Added ILeanManagement.Update() method

Engine/AlgorithmManager.cs

@@ -28,6 +28,7 @@
 using QuantConnect.Lean.Engine.DataFeeds;
 using QuantConnect.Lean.Engine.RealTime;
 using QuantConnect.Lean.Engine.Results;
+using QuantConnect.Lean.Engine.Server;
 using QuantConnect.Lean.Engine.TransactionHandlers;
 using QuantConnect.Logging;
 using QuantConnect.Orders;
@@ -128,9 +129,11 @@ public AlgorithmManager(bool liveMode)
         /// <param name="results">Result handler object</param>
         /// <param name="realtime">Realtime processing object</param>
         /// <param name="commands">The command queue for relaying extenal commands to the algorithm</param>
+        /// <param name="systemHandlersServer"></param>
+        /// <param name="server">IServer implementation that is updated periodically with the IAlgorithm instance</param>
         /// <param name="token">Cancellation token</param>
         /// <remarks>Modify with caution</remarks>
-        public void Run(AlgorithmNodePacket job, IAlgorithm algorithm, IDataFeed feed, ITransactionHandler transactions, IResultHandler results, IRealTimeHandler realtime, ICommandQueueHandler commands, CancellationToken token) 
+        public void Run(AlgorithmNodePacket job, IAlgorithm algorithm, IDataFeed feed, ITransactionHandler transactions, IResultHandler results, IRealTimeHandler realtime, IServer server, CancellationToken token) 
         {
             //Initialize:
             _dataPointCount = 0;
@@ -216,26 +219,8 @@ public void Run(AlgorithmNodePacket job, IAlgorithm algorithm, IDataFeed feed, I
                     return;
                 }
 
-                // before doing anything, check our command queue
-                foreach (var command in commands.GetCommands())
-                {
-                    if (command == null) continue;
-                    Log.Trace("AlgorithmManager.Run(): Executing {0}", command);
-                    CommandResultPacket result;
-                    try
-                    {
-                        result = command.Run(algorithm);
-                    }
-                    catch (Exception err)
-                    {
-                        Log.Error(err);
-                        algorithm.Error(string.Format("{0} Error: {1}", command.GetType().Name, err.Message));
-                        result = new CommandResultPacket(command, false);
-                    }
-
-                    // send the result of the command off to the result handler
-                    results.Messages.Enqueue(result);
-                }
+                // Update the IServer 
+                server.Update();
 
                 var time = timeSlice.Time;
                 _dataPointCount += timeSlice.DataPointCount;

Engine/Engine.cs

@@ -110,16 +110,16 @@ public void Run(AlgorithmNodePacket job, AlgorithmManager manager, string assemb
                     // Save algorithm to cache, load algorithm instance:
                     algorithm = _algorithmHandlers.Setup.CreateAlgorithmInstance(job, assemblyPath);
 
+                    // Set algorithm in IServer
+                    _systemHandlers.Server.SetAlgorithm(algorithm);
+
                     // Initialize the brokerage
                     IBrokerageFactory factory;
                     brokerage = _algorithmHandlers.Setup.CreateBrokerage(job, algorithm, out factory);
 
                     // Initialize the data feed before we initialize so he can intercept added securities/universes via events
                     _algorithmHandlers.DataFeed.Initialize(algorithm, job, _algorithmHandlers.Results, _algorithmHandlers.MapFileProvider, _algorithmHandlers.FactorFileProvider, _algorithmHandlers.DataProvider);
 
-                    // initialize command queue system
-                    _algorithmHandlers.CommandQueue.Initialize(job, algorithm);
-
                     // set the order processor on the transaction manager (needs to be done before initializing BrokerageHistoryProvider)
                     algorithm.Transactions.SetOrderProcessor(_algorithmHandlers.Transactions);
 
