Rework GetResultHandler to use type loader; first desktop UX implemen…

…tation; functional logger

Common/Global.cs

@@ -296,19 +296,6 @@ public enum RealTimeEndpoint
         LiveTrading
     }
 
-    /// <summary>
-    /// Result events handler options for processing algorithm messages
-    /// </summary>
-    public enum ResultHandlerEndpoint
-    {
-        /// Send Results to the Backtesting Web Application
-        Backtesting,
-        /// Send the Results to the Local Console
-        Console,
-        /// Send Results to the Live Web Application
-        LiveTrading,
-    }
-
     /// <summary>
     /// Setup handler options for setting up algorithm state and the livetrading/backtest requirements.
     /// </summary>

Common/Packets/AlgorithmNodePacket.cs

@@ -134,8 +134,11 @@ public string AlgorithmId
         /// <summary>
         /// Result endpoint plugin to select for task
         /// </summary>
-        [JsonProperty(PropertyName = "eResultEndpoint")]
-        public ResultHandlerEndpoint ResultEndpoint = ResultHandlerEndpoint.Backtesting;
+        /// <remarks>
+        ///     DEPRECATED: Maintained here for temporary consistency. Eventually all the endpoint enums will be replaced with MEF / Type import loading by config.
+        /// </remarks>
+        //[JsonProperty(PropertyName = "eResultEndpoint")]
+        //public ResultHandlerEndpoint ResultEndpoint = ResultHandlerEndpoint.Backtesting;
 
         /// <summary>
         /// Setup handler endpoint for this task

Common/Properties/SharedAssemblyInfo.cs

@@ -5,7 +5,7 @@
 [assembly: AssemblyCopyright("Copyright ©  2015")]
 [assembly: AssemblyCompany("QuantConnect")]
 [assembly: AssemblyTrademark("QuantConnect")]
-[assembly: AssemblyVersion("2.1.1.33")]
+[assembly: AssemblyVersion("2.1.1.35")]
 #if DEBUG
     [assembly: AssemblyConfiguration("Debug")]
 #else

Engine/Engine.cs

@@ -577,28 +577,14 @@ private static ITransactionHandler GetTransactionHandler(IAlgorithm algorithm, I
         /// <returns>Class Matching IResultHandler Inteface</returns>
         private static IResultHandler GetResultHandler(AlgorithmNodePacket job)
         {
-            var rh = default(IResultHandler);
+            var resultHandler = Config.Get("result-handler"); //, "BacktestingResultHandler"
+            var rhoh = Activator.CreateInstance(null, resultHandler);
+            var rh = (IResultHandler)rhoh.Unwrap();
 
-            switch (job.ResultEndpoint)
-            {
-                //Local backtesting and live trading result handler route messages to the local console.
-                case ResultHandlerEndpoint.Console:
-                    Log.Trace("Engine.GetResultHandler(): Selected Console Output.");
-                    rh = new ConsoleResultHandler(job);
-                    break;
-
-                // Backtesting route messages to user browser.
-                case ResultHandlerEndpoint.Backtesting:
-                    Log.Trace("Engine.GetResultHandler(): Selected Backtesting API Result Endpoint.");
-                    rh = new BacktestingResultHandler((BacktestNodePacket)job);
-                    break;
-
-                // Live trading route messages to user's browser.
-                case ResultHandlerEndpoint.LiveTrading:
-                    Log.Trace("Engine.GetResultHandler(): Selected Live Trading API Result Endpoint.");
-                    rh = new LiveTradingResultHandler((LiveNodePacket)job);
-                    break;
-            }
+            // Composer.Instance.GetExportedValueByTypeName<IResultHandler>(resultHandler);
+
+            rh.Initialize(job);
+            Log.Trace("Engine.GetResultHandler(): Loaded and Initialized Result Handler: " + resultHandler + "  v" + Constants.Version);
             return rh;
         }
 

