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| * | ||
| */ | ||
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| using System; | ||
| using Python.Runtime; | ||
| using QuantConnect.Logging; | ||
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| using System.Collections.Generic; | ||
| using Microsoft.Extensions.CommandLineUtils; | ||
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| namespace QuantConnect.Configuration | ||
| { | ||
| /// <summary> | ||
| /// Command Line arguments parser for Report Creator | ||
| /// </summary> | ||
| public static class ReportArgumentParser | ||
| { | ||
| private const string ApplicationName = "Report Creator"; | ||
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| private const string ApplicationDescription = | ||
| "LEAN Report Creator generates beautiful PDF reports from your backtesting strategies for sharing with prospective partners."; | ||
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| private const string ApplicationHelpText = | ||
| "If you are looking for help, please go to https://www.quantconnect.com/docs"; | ||
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| private static readonly List<CommandLineOption> Options = new List<CommandLineOption> | ||
| { | ||
| new CommandLineOption("strategy-name", CommandOptionType.SingleValue, "Strategy name"), | ||
| new CommandLineOption("strategy-description", CommandOptionType.SingleValue, "Strategy description"), | ||
| new CommandLineOption("live-data-source-file", CommandOptionType.SingleValue, "Live source data json file"), | ||
| new CommandLineOption("backtest-data-source-file", CommandOptionType.SingleValue, "Backtest source data json file"), | ||
| new CommandLineOption("report-destination", CommandOptionType.SingleValue, "Destination of processed report file") | ||
| }; | ||
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| /// <summary> | ||
| /// Parse and construct the args. | ||
| /// </summary> | ||
| public static Dictionary<string, object> ParseArguments(string[] args) | ||
| { | ||
| return ApplicationParser.Parse(ApplicationName, ApplicationDescription, ApplicationHelpText, args, Options); | ||
| } | ||
| } | ||
| } |
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| <wpf:ResourceDictionary xml:space="preserve" xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml" xmlns:s="clr-namespace:System;assembly=mscorlib" xmlns:ss="urn:shemas-jetbrains-com:settings-storage-xaml" xmlns:wpf="http://schemas.microsoft.com/winfx/2006/xaml/presentation"> | ||
| <s:String x:Key="/Default/CodeInspection/CSharpLanguageProject/LanguageLevel/@EntryValue">CSharp60</s:String> | ||
| <s:String x:Key="/Default/CodeStyle/CodeFormatting/CSharpFormat/INDENT_INVOCATION_PARS/@EntryValue">INSIDE</s:String> | ||
| <s:String x:Key="/Default/CodeStyle/CodeFormatting/CSharpFormat/PLACE_ACCESSORHOLDER_ATTRIBUTE_ON_SAME_LINE_EX/@EntryValue">NEVER</s:String> | ||
| <s:Boolean x:Key="/Default/CodeStyle/CodeFormatting/CSharpFormat/WRAP_AFTER_INVOCATION_LPAR/@EntryValue">True</s:Boolean> | ||
| <s:String x:Key="/Default/CodeStyle/CodeFormatting/CSharpFormat/WRAP_ARGUMENTS_STYLE/@EntryValue">CHOP_IF_LONG</s:String> | ||
| <s:Boolean x:Key="/Default/CodeStyle/CodeFormatting/CSharpFormat/WRAP_BEFORE_INVOCATION_RPAR/@EntryValue">True</s:Boolean> | ||
| <s:String x:Key="/Default/CodeStyle/Naming/CSharpNaming/PredefinedNamingRules/=PrivateInstanceFields/@EntryIndexedValue"><Policy Inspect="True" Prefix="_" Suffix="" Style="aaBb" /></s:String> | ||
| <s:Boolean x:Key="/Default/Environment/SettingsMigration/IsMigratorApplied/=JetBrains_002EReSharper_002EPsi_002ECSharp_002ECodeStyle_002ECSharpAttributeForSingleLineMethodUpgrade/@EntryIndexedValue">True</s:Boolean> | ||
| <s:Boolean x:Key="/Default/Environment/SettingsMigration/IsMigratorApplied/=JetBrains_002EReSharper_002EPsi_002ECSharp_002ECodeStyle_002ECSharpKeepExistingMigration/@EntryIndexedValue">True</s:Boolean> | ||
| <s:Boolean x:Key="/Default/Environment/SettingsMigration/IsMigratorApplied/=JetBrains_002EReSharper_002EPsi_002ECSharp_002ECodeStyle_002ECSharpPlaceEmbeddedOnSameLineMigration/@EntryIndexedValue">True</s:Boolean> | ||
| <s:Boolean x:Key="/Default/Environment/SettingsMigration/IsMigratorApplied/=JetBrains_002EReSharper_002EPsi_002ECSharp_002ECodeStyle_002ECSharpRenamePlacementToArrangementMigration/@EntryIndexedValue">True</s:Boolean> | ||
| <s:Boolean x:Key="/Default/Environment/SettingsMigration/IsMigratorApplied/=JetBrains_002EReSharper_002EPsi_002ECSharp_002ECodeStyle_002ECSharpUseContinuousIndentInsideBracesMigration/@EntryIndexedValue">True</s:Boolean> | ||
| <s:Boolean x:Key="/Default/Environment/SettingsMigration/IsMigratorApplied/=JetBrains_002EReSharper_002EPsi_002ECSharp_002ECodeStyle_002ESettingsUpgrade_002EAddAccessorOwnerDeclarationBracesMigration/@EntryIndexedValue">True</s:Boolean> | ||
| <s:Boolean x:Key="/Default/Environment/SettingsMigration/IsMigratorApplied/=JetBrains_002EReSharper_002EPsi_002ECSharp_002ECodeStyle_002ESettingsUpgrade_002ECSharpPlaceAttributeOnSameLineMigration/@EntryIndexedValue">True</s:Boolean> | ||
| <s:Boolean x:Key="/Default/Environment/SettingsMigration/IsMigratorApplied/=JetBrains_002EReSharper_002EPsi_002ECSharp_002ECodeStyle_002ESettingsUpgrade_002EMigrateBlankLinesAroundFieldToBlankLinesAroundProperty/@EntryIndexedValue">True</s:Boolean> | ||
| <s:Boolean x:Key="/Default/Environment/SettingsMigration/IsMigratorApplied/=JetBrains_002EReSharper_002EPsi_002ECSharp_002ECodeStyle_002ESettingsUpgrade_002EMigrateThisQualifierSettings/@EntryIndexedValue">True</s:Boolean> | ||
| <s:Boolean x:Key="/Default/UserDictionary/Words/=Quant/@EntryIndexedValue">True</s:Boolean> | ||
| <s:Boolean x:Key="/Default/UserDictionary/Words/=QUANTCONNECT/@EntryIndexedValue">True</s:Boolean> | ||
| </wpf:ResourceDictionary> |
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| <?xml version="1.0" encoding="utf-8"?> | ||
| <configuration> | ||
| <startup> | ||
| <supportedRuntime version="v4.0" sku=".NETFramework,Version=v4.5.2"/> | ||
| </startup> | ||
| </configuration> |
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| /* | ||
| * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. | ||
| * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. | ||
| * | ||
| * Licensed under the Apache License, Version 2.0 (the "License"); | ||
| * you may not use this file except in compliance with the License. | ||
| * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 | ||
| * | ||
| * Unless required by applicable law or agreed to in writing, software | ||
| * distributed under the License is distributed on an "AS IS" BASIS, | ||
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
| * See the License for the specific language governing permissions and | ||
| * limitations under the License. | ||
| */ | ||
| using System; | ||
| using System.IO; | ||
| using Newtonsoft.Json; | ||
| using QuantConnect.Configuration; | ||
| using QuantConnect.Logging; | ||
| using QuantConnect.Orders; | ||
| using QuantConnect.Packets; | ||
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| namespace QuantConnect.Report | ||
| { | ||
| /// <summary> | ||
| /// Lean Report creates a PDF strategy summary from the backtest and live json objects. | ||
| /// </summary> | ||
| class Program | ||
| { | ||
| static void Main(string[] args) | ||
| { | ||
| // Parse report arguments and merge with config to use in report creator: | ||
| if (args.Length > 0) | ||
| { | ||
| Config.MergeCommandLineArgumentsWithConfiguration(ReportArgumentParser.ParseArguments(args)); | ||
| } | ||
| var name = Config.Get("strategy-name"); | ||
| var description = Config.Get("strategy-description"); | ||
