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* Adds BroadcastCommand Method
Send a command to all live algorithms.
* Addresses Peer-Review
* Minor tweaks
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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
* Fix: source custom data from remote CSV zipped file
* Fix: Custom data sourcing zip entry names from remote locations
* Address peer review
* Add unit tests
* Minor fix
* Address peer review
* Minor fixes
* Return byte array in IApi.DownloadBytes
* Allow sourcing custom data from specific csv entry in a zipped remote file
* Minor change
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* Move Optimizer-related DTOs and JSON converters into Common/Optimizer
* Add REST methods for Optimization
* Move OptimizationStatus into Common
* Change optimizationId parameter type to string
* Update Optimization and add lightweight optimization object
* Rename lightweight optimization to BaseOptimization and remove unneccessary properties
* Remove snapshotId from Optimization, add ParameterSet to Backtest
* Add missing IApi.cs method signatures
* Move ParameterSet into Common
* Replace Backtest with OptimizationBacktest
* Update UpdateOptimization to not include null or empty name and layout params in the request
* Change Objective targetTemplate regex pattern from ['(.+)'] to (.+) to prevent escaping target strings without whitespace
* Return Estimate object when calling EstimateOptimization
* Use DefaultNamingStrategy when serializing constraint operators
* Revert "Change Objective targetTemplate regex pattern from ['(.+)'] to (.+) to prevent escaping target strings without whitespace"
This reverts commit fbe7de0fd77dccc62e8c52c42a4ec9c18347acb2.
* Update Api method signatures
* Add unit tests
* Fix XML comment referring to the old class name
* Fix XML summary for OptimizationResponseWrapper
* Address review feedback
- Remove unused testOrganizationId
- Change NodeType from string to NodeType enum
- Clarify unit types for Estimate time and balance
- Simplify JsonConverter classes
* Add accessors to Common/Api classes
* Define performance metrics names in PerformanceMetrics class
* Remove unnecessary branching logic from GetSeriesValues method
* Add crefs and examples to XML comments in the Api class
* Revert "Change NodeType from string to NodeType enum"
* Remove layout param from UpdateOptimization method
* Backtest property ParameterSet should be of type ParameterSet
* Add asserts for deserialization in OptimizationBacktestJsonConverterTests
* Replace the three target-related properties with Criterion
* Add serialization and deserialization tests for Optimization
* Remove Optimization Serialization test
* Add EstimateDeserialization test
* Add asserts for integration tests
* Address self review
* Revert test case
* Update Nodes.cs
* Update Nodes.cs
* Set Aborted status when Optimization fails to start
* Add ParameterSetJsonConverter and ParameterSetJsonConverterTests
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
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* Use lean data key as param for request
* key -> filePath rename and some cleanup
* Refactor
* Add Organizations Endpoints
* Add some organization api wrapper objects
* Address namespace issue
* Reorganize Api Test into seperate files using one ApiTestBase
* Add Organization tests
* Use capitalized "API" test namespace to reduce amount of file changes
* Add License to test base
* Update /data endpoint functions and response objects
* Update ApiDataProvider Logic
* Handle deserialization of organization products
* Simplify converter
* Only throw for equity requests when not subscribed to map/factor files
* Add missing header
* Make arguement exception
* Api adjustments
* Add Zip factor and map file providers
- Common project will now reference Compression project and not the other way
round.
- Adding Zip FactorFile and MapFile providers
* Refactor FactorFileProvider to use DataProvider to fetch files
* Use resulting MinimumDate in construction of FactorFile
* Nit FactorFile comments and arrangement
* Refactor MapFileProviders to use DataProvider for fetching files
* Refactor ZipFileProvider
* Clean up
* Refactor Backtesting Future/Option chain providers to use dataprovider
* Fixes for data/ endpoints and test adjustments
* Response objects adjustments/cleanups
* ApiDateProvider fixes and testing
* Add LocalZipFactorFileTests
* Update ApiDataProvider download test to verify stream is not null
* Implement posting of agreement summary and signed time
* Mark all Api related tests as explicit and document details on running
* Clarify default token on ApiTestBase
* Adjust summary
* Update Api responses for QCC, except org products which are sold in USD
* Implement cache expiration for zip MapFile and FactorFiles. Adding unit tests
* Fix multiple markets for ZipFactorFile provider
* Use Symbol as cache key
* Api.cs review
* Dispose of factorFileStream after reading
* Use zip.EntryFileNames
* Address a few reviews
* Few more fixes
* Address Api Review
* Add Job Org id to config
* Minor tweaks
* Compare with invariant culture
* Fixes Option Universe selection
* ZipEntryNameSubscriptionDataSourceReader will use IDataProvider
* Fix research
* Fix null reference exception
* Make duplicate log debug
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
* Adding Api.ReadBacktest optional getCharts
- Optionally allow users not to fetch backtest charts when reading a
backtest, it can be slow
* Fix null reference for deleted/cancelled backtests
* Get Leaky bucket config settings once
* Remove F# Project, Splits, and Dividends Tests
* Separate tests that require external accounts; read from config
* Removal of non supported "prices" endpoint test
* Removal of unsupported API functions
* Address review
* NOP GetLastPrice for removal of Prices endpoint
* Post rebase fix
* Rebase fix 2
* remove /r/n from eof for api tests
* Reflect similar refactors to NodeTests
* Fix for live algorithm API testing
* Address Review
Api implements a new method, StoreLogs, that returns the location of logs on disc. Removed unnecessary cloud log processing from BacktestingResultsHandler
* Recommitted. Fixed missing code
* Renamed tests for Api to ApiTests
* Renamed Live to LiveAlgorithm
* Add LiveAlgorithm configuration classes for supported brokerages
The QuantConnect api v2 enables users to launch live algorithms with one of the supported brokerages. The LiveAlgorithmSettings class adds brokerage specific configuration classes that will allow algorithms to be configured to run live on a specific brokerage.
