def test_post_makes_post_request_to_given_endpoint(requests_mock: RequestsMock) -> None:
requests_mock.add(requests_mock.POST, API_BASE_URL + "endpoint", '{ "success": true }')
api = APIClient(mock.Mock(), "123", "456")
api.post("endpoint")
assert len(requests_mock.calls) == 1
assert requests_mock.calls[0].request.url == API_BASE_URL + "endpoint"
def test_get_attaches_parameters_to_url(requests_mock: RequestsMock) -> None:
requests_mock.add(requests_mock.GET, API_BASE_URL + "endpoint", '{ "success": true }')
api = APIClient(mock.Mock(), "123", "456")
api.get("endpoint", {"key1": "value1", "key2": "value2"})
assert len(requests_mock.calls) == 1
assert requests_mock.calls[0].request.url == API_BASE_URL + "endpoint?key1=value1&key2=value2"
def test_is_authenticated_returns_false_when_authenticated_request_fails(requests_mock: RequestsMock) -> None:
requests_mock.assert_all_requests_are_fired = False
requests_mock.add(requests_mock.GET, re.compile(".*"), body='{ "success": false }')
requests_mock.add(requests_mock.POST, re.compile(".*"), body='{ "success": false }')
api = APIClient(mock.Mock(), "123", "456")
assert not api.is_authenticated()
def test_post_sets_body_of_request_as_form_data(requests_mock: RequestsMock) -> None:
requests_mock.add(requests_mock.POST, API_BASE_URL + "endpoint", '{ "success": true }')
api = APIClient(mock.Mock(), "123", "456")
api.post("endpoint", {"key1": "value1", "key2": "value2"}, data_as_json=False)
assert len(requests_mock.calls) == 1
assert requests_mock.calls[0].request.url == API_BASE_URL + "endpoint"
assert requests_mock.calls[0].request.body == "key1=value1&key2=value2"
def test_post_sets_body_of_request_as_json(requests_mock: RequestsMock) -> None:
requests_mock.add(requests_mock.POST, API_BASE_URL + "endpoint", '{ "success": true }')
api = APIClient(mock.Mock(), "123", "456")
api.post("endpoint", {"key1": "value1", "key2": "value2"})
assert len(requests_mock.calls) == 1
assert requests_mock.calls[0].request.url == API_BASE_URL + "endpoint"
body = json.loads(requests_mock.calls[0].request.body)
assert body["key1"] == "value1"
assert body["key2"] == "value2"
def test_api_client_raises_authentication_error_on_http_500(method: str, requests_mock: RequestsMock) -> None:
requests_mock.add(method.upper(), API_BASE_URL + "endpoint", status=500)
api = APIClient(mock.Mock(), "123", "456")
with pytest.raises(AuthenticationError):
getattr(api, method)("endpoint")
def create_api_client() -> APIClient:
user_id = USER_ID or os.getenv("QC_USER_ID", "")
api_token = API_TOKEN or os.getenv("QC_API_TOKEN", "")
if user_id == "" or api_token == "":
pytest.skip("API credentials not specified")
return APIClient(mock.Mock(), user_id, api_token)
def test_api_client_returns_data_when_success_is_true(method: str, requests_mock: RequestsMock) -> None:
requests_mock.add(method.upper(), API_BASE_URL + "endpoint", '{ "success": true }')
api = APIClient(mock.Mock(), "123", "456")
response = getattr(api, method)("endpoint")
assert "success" in response
assert response["success"]
def test_api_client_raises_request_failed_error_on_failing_response_non_http_500(
method: str, requests_mock: RequestsMock) -> None:
requests_mock.add(method.upper(), API_BASE_URL + "endpoint", status=404)
api = APIClient(mock.Mock(), HTTPClient(mock.Mock()), "123", "456")
with pytest.raises(RequestFailedError):
getattr(api, method)("endpoint")
def test_api_client_raises_authentication_error_on_error_complaining_about_hash(
method: str, requests_mock: RequestsMock) -> None:
requests_mock.add(
method.upper(), API_BASE_URL + "endpoint",
'{ "success": false, "errors": ["Hash doesn\'t match."] }')
api = APIClient(mock.Mock(), HTTPClient(mock.Mock()), "123", "456")
with pytest.raises(AuthenticationError):
getattr(api, method)("endpoint")
def test_api_client_sets_user_agent(method: str, requests_mock: RequestsMock) -> None:
requests_mock.add(method.upper(), API_BASE_URL + "endpoint", '{ "success": true }')
api = APIClient(mock.Mock(), "123", "456")
getattr(api, method)("endpoint")
assert len(requests_mock.calls) == 1
headers = requests_mock.calls[0].request.headers
assert headers["User-Agent"].startswith("Lean CLI ")
def test_api_client_raises_request_failed_error_when_response_contains_internal_error(
method: str, requests_mock: RequestsMock) -> None:
