Reduce unrequired live logs for derivatives chains (#8458)

* First draft of the solution * Address requests * Reduce more enrequired logs
QuantConnect · Dec 12, 2024 · fcb4ce6 · fcb4ce6
1 parent ec428c5
commit fcb4ce6
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Showing 6 changed files with 44 additions and 7 deletions.
diff --git a/Common/Data/SubscriptionDataConfig.cs b/Common/Data/SubscriptionDataConfig.cs
@@ -398,7 +398,17 @@ public override int GetHashCode()
         /// <filterpriority>2</filterpriority>
         public override string ToString()
         {
-            return Invariant($"{Symbol.Value},#{ContractDepthOffset},{MappedSymbol},{Resolution},{Type.Name},{TickType},{DataNormalizationMode},{DataMappingMode}{(IsInternalFeed ? ",Internal" : string.Empty)}");
+            return ToString(Symbol.Value);
+        }
+
+        /// <summary>
+        /// Returns a string that represents the current object.
+        /// </summary>
+        /// <param name="symbol">Symbol to use in the string representation of the object</param>
+        /// <returns>/// A string that represents the current object.</returns>
+        public string ToString(string symbol)
+        {
+            return Invariant($"{symbol},#{ContractDepthOffset},{MappedSymbol},{Resolution},{Type.Name},{TickType},{DataNormalizationMode},{DataMappingMode}{(IsInternalFeed ? ",Internal" : string.Empty)}");
         }
 
         /// <summary>

diff --git a/Engine/DataFeeds/Enumerators/LiveDelistingEventProvider.cs b/Engine/DataFeeds/Enumerators/LiveDelistingEventProvider.cs
@@ -40,7 +40,11 @@ public override IEnumerable<BaseData> GetEvents(NewTradableDateEventArgs eventAr
 
             if (currentInstance?.LastOrDefault()?.Date != newInstance?.LastOrDefault()?.Date)
             {
-                Log.Trace($"LiveDelistingEventProvider({Config}): new tradable date {eventArgs.Date:yyyyMMdd}. " +
+                // All future and option contracts sharing the same canonical symbol, share the same configuration too. Thus, in
+                // order to reduce logs, we log the configuration using the canonical symbol. See the optional parameter
+                // "overrideMessageFloodProtection" in Log.Trace() method for more information
+                var symbol = Config.Symbol.HasCanonical() ? Config.Symbol.Canonical.Value : Config.Symbol.Value;
+                Log.Trace($"LiveDelistingEventProvider({Config.ToString(symbol)}): new tradable date {eventArgs.Date:yyyyMMdd}. " +
                     $"MapFile.LastDate Old: {currentInstance?.LastOrDefault()?.Date:yyyyMMdd} New: {newInstance?.LastOrDefault()?.Date:yyyyMMdd}");
             }
 

diff --git a/Engine/DataFeeds/Enumerators/LiveDividendEventProvider.cs b/Engine/DataFeeds/Enumerators/LiveDividendEventProvider.cs
@@ -42,7 +42,11 @@ public override IEnumerable<BaseData> GetEvents(NewTradableDateEventArgs eventAr
 
             if (currentInstance?.Count() != newInstance?.Count())
             {
-                Log.Trace($"LiveDividendEventProvider({Config}): new tradable date {eventArgs.Date:yyyyMMdd}. " +
+                // All future and option contracts sharing the same canonical symbol, share the same configuration too. Thus, in
+                // order to reduce logs, we log the configuration using the canonical symbol. See the optional parameter
+                // "overrideMessageFloodProtection" in Log.Trace() method for more information
+                var symbol = Config.Symbol.HasCanonical() ? Config.Symbol.Canonical.Value : Config.Symbol.Value;
+                Log.Trace($"LiveDividendEventProvider({Config.ToString(symbol)}): new tradable date {eventArgs.Date:yyyyMMdd}. " +
                     $"New FactorFile: {!ReferenceEquals(currentInstance, newInstance)}. " +
                     $"FactorFile.Count Old: {currentInstance?.Count()} New: {newInstance?.Count()}");
             }

diff --git a/Engine/DataFeeds/Enumerators/LiveMappingEventProvider.cs b/Engine/DataFeeds/Enumerators/LiveMappingEventProvider.cs
@@ -38,7 +38,11 @@ public override IEnumerable<BaseData> GetEvents(NewTradableDateEventArgs eventAr
             InitializeMapFile();
             var newInstance = MapFile;
 
