def test_config_get_aborts_when_option_is_sensitive() -> None:
container.cli_config_manager().user_id.set_value("123")
result = CliRunner().invoke(lean, ["config", "get", "user-id"])
assert result.exit_code != 0
assert "123" not in result.output
def test_live_passes_custom_image_to_lean_runner_when_given_as_option() -> None:
create_fake_lean_cli_directory()
create_fake_environment("live-paper", True)
docker_manager = mock.Mock()
container.docker_manager.override(providers.Object(docker_manager))
lean_runner = mock.Mock()
container.lean_runner.override(providers.Object(lean_runner))
container.cli_config_manager().engine_image.set_value("custom/lean:123")
result = CliRunner().invoke(lean,
["live", "Python Project", "--environment", "live-paper", "--image", "custom/lean:456"])
assert result.exit_code == 0
lean_runner.run_lean.assert_called_once_with(mock.ANY,
"live-paper",
Path("Python Project/main.py").resolve(),
mock.ANY,
DockerImage(name="custom/lean", tag="456"),
None,
False,
False)
def test_research_adds_credentials_to_project_config() -> None:
create_fake_lean_cli_directory()
docker_manager = mock.Mock()
container.docker_manager.override(providers.Object(docker_manager))
container.cli_config_manager().user_id.set_value("123")
container.cli_config_manager().api_token.set_value("456")
result = CliRunner().invoke(lean, ["research", "Python Project"])
assert result.exit_code == 0
docker_manager.run_image.assert_called_once()
args, kwargs = docker_manager.run_image.call_args
mount = [
m for m in kwargs["mounts"]
if m["Target"] == "/Lean/Launcher/bin/Debug/Notebooks/config.json"
][0]
with open(mount["Source"]) as file:
config = json.load(file)
assert config["job-user-id"] == "123"
assert config["api-access-token"] == "456"
def test_config_unset_removes_the_value_of_the_option() -> None:
container.cli_config_manager().user_id.set_value("12345")
result = CliRunner().invoke(lean, ["config", "unset", "user-id"])
assert result.exit_code == 0
assert container.cli_config_manager().user_id.get_value() is None
def test_config_get_prints_the_value_of_the_option_with_the_given_key() -> None:
container.cli_config_manager().default_language.set_value("python")
runner = CliRunner()
result = runner.invoke(lean, ["config", "get", "default-language"])
assert result.exit_code == 0
assert result.output == "python\n"
def test_logout_deletes_credentials_storage_file() -> None:
container.cli_config_manager().user_id.set_value("123")
assert Path("~/.lean/credentials").expanduser().exists()
result = CliRunner().invoke(lean, ["logout"])
assert result.exit_code == 0
assert not Path("~/.lean/credentials").expanduser().exists()
def test_create_project_creates_python_project_when_default_language_set_to_python(
) -> None:
container.cli_config_manager().default_language.set_value("python")
result = CliRunner().invoke(lean, ["create-project", "My First Project"])
assert result.exit_code == 0
assert_python_project_exists()
def test_login_aborts_when_credentials_are_invalid() -> None:
api_client = mock.Mock()
api_client.is_authenticated.return_value = False
container.api_client.override(providers.Object(api_client))
result = CliRunner().invoke(
lean, ["login", "--user-id", "123", "--api-token", "456"])
assert result.exit_code != 0
assert container.cli_config_manager().user_id.get_value() is None
assert container.cli_config_manager().api_token.get_value() is None
def test_login_logs_in_with_options_when_given() -> None:
api_client = mock.Mock()
api_client.is_authenticated.return_value = True
container.api_client.override(providers.Object(api_client))
result = CliRunner().invoke(
lean, ["login", "--user-id", "123", "--api-token", "456"])
assert result.exit_code == 0
assert container.cli_config_manager().user_id.get_value() == "123"
assert container.cli_config_manager().api_token.get_value() == "456"
def test_login_prompts_when_api_token_not_given() -> None:
api_client = mock.Mock()
api_client.is_authenticated.return_value = True
container.api_client.override(providers.Object(api_client))
result = CliRunner().invoke(lean, ["login", "--user-id", "123"],
input="456\n")
assert result.exit_code == 0
assert "API token:" in result.output
assert container.cli_config_manager().user_id.get_value() == "123"
assert container.cli_config_manager().api_token.get_value() == "456"
def test_config_list_does_not_show_complete_values_of_sensitive_options(
size) -> None:
container.cli_config_manager().user_id.set_value("123")
container.cli_config_manager().api_token.set_value(
"abcdefghijklmnopqrstuvwxyz")
size.return_value = ConsoleDimensions(1000, 1000)
result = CliRunner().invoke(lean, ["config", "list"])
assert result.exit_code == 0
assert "123" not in result.output
assert "abcdefghijklmnopqrstuvwxyz" not in result.output
def login(user_id: Optional[str], api_token: Optional[str]) -> None:
"""Log in with a QuantConnect account.
