部分代码省略.........