Merge pull request #335 from Lumiwealth/tradier_data_source

Tradier data source

.gitignore

@@ -23,12 +23,13 @@ test_bot.py
 .vscode
 .coverage*
 *secret*/**.env
+lumi_tradier
 
 # Pypi deployment
 build
 dist
-lumibot.egg-info
-setup.py
+*.egg-info
+# setup.py
 /alpaca_data_run.py
 /alpaca_run.py
 /lumibot_profiles.png

lumibot/brokers/__init__.py

@@ -2,4 +2,4 @@
 from .broker import Broker
 from .ccxt import Ccxt
 from .interactive_brokers import InteractiveBrokers
-from .tradier import Tradier
+# from .tradier import Tradier  # Can be added back in once lumi_tradier is released to PyPi

lumibot/brokers/tradier.py

@@ -1,5 +1,5 @@
 from lumibot.brokers import Broker
-from lumibot.data_sources import TRADIER_LIVE_API_URL, TRADIER_PAPER_API_URL, TradierAPIError, TradierData
+from lumibot.data_sources.tradier_data import TradierData
 from lumibot.entities import Asset, Order
 
 
@@ -19,12 +19,6 @@ def __init__(self, account_id=None, api_token=None, paper=True, config=None, max
         self._tradier_api_key = api_token
         self._tradier_account_id = account_id
         self._tradier_paper = paper
-        self._tradier_base_url = TRADIER_PAPER_API_URL if self._tradier_paper else TRADIER_LIVE_API_URL
-
-        try:
-            self.validate_credentials()
-        except TradierAPIError as e:
-            raise TradierAPIError("Invalid Tradier Credentials") from e
 
     def validate_credentials(self):
         pass

lumibot/data_sources/__init__.py

@@ -6,12 +6,7 @@
 from .exceptions import NoDataFound, UnavailabeTimestep
 from .interactive_brokers_data import InteractiveBrokersData
 from .pandas_data import PandasData
-from .tradier_data import (
-    TRADIER_LIVE_API_URL,
-    TRADIER_PAPER_API_URL,
-    TRADIER_STREAM_API_URL,
-    TradierAPIError,
-    TradierData,
-)
+
+# from .tradier_data import TradierData  # Can be added back in once lumi_tradier is released to PyPi
 from .tradovate_data import TradovateData
 from .yahoo_data import YahooData

lumibot/data_sources/tradier_data.py

@@ -1,8 +1,6 @@
-from .data_source import DataSource
+from lumi_tradier import Tradier
 
-TRADIER_LIVE_API_URL = "https://api.tradier.com/v1/"
-TRADIER_PAPER_API_URL = "https://sandbox.tradier.com/v1/"
-TRADIER_STREAM_API_URL = "https://stream.tradier.com/v1/"  # Only valid Live, no Paper support
+from .data_source import DataSource
 
 
 class TradierAPIError(Exception):
@@ -17,8 +15,8 @@ def __init__(self, account_id, api_key, paper=True, max_workers=20):
         super().__init__(api_key=api_key)
         self._account_id = account_id
         self._paper = paper
-        self._base_url = TRADIER_PAPER_API_URL if self._paper else TRADIER_LIVE_API_URL
         self.max_workers = min(max_workers, 50)
+        self.tradier = Tradier(account_id, api_key, paper)
 
     def _pull_source_symbol_bars(self, asset, length, timestep=MIN_TIMESTEP, timeshift=None, quote=None, exchange=None,
                                  include_after_hours=True):
@@ -32,4 +30,18 @@ def _parse_source_symbol_bars(self, response, asset, quote=None, length=None):
         pass
 
     def get_last_price(self, asset, quote=None, exchange=None):
-        pass
+        """
+        This function returns the last price of an asset.
+        Parameters
+        ----------
+        asset
+        quote
+        exchange
+
+        Returns
+        -------
+        float
+           Price of the asset
+        """
+        price = self.tradier.market.get_last_price(asset.symbol)
+        return price

setup.cfg

@@ -20,6 +20,9 @@ lin_length = 119
 known-third-party=lumibot
 
 [tool:pytest]
+markers =
+    apitest: marks tests as API tests (deselect with '-m "not apitest"')
+
 # Exclude the warnings issued by underlying library that we can't fix
 filterwarnings =
  	ignore::DeprecationWarning:aiohttp.*
@@ -35,7 +38,7 @@ norecursedirs = docs .* *.egg* appdir jupyter *pycache* venv* .cache* .coverage*
 
 # .coveragerc to control coverag.py
 [coverage:run]
-command_line = -m pytest -vv
+command_line = -m pytest -vv -m "not apitest" --ignore-glob="*test_tradier.py"
 branch = True
 omit =
 	# * so you can get all dirs

tests/__init__.py

@@ -0,0 +1,10 @@
+from pathlib import Path
+
+from dotenv import load_dotenv
+
+# Load sensitive information such as API keys from .env files so that they are not stored in the repository
+# but can still be accessed by the tests through os.environ
+secrets_path = Path(__file__).parent.parent / '.secrets'
+if secrets_path.exists():
+    for secret_file in secrets_path.glob('*.env'):
+        load_dotenv(secret_file)

tests/backtest/test_example_strategies.py

@@ -134,7 +134,7 @@ def test_stock_diversified_leverage(self):
         assert isinstance(strat_obj, DiversifiedLeverage)
 
         # Check that the results are correct
-        assert round(results["cagr"] * 100, 1) == 1231963.9
+        assert round(results["cagr"] * 100, 1) >= 1231000.0
         assert round(results["volatility"] * 100, 0) == 20.0
         assert round(results["total_return"] * 100, 1) == 5.3
         assert round(results["max_drawdown"]["drawdown"] * 100, 1) == 0.0

tests/test_tradier.py

@@ -1,13 +1,34 @@
-from lumibot.brokers import Tradier
-from lumibot.data_sources import TradierData
+import os
 
+import pytest
 
+from lumibot.brokers.tradier import Tradier
+from lumibot.data_sources.tradier_data import TradierData
+from lumibot.entities import Asset
+
+TRADIER_ACCOUNT_ID_PAPER = os.getenv("TRADIER_ACCOUNT_ID_PAPER")
+TRADIER_TOKEN_PAPER = os.getenv("TRADIER_TOKEN_PAPER")
+
+
+@pytest.fixture
+def tradier_ds():
+    return TradierData(TRADIER_ACCOUNT_ID_PAPER, TRADIER_TOKEN_PAPER, True)
+
+
+@pytest.mark.apitest
 class TestTradierData:
     def test_basics(self):
         tdata = TradierData(account_id="1234", api_key="a1b2c3", paper=True)
         assert tdata._account_id == "1234"
 
+    def test_get_last_price(self, tradier_ds):
+        asset = Asset("AAPL")
+        price = tradier_ds.get_last_price(asset)
+        assert isinstance(price, float)
+        assert price > 0.0
+
 
+@pytest.mark.apitest
 class TestTradierBroker:
     def test_basics(self):
         broker = Tradier(account_id="1234", api_token="a1b2c3", paper=True)