If user id or API token is not provided an interactive prompt will show.
Credentials are stored in ~/.lean/credentials and are removed upon running `lean logout`.
"""
logger = container.logger()
credentials_storage = container.credentials_storage()
if user_id is None or api_token is None:
logger.info(
"Your user id and API token are needed to make authenticated requests to the QuantConnect API"
)
logger.info(
"You can request these credentials on https://www.quantconnect.com/account"
)
logger.info(f"Both will be saved in {credentials_storage.file}")
if user_id is None:
user_id = click.prompt("User id")
if api_token is None:
api_token = click.prompt("API token")
api_client = container.api_client(user_id=user_id, api_token=api_token)
if not api_client.is_authenticated():
raise RuntimeError("Credentials are invalid")
cli_config_manager = container.cli_config_manager()
cli_config_manager.user_id.set_value(user_id)
cli_config_manager.api_token.set_value(api_token)
logger.info("Successfully logged in")
def whoami() -> None:
"""Display who is logged in."""
logger = container.logger()
api_client = container.api_client()
cli_config_manager = container.cli_config_manager()
if cli_config_manager.user_id.get_value(
) is not None and cli_config_manager.api_token.get_value() is not None:
try:
organizations = api_client.organizations.get_all()
logged_in = True
except AuthenticationError:
logged_in = False
else:
logged_in = False
if not logged_in:
logger.info("You are not logged in")
return
personal_organization_id = next(o.id for o in organizations
if o.ownerName == "You")
personal_organization = api_client.organizations.get(
personal_organization_id)
member = next(m for m in personal_organization.members if m.isAdmin)
logger.info(f"You are logged in as {member.name} ({member.email})")
def test_config_set_updates_the_value_of_the_option() -> None:
runner = CliRunner()
result = runner.invoke(lean, ["config", "set", "user-id", "12345"])
assert result.exit_code == 0
assert container.cli_config_manager().user_id.get_value() == "12345"
def test_init_prompts_for_default_language_when_not_set_yet() -> None:
result = CliRunner().invoke(lean, ["init"], input="csharp\n")
assert result.exit_code == 0
assert container.cli_config_manager().default_language.get_value(
) == "csharp"
def test_research_runs_custom_image_when_given_as_option() -> None:
create_fake_lean_cli_directory()
docker_manager = mock.Mock()
container.docker_manager.override(providers.Object(docker_manager))
container.cli_config_manager().research_image.set_value("custom/research:123")
result = CliRunner().invoke(lean, ["research", "Python Project", "--image", "custom/research:456"])
assert result.exit_code == 0
docker_manager.run_image.assert_called_once()
args, kwargs = docker_manager.run_image.call_args
assert args[0] == DockerImage(name="custom/research", tag="456")
def create_project(name: str, language: str) -> None:
"""Create a new project containing starter code.
If NAME is a path containing subdirectories those will be created automatically.
The default language can be set using `lean config set default-language python/csharp`.
