qc 0.6.4 → 0.6.5

checksums.yaml

@@ -1,7 +1,7 @@
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+  metadata.gz: 1b3de9ffca9f64dac8e90c931b22dbd2ee65ebbb
+  data.tar.gz: 32cb8921e13c021e4e080d3713ca0575bea8227e
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data/Changelog.md

@@ -0,0 +1,15 @@
+# Qc Changelog 
+
+## 6.0.4
+
+- Removes `awesome-print` dependency #2
+- Adds option to ignore files in `.qc/settings.yml` #4
+
+## 6.0.5
+
+- Wait for the backtest to finish when running `qc backtest`
+- Shows summary of performance statistics after running backtest
+
+
+
+

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    qc (0.6.4)
+    qc (0.6.5)
       rest-client (~> 2.0.2)
       vcr (~> 3.0.3)
       webmock (~> 3.1.0)
@@ -24,7 +24,7 @@ GEM
     mime-types-data (3.2016.0521)
     minitest (5.10.3)
     netrc (0.11.0)
-    public_suffix (3.0.0)
+    public_suffix (3.0.1)
     rake (10.5.0)
     rest-client (2.0.2)
       http-cookie (>= 1.0.2, < 2.0)
@@ -35,7 +35,7 @@ GEM
       unf_ext
     unf_ext (0.0.7.4)
     vcr (3.0.3)
-    webmock (3.1.0)
+    webmock (3.1.1)
       addressable (>= 2.3.6)
       crack (>= 0.3.2)
       hashdiff

data/lib/qc.rb

@@ -3,6 +3,7 @@ require 'yaml'
 require 'rest-client'
 require 'json'
 require 'optparse'
+require 'pp'
 
 Dir[File.join(__dir__, "qc/**/*.rb")].each { |f| require f }
 

data/lib/qc/backtest.rb

@@ -1,18 +1,32 @@
 module Qc
   class Backtest < Struct.new(:id, :name, :completed, :progress, :result, :success)
     alias success? success
-    alias completed? completed
 
     def error?
       !success?
     end
 
-    def progress_in_percentage
-      progress * 100
-    end
-
     def started?
       progress > 0
     end
+
+    def completed?
+      completed && (error? || (success? && result && result['TotalPerformance']))
+    end
+
+    def to_s
+      description = "Backtest #{id}"
+      return "Backtest #{id} (not finished)" unless completed?
+      statistics = result['TotalPerformance']['PortfolioStatistics']
+      max_length = statistics.collect {|key, value| key.length}.max
+
+      description << "\n\n"
+      statistics.each do |key, value|
+        formatted_key = "#{key}: #{' ' * (max_length - key.length)}"
+        description << "#{formatted_key}#{value}\n"
+      end
+
+      description
+    end
   end
 end

data/lib/qc/command_runner.rb

@@ -3,9 +3,9 @@ module Qc
     DEFAULT_FILE_EXTENSIONS = 'cs,py'
     DEFAULT_IGNORED_FILES = ['AssemblyInfo.cs']
 
-    SUPPORTED_COMMANDS =%i(login logout init push compile backtest open)
+    SUPPORTED_COMMANDS = %i(login logout init push compile backtest open)
     COMPILE_POLLING_DELAY_IN_SECONDS = 2
-    BACKTEST_DELAY_IN_SECONDS = 3
+    BACKTEST_DELAY_IN_SECONDS = 4
 
     attr_reader :quant_connect_proxy, :options
     attr_accessor :project_settings
@@ -44,15 +44,14 @@ module Qc
       if ::File.exist?(project_settings_file)
         YAML.load(::File.open(project_settings_file))
       else
-        build_fresh_project_settings
+        create_project_settings
       end
     end
 
