Remove: IEX data provider (#537)

* remove: IEX from README.md * remove: all IEX mention in test_live.py
QuantConnect · Jan 10, 2025 · 71f231b · 71f231b
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diff --git a/README.md b/README.md
@@ -150,7 +150,7 @@ Options:
   -d, --detach                    Run the backtest in a detached Docker container and return immediately
   --debug [pycharm|ptvsd|debugpy|vsdbg|rider|local-platform]
                                   Enable a certain debugging method (see --help for more information)
-  --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|IEX|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca]
+  --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca]
                                   Update the Lean configuration file to retrieve data from the given historical provider
   --ib-user-name TEXT             Your Interactive Brokers username
   --ib-account TEXT               Your Interactive Brokers account id
@@ -188,9 +188,6 @@ Options:
   --polygon-api-key TEXT          Your Polygon.io API Key
   --factset-auth-config-file FILE
                                   The path to the FactSet authentication configuration file
-  --iex-cloud-api-key TEXT        Your iexcloud.io API token publishable key
-  --iex-price-plan [Launch|Grow|Enterprise]
-                                  Your IEX Cloud Price plan
   --alpha-vantage-api-key TEXT    Your Alpha Vantage Api Key
   --alpha-vantage-price-plan [Free|Plan30|Plan75|Plan150|Plan300|Plan600|Plan1200]
                                   Your Alpha Vantage Premium API Key plan
@@ -353,7 +350,7 @@ Usage: lean cloud live deploy [OPTIONS] PROJECT
 Options:
   --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca]
                                   The brokerage to use
-  --data-provider-live [QuantConnect|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Polygon|IEX|CoinApi|Bybit|TradeStation|Alpaca]
+  --data-provider-live [QuantConnect|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Polygon|CoinApi|Bybit|TradeStation|Alpaca]
                                   The live data provider to use
   --ib-user-name TEXT             Your Interactive Brokers username
   --ib-account TEXT               Your Interactive Brokers account id
@@ -442,9 +439,6 @@ Options:
   --alpaca-environment [live|paper]
                                   Whether Live or Paper environment should be used
   --polygon-api-key TEXT          Your Polygon.io API Key
-  --iex-cloud-api-key TEXT        Your iexcloud.io API token publishable key
-  --iex-price-plan [Launch|Grow|Enterprise]
-                                  Your IEX Cloud Price plan
   --coinapi-api-key TEXT          Your coinapi.io Api Key
   --coinapi-product [Free|Startup|Streamer|Professional|Enterprise]
                                   CoinApi pricing plan (https://www.coinapi.io/market-data-api/pricing)
@@ -851,7 +845,7 @@ Usage: lean data download [OPTIONS]
   https://www.quantconnect.com/datasets
 
 Options:
-  --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|IEX|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca]
+  --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca]
                                   The name of the downloader data provider.
   --ib-user-name TEXT             Your Interactive Brokers username
   --ib-account TEXT               Your Interactive Brokers account id
@@ -889,9 +883,6 @@ Options:
   --polygon-api-key TEXT          Your Polygon.io API Key
   --factset-auth-config-file FILE
                                   The path to the FactSet authentication configuration file
-  --iex-cloud-api-key TEXT        Your iexcloud.io API token publishable key
-  --iex-price-plan [Launch|Grow|Enterprise]
-                                  Your IEX Cloud Price plan
   --alpha-vantage-api-key TEXT    Your Alpha Vantage Api Key
   --alpha-vantage-price-plan [Free|Plan30|Plan75|Plan150|Plan300|Plan600|Plan1200]
                                   Your Alpha Vantage Premium API Key plan
@@ -1292,9 +1283,9 @@ Options:
   -d, --detach                    Run the live deployment in a detached Docker container and return immediately
   --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca]
                                   The brokerage to use
-  --data-provider-live [Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|IQFeed|Polygon|IEX|CoinApi|ThetaData|Custom data only|Bybit|TradeStation|Alpaca]
+  --data-provider-live [Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|IQFeed|Polygon|CoinApi|ThetaData|Custom data only|Bybit|TradeStation|Alpaca]
                                   The live data provider to use
-  --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|IEX|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Bybit|TradeStation|Alpaca]
+  --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Bybit|TradeStation|Alpaca]
                                   Update the Lean configuration file to retrieve data from the given historical provider
   --ib-user-name TEXT             Your Interactive Brokers username
   --ib-account TEXT               Your Interactive Brokers account id
@@ -1409,9 +1400,6 @@ Options:
   --iqfeed-version TEXT           The product version of your IQFeed developer account
   --iqfeed-host TEXT              The IQFeed host address (Optional).
   --polygon-api-key TEXT          Your Polygon.io API Key
-  --iex-cloud-api-key TEXT        Your iexcloud.io API token publishable key
-  --iex-price-plan [Launch|Grow|Enterprise]
-                                  Your IEX Cloud Price plan
   --coinapi-api-key TEXT          Your coinapi.io Api Key
   --coinapi-product [Free|Startup|Streamer|Professional|Enterprise]
                                   CoinApi pricing plan (https://www.coinapi.io/market-data-api/pricing)
@@ -1734,7 +1722,7 @@ Options:
   --parameter <TEXT FLOAT FLOAT FLOAT>...
                                   The 'parameter min max step' pairs configuring the parameters to optimize
   --constraint TEXT               The 'statistic operator value' pairs configuring the constraints of the optimization
-  --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|IEX|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca]
+  --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca]
                                   Update the Lean configuration file to retrieve data from the given historical provider
   --download-data                 Update the Lean configuration file to download data from the QuantConnect API, alias
                                   for --data-provider-historical QuantConnect
@@ -1785,9 +1773,6 @@ Options:
   --polygon-api-key TEXT          Your Polygon.io API Key
   --factset-auth-config-file FILE
                                   The path to the FactSet authentication configuration file
-  --iex-cloud-api-key TEXT        Your iexcloud.io API token publishable key
-  --iex-price-plan [Launch|Grow|Enterprise]
-                                  Your IEX Cloud Price plan
   --alpha-vantage-api-key TEXT    Your Alpha Vantage Api Key
   --alpha-vantage-price-plan [Free|Plan30|Plan75|Plan150|Plan300|Plan600|Plan1200]
                                   Your Alpha Vantage Premium API Key plan
@@ -1995,7 +1980,7 @@ Usage: lean research [OPTIONS] PROJECT
 
