/// <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 void GetPrices(string filePath)
{
if (_pricesCache == null)
{
_pricesCache = ApiClient.ReadDataPrices(TestOrganization);
}
// Make sure we actually have these prices for the test to work
Assert.IsTrue(_pricesCache.Success);
// Get the price
int price = _pricesCache.GetPrice(filePath);
Assert.IsTrue(price != 0);
}
public void DataPriceRegex(string dataFile, string matchingRegex)
{
var setPrice = 10;
var dataList = new DataPricesList
{
Prices = new List <PriceEntry>()
{
new PriceEntry()
{
Price = setPrice, RawRegEx = matchingRegex
}
}
};
int price = dataList.GetPrice(dataFile);
Assert.AreEqual(setPrice, price);
}
