/// <summary>
/// Create an API Class with the specified credentials
/// </summary>
/// <param name="uid">User id</param>
/// <param name="token">Token string</param>
/// <returns>API class for placing calls</returns>
private IApi CreateApiAccessor(int uid, string token)
{
var api = new Api.Api();
api.Initialize(uid, token);
return(api);
}
public void ApiWillAuthenticate_ValidCredentials_Successfully()
{
var api = new Api.Api();
api.Initialize(_testAccount, _testToken, _dataFolder);
Assert.IsTrue(api.Connected);
}
/// <summary>
/// Initialize a new instance of the <see cref="ApiDataProvider"/>
/// </summary>
public ApiDataProvider()
{
_api = new Api.Api();
_unsupportedSecurityType = new HashSet <SecurityType> {
SecurityType.Future, SecurityType.FutureOption, SecurityType.Index, SecurityType.IndexOption
};
_api.Initialize(_uid, _token, _dataPath);
// If we have no value for organization get account preferred
if (string.IsNullOrEmpty(_organizationId))
{
var account = _api.ReadAccount();
_organizationId = account?.OrganizationId;
Log.Trace($"ApiDataProvider(): Will use organization Id '{_organizationId}'.");
}
// Read in data prices and organization details
_dataPrices = _api.ReadDataPrices(_organizationId);
var organization = _api.ReadOrganization(_organizationId);
// Determine if the user is subscribed to map and factor files (Data product Id 37)
if (organization.Products.Where(x => x.Type == ProductType.Data).Any(x => x.Items.Any(x => x.Id == 37)))
{
_subscribedToEquityMapAndFactorFiles = true;
}
// Verify user has agreed to data provider agreements
if (organization.DataAgreement.Signed)
{
//Log Agreement Highlights
Log.Trace("ApiDataProvider(): Data Terms of Use has been signed. \r\n" +
$" Find full agreement at: {_dataPrices.AgreementUrl} \r\n" +
"==========================================================================\r\n" +
$"CLI API Access Agreement: On {organization.DataAgreement.SignedTime:d} You Agreed:\r\n" +
" - Display or distribution of data obtained through CLI API Access is not permitted. \r\n" +
" - Data and Third Party Data obtained via CLI API Access can only be used for individual or internal employee's use.\r\n" +
" - Data is provided in LEAN format can not be manipulated for transmission or use in other applications. \r\n" +
" - QuantConnect is not liable for the quality of data received and is not responsible for trading losses. \r\n" +
"==========================================================================");
Thread.Sleep(TimeSpan.FromSeconds(3));
}
else
{
// Log URL to go accept terms
throw new InvalidOperationException($"ApiDataProvider(): Must agree to terms at {_dataPrices.AgreementUrl}, before using the ApiDataProvider");
}
// Verify we have the balance to maintain our purchase limit, if not adjust it to meet our balance
var balance = organization.Credit.Balance;
if (balance < _purchaseLimit)
{
if (_purchaseLimit != decimal.MaxValue)
{
Log.Error("ApiDataProvider(): Purchase limit is greater than balance." +
$" Setting purchase limit to balance : {balance}");
}
_purchaseLimit = balance;
}
}
public bool Fetch(Symbol symbol, DateTime date, Resolution resolution, TickType tickType)
{
Log.Trace(
string.Format(
"Attempting to get data from QuantConnect.com's data library for symbol({0}), resolution({1}) and date({2}).",
symbol.ID, resolution, date.Date.ToShortDateString()));
var api = new Api.Api();
api.Initialize(_uid, _token, _dataPath);
var download = api.DownloadData(symbol, resolution, date);
if (download)
{
Log.Trace(
string.Format(
"Successfully retrieved data for symbol({0}), resolution({1}) and date({2}).",
symbol.ID, resolution, date.Date.ToShortDateString()));
return(true);
}
Log.Error(
string.Format(
"Unable to remotely retrieve data for symbol({0}), resolution({1}) and date({2}). Please make sure you have the necessary data in your online QuantConnect data library.",
symbol.ID, resolution, date.Date.ToShortDateString()));
return(false);
}
public void ApiWillAuthenticate_InvalidCredentials_Unsuccessfully()
{
var api = new Api.Api();
api.Initialize(_testAccount, "", _dataFolder);
Assert.IsFalse(api.Connected);
}
public void Setup()
{
_testAccount = Config.GetInt("job-user-id", 1);
_testToken = Config.Get("api-access-token", "ec87b337ac970da4cbea648f24f1c851");
_dataFolder = Config.Get("data-folder");
_api = new Api.Api();
_api.Initialize(_testAccount, _testToken, _dataFolder);
}
public void Setup()
{
_testAccount = Config.GetInt("job-user-id");
_testToken = Config.Get("api-access-token");
_testOrganization = Config.Get("job-organization-id", "EnterOrgHere"); //This org must be your preferred org