 Options:
   --port INTEGER                  The port to run Jupyter Lab on (defaults to 8888)
-  --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|IEX|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca]
+  --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca]
                                   Update the Lean configuration file to retrieve data from the given historical provider
   --ib-user-name TEXT             Your Interactive Brokers username
   --ib-account TEXT               Your Interactive Brokers account id
@@ -2033,9 +2018,6 @@ Options:
   --polygon-api-key TEXT          Your Polygon.io API Key
   --factset-auth-config-file FILE
                                   The path to the FactSet authentication configuration file
-  --iex-cloud-api-key TEXT        Your iexcloud.io API token publishable key
-  --iex-price-plan [Launch|Grow|Enterprise]
-                                  Your IEX Cloud Price plan
   --alpha-vantage-api-key TEXT    Your Alpha Vantage Api Key
   --alpha-vantage-price-plan [Free|Plan30|Plan75|Plan150|Plan300|Plan600|Plan1200]
                                   Your Alpha Vantage Premium API Key plan

diff --git a/tests/commands/test_live.py b/tests/commands/test_live.py
@@ -457,9 +457,8 @@ def test_live_sets_dependent_configurations_from_modules_json_based_on_environme
 }
 
 data_provider_required_options = {
-    "IEX": {
-        "iex-cloud-api-key": "123",
-        "iex-price-plan": "Launch",
+    "ThetaData": {
+        "thetadata-subscription-plan": "Pro",
     },
     "Polygon": {
         "polygon-api-key": "123",
@@ -1130,9 +1129,7 @@ def test_live_non_interactive_deploy_with_live_and_historical_provider_missed_hi
 
     container.initialize(docker_manager=mock.Mock(), lean_runner=mock.Mock(), api_client = mock.MagicMock())
 
-    provider_live_option = ["--data-provider-live", "IEX",
-                            "--iex-cloud-api-key", "123",
-                            "--iex-price-plan", "Launch"]
+    provider_live_option = ["--data-provider-live", "Polygon" ]
 
     provider_history_option = ["--data-provider-historical", "Polygon"]
                                # "--polygon-api-key", "123"]
@@ -1145,7 +1142,6 @@ def test_live_non_interactive_deploy_with_live_and_historical_provider_missed_hi
     error_msg = str(result.exc_info[1]).split()
 
     assert "--polygon-api-key" in error_msg
-    assert "--iex-cloud-api-key" not in error_msg
 
     assert result.exit_code == 1
 
@@ -1155,11 +1151,9 @@ def test_live_non_interactive_deploy_with_live_and_historical_provider_missed_li
 
     container.initialize(docker_manager=mock.Mock(), lean_runner=mock.Mock(), api_client = mock.MagicMock())
 
-    provider_live_option = ["--data-provider-live", "IEX",
-                            "--iex-cloud-api-key", "123"]
-                            #"--iex-price-plan", "Launch"]
+    provider_live_option = ["--data-provider-live", "Polygon", "--polygon-api-key", "123"]
 
-    provider_history_option = ["--data-provider-historical", "Polygon", "--polygon-api-key", "123"]
+    provider_history_option = ["--data-provider-historical", "Polygon"]
 
     result = CliRunner().invoke(lean, ["live", "deploy", "--brokerage", "Paper Trading",
                                        *provider_live_option,
@@ -1169,10 +1163,9 @@ def test_live_non_interactive_deploy_with_live_and_historical_provider_missed_li
 
     error_msg = str(result.exc_info[1]).split()
 
-    assert "--iex-price-plan" in error_msg
     assert "--polygon-api-key" not in error_msg
 
