From 4bf221647c4da6b0e3246ae164f544a2c3c56593 Mon Sep 17 00:00:00 2001 From: Romazes Date: Mon, 25 Aug 2025 17:03:24 +0300 Subject: [PATCH 1/2] feat: support eze --- README.md | 44 +++++++++++++++++++++++++++++++++++--------- 1 file changed, 35 insertions(+), 9 deletions(-) diff --git a/README.md b/README.md index 03dba1df..d95c593c 100644 --- a/README.md +++ b/README.md @@ -165,7 +165,7 @@ Options: -d, --detach Run the backtest in a detached Docker container and return immediately --debug [pycharm|ptvsd|debugpy|vsdbg|rider|local-platform] Enable a certain debugging method (see --help for more information) - --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade] + --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze] Update the Lean configuration file to retrieve data from the given historical provider --ib-user-name TEXT Your Interactive Brokers username --ib-account TEXT Your Interactive Brokers account id @@ -235,6 +235,10 @@ Options: Whether Live or Paper environment should be used --tastytrade-account-number TEXT The Tastytrade account number + --eze-domain TEXT Possible values: LIGHTSPEED, LIGHTSPEEDDELAY + --eze-locale TEXT Examples: global, americas, Live, Delayed, Americas + --eze-user-name TEXT Provided by your broker + --eze-password TEXT Provided by your broker --download-data Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider-historical QuantConnect --data-purchase-limit INTEGER The maximum amount of QCC to spend on downloading data during the backtest when using @@ -365,9 +369,9 @@ Usage: lean cloud live deploy [OPTIONS] PROJECT --notify-insights. Options: - --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade] + --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade|Eze] The brokerage to use - --data-provider-live [QuantConnect|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Polygon|CoinApi|Bybit|TradeStation|Alpaca|Tastytrade] + --data-provider-live [QuantConnect|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Polygon|CoinApi|Bybit|TradeStation|Alpaca|Tastytrade|Eze] The live data provider to use --ib-user-name TEXT Your Interactive Brokers username --ib-account TEXT Your Interactive Brokers account id @@ -460,6 +464,11 @@ Options: Whether Live or Paper environment should be used --tastytrade-account-number TEXT The Tastytrade account number + --eze-domain TEXT Possible values: LIGHTSPEED, LIGHTSPEEDDELAY + --eze-locale TEXT Examples: global, americas, Live, Delayed, Americas + --eze-user-name TEXT Provided by your broker + --eze-password TEXT Provided by your broker + --eze-trading-account TEXT Format: BANK;BRANCH;CUSTOMER;DEPOSIT --polygon-api-key TEXT Your Polygon.io API Key --coinapi-api-key TEXT Your coinapi.io Api Key --coinapi-product [Free|Startup|Streamer|Professional|Enterprise] @@ -867,7 +876,7 @@ Usage: lean data download [OPTIONS] https://www.quantconnect.com/datasets Options: - --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade] + --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze] The name of the downloader data provider. --ib-user-name TEXT Your Interactive Brokers username --ib-account TEXT Your Interactive Brokers account id @@ -937,6 +946,10 @@ Options: Whether Live or Paper environment should be used --tastytrade-account-number TEXT The Tastytrade account number + --eze-domain TEXT Possible values: LIGHTSPEED, LIGHTSPEEDDELAY + --eze-locale TEXT Examples: global, americas, Live, Delayed, Americas + --eze-user-name TEXT Provided by your broker + --eze-password TEXT Provided by your broker --dataset TEXT The name of the dataset to download non-interactively --overwrite Overwrite existing local data -y, --yes Automatically confirm payment confirmation prompts @@ -1305,11 +1318,11 @@ Options: --environment TEXT The environment to use --output DIRECTORY Directory to store results in (defaults to PROJECT/live/TIMESTAMP) -d, --detach Run the live deployment in a detached Docker container and return immediately - --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade] + --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade|Eze] The brokerage to use - --data-provider-live [Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|IQFeed|Polygon|CoinApi|ThetaData|Custom data