Engine/QuantConnect.Lean.Engine.csproj

@@ -145,6 +145,7 @@
     <Compile Include="RealTime\LiveTradingRealTimeHandler.cs" />
     <Compile Include="RealTime\BacktestingRealTimeHandler.cs" />
     <Compile Include="RealTime\IRealTimeHandler.cs" />
+    <Compile Include="Results\DesktopResultHandler.cs" />
     <Compile Include="Setup\BrokerageSetupHandler.cs" />
     <Compile Include="Setup\SetupHandler.cs" />
     <Compile Include="StateCheck.cs" />
@@ -159,7 +160,6 @@
     <Compile Include="Results\BacktestingResultHandler.cs" />
     <Compile Include="DataFeeds\FileSystemDataFeed.cs" />
     <Compile Include="Results\ConsoleResultHandler.cs" />
-    <Compile Include="Results\IResultHandler.cs" />
     <Compile Include="TransactionHandlers\BacktestingTransactionHandler.cs" />
     <Compile Include="TransactionHandlers\BrokerageTransactionHandler.cs" />
     <Compile Include="TransactionHandlers\ITransactionHandler.cs" />

Engine/Results/BacktestingResultHandler.cs

@@ -44,7 +44,6 @@ public class BacktestingResultHandler : IResultHandler
         private DateTime _nextUpdate = new DateTime();
         private DateTime _nextS3Update = new DateTime();
         DateTime _lastUpdate = new DateTime();
-        DateTime _timeRequested = new DateTime();
         private string _debugMessage = "";
         private List<string> _log = new List<string>();
         private string _errorMessage = "";
@@ -72,6 +71,9 @@ public class BacktestingResultHandler : IResultHandler
         private DateTime _startTime;
         private DateTime _nextSample;
 
+        private const double _samples = 4000;
+        private const double _minimumSamplePeriod = 4;
+
         /********************************************************
         * CLASS PROPERTIES
         *********************************************************/
@@ -163,34 +165,20 @@ public TimeSpan NotificationPeriod
         * CONSTRUCTOR
         *********************************************************/
         /// <summary>
-        /// Backtesting result handler constructor.
+        /// Default initializer for 
         /// </summary>
-        /// <remarks>Setup the default sampling and notification periods based on the backtest length.</remarks>
-        public BacktestingResultHandler(BacktestNodePacket job) 
+        public BacktestingResultHandler()
         {
-            _job = job;
-            _exitTriggered = false;
-            _compileId = job.CompileId;
-            _backtestId = job.BacktestId;
-            _timeRequested = DateTime.Now;
-
-            //Get the resample period:
-            double samples = 4000;
-            double minimumSamplePeriod = 4;
-            double totalMinutes = (job.PeriodFinish - job.PeriodStart).TotalMinutes;
-            var resampleMinutes = (totalMinutes < (minimumSamplePeriod * samples)) ? minimumSamplePeriod : (totalMinutes / samples); // Space out the sampling every 
-            _resamplePeriod = TimeSpan.FromMinutes(resampleMinutes);
-            Log.Trace("BacktestingResultHandler(): Sample Period Set: " + resampleMinutes.ToString("00.00"));
-
-            //Notification Period for Browser Pushes:
-            _notificationPeriod = TimeSpan.FromSeconds(2);
-
             //Initialize Properties:
             _messages = new ConcurrentQueue<Packet>();
             _charts = new ConcurrentDictionary<string, Chart>();
             _chartLock = new Object();
             _isActive = true;
 
+            //Notification Period for Browser Pushes:
+            _notificationPeriod = TimeSpan.FromSeconds(2);
+            _exitTriggered = false;
+
             //Set the start time for the algorithm
             _startTime = DateTime.Now;
 