"""
cli_config_manager = container.cli_config_manager()
language = language if language is not None else cli_config_manager.default_language.get_value(
)
if language is None:
raise MoreInfoError(
"Please specify a language with --language or set the default language using `lean config set default-language python/csharp`",
"https://www.quantconnect.com/docs/v2/lean-cli/tutorials/project-management"
)
full_path = Path.cwd() / name
path_validator = container.path_validator()
if not path_validator.is_path_valid(full_path):
raise MoreInfoError(
f"'{name}' is not a valid path",
"https://www.quantconnect.com/docs/v2/lean-cli/user-guides/troubleshooting#02-Common-errors"
)
if full_path.exists():
raise RuntimeError(
f"A project named '{name}' already exists, please choose a different name"
)
else:
project_manager = container.project_manager()
project_manager.create_new_project(
full_path,
QCLanguage.Python if language == "python" else QCLanguage.CSharp)
# Convert the project name into a valid class name by removing all non-alphanumeric characters
class_name = re.sub(f"[^a-zA-Z0-9]", "",
"".join(map(_capitalize, name.split(" "))))
if language == "python":
with (full_path / "main.py").open("w+", encoding="utf-8") as file:
file.write(DEFAULT_PYTHON_MAIN.replace("$NAME$", class_name))
else:
with (full_path / "Main.cs").open("w+", encoding="utf-8") as file:
file.write(DEFAULT_CSHARP_MAIN.replace("$NAME$", class_name))
with (full_path / "research.ipynb").open("w+", encoding="utf-8") as file:
file.write(DEFAULT_PYTHON_NOTEBOOK if language ==
"python" else DEFAULT_CSHARP_NOTEBOOK)
with (full_path / "config.json").open("w+", encoding="utf-8") as file:
file.write(DEFAULT_PYTHON_CONFIG if language ==
"python" else DEFAULT_CSHARP_CONFIG)
logger = container.logger()
logger.info(
f"Successfully created {'Python' if language == 'python' else 'C#'} project '{name}'"
)
def live(project: Path, environment: str, output: Optional[Path],
image: Optional[str], update: bool) -> None:
"""Start live trading a project locally using Docker.
\b
If PROJECT is a directory, the algorithm in the main.py or Main.cs file inside it will be executed.
If PROJECT is a file, the algorithm in the specified file will be executed.
\b
ENVIRONMENT must be the name of an environment in the Lean configuration file with live-mode set to true.
By default the official LEAN engine image is used.
You can override this using the --image option.
Alternatively you can set the default engine image for all commands using `lean config set engine-image <image>`.
"""
project_manager = container.project_manager()
algorithm_file = project_manager.find_algorithm_file(Path(project))
if output is None:
output = algorithm_file.parent / "live" / datetime.now().strftime(
"%Y-%m-%d_%H-%M-%S")
lean_config_manager = container.lean_config_manager()
lean_config = lean_config_manager.get_complete_lean_config(
environment, algorithm_file, None)
if "environments" not in lean_config or environment not in lean_config[
"environments"]:
lean_config_path = lean_config_manager.get_lean_config_path()
raise MoreInfoError(
f"{lean_config_path} does not contain an environment named '{environment}'",
"https://www.quantconnect.com/docs/v2/lean-cli/tutorials/live-trading/local-live-trading"
)
if not lean_config["environments"][environment]["live-mode"]:
raise MoreInfoError(
f"The '{environment}' is not a live trading environment (live-mode is set to false)",
"https://www.quantconnect.com/docs/v2/lean-cli/tutorials/live-trading/local-live-trading"
)
_raise_for_missing_properties(lean_config, environment,
lean_config_manager.get_lean_config_path())
_start_iqconnect_if_necessary(lean_config, environment)
cli_config_manager = container.cli_config_manager()
engine_image = cli_config_manager.get_engine_image(image)
docker_manager = container.docker_manager()
if update or not docker_manager.supports_dotnet_5(engine_image):
docker_manager.pull_image(engine_image)
lean_runner = container.lean_runner()
lean_runner.run_lean(environment, algorithm_file, output, engine_image,
None)
if str(engine_image) == DEFAULT_ENGINE_IMAGE and not update:
update_manager = container.update_manager()
update_manager.warn_if_docker_image_outdated(engine_image)
def build(root: Path, tag: str) -> None:
"""Build Docker images of your own version of LEAN and the Alpha Streams SDK.