requests_mock.add(method.upper(), API_BASE_URL + "endpoint",
'{ "success": false, "Message": "Internal Error 21" }')
api = APIClient(mock.Mock(), HTTPClient(mock.Mock()), "123", "456")
with pytest.raises(RequestFailedError) as error:
getattr(api, method)("endpoint")
assert str(error.value) == "Internal Error 21"
def test_api_client_retries_request_when_response_is_http_5xx_error(method: str,
status_code: int,
expected_error: Any,
requests_mock: RequestsMock) -> None:
requests_mock.add(method.upper(), API_BASE_URL + "endpoint", status=status_code)
api = APIClient(mock.Mock(), "123", "456")
with pytest.raises(expected_error):
getattr(api, method)("endpoint")
requests_mock.assert_call_count(API_BASE_URL + "endpoint", 2)
def create_api_client() -> APIClient:
if os.environ.get("QC_API", "") == "local":
user_id = "123"
api_token = "abc"
else:
user_id = USER_ID or os.environ.get("QC_USER_ID", "")
api_token = API_TOKEN or os.environ.get("QC_API_TOKEN", "")
if user_id == "" or api_token == "":
pytest.skip("API credentials not specified")
return APIClient(mock.Mock(), HTTPClient(mock.Mock()), user_id, api_token)
def test_api_client_makes_authenticated_requests(method: str, requests_mock: RequestsMock) -> None:
requests_mock.add(method.upper(), API_BASE_URL + "endpoint", '{ "success": true }')
api = APIClient(mock.Mock(), "123", "456")
getattr(api, method)("endpoint")
assert len(requests_mock.calls) == 1
headers = requests_mock.calls[0].request.headers
assert "Timestamp" in headers
assert "Authorization" in headers
assert headers["Authorization"].startswith("Basic ")
def test_cli() -> None:
"""Tests the CLI by actually calling it like a real user would do.
Unlike "normal" tests, this file only contains a single test method which steps through all commands.
This is done on purpose to make the test as close to what real users do as possible.
"""
user_id = USER_ID or os.environ.get("QC_USER_ID", "")
api_token = API_TOKEN or os.environ.get("QC_API_TOKEN", "")
if user_id == "" or api_token == "":
pytest.skip("API credentials not specified")
credentials_path = Path("~/.lean").expanduser() / "credentials"
# Create an empty directory to perform tests in
test_dir = Path(tempfile.mkdtemp())
# We use project names suffixed by a timestamp to prevent conflicts when we synchronize with the cloud
timestamp = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
python_project_name = f"Python Project {timestamp}"
csharp_project_name = f"CSharp Project {timestamp}"
# Log in
run_command(["lean", "login"], input=[user_id, api_token])
assert credentials_path.exists()
assert json.loads(credentials_path.read_text(encoding="utf-8")) == {
"user-id": user_id,
"api-token": api_token
}
# Check that we are logged in
run_command(["lean", "whoami"])
# Download sample data and LEAN configuration file
run_command(["lean", "init"], cwd=test_dir, input=["python"])
assert (test_dir / "data").is_dir()
assert (test_dir / "lean.json").is_file()
# Generate random data
# This is the first command that uses the LEAN Docker image, so we increase the timeout to have time to pull it
generate_output = run_command([
"lean", "data", "generate", "--start", "20150101", "--symbol-count",
"1", "--resolution", "Daily"
],
cwd=test_dir,
timeout=600)
matches = re.findall(
r"Begin data generation of 1 randomly generated Equity assets\.\.\.\r?\n\s*Symbol\[1]: ([A-Z]+)",
generate_output)
assert len(matches) == 1
assert (test_dir / "data" / "equity" / "usa" / "daily" /
f"{matches[0].lower()}.zip").is_file()
# Configure global settings
run_command(["lean", "config", "set", "default-language", "csharp"])
run_command(["lean", "config", "get", "default-language"],
expected_output="csharp")
run_command(["lean", "config", "unset", "default-language"])
run_command(["lean", "config", "get", "default-language"],
expected_return_code=1)
run_command(["lean", "config", "set", "default-language", "python"])
run_command(["lean", "config", "get", "default-language"],
expected_output="python")
list_output = run_command(["lean", "config", "list"])
assert len(re.findall(r"default-language[ ]+[^ ] python",
list_output)) == 1
# Create Python project
run_command([
"lean", "create-project", "--language", "python", python_project_name
],
cwd=test_dir)
