public void LiveForexAlgorithms_CanBeUsedWithFXCM_Successfully()
{
var user = Config.Get("fxcm-user-name");
var password = Config.Get("fxcm-password");
var account = Config.Get("fxcm-account-id");
var file = new List <ProjectFile>
{
new ProjectFile {
Name = "main.cs", Code = File.ReadAllText("../../../Algorithm.CSharp/BasicTemplateForexAlgorithm.cs")
}
};
// Create a new project
var project = _api.CreateProject("Test project - " + DateTime.Now, Language.CSharp);
Assert.IsTrue(project.Success);
// Update Project
var update = _api.UpdateProject(project.ProjectId, file);
Assert.IsTrue(update.Success);
// Create compile
var compile = _api.CreateCompile(project.ProjectId);
Assert.IsTrue(compile.Success);
// Create default algorithm settings
var settings = new FXCMLiveAlgorithmSettings(user,
password,
BrokerageEnvironment.Paper,
account);
// Wait for project to compile
Thread.Sleep(10000);
// Create live default algorithm
var createLiveAlgorithm = _api.CreateLiveAlgorithm(project.ProjectId, compile.CompileId, "server512", settings);
Assert.IsTrue(createLiveAlgorithm.Success);
if (stopLiveAlgos)
{
// Liquidate live algorithm
var liquidateLive = _api.LiquidateLiveAlgorithm(project.ProjectId);
Assert.IsTrue(liquidateLive.Success);
// Stop live algorithm
var stopLive = _api.StopLiveAlgorithm(project.ProjectId);
Assert.IsTrue(stopLive.Success);
// Delete the project
var deleteProject = _api.DeleteProject(project.ProjectId);
Assert.IsTrue(deleteProject.Success);
}
}
public void LiveFXCMTest()
{
var user = Config.Get("fxcm-user-name");
var password = Config.Get("fxcm-password");
var account = Config.Get("fxcm-account-id");
// Create default algorithm settings
var settings = new FXCMLiveAlgorithmSettings(user,
password,
BrokerageEnvironment.Paper,
account);
var file = new ProjectFile
{
Name = "Main.cs",
Code = File.ReadAllText("../../../Algorithm.CSharp/BasicTemplateForexAlgorithm.cs")
};
RunLiveAlgorithm(settings, file);
}
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 LiveForexAlgorithms_CanBeUsedWithFXCM_Successfully()
{
var user = Config.Get("fxcm-user-name");
var password = Config.Get("fxcm-password");
var account = Config.Get("fxcm-account-id");
var file = new ProjectFile
{
Name = "main.cs",
Code = File.ReadAllText("../../../Algorithm.CSharp/BasicTemplateForexAlgorithm.cs")
};
// Create a new project
var project = _api.CreateProject("Test project - " + DateTime.Now, Language.CSharp);
Assert.IsTrue(project.Success);
// Add Project Files
var addProjectFile = _api.AddProjectFile(project.Projects.First().ProjectId, file.Name, file.Code);
Assert.IsTrue(addProjectFile.Success);
// Create compile
var compile = _api.CreateCompile(project.Projects.First().ProjectId);
Assert.IsTrue(compile.Success);
// Create default algorithm settings
var settings = new FXCMLiveAlgorithmSettings(user,
password,
BrokerageEnvironment.Paper,
account);
// Wait for project to compile
Thread.Sleep(10000);
// Create live default algorithm
var createLiveAlgorithm = _api.CreateLiveAlgorithm(project.Projects.First().ProjectId, compile.CompileId, "server512", settings);
Assert.IsTrue(createLiveAlgorithm.Success);
if (stopLiveAlgos)
{
// Liquidate live algorithm
var liquidateLive = _api.LiquidateLiveAlgorithm(project.Projects.First().ProjectId);
Assert.IsTrue(liquidateLive.Success);
// Stop live algorithm
var stopLive = _api.StopLiveAlgorithm(project.Projects.First().ProjectId);
Assert.IsTrue(stopLive.Success);
// Delete the project
var deleteProject = _api.DeleteProject(project.Projects.First().ProjectId);
Assert.IsTrue(deleteProject.Success);
}
}
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.ToString());
}
// 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 = "";
}
}