\b
ROOT must point to a directory containing the LEAN repository and the Alpha Streams SDK repository:
https://github.com/QuantConnect/Lean & https://github.com/QuantConnect/AlphaStreams
When ROOT is not given, the current directory is used as root directory.
\b
This command performs the following actions:
1. The lean-cli/foundation:latest image is built from Lean/DockerfileLeanFoundation(ARM).
2. LEAN is compiled in a Docker container using the lean-cli/foundation:latest image.
3. The Alpha Streams SDK is compiled in a Docker container using the lean-cli/foundation:latest image.
4. The lean-cli/engine:latest image is built from Lean/Dockerfile using lean-cli/foundation:latest as base image.
5. The lean-cli/research:latest image is built from Lean/DockerfileJupyter using lean-cli/engine:latest as base image.
6. The default engine image is set to lean-cli/engine:latest.
7. The default research image is set to lean-cli/research:latest.
"""
lean_dir = root / "Lean"
if not lean_dir.is_dir():
raise RuntimeError(
f"Please clone https://github.com/QuantConnect/Lean to '{lean_dir}'"
)
alpha_streams_dir = root / "AlphaStreams"
if not lean_dir.is_dir():
raise RuntimeError(
f"Please clone https://github.com/QuantConnect/AlphaStreams to '{alpha_streams_dir}'"
)
(root / "DataLibraries").mkdir(exist_ok=True)
if platform.machine() in ["arm64", "aarch64"]:
foundation_dockerfile = lean_dir / "DockerfileLeanFoundationARM"
else:
foundation_dockerfile = lean_dir / "DockerfileLeanFoundation"
custom_foundation_image = DockerImage(name="lean-cli/foundation", tag=tag)
custom_engine_image = DockerImage(name="lean-cli/engine", tag=tag)
custom_research_image = DockerImage(name="lean-cli/research", tag=tag)
_build_image(root, foundation_dockerfile, None, custom_foundation_image)
_compile_csharp(root, lean_dir, custom_foundation_image)
_compile_csharp(root, alpha_streams_dir, custom_foundation_image)
_build_image(root, lean_dir / "Dockerfile", custom_foundation_image,
custom_engine_image)
_build_image(root, lean_dir / "DockerfileJupyter", custom_engine_image,
custom_research_image)
logger = container.logger()
cli_config_manager = container.cli_config_manager()
logger.info(f"Setting default engine image to '{custom_engine_image}'")
cli_config_manager.engine_image.set_value(str(custom_engine_image))
logger.info(f"Setting default research image to '{custom_research_image}'")
cli_config_manager.research_image.set_value(str(custom_research_image))
def test_report_runs_custom_image_when_set_in_config() -> None:
docker_manager = mock.Mock()
docker_manager.run_image.side_effect = run_image
container.docker_manager.override(providers.Object(docker_manager))
container.cli_config_manager().engine_image.set_value("custom/lean:123")
result = CliRunner().invoke(lean, [
"report", "--backtest-results",
"Python Project/backtests/2020-01-01_00-00-00/results.json"
])
assert result.exit_code == 0
docker_manager.run_image.assert_called_once()
args, kwargs = docker_manager.run_image.call_args
assert args[0] == DockerImage(name="custom/lean", tag="123")
def create_project(name: str, language: str) -> None:
"""Create a new project containing starter code.
If NAME is a path containing subdirectories those will be created automatically.
The default language can be set using `lean config set default-language python/csharp`.
