quantconnect--lean/Launcher/config.json

{
  // this configuration file works by first loading all top-level
  // configuration items and then will load the specified environment
  // on top, this provides a layering affect. environment names can be
  // anything, and just require definition in this file. There's
  // two predefined environments, 'backtesting' and 'live', feel free
  // to add more!

  "environment": "backtesting", // "live-paper", "backtesting", "live-interactive", "live-interactive-iqfeed"

  // algorithm class selector
  "algorithm-type-name": "BasicTemplateFrameworkAlgorithm",

  // Algorithm language selector - options CSharp, FSharp, VisualBasic, Python, Java
  "algorithm-language": "CSharp",

  //Physical DLL location
  "algorithm-location": "QuantConnect.Algorithm.CSharp.dll",
  //"algorithm-location": "../../../Algorithm.Python/BasicTemplateFrameworkAlgorithm.py",
  //"algorithm-location": "QuantConnect.Algorithm.FSharp.dll",
  //"algorithm-location": "QuantConnect.Algorithm.VisualBasic.dll",
  //"algorithm-location": "QuantConnect.Algorithm.Java.dll",

  //Jupyter notebook
  //"composer-dll-directory": ".",

  // engine
  "data-folder": "../../../Data/",

  // handlers
  "log-handler": "QuantConnect.Logging.CompositeLogHandler",
  "messaging-handler": "QuantConnect.Messaging.Messaging",
  "job-queue-handler": "QuantConnect.Queues.JobQueue",
  "api-handler": "QuantConnect.Api.Api",
  "map-file-provider": "QuantConnect.Data.Auxiliary.LocalDiskMapFileProvider",
  "factor-file-provider": "QuantConnect.Data.Auxiliary.LocalDiskFactorFileProvider",
  "data-provider": "QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider",
  "alpha-handler": "QuantConnect.Lean.Engine.Alphas.DefaultAlphaHandler",

  // limits on number of symbols to allow
  "symbol-minute-limit": 10000,
  "symbol-second-limit": 10000,
  "symbol-tick-limit": 10000,

  // limits the amount of data points per chart series. Applies only for backtesting
  "maximum-data-points-per-chart-series": 4000,

  // if one uses true in following token, market hours will remain open all hours and all days.
  // if one uses false will make lean operate only during regular market hours.
  "force-exchange-always-open": false,

  // save list of transactions to the specified csv file
  "transaction-log": "",

  // To get your api access token go to quantconnect.com/account
  "job-user-id": "0",
  "api-access-token": "",

  // live data configuration
  "live-data-url": "ws://www.quantconnect.com/api/v2/live/data/",
  "live-data-port": 8020,

  // interactive brokers configuration
  "ib-account": "",
  "ib-user-name": "",
  "ib-password": "",
  "ib-host": "127.0.0.1",
  "ib-port": "4002",
  "ib-agent-description": "Individual",
  "ib-tws-dir": "C:\\Jts",
  "ib-trading-mode": "paper",
  "ib-enable-delayed-streaming-data": false,

  // tradier configuration
  "tradier-account-id": "",
  "tradier-access-token": "",
  "tradier-refresh-token": "",
  "tradier-issued-at": "",
  "tradier-lifespan": "",
  "tradier-refresh-session": true,

  // oanda configuration
  "oanda-environment": "Practice",
  "oanda-access-token": "",
  "oanda-account-id": "",

  // fxcm configuration
  "fxcm-server": "http://www.fxcorporate.com/Hosts.jsp",
  "fxcm-terminal": "Demo", //Real or Demo
  "fxcm-user-name": "",
  "fxcm-password": "",
  "fxcm-account-id": "",

  // iqfeed configuration
  "iqfeed-username": "",
  "iqfeed-password": "",
  "iqfeed-productName": "",
  "iqfeed-version": "1.0",

  // gdax configuration
  "gdax-api-secret": "",
  "gdax-api-key": "",
  "gdax-passphrase": "",

  // bitfinex configuration
  "bitfinex-api-secret": "",
  "bitfinex-api-key": "",

  // Required to access data from Quandl
  // To get your access token go to https://www.quandl.com/account/api
  "quandl-auth-token": "",

  // Required to access data from Tiingo
  // To get your access token go to https://www.tiingo.com
  "tiingo-auth-token": "",

  // Required to access data from US Energy Information Administration
  // To get your access token go to https://www.eia.gov/opendata
  "us-energy-information-auth-token": "",

  // alpaca configuration
  // available trading mode: 'paper', 'live'
  "alpaca-key-id": "",
  "alpaca-secret-key": "",
  "alpaca-trading-mode": "paper",

  // parameters to set in the algorithm (the below are just samples)
  "parameters": {
    // Intrinio account user and password
    "intrinio-username": "",
    "intrinio-password": "",

    "ema-fast": 10,
    "ema-slow": 20
  },

  "environments": {

    // defines the 'backtesting' environment
    "backtesting": {
      "live-mode": false,

      "setup-handler": "QuantConnect.Lean.Engine.Setup.ConsoleSetupHandler",
      "result-handler": "QuantConnect.Lean.Engine.Results.BacktestingResultHandler",
      "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed",
      "real-time-handler": "QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler",
      "history-provider": "QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider",
      "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler"
    },