only|Bybit|TradeStation|Alpaca|Tastytrade] + --data-provider-live [Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|IQFeed|Polygon|CoinApi|ThetaData|Custom data only|Bybit|TradeStation|Alpaca|Tastytrade|Eze] The live data provider to use - --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Bybit|TradeStation|Alpaca|Tastytrade] + --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Bybit|TradeStation|Alpaca|Tastytrade|Eze] Update the Lean configuration file to retrieve data from the given historical provider --ib-user-name TEXT Your Interactive Brokers username --ib-account TEXT Your Interactive Brokers account id @@ -1417,6 +1430,11 @@ Options: Whether Live or Paper environment should be used --tastytrade-account-number TEXT The Tastytrade account number + --eze-domain TEXT Possible values: LIGHTSPEED, LIGHTSPEEDDELAY + --eze-locale TEXT Examples: global, americas, Live, Delayed, Americas + --eze-user-name TEXT Provided by your broker + --eze-password TEXT Provided by your broker + --eze-trading-account TEXT Format: BANK;BRANCH;CUSTOMER;DEPOSIT --ib-enable-delayed-streaming-data BOOLEAN Whether delayed data may be used when your algorithm subscribes to a security you don't have a market data subscription for (Optional). @@ -1751,7 +1769,7 @@ Options: --parameter ... The 'parameter min max step' pairs configuring the parameters to optimize --constraint TEXT The 'statistic operator value' pairs configuring the constraints of the optimization - --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade] + --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze] Update the Lean configuration file to retrieve data from the given historical provider --download-data Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider-historical QuantConnect @@ -1834,6 +1852,10 @@ Options: Whether Live or Paper environment should be used --tastytrade-account-number TEXT The Tastytrade account number + --eze-domain TEXT Possible values: LIGHTSPEED, LIGHTSPEEDDELAY + --eze-locale TEXT Examples: global, americas, Live, Delayed, Americas + --eze-user-name TEXT Provided by your broker + --eze-password TEXT Provided by your broker --lean-config FILE The Lean configuration file that should be used (defaults to the nearest lean.json) --verbose Enable debug logging --help Show this message and exit. @@ -2011,7 +2033,7 @@ Usage: lean research [OPTIONS] PROJECT Options: --port INTEGER The port to run Jupyter Lab on (defaults to 8888) - --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade] + --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze] Update the Lean configuration file to retrieve data from the given historical provider --ib-user-name TEXT Your Interactive Brokers username --ib-account TEXT Your Interactive Brokers account id @@ -2081,6 +2103,10 @@ Options: Whether Live or Paper environment should be used --tastytrade-account-number TEXT The Tastytrade account number + --eze-domain TEXT Possible values: LIGHTSPEED, LIGHTSPEEDDELAY + --eze-locale TEXT Examples: global, americas, Live, Delayed, Americas + --eze-user-name TEXT Provided by your broker + --eze-password TEXT Provided by your broker --download-data Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider-historical QuantConnect --data-purchase-limit INTEGER The maximum amount of QCC to spend on downloading data during the research session From 928ef285b202358618ca938730c30f8f524440d7 Mon Sep 17 00:00:00 2001 From: Romazes Date: Mon, 25 Aug 2025 23:18:20 +0300 Subject: [PATCH 2/2] refactor: parameters description --- README.md | 48 ++++++++++++++++++++++++------------------------ 1 file changed, 24 insertions(+), 24 deletions(-) diff --git a/README.md b/README.md index d95c593c..839631fe 100644 --- a/README.md +++ b/README.md @@ -235,10 +235,10 @@ Options: Whether Live or Paper environment should be used --tastytrade-account-number TEXT The Tastytrade account number - --eze-domain TEXT Possible values: LIGHTSPEED, LIGHTSPEEDDELAY - --eze-locale TEXT Examples: global, americas, Live, Delayed, Americas - --eze-user-name TEXT Provided by your broker - --eze-password TEXT Provided by your broker + --eze-domain TEXT Examples (broker provided): LIGHTSPEED, LIGHTSPEEDDELAY + --eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED + --eze-user-name TEXT Your Eze Brokers username + --eze-password TEXT Your Eze Brokers password --download-data Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider-historical QuantConnect --data-purchase-limit INTEGER The maximum amount of QCC to spend on downloading data during the backtest when using @@ -464,10 +464,10 @@ Options: Whether Live or Paper environment should be used --tastytrade-account-number TEXT The Tastytrade account number - --eze-domain TEXT Possible values: LIGHTSPEED, LIGHTSPEEDDELAY - --eze-locale TEXT Examples: global, americas, Live, Delayed, Americas - --eze-user-name TEXT Provided by your broker - --eze-password TEXT Provided by your broker + --eze-domain TEXT Examples (broker provided): LIGHTSPEED, LIGHTSPEEDDELAY + --eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED + --eze-user-name TEXT Your Eze Brokers username + --eze-password TEXT Your Eze Brokers password --eze-trading-account TEXT Format: BANK;BRANCH;CUSTOMER;DEPOSIT --polygon-api-key TEXT Your Polygon.io API Key --coinapi-api-key TEXT Your coinapi.io Api Key @@ -946,10 +946,10 @@ Options: Whether Live or Paper environment should be used --tastytrade-account-number TEXT The Tastytrade account number - --eze-domain TEXT Possible values: LIGHTSPEED, LIGHTSPEEDDELAY - --eze-locale TEXT Examples: global, americas, Live, Delayed, Americas - --eze-user-name TEXT Provided by your broker - --eze-password TEXT Provided by your broker + --eze-domain TEXT Examples (broker provided): LIGHTSPEED, LIGHTSPEEDDELAY + --eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED + --eze-user-name TEXT Your Eze Brokers username + --eze-password TEXT Your Eze Brokers password --dataset TEXT The name of the dataset to download non-interactively --overwrite Overwrite existing local data -y, --yes Automatically confirm payment confirmation prompts @@ -1430,10 +1430,10 @@ Options: Whether Live or Paper environment should be used --tastytrade-account-number TEXT The Tastytrade account number - --eze-domain TEXT Possible values: LIGHTSPEED, LIGHTSPEEDDELAY - --eze-locale TEXT Examples: global, americas, Live, Delayed, Americas - --eze-user-name TEXT Provided by your broker - --eze-password TEXT Provided by your broker + --eze-domain TEXT Examples (broker provided): LIGHTSPEED, LIGHTSPEEDDELAY + --eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED + --eze-user-name TEXT Your Eze Brokers username + --eze-password TEXT Your Eze Brokers password --eze-trading-account TEXT Format: BANK;BRANCH;CUSTOMER;DEPOSIT --ib-enable-delayed-streaming-data BOOLEAN Whether delayed data may be used when your algorithm subscribes to a security you @@ -1852,10 +1852,10 @@ Options: Whether Live or Paper environment should be used --tastytrade-account-number TEXT The Tastytrade account number - --eze-domain TEXT Possible values: LIGHTSPEED, LIGHTSPEEDDELAY - --eze-locale TEXT Examples: global, americas, Live, Delayed, Americas - --eze-user-name TEXT Provided by your broker - --eze-password TEXT Provided by your broker + --eze-domain TEXT Examples (broker provided): LIGHTSPEED, LIGHTSPEEDDELAY + --eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED + --eze-user-name TEXT Your Eze Brokers username + --eze-password TEXT Your Eze Brokers password --lean-config FILE The Lean configuration file that should be used (defaults to the nearest lean.json) --verbose Enable debug logging --help Show this message and exit. @@ -2103,10 +2103,10 @@ Options: Whether Live or Paper environment should be used --tastytrade-account-number TEXT The Tastytrade account number - --eze-domain TEXT Possible values: LIGHTSPEED, LIGHTSPEEDDELAY - --eze-locale TEXT Examples: global, americas, Live, Delayed, Americas - --eze-user-name TEXT Provided by your broker - --eze-password TEXT Provided by your broker + --eze-domain TEXT Examples (broker provided): LIGHTSPEED, LIGHTSPEEDDELAY + --eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED + --eze-user-name TEXT Your Eze Brokers username + --eze-password TEXT Your Eze Brokers password --download-data Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider-historical QuantConnect --data-purchase-limit INTEGER The maximum amount of QCC to spend on downloading data during the research session