python_project_dir = test_dir / python_project_name
assert (python_project_dir / "main.py").is_file()
assert (python_project_dir / "research.ipynb").is_file()
assert (python_project_dir / "config.json").is_file()
assert (python_project_dir / ".vscode" / "launch.json").is_file()
assert (python_project_dir / ".vscode" / "settings.json").is_file()
assert (python_project_dir / ".idea" /
f"{python_project_name}.iml").is_file()
assert (python_project_dir / ".idea" / "misc.xml").is_file()
assert (python_project_dir / ".idea" / "modules.xml").is_file()
assert (python_project_dir / ".idea" / "workspace.xml").is_file()
# Create C# project
run_command([
"lean", "create-project", "--language", "csharp", csharp_project_name
],
cwd=test_dir)
csharp_project_dir = test_dir / csharp_project_name
assert (csharp_project_dir / "Main.cs").is_file()
assert (csharp_project_dir / "research.ipynb").is_file()
assert (csharp_project_dir / "config.json").is_file()
assert (csharp_project_dir / f"{csharp_project_name}.csproj").is_file()
assert (csharp_project_dir / ".vscode" / "launch.json").is_file()
# Add custom Python library
run_command(["lean", "library", "add", python_project_name, "altair"],
cwd=test_dir)
assert (python_project_dir / "requirements.txt").is_file()
assert f"altair==" in (python_project_dir /
"requirements.txt").read_text(encoding="utf-8")
# Cannot add custom Python library incompatible with Python 3.6
run_command(["lean", "library", "add", python_project_name, "PyS3DE"],
cwd=test_dir,
expected_return_code=1)
# Cannot add custom Python library without version when it's not on PyPI
run_command(
["lean", "library", "add", python_project_name,
str(uuid.uuid4())],
cwd=test_dir,
expected_return_code=1)
# Cannot add custom Python library with version when version is invalid
run_command([
"lean", "library", "add", python_project_name, "matplotlib",
"--version", "0.0.0.0.0.1"
],
cwd=test_dir,
expected_return_code=1)
# Cannot add custom Python library with version when version is incompatible with Python 3.6
run_command([
"lean", "library", "add", python_project_name, "matplotlib",
"--version", "3.4.2"
],
cwd=test_dir,
expected_return_code=1)
# Add custom C# library
run_command(
["lean", "library", "add", csharp_project_name, "Microsoft.ML"],
cwd=test_dir)
csproj_file = csharp_project_dir / f"{csharp_project_name}.csproj"
assert 'Include="Microsoft.ML"' in csproj_file.read_text(encoding="utf-8")
# Cannot add custom C# library without version when it's not on NuGet
run_command(
["lean", "library", "add", csharp_project_name,
str(uuid.uuid4())],
cwd=test_dir,
expected_return_code=1)
# Copy over algorithms containing a SPY buy-and-hold strategy with custom libraries
fixtures_dir = Path(__file__).parent / "fixtures"
shutil.copy(fixtures_dir / "local" / "main.py",
python_project_dir / "main.py")
shutil.copy(fixtures_dir / "local" / "Main.cs",
csharp_project_dir / "Main.cs")
# Backtest Python project locally
run_command(["lean", "backtest", python_project_name],
cwd=test_dir,
expected_output="Total Trades 1")
python_backtest_dirs = list((python_project_dir / "backtests").iterdir())
assert len(python_backtest_dirs) == 1
# Backtest C# project locally
run_command(["lean", "backtest", csharp_project_name],
cwd=test_dir,
expected_output="Total Trades 1")
csharp_backtest_dirs = list((csharp_project_dir / "backtests").iterdir())
assert len(csharp_backtest_dirs) == 1
# Remove custom Python library
run_command(["lean", "library", "remove", python_project_name, "altair"],
cwd=test_dir)
assert f"altair==" not in (python_project_dir /
"requirements.txt").read_text(encoding="utf-8")
# Remove custom C# library
run_command(
["lean", "library", "remove", csharp_project_name, "Microsoft.ML"],
cwd=test_dir)
assert 'Include="Microsoft.ML"' not in csproj_file.read_text(
encoding="utf-8")
# Custom Python library is removed, so Python backtest should now fail
run_command(["lean", "backtest", python_project_name],
cwd=test_dir,
expected_return_code=1)
# Custom C# library is removed, so C# backtest should now fail
run_command(["lean", "backtest", csharp_project_name],
cwd=test_dir,
expected_return_code=1)
# Generate reports
python_results_file = next(f for f in python_backtest_dirs[0].iterdir()
if f.name.endswith(".json")
and not f.name.endswith("-order-events.json"))
