public void StreamTest()
{
const string testAlphaId = "79e963f0f1160ff5789450b09";
// set credentials for connecting to your alpha streams exchange
var info = new AlphaStreamCredentials(
"35.231.13.1",
5672,
"quantconnect_test",
"",
"QCAlphaExchange_quantconnect_test",
"quantconnect_test"
);
var client = new AlphaStreamEventClient(info);
client.Connect();
client.InsightReceived += (sender, args) =>
{
Assert.AreEqual(args.Insight.Direction, InsightDirection.Flat);
Assert.AreEqual(args.Insight.Source, Source.LiveTrading);
Assert.AreEqual(args.Insight.Period, Time.OneMinute);
Assert.AreEqual(args.Insight.Symbol.ID.ToString(), "EURUSD 8G");
Assert.AreEqual(args.Insight.Type, InsightType.Price);
Assert.AreEqual(args.Insight.SourceModel, "eef0aede-d827-454c-ab61-c3e410cdd449");
Assert.IsNull(args.Insight.Weight);
Assert.IsNull(args.Insight.Confidence);
Assert.IsNull(args.Insight.Magnitude);
Assert.LessOrEqual(args.Insight.GeneratedTimeUtc, DateTime.UtcNow);
Assert.Greater(args.Insight.CloseTimeUtc, DateTime.UtcNow);
Assert.AreEqual(args.Insight.GeneratedTimeUtc.Add(args.Insight.Period), args.Insight.CloseTimeUtc);
};
client.HeartbeatReceived += (sender, args) =>
{
Assert.LessOrEqual(args.MachineTime, DateTime.UtcNow);
Assert.AreEqual(args.AlphaId, testAlphaId);
Assert.AreEqual(args.AlgorithmId, "A-a0b454181d0ec497d2989453a79b16c9");
};
client.OrderReceived += (sender, args) =>
{
Assert.AreNotEqual(args.Order.Direction, OrderDirection.Hold);
Assert.AreEqual(args.Order.Source, Source.LiveTrading);
Assert.AreEqual(args.Order.AlgorithmId, "A-a0b454181d0ec497d2989453a79b16c9");
Assert.AreEqual(args.Order.Symbol, "EURUSD 8G");
var events = args.Order.OrderEvents;
Assert.GreaterOrEqual(events.Count, 0);
Assert.AreEqual(events.First().Symbol, "EURUSD 8G");
};
client.AddAlphaStream(new AddAlphaStreamRequest {
AlphaId = testAlphaId
});
Thread.Sleep(60000);
client.Dispose();
}
static void Main(string[] args)
{
Title("QuantConnect: Alpha Streams Demo Project v0.2");
//Initialize:
//Basic credentials for Demo Client
var credentials = AlphaCredentials.FromConfiguration();
//Enable tracing within the SDK
//Trace.Listeners.Add(new ConsoleTraceListener());
//AlphaStreamRestClient.RequestTracingEnabled = true;
//AlphaStreamRestClient.ResponseTracingEnabled = true;
//Alpha Streams REST Client
// This is the search and subscription manager
var client = new AlphaStreamRestClient(credentials);
//1.Search to find the demo alpha.
var assetClass = SecurityType.Equity;
Title("1. Alpha Search");
Log($"1. /alpha/search: Searching alphas matching asset class: {assetClass}...");
var alphas = client.Execute(new SearchAlphasRequest {
AssetClasses = { assetClass }
}).Result;
Log($"1. /alpha/search: Located {alphas.Count}.. ");
foreach (var a in alphas)
{
Log($"1. /alpha/search: Alpha.Id: {a.Id} - Alpha.Project: {a.Project.Name}");
}
Pause();
// 3. Search for information on a specific alpha:
Title("2. Alpha Detail View");
var alphaId = "03cd7746623f09e029a22da43";
Log("2. /alpha/id: Pulling information for specific Alpha...");
var alpha = client.Execute(new GetAlphaByIdRequest {
Id = alphaId
}).Result;
Log($"2. /alpha/{alphaId}: Specific Alpha.Project.Name: {alpha.Project.Name} Capacity: {alpha.Capacity:C} Allocated Capacity Available: {alpha.CapacityAllocated:C} Reserved Price: {alpha.ReservePrice:C}");
Pause();
// 3. List current insights generated by specific alpha:
Title("3. Alpha Insights Generated");
Log("3. /alpha/alpha-id/insights: Pulling information for specific Alpha...");
var insightAlphaId = "03cd7746623f09e029a22da43";
var insights = client.Execute(new GetAlphaInsightsRequest {
Id = insightAlphaId, Start = 500
}).Result;
foreach (var i in insights.Take(5))
{
