/// <summary>
/// Creates a new IBrokerage instance
/// </summary>
/// <param name="job">The job packet to create the brokerage for</param>
/// <param name="algorithm">The algorithm instance</param>
/// <returns>A new brokerage instance</returns>
public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm)
{
var errors = new List <string>();
var accountID = Read <string>(job.BrokerageData, "tradier-account-id", errors);
var accessToken = Read <string>(job.BrokerageData, "tradier-access-token", errors);
var refreshToken = Read <string>(job.BrokerageData, "tradier-refresh-token", errors);
var issuedAt = Read <DateTime>(job.BrokerageData, "tradier-issued-at", errors);
var lifeSpan = TimeSpan.FromSeconds(Read <double>(job.BrokerageData, "tradier-lifespan", errors));
var brokerage = new TradierBrokerage(
algorithm.Transactions,
algorithm.Portfolio,
Composer.Instance.GetExportedValueByTypeName <IDataAggregator>(Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager")),
accountID);
// if we're running live locally we'll want to save any new tokens generated so that they can easily be retrieved
if (Config.GetBool("tradier-save-tokens"))
{
brokerage.SessionRefreshed += (sender, args) =>
{
File.WriteAllText(TokensFile, JsonConvert.SerializeObject(args, Formatting.Indented));
};
}
brokerage.SetTokens(job.UserId, accessToken, refreshToken, issuedAt, lifeSpan);
//Add the brokerage to the composer to ensure its accessible to the live data feed.
Composer.Instance.AddPart <IDataQueueHandler>(brokerage);
Composer.Instance.AddPart <IHistoryProvider>(brokerage);
return(brokerage);
}
public void GetsHistory(Symbol symbol, Resolution resolution, TimeSpan period, bool throwsException)
{
TestDelegate test = () =>
{
var accessToken = Config.Get("tradier-access-token");
var brokerage = new TradierBrokerage(null, null, "");
brokerage.SetTokens(0, accessToken, "", DateTime.Now, Time.OneDay);
var now = DateTime.UtcNow;
var requests = new[]
{
new HistoryRequest
{
Symbol = symbol,
Resolution = resolution,
StartTimeUtc = now.Add(-period),
EndTimeUtc = now
}
};
var history = brokerage.GetHistory(requests, TimeZones.Utc);
foreach (var slice in history)
{
if (resolution == Resolution.Tick)
{
foreach (var tick in slice.Ticks[symbol])
{
Log.Trace("{0}: {1} - {2} / {3}", tick.Time, tick.Symbol, tick.BidPrice, tick.AskPrice);
}
}
else
{
var bar = slice.Bars[symbol];
Log.Trace("{0}: {1} - O={2}, H={3}, L={4}, C={5}, V={6}", bar.Time, bar.Symbol, bar.Open, bar.High, bar.Low, bar.Close, bar.Volume);
}
}
Log.Trace("Data points retrieved: " + brokerage.DataPointCount);
};
if (throwsException)
{
Assert.Throws<ArgumentException>(test);
}
else
{
Assert.DoesNotThrow(test);
}
}
/// <summary>
/// Creates the brokerage under test
/// </summary>
/// <returns>A connected brokerage instance</returns>
protected override IBrokerage CreateBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider)
{
var accountID = TradierBrokerageFactory.Configuration.AccountID;
var tradier = new TradierBrokerage(orderProvider, securityProvider, accountID);
var qcUserID = TradierBrokerageFactory.Configuration.QuantConnectUserID;
var tokens = TradierBrokerageFactory.GetTokens();
tradier.SetTokens(qcUserID, tokens.AccessToken, tokens.RefreshToken, tokens.IssuedAt, TimeSpan.FromSeconds(tokens.ExpiresIn));
// keep the tokens up to date in the event of a refresh
tradier.SessionRefreshed += (sender, args) =>
{
File.WriteAllText(TradierBrokerageFactory.TokensFile, JsonConvert.SerializeObject(args, Formatting.Indented));
};
return tradier;
}
/// <summary>
/// Creates a new IBrokerage instance
/// </summary>
/// <param name="job">The job packet to create the brokerage for</param>
/// <param name="algorithm">The algorithm instance</param>
/// <returns>A new brokerage instance</returns>
public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm)
{
var errors = new List <string>();
var useSandbox = Read <bool>(job.BrokerageData, "tradier-use-sandbox", errors);
var accountId = Read <string>(job.BrokerageData, "tradier-account-id", errors);
var accessToken = Read <string>(job.BrokerageData, "tradier-access-token", errors);
var brokerage = new TradierBrokerage(
algorithm.Transactions,
algorithm.Portfolio,
Composer.Instance.GetExportedValueByTypeName <IDataAggregator>(Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager")),
useSandbox,
accountId,
accessToken);
// Add the brokerage to the composer to ensure its accessible to the live data feed.
Composer.Instance.AddPart <IDataQueueHandler>(brokerage);
Composer.Instance.AddPart <IHistoryProvider>(brokerage);
return(brokerage);
}
/// <summary>
/// Creates a new IBrokerage instance
/// </summary>
/// <param name="job">The job packet to create the brokerage for</param>
/// <param name="algorithm">The algorithm instance</param>
/// <returns>A new brokerage instance</returns>
public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm)
{
var errors = new List <string>();
var accountID = Read <long>(job.BrokerageData, "tradier-account-id", errors);
var accessToken = Read <string>(job.BrokerageData, "tradier-access-token", errors);
var refreshToken = Read <string>(job.BrokerageData, "tradier-refresh-token", errors);
var issuedAt = Read <DateTime>(job.BrokerageData, "tradier-issued-at", errors);
var lifeSpan = TimeSpan.FromSeconds(Read <double>(job.BrokerageData, "tradier-lifespan", errors));
var brokerage = new TradierBrokerage(algorithm.Transactions, algorithm.Portfolio, accountID);
// if we're running live locally we'll want to save any new tokens generated so that they can easily be retrieved
if (Config.GetBool("tradier-save-tokens"))
{
brokerage.SessionRefreshed += (sender, args) =>
{
File.WriteAllText(TokensFile, JsonConvert.SerializeObject(args, Formatting.Indented));
};
}
brokerage.SetTokens(job.UserId, accessToken, refreshToken, issuedAt, lifeSpan);
return(brokerage);
}
/// <summary>
/// Creates a new IBrokerage instance
/// </summary>
/// <param name="job">The job packet to create the brokerage for</param>
/// <param name="algorithm">The algorithm instance</param>
/// <returns>A new brokerage instance</returns>
public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm)
{
var errors = new List<string>();
var accountID = Read<long>(job.BrokerageData, "tradier-account-id", errors);
var accessToken = Read<string>(job.BrokerageData, "tradier-access-token", errors);
var refreshToken = Read<string>(job.BrokerageData, "tradier-refresh-token", errors);
var issuedAt = Read<DateTime>(job.BrokerageData, "tradier-issued-at", errors);
var lifeSpan = TimeSpan.FromSeconds(Read<double>(job.BrokerageData, "tradier-lifespan", errors));
var brokerage = new TradierBrokerage(algorithm.Transactions, algorithm.Portfolio, accountID);
// if we're running live locally we'll want to save any new tokens generated so that they can easily be retrieved
if (Config.GetBool("tradier-save-tokens"))
{
brokerage.SessionRefreshed += (sender, args) =>
{
File.WriteAllText(TokensFile, JsonConvert.SerializeObject(args, Formatting.Indented));
};
}
brokerage.SetTokens(job.UserId, accessToken, refreshToken, issuedAt, lifeSpan);
return brokerage;
}