run_command([
"lean", "report", "--backtest-results",
str(python_results_file), "--report-destination", "python.html"
],
cwd=test_dir)
csharp_results_file = next(f for f in csharp_backtest_dirs[0].iterdir()
if f.name.endswith(".json")
and not f.name.endswith("-order-events.json"))
run_command([
"lean", "report", "--backtest-results",
str(csharp_results_file), "--report-destination", "csharp.html"
],
cwd=test_dir)
assert (test_dir / "python.html").is_file()
assert (test_dir / "csharp.html").is_file()
# Copy over algorithms containing a SPY buy-and-hold strategy without custom libraries
shutil.copy(fixtures_dir / "cloud" / "main.py",
python_project_dir / "main.py")
shutil.copy(fixtures_dir / "cloud" / "Main.cs",
csharp_project_dir / "Main.cs")
# Push projects to the cloud
run_command(["lean", "cloud", "push", "--project", python_project_name],
cwd=test_dir)
run_command(["lean", "cloud", "push", "--project", csharp_project_name],
cwd=test_dir)
# Remove some files and see if we can successfully pull them from the cloud
(python_project_dir / "main.py").unlink()
(csharp_project_dir / "Main.cs").unlink()
# Pull projects from the cloud
run_command(["lean", "cloud", "pull", "--project", python_project_name],
cwd=test_dir)
run_command(["lean", "cloud", "pull", "--project", csharp_project_name],
cwd=test_dir)
# Ensure deleted files have been pulled
(python_project_dir / "main.py").is_file()
(csharp_project_dir / "Main.cs").is_file()
# Run Python backtest in the cloud
run_command(["lean", "cloud", "backtest", python_project_name],
cwd=test_dir)
# Run C# backtest in the cloud
run_command(["lean", "cloud", "backtest", csharp_project_name],
cwd=test_dir)
# Get cloud project status
run_command(["lean", "cloud", "status", python_project_name], cwd=test_dir)
run_command(["lean", "cloud", "status", csharp_project_name], cwd=test_dir)
# Log out
run_command(["lean", "logout"])
assert not credentials_path.exists()
# Delete the test directory that we used
shutil.rmtree(test_dir, ignore_errors=True)
# Delete the cloud projects that we used
api_client = APIClient(Logger(), HTTPClient(Logger()), user_id, api_token)
cloud_projects = api_client.projects.get_all()
api_client.projects.delete(
next(p.projectId for p in cloud_projects
if p.name == python_project_name))
api_client.projects.delete(
next(p.projectId for p in cloud_projects
if p.name == csharp_project_name))
def test_cli() -> None:
"""Tests the CLI by actually calling it like a real user would do.
Unlike "normal" tests, this file only contains a single test method which steps through all commands.
This is done on purpose to make the test as close to what real users do as possible.
"""
user_id = USER_ID or os.getenv("QC_USER_ID", "")
api_token = API_TOKEN or os.getenv("QC_API_TOKEN", "")
if user_id == "" or api_token == "":
pytest.skip("API credentials not specified")
global_config_path = Path("~/.lean").expanduser()
credentials_path = global_config_path / "credentials"
# Create an empty directory to perform tests in
test_dir = Path(tempfile.mkdtemp())
# We use project names suffixed by a timestamp to prevent conflicts when we synchronize with the cloud
timestamp = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
python_project_name = f"Python Project {timestamp}"
csharp_project_name = f"CSharp Project {timestamp}"
# Unset all global configuration
shutil.rmtree(global_config_path, ignore_errors=True)
# Log in
run_command(["lean", "login"], input=[user_id, api_token])
assert credentials_path.exists()
assert json.loads(credentials_path.read_text(encoding="utf-8")) == {
"user-id": user_id,
"api-token": api_token
}
# Download sample data and LEAN configuration file
run_command(["lean", "init"], cwd=test_dir, input=["python"])
assert (test_dir / "data").is_dir()
assert (test_dir / "lean.json").is_file()
# Generate random data
# This is the first command that uses the LEAN Docker image, so we increase the timeout to have time to pull it
generate_output = run_command([
"lean", "data", "generate", "--start", "20150101", "--symbol-count",
"1", "--resolution", "Daily"
],
cwd=test_dir,
timeout=600)
matches = re.findall(
r"Begin data generation of 1 randomly generated Equity assets\.\.\.\nSymbol\[1]: ([A-Z]+)",
generate_output)
assert len(matches) == 1
assert (test_dir / "data" / "equity" / "usa" / "daily" /
