/// <summary>
/// Constructor for live trading with Alpaca
/// </summary>
/// <param name="key"> Api key to Alpaca account</param>
/// <param name="secret">Secret Api key to Alpaca account</param>
/// <param name="environment">Environment to launch the algorithm in</param>
public AlpacaLiveAlgorithmSettings(string key, string secret, BrokerageEnvironment environment)
{
Environment = environment;
Id = "AlpacaBrokerage"; //BrokerageName.Alpaca.ToString(); returns "Alpaca"
Key = key;
Secret = secret;
}
/// <summary>
/// Contructor for live trading with FXCM
/// </summary>
/// <param name="user">Username associated with brokerage</param>
/// <param name="password">Password associated with brokerage</param>
/// <param name="environment">'live'/'paper'</param>
/// <param name="account">Account id for brokerage</param>
public FXCMLiveAlgorithmSettings(string user,
string password,
BrokerageEnvironment environment,
string account)
: base(user, password, environment, account)
{
Id = BrokerageName.FxcmBrokerage.ToStringInvariant();
}
/// <summary>
/// Constructor for default algorithms
/// </summary>
/// <param name="user">Username associated with brokerage</param>
/// <param name="password">Password associated with brokerage</param>
/// <param name="environment">'live'/'paper'</param>
/// <param name="account">Account id for brokerage</param>
public DefaultLiveAlgorithmSettings(string user,
string password,
BrokerageEnvironment environment,
string account)
: base(user, password, environment, account)
{
Id = BrokerageName.QuantConnectBrokerage.ToStringInvariant();
}
/// <summary>
/// The constructor used by Oanda
/// </summary>
/// <param name="environment">'live'/'paper'</param>
/// <param name="account">Account id for brokerage</param>
public BaseLiveAlgorithmSettings(BrokerageEnvironment environment,
string account)
{
User = "";
Password = "";
Environment = environment;
Account = account;
}
/// <summary>
/// Constructor for default algorithms
/// </summary>
/// <param name="user">Username associated with brokerage</param>
/// <param name="password">Password associated with brokerage</param>
/// <param name="environment">'live'/'paper'</param>
/// <param name="account">Account id for brokerage</param>
public DefaultLiveAlgorithmSettings(string user,
string password,
BrokerageEnvironment environment,
string account)
: base(user, password, environment, account)
{
Id = BrokerageName.Default.ToString();
}
/// <summary>
/// Constructor used by FXCM
/// </summary>
/// <param name="user">Username associated with brokerage</param>
/// <param name="password">Password associated with brokerage</param>
/// <param name="environment">'live'/'paper'</param>
/// <param name="account">Account id for brokerage</param>
public BaseLiveAlgorithmSettings(string user,
string password,
BrokerageEnvironment environment,
string account)
{
User = user;
Password = password;
Environment = environment;
Account = account;
}
/// <summary>
/// Contructor for live trading with Oanda.
/// </summary>
/// <param name="accessToken">Access Token (specific for Oanda Brokerage)</param>
/// <param name="environment">'live'/'paper'</param>
/// <param name="account">Account id for brokerage</param>
public OandaLiveAlgorithmSettings(string accessToken,
BrokerageEnvironment environment,
string account)
: base(environment, account)
{
AccessToken = accessToken;
// The DateIssued parameter is required by the Api, but not required to trade.
// This should be fixed on the Api side.
DateIssued = "1";
Id = BrokerageName.OandaBrokerage.ToStringInvariant();
}
public void LiveAlgorithmSettings_CanBeCreated_Successfully()
{
string user = "";
string password = "";
BrokerageEnvironment environment = BrokerageEnvironment.Paper;
string account = "";
// Oanda Custom Variables
string accessToken = "";
var dateIssuedString = "20160920";
// Tradier Custom Variables
string dateIssued = "";
string refreshToken = "";
string lifetime = "";
// Create and test settings for each brokerage
foreach (BrokerageName brokerageName in Enum.GetValues(typeof(BrokerageName)))
{
BaseLiveAlgorithmSettings settings = null;
switch (brokerageName)
{
case BrokerageName.Default:
user = Config.Get("default-username");
password = Config.Get("default-password");
settings = new DefaultLiveAlgorithmSettings(user, password, environment, account);
Assert.IsTrue(settings.Id == BrokerageName.Default.ToString());
break;
case BrokerageName.FxcmBrokerage:
user = Config.Get("fxcm-user-name");
password = Config.Get("fxcm-password");
settings = new FXCMLiveAlgorithmSettings(user, password, environment, account);
Assert.IsTrue(settings.Id == BrokerageName.FxcmBrokerage.ToString());
break;
case BrokerageName.InteractiveBrokersBrokerage:
user = Config.Get("ib-user-name");
password = Config.Get("ib-password");
account = Config.Get("ib-account");
settings = new InteractiveBrokersLiveAlgorithmSettings(user, password, account);
Assert.IsTrue(settings.Id == BrokerageName.InteractiveBrokersBrokerage.ToString());
break;
case BrokerageName.OandaBrokerage:
accessToken = Config.Get("oanda-access-token");
account = Config.Get("oanda-account-id");
settings = new OandaLiveAlgorithmSettings(accessToken, environment, account);
Assert.IsTrue(settings.Id == BrokerageName.OandaBrokerage.ToString());
break;
case BrokerageName.TradierBrokerage:
