Create empty result packet for live trading

Coulbe · Jul 8, 2020 · bab6358 · bab6358
1 parent aa0dfc7
commit bab6358
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Showing 2 changed files with 18 additions and 8 deletions.
diff --git a/Common/Packets/LiveResultPacket.cs b/Common/Packets/LiveResultPacket.cs
@@ -18,6 +18,7 @@
 using System.Collections.Generic;
 using Newtonsoft.Json;
 using QuantConnect.Logging;
+using QuantConnect.Orders;
 using QuantConnect.Securities;
 
 namespace QuantConnect.Packets
@@ -124,6 +125,20 @@ public LiveResultPacket(LiveNodePacket job, LiveResult results)
                 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 Dictionary<string, string>(), new List<OrderEvent>(), new Dictionary<string, string>(),
+                new AlphaRuntimeStatistics())));
+        }
     } // End Queue Packet:
 
 

diff --git a/Engine/Results/LiveTradingResultHandler.cs b/Engine/Results/LiveTradingResultHandler.cs
@@ -785,18 +785,13 @@ protected void SendFinalResult()
 
                     //Create a packet:
                     result = new LiveResultPacket(_job,
-                        new LiveResult(new LiveResultParameters(charts, orders, profitLoss, holdings, Algorithm.Portfolio.CashBook, statisticsResults.Summary, runtime, GetOrderEventsToStore())))
-                    {
-                        ProcessingTime = (DateTime.UtcNow - StartTime).TotalSeconds
-                    };
+                        new LiveResult(new LiveResultParameters(charts, orders, profitLoss, holdings, Algorithm.Portfolio.CashBook, statisticsResults.Summary, runtime, GetOrderEventsToStore())));
                 }
                 else
                 {
-                    result = new LiveResultPacket(_job, new LiveResult())
-                    {
-                        ProcessingTime = (DateTime.UtcNow - StartTime).TotalSeconds
-                    };
+                    result = LiveResultPacket.CreateEmpty(_job);
                 }
+                result.ProcessingTime = (DateTime.UtcNow - StartTime).TotalSeconds;
 
                 //Store to S3:
                 StoreResult(result);