f"{matches[0].lower()}.zip").is_file()
# Configure global settings
run_command(["lean", "config", "set", "default-language", "csharp"])
run_command(["lean", "config", "get", "default-language"],
expected_output="csharp")
run_command(["lean", "config", "unset", "default-language"])
run_command(["lean", "config", "get", "default-language"],
expected_return_code=1)
run_command(["lean", "config", "set", "default-language", "python"])
run_command(["lean", "config", "get", "default-language"],
expected_output="python")
list_output = run_command(["lean", "config", "list"])
assert len(re.findall(r"default-language[ ]+[^ ] python",
list_output)) == 1
# Create Python project
run_command([
"lean", "create-project", "--language", "python", python_project_name
],
cwd=test_dir)
python_project_dir = test_dir / python_project_name
assert (python_project_dir / "main.py").is_file()
assert (python_project_dir / "research.ipynb").is_file()
assert (python_project_dir / "config.json").is_file()
assert (python_project_dir / ".vscode" / "launch.json").is_file()
assert (python_project_dir / ".vscode" / "settings.json").is_file()
assert (python_project_dir / ".idea" /
f"{python_project_name}.iml").is_file()
assert (python_project_dir / ".idea" / "misc.xml").is_file()
assert (python_project_dir / ".idea" / "modules.xml").is_file()
assert (python_project_dir / ".idea" / "workspace.xml").is_file()
# Create C# project
run_command([
"lean", "create-project", "--language", "csharp", csharp_project_name
],
cwd=test_dir)
csharp_project_dir = test_dir / csharp_project_name
assert (csharp_project_dir / "Main.cs").is_file()
assert (csharp_project_dir / "research.ipynb").is_file()
assert (csharp_project_dir / "config.json").is_file()
assert (csharp_project_dir / f"{csharp_project_name}.csproj").is_file()
assert (csharp_project_dir / ".vscode" / "launch.json").is_file()
# Copy over algorithms containing a SPY buy-and-hold strategy
fixtures_dir = Path(__file__).parent / "fixtures"
shutil.copy(fixtures_dir / "main.py", python_project_dir / "main.py")
shutil.copy(fixtures_dir / "Main.cs", csharp_project_dir / "Main.cs")
# Backtest Python project locally
run_command(["lean", "backtest", python_project_name],
cwd=test_dir,
expected_output="Total Trades 1")
python_backtest_dirs = list((python_project_dir / "backtests").iterdir())
assert len(python_backtest_dirs) == 1
# Backtest C# project locally
run_command(["lean", "backtest", csharp_project_name],
cwd=test_dir,
expected_output="Total Trades 1")
csharp_backtest_dirs = list((csharp_project_dir / "backtests").iterdir())
assert len(csharp_backtest_dirs) == 1
# Generate report
run_command([
"lean", "report", "--backtest-data-source-file",
f"{python_project_name}/backtests/{python_backtest_dirs[0].name}/main.json"
],
cwd=test_dir)
assert (test_dir / "report.html").is_file()
# Push projects to the cloud
run_command(["lean", "cloud", "push", "--project", python_project_name],
cwd=test_dir)
run_command(["lean", "cloud", "push", "--project", csharp_project_name],
cwd=test_dir)
# Remove some files and see if we can successfully pull them from the cloud
(python_project_dir / "main.py").unlink()
(csharp_project_dir / "Main.cs").unlink()
# Pull projects from the cloud
run_command(["lean", "cloud", "pull", "--project", python_project_name],
cwd=test_dir)
run_command(["lean", "cloud", "pull", "--project", csharp_project_name],
cwd=test_dir)
# Ensure deleted files have been pulled
(python_project_dir / "main.py").is_file()
(csharp_project_dir / "Main.cs").is_file()
# Run Python backtest in the cloud
run_command(["lean", "cloud", "backtest", python_project_name],
cwd=test_dir)
# Run C# backtest in the cloud
run_command(["lean", "cloud", "backtest", csharp_project_name],
cwd=test_dir)
# Log out
run_command(["lean", "logout"])
assert not credentials_path.exists()
# Delete the test directory that we used
shutil.rmtree(test_dir, ignore_errors=True)
# Delete the cloud projects that we used
api_client = APIClient(Logger(), user_id, api_token)
cloud_projects = api_client.projects.get_all()
api_client.projects.delete(
next(p.projectId for p in cloud_projects
if p.name == python_project_name))
api_client.projects.delete(
next(p.projectId for p in cloud_projects
if p.name == csharp_project_name))