diff --git a/README.md b/README.md
index b0efd649..905e9c60 100644
--- 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
index 5463f2aa..a7fea02c 100644
--- 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")
@@ -1313,7 +1303,7 @@ 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()
@@ -1321,7 +1311,7 @@ def test_live_non_interactive_deploy_paper_brokerage_different_live_data_provide
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