-    assert result.exit_code == 1
+    assert result.exit_code == 0
 
 def test_live_non_interactive_deploy_with_real_brokerage_without_credentials() -> None:
     create_fake_lean_cli_directory()
@@ -1183,9 +1176,7 @@ def test_live_non_interactive_deploy_with_real_brokerage_without_credentials() -
     # create fake environment has IB configs already
     brokerage = ["--brokerage", "OANDA"]
 
-    provider_live_option = ["--data-provider-live", "IEX",
-                            "--iex-cloud-api-key", "123",
-                            "--iex-price-plan", "Launch"]
+    provider_live_option = ["--data-provider-live", "Polygon", "--polygon-api-key", "123"]
 
     result = CliRunner().invoke(lean, ["live", "deploy",
                                        *brokerage,
@@ -1199,7 +1190,6 @@ def test_live_non_interactive_deploy_with_real_brokerage_without_credentials() -
     assert "--oanda-account-id" in error_msg
     assert "--oanda-access-token" in error_msg
     assert "--oanda-environment" in error_msg
-    assert "--iex-price-plan" not in error_msg
 
 
 def create_lean_option(brokerage_name: str, data_provider_live_name: str, data_provider_historical_name: str,
@@ -1239,10 +1229,10 @@ def create_lean_option(brokerage_name: str, data_provider_live_name: str, data_p
     return result
 
 @pytest.mark.parametrize("brokerage_name,data_provider_live_name,data_provider_historical_name,brokerage_product_id,data_provider_live_product_id,data_provider_historical_id",
-                         [("Interactive Brokers", "IEX", "Polygon", "181", "333", "306"),
-                          ("Paper Trading", "IEX", "Polygon", None, "333", "306"),
-                          ("Tradier", "IEX", "AlphaVantage", "185", "333", "334"),
-                          ("Paper Trading", "IEX", "Local", None, "333", "222")])
+                         [("Interactive Brokers", "ThetaData", "Polygon", "181", "344", "306"),
+                          ("Paper Trading", "ThetaData", "Polygon", None, "344", "306"),
+                          ("Tradier", "ThetaData", "AlphaVantage", "185", "344", "334"),
+                          ("Paper Trading", "ThetaData", "Local", None, "344", "222")])
 def test_live_deploy_with_different_brokerage_and_different_live_data_provider_and_historical_data_provider(brokerage_name: str, data_provider_live_name: str, data_provider_historical_name: str, brokerage_product_id: str, data_provider_live_product_id: str, data_provider_historical_id: str) -> None:
     if (brokerage_name == "Interactive Brokers" and sys.platform == "darwin"):
         pytest.skip("MacOS does not support IB tests")
@@ -1257,10 +1247,10 @@ def test_live_deploy_with_different_brokerage_and_different_live_data_provider_a
             if id in m_c[1]:
                 is_exists.append(True)
         assert is_exists
-        assert len(is_exists) == 2
+        assert len(is_exists) == 1
     elif brokerage_product_id is None and data_provider_historical_name == "Local":
         assert len(api_client.method_calls) == 1
-        if data_provider_live_product_id in api_client.method_calls[0][1]:
+        if int(data_provider_live_product_id) in api_client.method_calls[0][1]:
             is_exists.append(True)
         assert is_exists
         assert len(is_exists) == 1
@@ -1273,8 +1263,8 @@ def test_live_deploy_with_different_brokerage_and_different_live_data_provider_a
         assert len(is_exists) == 3
 
 @pytest.mark.parametrize("brokerage_name,data_provider_live_name,brokerage_product_id,data_provider_live_product_id",
-                         [("Interactive Brokers", "IEX", "181", "333"),
-                          ("Tradier", "IEX", "185", "333")])
+                         [("Interactive Brokers", "Polygon", "181", "306"),
+                          ("Tradier", "Polygon", "185", "306")])
 def test_live_non_interactive_deploy_with_different_brokerage_and_different_live_data_provider(brokerage_name: str, data_provider_live_name: str, brokerage_product_id: str, data_provider_live_product_id: str) -> None:
     if (brokerage_name == "Interactive Brokers" and sys.platform == "darwin"):
         pytest.skip("MacOS does not support IB tests")
@@ -1313,15 +1303,15 @@ def test_live_non_interactive_deploy_with_different_brokerage_with_the_same_live
     assert is_exist
 
 @pytest.mark.parametrize("brokerage_name,data_provider_live_name,data_provider_live_product_id",
-                         [("Paper Trading", "IEX", "333"),
+                         [("Paper Trading", "ThetaData", "344"),
                           ("Paper Trading", "Polygon", "306")])
 def test_live_non_interactive_deploy_paper_brokerage_different_live_data_provider(brokerage_name: str, data_provider_live_name: str, data_provider_live_product_id: str) -> None:
     api_client = mock.MagicMock()
     create_lean_option(brokerage_name, data_provider_live_name, None, api_client)
 
     assert len(api_client.method_calls) == 1
     for m_c in api_client.method_calls:
-        if data_provider_live_product_id in m_c[1]:
+        if data_provider_live_product_id in str(m_c[1]):
             is_exist = True
 
     assert is_exist