@@ -203,6 +191,24 @@ public BacktestingResultHandler(BacktestNodePacket job)
         /******************************************************** 
         * CLASS METHODS
         *********************************************************/
+        /// <summary>
+        /// Initialize the result handler with this result packet.
+        /// </summary>
+        /// <param name="job">Algorithm job packet for this result handler</param>
+        public void Initialize(AlgorithmNodePacket job)
+        {
+            _job = (BacktestNodePacket)job;
+            if (_job == null) throw new Exception("BacktestingResultHandler.Constructor(): Submitted Job type invalid.");
+            _compileId = _job.CompileId;
+            _backtestId = _job.BacktestId;
+
+            //Get the resample period:
+            var totalMinutes = (_job.PeriodFinish - _job.PeriodStart).TotalMinutes;
+            var resampleMinutes = (totalMinutes < (_minimumSamplePeriod * _samples)) ? _minimumSamplePeriod : (totalMinutes / _samples); // Space out the sampling every 
+            _resamplePeriod = TimeSpan.FromMinutes(resampleMinutes);
+            Log.Trace("BacktestingResultHandler(): Sample Period Set: " + resampleMinutes.ToString("00.00"));
+        }
+
         /// <summary>
         /// The main processing method steps through the messaging queue and processes the messages one by one.
         /// </summary>

Engine/Results/ConsoleResultHandler.cs

@@ -39,12 +39,12 @@ public class ConsoleResultHandler : IResultHandler
         private DateTime _lastSampledTimed;
         private IAlgorithm _algorithm;
         private readonly object _chartLock;
-        private readonly IConsoleStatusHandler _algorithmNode;
+        private IConsoleStatusHandler _algorithmNode;
 
         //Sampling Periods:
         private DateTime _nextSample;
-        private readonly TimeSpan _resamplePeriod;
-        private readonly TimeSpan _notificationPeriod;
+        private TimeSpan _resamplePeriod;
+        private TimeSpan _notificationPeriod;
 
         public Dictionary<string, string> FinalStatistics { get; private set; } 
 
@@ -125,21 +125,30 @@ public TimeSpan NotificationPeriod
         /// <summary>
         /// Console result handler constructor.
         /// </summary>
-        /// <remarks>Setup the default sampling and notification periods based on the backtest length.</remarks>
-        public ConsoleResultHandler(AlgorithmNodePacket packet) 
+        public ConsoleResultHandler() 
         {
-            FinalStatistics = new Dictionary<string, string>();
-            Log.Trace("Launching Console Result Handler: QuantConnect v2.0");
             Messages = new ConcurrentQueue<Packet>();
             Charts = new ConcurrentDictionary<string, Chart>();
+            FinalStatistics = new Dictionary<string, string>();
             _chartLock = new Object();
             _isActive = true;
+            _notificationPeriod = TimeSpan.FromSeconds(5);
+        }
 
+        /******************************************************** 
+        * PUBLIC METHODS
+        *********************************************************/
+        /// <summary>
+        /// Initialize the result handler with this result packet.
+        /// </summary>
+        /// <param name="packet">Algorithm job packet for this result handler</param>
+        public void Initialize(AlgorithmNodePacket packet)
+        {
             // we expect one of two types here, the backtest node packet or the live node packet
-            if (packet is BacktestNodePacket)
+            var job = packet as BacktestNodePacket;
+            if (job != null)
             {
-                var backtest = packet as BacktestNodePacket;
-                _algorithmNode = new BacktestConsoleStatusHandler(backtest);
+                _algorithmNode = new BacktestConsoleStatusHandler(job);
             }
             else
             {
@@ -150,16 +159,9 @@ public ConsoleResultHandler(AlgorithmNodePacket packet)
                 }
                 _algorithmNode = new LiveConsoleStatusHandler(live);
             }
-
             _resamplePeriod = _algorithmNode.ComputeSampleEquityPeriod();
-
-            //Notification Period for pushes:
-            _notificationPeriod = TimeSpan.FromSeconds(5);
         }
-
-        /******************************************************** 
-        * PUBLIC METHODS
-        *********************************************************/
+
         /// <summary>
         /// Entry point for console result handler thread.
         /// </summary>