"""
cli_config_manager = container.cli_config_manager()
language = language if language is not None else cli_config_manager.default_language.get_value()
if language is None:
raise MoreInfoError(
"Please specify a language with --language or set the default language using `lean config set default-language python/csharp`",
"https://www.lean.io/docs/lean-cli/projects/project-management")
full_path = Path.cwd() / name
if not container.path_manager().is_path_valid(full_path):
raise MoreInfoError(f"'{name}' is not a valid path",
"https://www.lean.io/docs/lean-cli/key-concepts/troubleshooting#02-Common-Errors")
is_library_project = False
try:
library_dir = container.lean_config_manager().get_cli_root_directory() / "Library"
is_library_project = library_dir in full_path.parents
except:
# get_cli_root_directory() raises an error if there is no such directory
pass
if is_library_project and language == "python" and not full_path.name.isidentifier():
raise RuntimeError(
f"'{full_path.name}' is not a valid Python identifier, which is required for Python library projects to be importable")
if full_path.exists():
raise RuntimeError(f"A project named '{name}' already exists, please choose a different name")
else:
project_manager = container.project_manager()
project_manager.create_new_project(full_path, QCLanguage.Python if language == "python" else QCLanguage.CSharp)
# Convert the project name into a valid class name by removing all non-alphanumeric characters
class_name = re.sub(f"[^a-zA-Z0-9]", "", "".join(map(_capitalize, full_path.name.split(" "))))
if language == "python":
main_name = "main.py"
main_content = DEFAULT_PYTHON_MAIN if not is_library_project else LIBRARY_PYTHON_MAIN
else:
main_name = "Main.cs"
main_content = DEFAULT_CSHARP_MAIN if not is_library_project else LIBRARY_CSHARP_MAIN
with (full_path / main_name).open("w+", encoding="utf-8") as file:
file.write(main_content.replace("$CLASS_NAME$", class_name).replace("$PROJECT_NAME$", full_path.name))
with (full_path / "research.ipynb").open("w+", encoding="utf-8") as file:
file.write(DEFAULT_PYTHON_NOTEBOOK if language == "python" else DEFAULT_CSHARP_NOTEBOOK)
logger = container.logger()
logger.info(f"Successfully created {'Python' if language == 'python' else 'C#'} project '{name}'")
def test_data_generate_runs_custom_image_when_set_in_config() -> None:
create_fake_lean_cli_directory()
docker_manager = mock.Mock()
container.docker_manager.override(providers.Object(docker_manager))
container.cli_config_manager().engine_image.set_value("custom/lean:123")
result = CliRunner().invoke(
lean,
["data", "generate", "--start", "20200101", "--symbol-count", "1"])
assert result.exit_code == 0
docker_manager.run_image.assert_called_once()
args, kwargs = docker_manager.run_image.call_args
assert args[0] == DockerImage(name="custom/lean", tag="123")
def test_config_list_lists_all_options(size) -> None:
size.return_value = ConsoleDimensions(1000, 1000)
result = CliRunner().invoke(lean, ["config", "list"])
assert result.exit_code == 0
for option in container.cli_config_manager().all_options:
assert option.key in result.output
assert option.description in result.output
def test_optimize_runs_custom_image_when_set_in_config() -> None:
create_fake_lean_cli_directory()
docker_manager = mock.Mock()
container.docker_manager.override(providers.Object(docker_manager))
container.cli_config_manager().engine_image.set_value("custom/lean:123")
Storage(str(Path.cwd() / "Python Project" / "config.json")).set(
"parameters", {"param1": "1"})
result = CliRunner().invoke(lean, ["optimize", "Python Project"])
assert result.exit_code == 0
docker_manager.run_image.assert_called_once()
args, kwargs = docker_manager.run_image.call_args
assert args[0] == DockerImage(name="custom/lean", tag="123")
def test_backtest_passes_custom_image_to_lean_runner_when_set_in_config(
) -> None:
create_fake_lean_cli_directory()
docker_manager = mock.Mock()
container.docker_manager.override(providers.Object(docker_manager))
lean_runner = mock.Mock()
container.lean_runner.override(providers.Object(lean_runner))
container.cli_config_manager().engine_image.set_value("custom/lean:123")
result = CliRunner().invoke(lean, ["backtest", "Python Project"])
assert result.exit_code == 0
lean_runner.run_lean.assert_called_once_with(
"backtesting",
Path("Python Project/main.py").resolve(), mock.ANY,
DockerImage(name="custom/lean", tag="123"), None)
def set(key: str, value: str) -> None:
"""Set a configurable option.