@@ -180,7 +180,6 @@ public void Run(AlgorithmNodePacket job, AlgorithmManager manager, string assemb
                 Log.Trace("         RealTime:     " + _algorithmHandlers.RealTime.GetType().FullName);
                 Log.Trace("         Results:      " + _algorithmHandlers.Results.GetType().FullName);
                 Log.Trace("         Transactions: " + _algorithmHandlers.Transactions.GetType().FullName);
-                Log.Trace("         Commands:     " + _algorithmHandlers.CommandQueue.GetType().FullName);
                 if (algorithm != null && algorithm.HistoryProvider != null)
                 {
                     Log.Trace("         History Provider:     " + algorithm.HistoryProvider.GetType().FullName);
@@ -249,7 +248,7 @@ public void Run(AlgorithmNodePacket job, AlgorithmManager manager, string assemb
                                 // -> Using this Data Feed, 
                                 // -> Send Orders to this TransactionHandler, 
                                 // -> Send Results to ResultHandler.
-                                algorithmManager.Run(job, algorithm, _algorithmHandlers.DataFeed, _algorithmHandlers.Transactions, _algorithmHandlers.Results, _algorithmHandlers.RealTime, _algorithmHandlers.CommandQueue, isolator.CancellationToken);
+                                algorithmManager.Run(job, algorithm, _algorithmHandlers.DataFeed, _algorithmHandlers.Transactions, _algorithmHandlers.Results, _algorithmHandlers.RealTime, _systemHandlers.Server, isolator.CancellationToken);
                             }
                             catch (Exception err)
                             {

Engine/LeanEngineAlgorithmHandlers.cs

@@ -37,7 +37,6 @@ public class LeanEngineAlgorithmHandlers : IDisposable
         private readonly IResultHandler _results;
         private readonly IRealTimeHandler _realTime;
         private readonly ITransactionHandler _transactions;
-        private readonly ICommandQueueHandler _commandQueue;
         private readonly IMapFileProvider _mapFileProvider;
         private readonly IFactorFileProvider _factorFileProvider;
         private readonly IDataProvider _dataProvider;
@@ -82,14 +81,6 @@ public IRealTimeHandler RealTime
             get { return _realTime; }
         }
 
-        /// <summary>
-        /// Gets the command queue responsible for receiving external commands for the algorithm
-        /// </summary>
-        public ICommandQueueHandler CommandQueue
-        {
-            get { return _commandQueue; }
-        }
-
         /// <summary>
         /// Gets the map file provider used as a map file source for the data feed
         /// </summary>
@@ -131,7 +122,6 @@ public LeanEngineAlgorithmHandlers(IResultHandler results,
             IDataFeed dataFeed,
             ITransactionHandler transactions,
             IRealTimeHandler realTime,
-            ICommandQueueHandler commandQueue,
             IMapFileProvider mapFileProvider,
             IFactorFileProvider factorFileProvider,
             IDataProvider dataProvider
@@ -157,10 +147,6 @@ IDataProvider dataProvider
             {
                 throw new ArgumentNullException("realTime");
             }
-            if (commandQueue == null)
-            {
-                throw new ArgumentNullException("commandQueue");
-            }
             if (mapFileProvider == null)
             {
                 throw new ArgumentNullException("mapFileProvider");
@@ -178,7 +164,6 @@ IDataProvider dataProvider
             _dataFeed = dataFeed;
             _transactions = transactions;
             _realTime = realTime;
-            _commandQueue = commandQueue;
             _mapFileProvider = mapFileProvider;
             _factorFileProvider = factorFileProvider;
             _dataProvider = dataProvider;
@@ -197,7 +182,6 @@ public static LeanEngineAlgorithmHandlers FromConfiguration(Composer composer)
             var realTimeHandlerTypeName = Config.Get("real-time-handler", "BacktestingRealTimeHandler");
             var dataFeedHandlerTypeName = Config.Get("data-feed-handler", "FileSystemDataFeed");
             var resultHandlerTypeName = Config.Get("result-handler", "BacktestingResultHandler");
-            var commandQueueHandlerTypeName = Config.Get("command-queue-handler", "EmptyCommandQueueHandler");
             var mapFileProviderTypeName = Config.Get("map-file-provider", "LocalDiskMapFileProvider");
             var factorFileProviderTypeName = Config.Get("factor-file-provider", "LocalDiskFactorFileProvider");
             var dataProviderTypeName = Config.Get("data-provider", "DefaultDataProvider");
@@ -208,7 +192,6 @@ public static LeanEngineAlgorithmHandlers FromConfiguration(Composer composer)
                 composer.GetExportedValueByTypeName<IDataFeed>(dataFeedHandlerTypeName),
                 composer.GetExportedValueByTypeName<ITransactionHandler>(transactionHandlerTypeName),
                 composer.GetExportedValueByTypeName<IRealTimeHandler>(realTimeHandlerTypeName),
-                composer.GetExportedValueByTypeName<ICommandQueueHandler>(commandQueueHandlerTypeName),
                 composer.GetExportedValueByTypeName<IMapFileProvider>(mapFileProviderTypeName),
                 composer.GetExportedValueByTypeName<IFactorFileProvider>(factorFileProviderTypeName),
                 composer.GetExportedValueByTypeName<IDataProvider>(dataProviderTypeName)
@@ -222,7 +205,6 @@ public static LeanEngineAlgorithmHandlers FromConfiguration(Composer composer)
         public void Dispose()
         {
             Setup.Dispose();
-            CommandQueue.Dispose();
         }
     }
 }