| var version = Config.Get("strategy-version"); | ||
| var backtestDataFile = Config.Get("backtest-data-source-file"); | ||
| var liveDataFile = Config.Get("live-data-source-file"); | ||
| var destination = Config.Get("report-destination"); | ||
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| //Set the Order Parser For JSON: | ||
| JsonConvert.DefaultSettings = () => new JsonSerializerSettings | ||
| { | ||
| Converters = { new OrderJsonConverter() } | ||
| }; | ||
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| // Parse content from source files into result objects | ||
| Log.Trace($"QuantConnect.Report.Main(): Parsing source files...{backtestDataFile}, {liveDataFile}"); | ||
| var backtest = JsonConvert.DeserializeObject<BacktestResult>(File.ReadAllText(backtestDataFile)); | ||
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| LiveResult live = null; | ||
| if (liveDataFile != string.Empty) | ||
| { | ||
| live = JsonConvert.DeserializeObject<LiveResult>(File.ReadAllText(liveDataFile)); | ||
| } | ||
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| //Create a new report | ||
| Log.Trace("QuantConnect.Report.Main(): Instantiating report..."); | ||
| var report = new Report(name, description, version, backtest, live); | ||
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| // Generate the html content | ||
| Log.Trace("QuantConnect.Report.Main(): Starting content compile..."); | ||
| var html = report.Compile(); | ||
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| //Write it to target destination. | ||
| if (destination != string.Empty) | ||
| { | ||
| Log.Trace($"QuantConnect.Report.Main(): Writing content to file {destination}"); | ||
| File.WriteAllText(destination, html); | ||
| } | ||
| else | ||
| { | ||
| Console.Write(html); | ||
| } | ||
| Log.Trace("QuantConnect.Report.Main(): Completed."); | ||
| Console.ReadKey(); | ||
| } | ||
| } | ||
| } |
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| using System.Reflection; | ||
| using System.Runtime.CompilerServices; | ||
| using System.Runtime.InteropServices; | ||
|
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| // General Information about an assembly is controlled through the following | ||
| // set of attributes. Change these attribute values to modify the information | ||
| // associated with an assembly. | ||
| [assembly: AssemblyTitle("QuantConnect.Report")] | ||
| [assembly: AssemblyDescription("")] | ||
| [assembly: AssemblyConfiguration("")] | ||
| [assembly: AssemblyCompany("")] | ||
| [assembly: AssemblyProduct("QuantConnect.Report")] | ||
| [assembly: AssemblyCopyright("Copyright © 2019")] | ||
| [assembly: AssemblyTrademark("")] | ||
| [assembly: AssemblyCulture("")] | ||
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| // Setting ComVisible to false makes the types in this assembly not visible | ||
| // to COM components. If you need to access a type in this assembly from | ||
| // COM, set the ComVisible attribute to true on that type. | ||
| [assembly: ComVisible(false)] | ||
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| // The following GUID is for the ID of the typelib if this project is exposed to COM | ||
| [assembly: Guid("2431419f-8bc6-4f59-944e-9a1cd28982df")] | ||
|
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| // Version information for an assembly consists of the following four values: | ||
| // | ||
| // Major Version | ||
| // Minor Version | ||
| // Build Number | ||
| // Revision | ||
| // | ||
| // You can specify all the values or you can default the Build and Revision Numbers | ||
| // by using the '*' as shown below: | ||
| // [assembly: AssemblyVersion("1.0.*")] | ||
| [assembly: AssemblyVersion("1.0.0.0")] | ||
| [assembly: AssemblyFileVersion("1.0.0.0")] |
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