dateIssued = Config.Get("tradier-issued-at");
refreshToken = Config.Get("tradier-refresh-token");
account = Config.Get("tradier-account-id");
settings = new TradierLiveAlgorithmSettings(refreshToken, dateIssued, refreshToken, account);
break;
default:
throw new Exception($"Settings have not been implemented for this brokerage: {brokerageName}");
}
// Tests common to all brokerage configuration classes
Assert.IsTrue(settings != null);
Assert.IsTrue(settings.Password == password);
Assert.IsTrue(settings.User == user);
// tradier brokerage is always live, the rest are variable
if (brokerageName != BrokerageName.TradierBrokerage)
{
Assert.IsTrue(settings.Environment == environment);
}
// Oanda specific settings
if (brokerageName == BrokerageName.OandaBrokerage)
{
var oandaSetting = settings as OandaLiveAlgorithmSettings;
Assert.IsTrue(oandaSetting.AccessToken == accessToken);
}
// Tradier specific settings
if (brokerageName == BrokerageName.TradierBrokerage)
{
var tradierLiveAlogrithmSettings = settings as TradierLiveAlgorithmSettings;
Assert.IsTrue(tradierLiveAlogrithmSettings.DateIssued == dateIssued);
Assert.IsTrue(tradierLiveAlogrithmSettings.RefreshToken == refreshToken);
Assert.IsTrue(settings.Environment == BrokerageEnvironment.Live);
}
// reset variables
user = "";
password = "";
environment = BrokerageEnvironment.Paper;
account = "";
}
}
public void LiveAlgorithmSettings_CanBeCreated_Successfully()
{
string user = "";
string password = "";
BrokerageEnvironment environment = BrokerageEnvironment.Paper;
string account = "";
string key = "";
string secretKey = "";
// Oanda Custom Variables
string accessToken = "";
var dateIssuedString = "20160920";
// Tradier Custom Variables
string dateIssued = "";
string refreshToken = "";
string lifetime = "";
// Create and test settings for each brokerage
foreach (BrokerageName brokerageName in Enum.GetValues(typeof(BrokerageName)))
{
BaseLiveAlgorithmSettings settings = null;
switch (brokerageName)
{
case BrokerageName.Default:
user = Config.Get("default-username");
password = Config.Get("default-password");
settings = new DefaultLiveAlgorithmSettings(user, password, environment, account);
Assert.IsTrue(settings.Id == BrokerageName.Default.ToString());
break;
case BrokerageName.FxcmBrokerage:
user = Config.Get("fxcm-user-name");
password = Config.Get("fxcm-password");
settings = new FXCMLiveAlgorithmSettings(user, password, environment, account);
Assert.IsTrue(settings.Id == BrokerageName.FxcmBrokerage.ToString());
break;
case BrokerageName.InteractiveBrokersBrokerage:
user = Config.Get("ib-user-name");
password = Config.Get("ib-password");
account = Config.Get("ib-account");
settings = new InteractiveBrokersLiveAlgorithmSettings(user, password, account);
Assert.IsTrue(settings.Id == BrokerageName.InteractiveBrokersBrokerage.ToString());
break;
case BrokerageName.OandaBrokerage:
accessToken = Config.Get("oanda-access-token");
account = Config.Get("oanda-account-id");
settings = new OandaLiveAlgorithmSettings(accessToken, environment, account);
Assert.IsTrue(settings.Id == BrokerageName.OandaBrokerage.ToString());
break;
case BrokerageName.TradierBrokerage:
dateIssued = Config.Get("tradier-issued-at");
refreshToken = Config.Get("tradier-refresh-token");
account = Config.Get("tradier-account-id");
settings = new TradierLiveAlgorithmSettings(refreshToken, dateIssued, refreshToken, account);
break;
case BrokerageName.Bitfinex:
key = Config.Get("bitfinex-api-key");
secretKey = Config.Get("bitfinex-api-secret");
settings = new BitfinexLiveAlgorithmSettings(key, secretKey);
break;
case BrokerageName.Alpaca:
key = Config.Get("alpaca-key-id");
secretKey = Config.Get("alpaca-secret-key");
environment = Config.Get("alpaca-trading-mode").ToLowerInvariant().Equals("live") ? BrokerageEnvironment.Live : BrokerageEnvironment.Paper;
settings = new AlpacaLiveAlgorithmSettings(key, secretKey, environment);
break;
case BrokerageName.GDAX:
key = Config.Get("gdax-api-key");
secretKey = Config.Get("gdax-api-secret");
var passphrase = Config.Get("gdax-api-passphrase");
settings = new GDAXLiveAlgorithmSettings(key, secretKey, passphrase);
break;
case BrokerageName.AlphaStreams:
// No live algorithm settings
settings = new BaseLiveAlgorithmSettings();
break;
case BrokerageName.Binance:
// No live algorithm settings
settings = new BaseLiveAlgorithmSettings();
break;
default:
throw new Exception($"Settings have not been implemented for this brokerage: {brokerageName}");
}
// Tests common to all brokerage configuration classes
Assert.IsTrue(settings != null);
Assert.IsTrue(settings.Password == password);
Assert.IsTrue(settings.User == user);
// Oanda specific settings
if (brokerageName == BrokerageName.OandaBrokerage)
{
var oandaSetting = settings as OandaLiveAlgorithmSettings;
Assert.IsTrue(oandaSetting.AccessToken == accessToken);
}
// Tradier specific settings
if (brokerageName == BrokerageName.TradierBrokerage)
{
var tradierLiveAlogrithmSettings = settings as TradierLiveAlgorithmSettings;
Assert.IsTrue(tradierLiveAlogrithmSettings.DateIssued == dateIssued);
Assert.IsTrue(tradierLiveAlogrithmSettings.RefreshToken == refreshToken);
Assert.IsTrue(settings.Environment == BrokerageEnvironment.Live);
}
// reset variables
user = "";
password = "";
environment = BrokerageEnvironment.Paper;
account = "";
}
}