-            Log.Trace($"LiveMappingEventProvider({Config}): new tradable date {eventArgs.Date:yyyyMMdd}. " +
+            // All future and option contracts sharing the same canonical symbol, share the same configuration too. Thus, in
+            // order to reduce logs, we log the configuration using the canonical symbol. See the optional parameter
+            // "overrideMessageFloodProtection" in Log.Trace() method for more information
+            var symbol = Config.Symbol.HasCanonical() ? Config.Symbol.Canonical.Value : Config.Symbol.Value;
+            Log.Trace($"LiveMappingEventProvider({Config.ToString(symbol)}): new tradable date {eventArgs.Date:yyyyMMdd}. " +
                 $"New MapFile: {!ReferenceEquals(currentInstance, newInstance)}. " +
                 $"MapFile.Count Old: {currentInstance?.Count()} New: {newInstance?.Count()}");
 

diff --git a/Engine/DataFeeds/Enumerators/LiveSplitEventProvider.cs b/Engine/DataFeeds/Enumerators/LiveSplitEventProvider.cs
@@ -42,7 +42,11 @@ public override IEnumerable<BaseData> GetEvents(NewTradableDateEventArgs eventAr
 
             if(currentInstance?.Count() != newInstance?.Count())
             {
-                Log.Trace($"LiveSplitEventProvider({Config}): new tradable date {eventArgs.Date:yyyyMMdd}. " +
+                // All future and option contracts sharing the same canonical symbol, share the same configuration too. Thus, in
+                // order to reduce logs, we log the configuration using the canonical symbol. See the optional parameter
+                // "overrideMessageFloodProtection" in Log.Trace() method for more information
+                var symbol = Config.Symbol.HasCanonical() ? Config.Symbol.Canonical.Value : Config.Symbol.Value;
+                Log.Trace($"LiveSplitEventProvider({Config.ToString(symbol)}): new tradable date {eventArgs.Date:yyyyMMdd}. " +
                     $"New FactorFile: {!ReferenceEquals(currentInstance, newInstance)}. " +
                     $"FactorFile.Count Old: {currentInstance?.Count()} New: {newInstance?.Count()}");
             }

diff --git a/Engine/RealTime/LiveTradingRealTimeHandler.cs b/Engine/RealTime/LiveTradingRealTimeHandler.cs
@@ -145,7 +145,13 @@ protected virtual void RefreshMarketHours(DateTime date)
                 UpdateMarketHours(security);
 
                 var localMarketHours = security.Exchange.Hours.GetMarketHours(date);
-                Log.Trace($"LiveTradingRealTimeHandler.RefreshMarketHoursToday({security.Type}): Market hours set: Symbol: {security.Symbol} {localMarketHours} ({security.Exchange.Hours.TimeZone})");
+
+                // All future and option contracts sharing the same canonical symbol, share the same market
+                // hours too. Thus, in order to reduce logs, we log the market hours using the canonical
+                // symbol. See the optional parameter "overrideMessageFloodProtection" in Log.Trace()
+                // method for further information
+                var symbol = security.Symbol.HasCanonical() ? security.Symbol.Canonical : security.Symbol;
+                Log.Trace($"LiveTradingRealTimeHandler.RefreshMarketHoursToday({security.Type}): Market hours set: Symbol: {symbol} {localMarketHours} ({security.Exchange.Hours.TimeZone})");
             }
         }
 
@@ -166,8 +172,13 @@ protected virtual void RefreshSymbolProperties()
                 var security = kvp.Value;
                 UpdateSymbolProperties(security);
 
+                // All future and option contracts sharing the same canonical symbol, share the same symbol
+                // properties too. Thus, in order to reduce logs, we log the symbol properties using the
+                // canonical symbol. See the optional parameter "overrideMessageFloodProtection" in
+                // Log.Trace() method for further information
+                var symbol = security.Symbol.HasCanonical() ? security.Symbol.Canonical : security.Symbol;
                 Log.Trace($"LiveTradingRealTimeHandler.RefreshSymbolPropertiesToday(): Symbol properties set: " +
-                    $"Symbol: {security.Symbol} {security.SymbolProperties}");
+                    $"Symbol: {symbol} {security.SymbolProperties}");
             }
         }