* Projects can now be updated via the Api v2
* Projects can be created via the Api with LiveAlgorithmSettings class
* Renamed CreateLive to CreateLiveAlgorithm in IApi
* Added tests for luanching live algorithms via api V2 for brokerages
* Created ProjectUpdateResponse to represent api response when project is updated
The new class ProjectUpdateResponse derives from RestReponse and adds a field, Files, that represents the project files associated with a project. This new class is now what the Api method returns. A new test, Update_ProjectFiles_Successfully, tests updating the files for a project via the Api
* Refactored ApiTests and expanded ApiTest docs
* Renamed brokerage specific classes that derive from BaseLiveAlgorithmSettings
* Refactored Oanda and Tradier LiveAlgorithm settings
Tradier and Oanda do not required certain parameters like password and username to trade live, however, they are required for the QC Api v2. A new constructor was added to BaseLiveAlgorithmSettings that does not take in these parameters and sets the unneeded parameters to blank strings. Tradier and Oanda LiveAlgorithmSettings implement this new constructor.
* Minor tweaks to OandaLiveAlgorithmSettings
* Brokerage Api tests now use appropriate algorithms
Some brokerage tests were using algorithms that traded securities that did not pertain to the brokerage. This has been corrected.
* Refactored naming of certain Api methods to be more consistent
* Added extra parameters to Api method ListLiveAlgorithms
* Added class that represents chart data from "live/read" api endpoint
* Minor change to LiveAlgorithmResults
* Version is now an optional parameter for LiveAlgorithmApiSettingsWrapper
* Minor formatting changes to long method signatures in Api.cs
* IApi now accepts versionId for CreateLiveAlgorithm
* Removed BrokerageName from LiveAlgorithmSettings.
* Fixed spelling mistake
* Added custom JsonConverter for LiveAlgorithmResults
In order to properly deserialize the results of an algorithm from the api endpoint "live/read", a custom deserializer is added to deal with null ChartPoints. In order to deserialize ChartPoints that are null, ChartPoint has been changed from a struct to a class.
* Fixed type-o in ApiTests
* Add Ignore NUnit attribute to ApiTests
* Removed ApiAlgorithmStatus
In order to better align with the rest of the project, ApiAlgorithmStatus has been replaced by the existing AlgorithmStatus enum. Only certain values of AlgorithmStatus can be used with the Api. Unsuported values throw an ArgumentException error.
* Changed Resolution field in LiveAlgorithmResults from string to enum
* BrokerageEnvironment enum added to represent live/paper trading
* Environment set based on user in InteractiveBrokersLiveAlgorithmSettings
* Minor tweaks to BaseLiveAlgorithmSettings constructor
* Environment is hard coded for TradierLiveAlgorithmSettings
* Updated ApiTests to reflect changes to LiveAlgorithmSettings
* ApiConnection uses OrderJsonConverter to deserialize orders
* AlgorithmStatus is now nullable for ListLiveAlgorithms
* Tweaked account variable for InteractiveBrokersLiveAlgorithmSettings
* Replaced null comparisons with call to HasValue for LiveAlgo status
In order to better handle future scenerios, a new URI is constructed from the data download link returned from the API. The URI host, scheme and query+path is used to reconstruct the link to download the data.
In addition, the API Initialize() method now takes the dataFolder as a parameter and saves it as a private variable so as to not read the data folder from the config every time.
Expanded the IApi interface to include a method for getting the logs of a live running algorithm. Implemented this method in the implementation of the IApi interface. A new class was added that is used to hold the logs returned from the API.
Initially, methods to download the data purchased on QuantConnect were added to the implementation of IApi and not to IApi itself. The methods that enable users to download data purchased on QuantConnect are now part of the Api interface.
Martin-Molinero