Log($"3. /alpha/{insightAlphaId}/insights: Prediction for { (i.Symbol ?? "").ToUpper().PadRight(8, ' ') }\t going {i.Direction}\t by {i.Magnitude ?? 0:P}\t from {i.ReferenceValue:C}\t created at {i.GeneratedTimeUtc:u} from {i.Source}\t for {i.Period.TotalSeconds} period of seconds.");
}
Pause();
// List current orders and order events generated by specific alpha
Title("3. Alpha Order & OrderEvents Generated");
Log("3. /alpha/alpha-id/orders: Pulling information for specific Alpha...");
var ordersAlphaId = "21a2a00a097117a84788c1434";
var orders = client.Execute(new GetAlphaOrdersRequest {
Id = ordersAlphaId, Start = 0
}).Result;
foreach (var order in orders.Take(5))
{
Log($"3. /alpha/{ordersAlphaId}/orders: \tOrder: {order} {Environment.NewLine}");
}
Pause();
// 3. Search by author information:
Title("4. Author Search");
var language = "C#";
Log($"4. /author/search: Searching authors who code in: '{language}'");
var authors = client.Execute(new SearchAuthorsRequest
{
Languages = new List <string> {
language
},
Projects = new NumberRange <int> {
Minimum = 5
}
}).Result;
foreach (var b in authors.OrderByDescending(c => c.Projects).Take(5))
{
Log($"4. /author/search: Author.Id: {b.Id.Substring(0, 5)} \t Projects: {b.Projects} \t Last Online: {b.LastOnlineTime:u} \t Location: {b.Location}");
}
Pause();
// 5. Detailed information about a specific author:
Title("5. Author Detail View");
var authorId = "1f48359f6c6cbad65b091232eaae73ce";
Log($"5. /author/id: Pulling information for specific author: '{authorId}'");
var author = client.Execute(new GetAuthorByIdRequest {
Id = authorId
}).Result;
Log($"5. /author/id: Specific Author Details:" +
$"\r\n-> Id: \t\t\t {author.Id} " +
$"\r\n-> Bio: \t\t {author.Biography.Substring(0, 100)}..." +
$"\r\n-> Backtests: \t\t {author.Backtests}" +
$"\r\n-> Projects: \t\t {author.Projects}" +
$"\r\n-> Language: \t\t {author.Language}" +
$"\r\n-> Signed Up: \t\t {author.SignupTime}");
Pause();
// 6. Get Equity Curve
Title("6. Get Equity Curve");
Log($"6. /alpha/alpha-id/equity: Pulling equity curve data for specific author: '{alphaId}'");
var equityCurve = client.GetAlphaEquityCurveCSharp(alphaId);
foreach (var dataPoint in equityCurve)
{
Log(dataPoint.ToString());
}
Pause();
// 7. Streaming Real Time Insights and Orders
Title("7. Live Insights and Orders Streaming");
// Credentials for streaming client
var streamingCredentials = AlphaStreamCredentials.FromConfiguration();
var streamingClient = new AlphaStreamEventClient(streamingCredentials);
//Configure client to handle received insights
streamingClient.InsightReceived += (sender, e) =>
{
Log($"7. AlphaId: {e.AlphaId.Substring(0, 5)} \t InsightId: {e.Insight.Id} " +
$"Created: {e.Insight.GeneratedTimeUtc:u} \t " +
$"Type: {e.Insight.Type} \t " +
$"Ticker: {e.Insight.Symbol.ToString().PadRight(8, ' ')} \t " +
$"Direction: {e.Insight.Direction}... \t " +
(e.Insight.Magnitude == null ? "" : $"Magnitude: {e.Insight.Magnitude:P} \t") +
(e.Insight.Confidence == null ? "" : $"Confidence: {e.Insight.Confidence:P}"));
};
//Configure client to handle received heartbeats
streamingClient.HeartbeatReceived += (sender, e) =>
{
Log($"7. AlphaId: {e.AlphaId.Substring(0, 5)} \t " +
$"AlgorithmId: {e.AlgorithmId.Substring(0, 7)} \t " +
$"MachineTime: {e.MachineTime:u}");
};
streamingClient.OrderReceived += (sender, eventArgs) =>
{
Log($"7. Order: {eventArgs.Order}");
};
//Request insights and orders from an alpha stream
alphaId = "79e963f0f1160ff5789450b09";
// First we need to subscribe, if not already subscribed. It will subscribe us for a month and charge the alphas fee
// We add the alpha IDs we want to stream
streamingClient.AddAlphaStream(new AddAlphaStreamRequest {
AlphaId = alphaId
});
// wait 30 seconds while insights stream in
Thread.Sleep(300000);
// We can unsubscribe if we don't want to consume an alpha anymore
streamingClient.Dispose();
Pause();
Environment.Exit(0);
}