Engine/Server/IServer.cs

@@ -15,6 +15,7 @@
 
 using System;
 using System.ComponentModel.Composition;
+using QuantConnect.Interfaces;
 using QuantConnect.Packets;
 
 namespace QuantConnect.Lean.Engine.Server
@@ -34,5 +35,16 @@ public interface IServer : IDisposable
         /// <param name="job">The job packet representing either a live or backtest Lean instance</param>
         /// <param name="algorithmManager">The Algorithm manager</param>
         void Initialize(LeanEngineSystemHandlers systemHandlers, LeanEngineAlgorithmHandlers algorithmHandlers, AlgorithmNodePacket job, AlgorithmManager algorithmManager);
+
+        /// <summary>
+        /// Sets the IAlgorithm instance in the IServer
+        /// </summary>
+        /// <param name="algorithm">The IAlgorithm instance being run</param>
+        void SetAlgorithm(IAlgorithm algorithm);
+
+        /// <summary>
+        /// Update IServer with the IAlgorithm instance
+        /// </summary>
+        void Update();
     }
 }

Engine/Server/LocalServer.cs

@@ -1,4 +1,5 @@
-using QuantConnect.Packets;
+using QuantConnect.Interfaces;
+using QuantConnect.Packets;
 
 namespace QuantConnect.Lean.Engine.Server
 {
@@ -19,8 +20,27 @@ public void Initialize(LeanEngineSystemHandlers systemHandlers, LeanEngineAlgori
             // NOP
         }
 
+        /// <summary>
+        /// Sets the IAlgorithm instance in the IServer
+        /// </summary>
+        /// <param name="algorithm">The IAlgorithm instance being run</param>
+        public void SetAlgorithm(IAlgorithm algorithm)
+        {
+            // NOP
+        }
+
+        /// <summary>
+        /// Update IServer with the IAlgorithm instance
+        /// </summary>
+        public void Update()
+        {
+            // NOP
+        }
+
+        /// <summary>Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.</summary>
         public void Dispose()
         {
+            // NOP
         }
     }
 }

Launcher/config.json

@@ -29,11 +29,6 @@
   "messaging-handler": "QuantConnect.Messaging.Messaging",
   "job-queue-handler": "QuantConnect.Queues.JobQueue",
   "api-handler": "QuantConnect.Api.Api",
-  "command-queue-handler": "QuantConnect.Queues.EmptyCommandQueueHandler",
-  // this command queue will check a file to read json serialized commands (use TypeNameHandling.All)
-  //"command-queue-handler": "QuantConnect.Queues.FileCommandQueueHandler",
-  // used by the FileComandQueueHandler, serialize a ICommand and it will be run against algorithm
-  "command-json-file": "command.json",
   "map-file-provider": "QuantConnect.Data.Auxiliary.LocalDiskMapFileProvider",
   "factor-file-provider": "QuantConnect.Data.Auxiliary.LocalDiskFactorFileProvider",
   "data-provider": "QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider",