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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.Util;
using System.Diagnostics;
using QuantConnect.Logging;
using QuantConnect.Packets;
using QuantConnect.Lean.Engine;
using System.Collections.Generic;
using QuantConnect.Configuration;
using QuantConnect.Python;
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));
}
// initialize required lean handlers
LeanEngineAlgorithmHandlers.FromConfiguration(Composer.Instance);
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");
var reportFormat = Config.Get("report-format");
var cssOverrideFile = Config.Get("report-css-override-file", "css/report_override.css");
var htmlCustomFile = Config.Get("report-html-custom-file", "template.html");
var pythonVirtualEnvironment = Config.Get("python-venv");
// Activate virtual environment if defined
PythonInitializer.ActivatePythonVirtualEnvironment(pythonVirtualEnvironment);
// Initialize and add our Paths
PythonInitializer.Initialize();
// Parse content from source files into result objects
Log.Trace($"QuantConnect.Report.Main(): Parsing source files...{backtestDataFile}, {liveDataFile}");
var backtestSettings = new JsonSerializerSettings
{
Converters = new List<JsonConverter> { new NullResultValueTypeJsonConverter<BacktestResult>() },
FloatParseHandling = FloatParseHandling.Decimal
};
var backtest = JsonConvert.DeserializeObject<BacktestResult>(File.ReadAllText(backtestDataFile), backtestSettings);
LiveResult live = null;
if (!string.IsNullOrEmpty(liveDataFile))
{
var settings = new JsonSerializerSettings
{
NullValueHandling = NullValueHandling.Ignore,
Converters = new List<JsonConverter> { new NullResultValueTypeJsonConverter<LiveResult>() }
};
live = JsonConvert.DeserializeObject<LiveResult>(File.ReadAllText(liveDataFile), settings);
}
string cssOverrideContent = null;
if (!string.IsNullOrEmpty(cssOverrideFile))
{
if (File.Exists(cssOverrideFile))
{
cssOverrideContent = File.ReadAllText(cssOverrideFile);
}
else
{
Log.Trace($"QuantConnect.Report.Main(): CSS override file {cssOverrideFile} was not found");
}
}
string htmlCustomContent = null;
if (!string.IsNullOrEmpty(htmlCustomFile))
{
if (File.Exists(htmlCustomFile))
{
htmlCustomContent = File.ReadAllText(htmlCustomFile);
}
else
{
Log.Trace($"QuantConnect.Report.Main(): HTML custom file {htmlCustomFile} was not found");
}
}
//Create a new report
Log.Trace("QuantConnect.Report.Main(): Instantiating report...");
var report = new Report(name, description, version, backtest, live, cssOverride: cssOverrideContent, htmlCustom: htmlCustomContent);
// Generate the html content
Log.Trace("QuantConnect.Report.Main(): Starting content compile...");
string html;
string _;
report.Compile(out html, out _);
//Write it to target destination.
if (!string.IsNullOrEmpty(destination))
{
Log.Trace($"QuantConnect.Report.Main(): Writing content to file {destination}");
File.WriteAllText(destination, html);
if (!String.IsNullOrEmpty(reportFormat) && reportFormat.ToUpperInvariant() == "PDF")
{
try
{
Log.Trace("QuantConnect.Report.Main(): Starting conversion to PDF");
// Ensure wkhtmltopdf and xvfb are installed and accessible from the $PATH
var pdfDestination = destination.Replace(".html", ".pdf");
Process process = new();
process.StartInfo.FileName = "xvfb-run";
process.StartInfo.Arguments = $"--server-args=\"-screen 0, 1600x1200x24+32\" wkhtmltopdf {destination} {pdfDestination}";
process.StartInfo.UseShellExecute = false;
process.StartInfo.RedirectStandardOutput = true;
process.StartInfo.RedirectStandardError = true;
process.StartInfo.WindowStyle = ProcessWindowStyle.Hidden;
process.OutputDataReceived += (sender, e) => Log.Trace($"QuantConnect.Report.Main(): {e.Data}");
process.ErrorDataReceived += (sender, e) => Log.Error($"QuantConnect.Report.Main(): {e.Data}");
process.Start();
process.BeginOutputReadLine();
process.BeginErrorReadLine();
var processExited = process.WaitForExit(1*60*1000); // wait for up to 1 minutes
if (processExited)
{
Log.Trace("QuantConnect.Report.Main(): Convert to PDF process exited with code " + process.ExitCode);
}
else
{
Log.Error("QuantConnect.Report.Main(): Process did not exit within the timeout period.");
process.Kill(); // kill the process if it's still running
}
}
catch (Exception ex)
{
Log.Error($"QuantConnect.Report.Main(): {ex.Message}");
}
}
}
else
{
Console.Write(html);
}
Log.Trace("QuantConnect.Report.Main(): Completed.");
if (!Console.IsInputRedirected && !Config.GetBool("close-automatically"))
{
Console.ReadKey();
}
}
}
}