Launch Lean through the dotnet host in the console optimizer

Optimizer.Launcher/ConsoleLeanOptimizer.cs

@@ -47,7 +47,7 @@ public ConsoleLeanOptimizer(OptimizationNodePacket nodePacket) : base(nodePacket
             Directory.CreateDirectory(_rootResultDirectory);
 
             _leanLocation = Configuration.Config.Get("lean-binaries-location",
-                Path.Combine(Directory.GetCurrentDirectory(), "../../../Launcher/bin/Debug/QuantConnect.Lean.Launcher"));
+                Path.Combine(Directory.GetCurrentDirectory(), "../../../Launcher/bin/Debug/QuantConnect.Lean.Launcher.dll"));
 
             var closeLeanAutomatically = Configuration.Config.GetBool("optimizer-close-automatically", true);
             _extraLeanArguments = $"--close-automatically {closeLeanAutomatically}";
@@ -85,18 +85,11 @@ protected override string RunLean(ParameterSet parameterSet, string backtestName
             var resultDirectory = Path.Combine(_rootResultDirectory, backtestId);
             Directory.CreateDirectory(resultDirectory);
 
-            // Use ProcessStartInfo class
-            var startInfo = new ProcessStartInfo
-            {
-                FileName = _leanLocation,
-                WorkingDirectory = Directory.GetParent(_leanLocation).FullName,
-                Arguments = $"--results-destination-folder \"{resultDirectory}\" --algorithm-id \"{backtestId}\" --optimization-id \"{optimizationId}\" --parameters {parameterSet} --backtest-name \"{backtestName}\" {_extraLeanArguments}",
-                WindowStyle = ProcessWindowStyle.Minimized
-            };
+            var arguments = $"--results-destination-folder \"{resultDirectory}\" --algorithm-id \"{backtestId}\" --optimization-id \"{optimizationId}\" --parameters {parameterSet} --backtest-name \"{backtestName}\" {_extraLeanArguments}";
 
             var process = new Process
             {
-                StartInfo = startInfo,
+                StartInfo = CreateLeanStartInfo(_leanLocation, arguments),
                 EnableRaisingEvents = true
             };
             _processByBacktestId[backtestId] = process;
@@ -121,6 +114,32 @@ protected override string RunLean(ParameterSet parameterSet, string backtestName
             return backtestId;
         }
 
+        /// <summary>
+        /// Creates the start info to launch Lean from the given location
+        /// </summary>
+        /// <param name="leanLocation">The Lean launcher assembly (.dll) or executable to run</param>
+        /// <param name="arguments">The Lean command line arguments</param>
+        /// <returns>The start info for the Lean process</returns>
+        internal static ProcessStartInfo CreateLeanStartInfo(string leanLocation, string arguments)
+        {
+            var startInfo = new ProcessStartInfo
+            {
+                FileName = leanLocation,
+                WorkingDirectory = Directory.GetParent(leanLocation).FullName,
+                Arguments = arguments,
+                WindowStyle = ProcessWindowStyle.Minimized
+            };
+
+            // Run assemblies through the dotnet host: the native apphost only runs on the architecture it was built for
+            if (leanLocation.EndsWith(".dll", StringComparison.OrdinalIgnoreCase))
+            {
+                startInfo.FileName = "dotnet";
+                startInfo.Arguments = $"\"{leanLocation}\" {arguments}";
+            }
+
+            return startInfo;
+        }
+
         /// <summary>
         /// Stops lean process
         /// </summary>

Optimizer.Launcher/Properties/AssemblyInfo.cs

@@ -1,4 +1,5 @@
 using System.Reflection;
+using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
 // General Information about an assembly is controlled through the following
@@ -14,4 +15,5 @@
 [assembly: ComVisible(false)]
 
 // The following GUID is for the ID of the typelib if this project is exposed to COM
-[assembly: Guid("d46d2a8d-340c-4b40-8ee6-6baa7b1198ab")]
+[assembly: Guid("d46d2a8d-340c-4b40-8ee6-6baa7b1198ab")]
+[assembly: InternalsVisibleTo("QuantConnect.Tests")]

Tests/Optimizer/ConsoleLeanOptimizerTests.cs

@@ -0,0 +1,62 @@
+/*
+ * 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.IO;
+using NUnit.Framework;
+using QuantConnect.Optimizer.Launcher;
+
+namespace QuantConnect.Tests.Optimizer
+{
+    [TestFixture]
+    public class ConsoleLeanOptimizerTests
+    {
+        [TestCase("QuantConnect.Lean.Launcher.dll")]
+        [TestCase("QuantConnect.Lean.Launcher.DLL")]
+        public void LaunchesAssemblyThroughTheDotnetHost(string fileName)
+        {
+            var leanLocation = Path.Combine("Lean", "Launcher", "bin", "Debug", fileName);
+
+            var startInfo = ConsoleLeanOptimizer.CreateLeanStartInfo(leanLocation, "--algorithm-id \"backtest-id\"");
+
+            Assert.AreEqual("dotnet", startInfo.FileName);
+            Assert.AreEqual($"\"{leanLocation}\" --algorithm-id \"backtest-id\"", startInfo.Arguments);
+            Assert.AreEqual(Path.GetFullPath(Path.Combine("Lean", "Launcher", "bin", "Debug")), startInfo.WorkingDirectory);
+        }
+
+        [TestCase("QuantConnect.Lean.Launcher")]
+        [TestCase("QuantConnect.Lean.Launcher.exe")]
+        public void LaunchesExecutableDirectly(string fileName)
+        {
+            var directory = Directory.CreateTempSubdirectory().FullName;
+            try
+            {
+                // an explicitly configured executable is used as is, even with the assembly next to it
+                File.WriteAllText(Path.Combine(directory, "QuantConnect.Lean.Launcher.dll"), string.Empty);
+                var leanLocation = Path.Combine(directory, fileName);
+
+                var startInfo = ConsoleLeanOptimizer.CreateLeanStartInfo(leanLocation, "--algorithm-id \"backtest-id\"");
+
+                Assert.AreEqual(leanLocation, startInfo.FileName);
+                Assert.AreEqual("--algorithm-id \"backtest-id\"", startInfo.Arguments);
+                Assert.AreEqual(directory, startInfo.WorkingDirectory);
+            }
+            finally
+            {
+                Directory.Delete(directory, true);
+            }
+        }
+    }
+}

Tests/QuantConnect.Tests.csproj

@@ -421,6 +421,7 @@
     <ProjectReference Include="..\Engine\QuantConnect.Lean.Engine.csproj" />
     <ProjectReference Include="..\Indicators\QuantConnect.Indicators.csproj" />
     <ProjectReference Include="..\Optimizer\QuantConnect.Optimizer.csproj" />
+    <ProjectReference Include="..\Optimizer.Launcher\QuantConnect.Optimizer.Launcher.csproj" />
     <ProjectReference Include="..\Research\QuantConnect.Research.csproj" />
     <ProjectReference Include="..\Launcher\QuantConnect.Lean.Launcher.csproj" />
     <ProjectReference Include="..\Logging\QuantConnect.Logging.csproj" />