_dataFolder = Config.Get("data-folder");
_api = new Api.Api();
_api.Initialize(_testAccount, _testToken, _dataFolder);
}
public void Setup()
{
TestAccount = Config.GetInt("job-user-id", 1);
TestToken = Config.Get("api-access-token", "EnterTokenHere");
TestOrganization = Config.Get("job-organization-id", "EnterOrgHere");
DataFolder = Config.Get("data-folder");
ApiClient = new Api.Api();
ApiClient.Initialize(TestAccount, TestToken, DataFolder);
}
public void FormattingPathForDataRequestsAreCorrect(string dataFolder, string dataToDownload)
{
var api = new Api.Api();
api.Initialize(TestAccount, TestToken, dataFolder);
var path = Path.Combine(dataFolder, dataToDownload);
var result = api.FormatPathForDataRequest(path);
Assert.AreEqual(dataToDownload.Replace("\\", "/", StringComparison.InvariantCulture), result);
}
public void FormattingPathForDataRequestsAreCorrect(string dataFolder)
{
var api = new Api.Api();
api.Initialize(TestAccount, TestToken, dataFolder);
var dataToDownload = "forex/oanda/daily/eurusd.zip";
var path = Path.Combine(dataFolder, dataToDownload);
var result = api.FormatPathForDataRequest(path);
Assert.AreEqual(dataToDownload, result);
}
/// <summary>
/// Authenticate API
/// </summary>
/// <param name="credentials">User id and access token to authenticate the API</param>
/// <returns>true if successfully authenticated API, false otherwise</returns>
public bool Login(Credentials credentials)
{
VSActivityLog.Info("Authenticating QuantConnect API");
try
{
var api = new Api.Api();
api.Initialize(int.Parse(credentials.UserId), credentials.AccessToken, Globals.DataFolder);
if (api.Connected)
{
_api = api;
return(true);
}
}
catch (FormatException)
{
VSActivityLog.Error("User id is not a valid number");
}
return(false);
}
/// <summary>
/// Authenticate API
/// </summary>
/// <param name="credentials">User id and access token to authenticate the API</param>
/// <returns>true if successfully authenticated API, false otherwise</returns>
public async System.Threading.Tasks.Task <bool> Login(Credentials credentials)
{
VSActivityLog.Info("Authenticating QuantConnect API");
try
{
var api = new Api.Api();
api.Initialize(int.Parse(credentials.UserId), credentials.AccessToken, Globals.DataFolder);
var apiConnected = await System.Threading.Tasks.Task.Run(() => api.Connected);
if (apiConnected)
{
_api = api;
return(true);
}
}
catch (Exception exception)
{
VsUtils.ShowErrorMessageBox(ServiceProvider.GlobalProvider,
"QuantConnect Exception", exception.ToString());
}
return(false);
}
/// <summary>
/// Authenticate API
/// </summary>
/// <param name="userId">User id to authenticate the API</param>
/// <param name="accessToken">Access token to authenticate the API</param>
/// <returns>true if successfully authenticated API, false otherwise</returns>
public bool LogIn(Credentials credentials, string dataFolderPath)
{
_log.Info($"Authenticating QuantConnect API with data folder {dataFolderPath}");
try
{
var api = new Api.Api();
api.Initialize(int.Parse(credentials.UserId), credentials.AccessToken, dataFolderPath);
if (api.Connected)
{
_api = api;
return(true);
}
else
{
return(false);
}
}
catch (FormatException)
{
// User id is not a number
return(false);
}
}
public void Setup()
{
_api = new Api.Api();
_api.Initialize(_testAccount, _testToken, _dataFolder);
}
public void NullDataFolder()
{
var api = new Api.Api();
Assert.DoesNotThrow(() => api.Initialize(TestAccount, "", null));
}
/// <summary>
/// Constructor that initializes Api Connection
/// </summary>
public ApiDataQueueHandler()
{
_api = new Api.Api();
_api.Initialize(Config.GetInt("job-user-id", 0), Config.Get("api-access-token", ""), Config.Get("data-folder"));
}
/// <summary>
/// Initialize a new instance of the <see cref="ApiDataProvider"/>
/// </summary>
public ApiDataProvider()
{
_api = new Api.Api();
_api.Initialize(_uid, _token, _dataPath);
}
/// <summary>
/// Constructor that initializes Api Connection
/// </summary>
public ApiDataQueueHandler()
{
_api = new Api.Api();
_api.Initialize(Config.GetInt("job-user-id", 0), Config.Get("api-access-token", ""), Config.Get("data-folder"));
}
public void Setup()
{
_api = new Api.Api();
_api.Initialize(_testAccount, _testToken, _dataFolder);
}
/// <summary>
/// Create an API Class with the specified credentials
/// </summary>
/// <param name="uid">User id</param>
/// <param name="token">Token string</param>
/// <returns>API class for placing calls</returns>
private IApi CreateApiAccessor(int uid, string token)
{
var api = new Api.Api();
api.Initialize(uid, token);
return api;
}