Run `lean config list` to show all available options.
"""
cli_config_manager = container.cli_config_manager()
option = cli_config_manager.get_option_by_key(key)
option.set_value(value)
click.echo(f"Successfully updated the value of '{key}' to '{option.get_value()}'")
def unset(key: str) -> None:
"""Unset a configurable option.
Run `lean config list` to show all available options.
"""
cli_config_manager = container.cli_config_manager()
option = cli_config_manager.get_option_by_key(key)
option.unset()
logger = container.logger()
logger.info(f"Successfully unset '{key}'")
def backtest(project: Path, output: Optional[Path], debug: Optional[str],
image: Optional[str], update: bool) -> None:
"""Backtest a project locally using Docker.
\b
If PROJECT is a directory, the algorithm in the main.py or Main.cs file inside it will be executed.
If PROJECT is a file, the algorithm in the specified file will be executed.
\b
Go to the following url to learn how to debug backtests locally using the Lean CLI:
https://www.quantconnect.com/docs/v2/lean-cli/tutorials/backtesting/debugging-local-backtests
By default the official LEAN engine image is used.
You can override this using the --image option.
Alternatively you can set the default engine image for all commands using `lean config set engine-image <image>`.
"""
project_manager = container.project_manager()
algorithm_file = project_manager.find_algorithm_file(Path(project))
if output is None:
output = algorithm_file.parent / "backtests" / datetime.now().strftime(
"%Y-%m-%d_%H-%M-%S")
debugging_method = None
if debug == "pycharm":
debugging_method = DebuggingMethod.PyCharm
_migrate_dotnet_5_python_pycharm(algorithm_file.parent)
elif debug == "ptvsd":
debugging_method = DebuggingMethod.PTVSD
_migrate_dotnet_5_python_vscode(algorithm_file.parent)
elif debug == "vsdbg":
debugging_method = DebuggingMethod.VSDBG
_migrate_dotnet_5_csharp_vscode(algorithm_file.parent)
elif debug == "rider":
debugging_method = DebuggingMethod.Rider
_migrate_dotnet_5_csharp_rider(algorithm_file.parent)
cli_config_manager = container.cli_config_manager()
engine_image = cli_config_manager.get_engine_image(image)
docker_manager = container.docker_manager()
if update or not docker_manager.supports_dotnet_5(engine_image):
docker_manager.pull_image(engine_image)
lean_runner = container.lean_runner()
lean_runner.run_lean("backtesting", algorithm_file, output, engine_image,
debugging_method)
if str(engine_image) == DEFAULT_ENGINE_IMAGE and not update:
update_manager = container.update_manager()
update_manager.warn_if_docker_image_outdated(engine_image)
def list() -> None:
"""List the configurable options and their current values."""
table = Table(box=box.SQUARE)
table.add_column("Key")
table.add_column("Value")
table.add_column("Location")
table.add_column("Description")
for option in container.cli_config_manager().all_options:
value = option.get_value(default="<not set>")
# Mask values of sensitive options
if value != "<not set>" and option.is_sensitive:
value = "*" * 12 + value[-3:] if len(value) >= 5 else "*" * 15
table.add_row(option.key, value, str(option.location),
option.description)
logger = container.logger()
logger.info(table)
def get(key: str) -> None:
"""Get the current value of a configurable option.
Sensitive options like credentials cannot be retrieved this way for security reasons.
Please open ~/.lean/credentials if you want to see your currently stored credentials.
Run `lean config list` to show all available options.
"""
cli_config_manager = container.cli_config_manager()
option = cli_config_manager.get_option_by_key(key)
if option.is_sensitive:
raise RuntimeError(
"Sensitive options like credentials cannot be retrieved using `lean config get` for security reasons"
)
value = option.get_value()
if value is None:
raise RuntimeError(
f"The option with key '{key}' doesn't have a value set")
click.echo(value)