-    def build_fresh_project_settings
+    def create_project_settings
       Qc::ProjectSettings.new.tap do |project_settings|
         project_settings.ignored_files = DEFAULT_IGNORED_FILES
       end
-
     end
 
     def logged_in?
@@ -190,19 +189,18 @@ module Qc
       backtest = quant_connect_proxy.create_backtest project_settings.project_id, project_settings.last_compile_id, "backtest-#{project_settings.last_compile_id}"
       puts "Backtest for compile #{project_settings.last_compile_id} sent to the queue with id #{backtest.id}"
       open_results_in_quant_connect if options.open_results
-
+      puts "Waiting for backtest to start..."
+      last_completed_percentage = nil
       begin
-        if backtest.started?
-          puts "Waiting for backtest to finish (#{backtest.progress_in_percentage}\% completed)..."
-        else
-          puts "Waiting for backtest to start..."
+        if last_completed_percentage != backtest.progress
+          puts "Completed: #{backtest.progress}%..."
         end
+        last_completed_percentage = backtest.progress
         backtest = quant_connect_proxy.read_backtest project_settings.project_id, backtest.id
-        sleep BACKTEST_DELAY_IN_SECONDS if backtest.completed?
+        sleep BACKTEST_DELAY_IN_SECONDS unless backtest.completed?
       end while !backtest.completed?
 
-      puts "Backtest finished" if backtest.success?
-      puts "Backtest failed" if backtest.error?
+      show_backtest_results(backtest)
 
       project_settings.last_backtest_id = backtest.id
       save_project_settings
@@ -210,6 +208,12 @@ module Qc
       backtest.success?
     end
 
+    def show_backtest_results(backtest)
+      puts "Backtest finished" if backtest.success?
+      puts "Backtest failed" if backtest.error?
+      puts backtest.to_s
+    end
+
     def valid_login?
       quant_connect_proxy.valid_login?
     end
@@ -232,12 +236,12 @@ module Qc
       projects = quant_connect_proxy.list_projects
       puts "Select the project you want to associate with this directory"
       projects.each.with_index do |project, index|
-        puts "[#{index+1}] - #{project.name}"
+        puts "[#{index + 1}] - #{project.name}"
       end
       index = ask_for_value "Project number?"
       index = index.to_i
-      if index >=1 && index < projects.length + 1
-        projects[index-1]
+      if index >= 1 && index < projects.length + 1
+        projects[index - 1]
       else
         puts "Invalid value (please type a number between #{1} and #{projects.length})"
         ask_for_project
@@ -276,7 +280,7 @@ module Qc
     end
 
     def fetch_all_files
-      Dir["**/*.{#{project_settings.file_extensions}}"].reject{|file| ignore_file?(file) }
+      Dir["**/*.{#{project_settings.file_extensions}}"].reject {|file| ignore_file?(file)}
     end
 
     def ignore_file?(file)

data/lib/qc/quant_connect_proxy.rb

@@ -72,10 +72,9 @@ module Qc
     end
 
     def read_backtest(project_id, backtest_id)
-      response = perform_request :get, '/backtests/read', params: {projectId: project_id, compileId: backtest_id}
+      response = perform_request :get, '/backtests/read', params: {projectId: project_id, backtestId: backtest_id}
       validate_response! response
-      found_backtest_json = response.backtests.find{|backtest_json| backtest_json['backtestId'] == backtest_id}
-      create_backtest_from_json_response(OpenStruct.new({success: response.success}.merge(found_backtest_json)))
+      create_backtest_from_json_response(response)
     end
 
     private

data/lib/qc/version.rb

@@ -1,3 +1,3 @@
 module Qc
-  VERSION = "0.6.4"
+  VERSION = "0.6.5"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: qc
 version: !ruby/object:Gem::Version
-  version: 0.6.4
+  version: 0.6.5
 platform: ruby
 authors:
 - Jorge Manrubia
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2017-12-03 00:00:00.000000000 Z
+date: 2017-12-25 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rest-client
@@ -119,6 +119,7 @@ files:
 - ".gitignore"
 - ".ruby-version"
 - ".travis.yml"
+- Changelog.md
 - Gemfile
 - Gemfile.lock
 - LICENSE.txt
@@ -130,7 +131,6 @@ files:
 - bin/console
 - bin/qc
 - bin/setup
-- changelog.md
 - lib/qc.rb
 - lib/qc/backtest.rb
 - lib/qc/cli.rb

data/changelog.md

@@ -1,9 +0,0 @@
-# Qc Changelog 
-
-## 6.0.4
-
-- Removes `awesome-print` dependency #2
-- Adds option to ignore files in `.qc/settings.yml` #4
-
-
-