    // defines the 'live-paper' environment
    "live-paper": {
      "live-mode": true,

      // the paper brokerage requires the BacktestingTransactionHandler
      "live-mode-brokerage": "PaperBrokerage",

      "setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
      "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
      "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
      "data-queue-handler": "QuantConnect.Lean.Engine.DataFeeds.Queues.LiveDataQueue",
      "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
      "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler"
    },

    // defines the 'live-tradier' environment
    "live-tradier": {
      "live-mode": true,

      // this setting will save tradier access/refresh tokens to a tradier-tokens.txt file
      // that can be read in next time, this makes it easier to start/stop a tradier algorithm
      "tradier-save-tokens": true,

      // real brokerage implementations require the BrokerageTransactionHandler
      "live-mode-brokerage": "TradierBrokerage",
      "data-queue-handler": "TradierBrokerage",

      "setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
      "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
      "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
      "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
      "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler"
    },

    // defines the 'live-interactive' environment
    "live-interactive": {
      "live-mode": true,

      // real brokerage implementations require the BrokerageTransactionHandler
      "live-mode-brokerage": "InteractiveBrokersBrokerage",
      "setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
      "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
      "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
      "data-queue-handler": "QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage",
      "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
      "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler",
      "history-provider": "BrokerageHistoryProvider"
    },

    // defines the 'live-interactive-iqfeed' environment
    "live-interactive-iqfeed": {
      "live-mode": true,

      // real brokerage implementations require the BrokerageTransactionHandler
      "live-mode-brokerage": "InteractiveBrokersBrokerage",
      "setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
      "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
      "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
      "data-queue-handler": "QuantConnect.ToolBox.IQFeed.IQFeedDataQueueHandler",
      "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
      "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler",
      "history-provider": "QuantConnect.ToolBox.IQFeed.IQFeedDataQueueHandler"
    },

    // defines the 'live-fxcm' environment
    "live-fxcm": {
      "live-mode": true,

      // real brokerage implementations require the BrokerageTransactionHandler
      "live-mode-brokerage": "FxcmBrokerage",
      "data-queue-handler": "FxcmBrokerage",
      "setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
      "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
      "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
      "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
      "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler",
      "history-provider": "BrokerageHistoryProvider"
    },

    // defines the 'live-oanda' environment
    "live-oanda": {
      "live-mode": true,

      // real brokerage implementations require the BrokerageTransactionHandler
      "live-mode-brokerage": "OandaBrokerage",
      "data-queue-handler": "OandaBrokerage",
      "setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
      "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
      "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
      "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
      "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler",
      "history-provider": "BrokerageHistoryProvider"
    },

    // defines the 'backtesting-desktop' environment
    "backtesting-desktop": {
      "live-mode": false,
      "send-via-api": true,

      "setup-handler": "QuantConnect.Lean.Engine.Setup.ConsoleSetupHandler",
      "result-handler": "QuantConnect.Lean.Engine.Results.BacktestingResultHandler",
      "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed",
      "real-time-handler": "QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler",
      "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler",
      "messaging-handler": "QuantConnect.Messaging.StreamingMessageHandler",
      "log-handler": "QuantConnect.Logging.QueueLogHandler",
      "desktop-http-port": "1234",
      "desktop-exe": "../../../UserInterface/bin/Debug/QuantConnect.Views.exe"
    },

    // defines the 'live-desktop' environment
    "live-desktop": {
      "live-mode": true,
      "send-via-api": true,

      // Set your own brokerage and data queue handlers here.
      // Live desktop charting isn't as cool as on quantconnect.com but its pretty neat!
      "live-mode-brokerage": "FxcmBrokerage",
      "data-queue-handler": "FxcmBrokerage",
      "setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
      "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
      "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
      "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
      "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler",
      "messaging-handler": "QuantConnect.Messaging.StreamingMessageHandler",
      "log-handler": "QuantConnect.Logging.QueueLogHandler",
      "desktop-http-port": "1234",
      "desktop-exe": "../../../UserInterface/bin/Release/QuantConnect.Views.exe"
    },

    "live-gdax": {
      "live-mode": true,

      // real brokerage implementations require the BrokerageTransactionHandler
      "live-mode-brokerage": "GDAXBrokerage",
      "data-queue-handler": "GDAXDataQueueHandler",
      "setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
      "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
      "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
      "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
      "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler",
      "history-provider": "BrokerageHistoryProvider"
    },

    "live-bitfinex": {
      "live-mode": true,

      // real brokerage implementations require the BrokerageTransactionHandler
      "live-mode-brokerage": "BitfinexBrokerage",
      "data-queue-handler": "BitfinexBrokerage",
      "setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
      "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
      "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
      "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
      "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler",
      "history-provider": "BrokerageHistoryProvider"
    },

    // defines the 'live-alpaca' environment
    "live-alpaca": {
      "live-mode": true,

      // real brokerage implementations require the BrokerageTransactionHandler
      "live-mode-brokerage": "AlpacaBrokerage",
      "data-queue-handler": "AlpacaBrokerage",
      "setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
      "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
      "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
      "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
      "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler",
      "history-provider": "BrokerageHistoryProvider"
    }

  }
}