qc 0.5.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +7 -0
- data/.gitignore +50 -0
- data/.ruby-version +1 -0
- data/Gemfile +6 -0
- data/Gemfile.lock +54 -0
- data/LICENSE.txt +21 -0
- data/README.md +56 -0
- data/Rakefile +10 -0
- data/bin/console +14 -0
- data/bin/qc +7 -0
- data/bin/setup +8 -0
- data/lib/qc.rb +12 -0
- data/lib/qc/backtest.rb +14 -0
- data/lib/qc/command_runner.rb +232 -0
- data/lib/qc/compile.rb +15 -0
- data/lib/qc/console.rb +59 -0
- data/lib/qc/credentials.rb +25 -0
- data/lib/qc/file.rb +5 -0
- data/lib/qc/project.rb +5 -0
- data/lib/qc/project_settings.rb +5 -0
- data/lib/qc/quant_connect_proxy.rb +120 -0
- data/lib/qc/util.rb +12 -0
- data/lib/qc/version.rb +3 -0
- data/qc.gemspec +30 -0
- metadata +165 -0
checksums.yaml
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---
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SHA1:
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metadata.gz: ef59d64a4ce89a1850fbd7b90923c78340d925b7
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data.tar.gz: 6e0aa75773f5e068567e2637f3ce2791a229d1ae
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SHA512:
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metadata.gz: 856d682bb7fc6fcc23b060a157ec53168a263bd16f536babf35639fa8afa8f03c446d127505d05cc1f3bc1318cdeb5da54f317e691d7459d0dda0de5642730dd
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data.tar.gz: 6be35bcf5140b01050323135e193b2c8a766c3af18baac921c61eeb55d4b23d7eb1a50921cea829af063d75a3f2b38154e690cfb7a90ff603cba3616312d5991
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data/.gitignore
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*.gem
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*.rbc
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/.config
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/coverage/
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/InstalledFiles
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/pkg/
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/spec/reports/
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/spec/examples.txt
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/test/tmp/
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/test/version_tmp/
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/tmp/
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# Used by dotenv library to load environment variables.
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# .env
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## Specific to RubyMotion:
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.dat*
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.repl_history
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build/
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*.bridgesupport
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build-iPhoneOS/
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build-iPhoneSimulator/
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## Specific to RubyMotion (use of CocoaPods):
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#
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# We recommend against adding the Pods directory to your .gitignore. However
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# you should judge for yourself, the pros and cons are mentioned at:
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# https://guides.cocoapods.org/using/using-cocoapods.html#should-i-check-the-pods-directory-into-source-control
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#
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# vendor/Pods/
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## Documentation cache and generated files:
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/.yardoc/
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/_yardoc/
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/doc/
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/rdoc/
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## Environment normalization:
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/.bundle/
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/vendor/bundle
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/lib/bundler/man/
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# for a library or gem, you might want to ignore these files since the code is
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# intended to run in multiple environments; otherwise, check them in:
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# Gemfile.lock
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# .ruby-version
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# .ruby-gemset
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# unless supporting rvm < 1.11.0 or doing something fancy, ignore this:
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.rvmrc
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data/.ruby-version
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2.4.2
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data/Gemfile
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data/Gemfile.lock
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PATH
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remote: .
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specs:
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qc (0.5.1)
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rest-client (~> 2.0.2)
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vcr (~> 3.0.3)
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webmock (~> 3.1.0)
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GEM
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remote: https://rubygems.org/
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specs:
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addressable (2.5.2)
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public_suffix (>= 2.0.2, < 4.0)
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awesome_print (1.8.0)
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crack (0.4.3)
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safe_yaml (~> 1.0.0)
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domain_name (0.5.20170404)
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unf (>= 0.0.5, < 1.0.0)
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hashdiff (0.3.7)
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http-cookie (1.0.3)
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domain_name (~> 0.5)
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mime-types (3.1)
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mime-types-data (~> 3.2015)
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mime-types-data (3.2016.0521)
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minitest (5.10.3)
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netrc (0.11.0)
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public_suffix (3.0.0)
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rake (10.5.0)
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rest-client (2.0.2)
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http-cookie (>= 1.0.2, < 2.0)
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mime-types (>= 1.16, < 4.0)
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netrc (~> 0.8)
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safe_yaml (1.0.4)
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unf (0.1.4)
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unf_ext
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unf_ext (0.0.7.4)
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vcr (3.0.3)
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webmock (3.1.0)
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addressable (>= 2.3.6)
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crack (>= 0.3.2)
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hashdiff
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PLATFORMS
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ruby
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DEPENDENCIES
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awesome_print
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bundler (~> 1.15)
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minitest (~> 5.0)
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qc!
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rake (~> 10.0)
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BUNDLED WITH
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1.15.4
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data/LICENSE.txt
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The MIT License (MIT)
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Copyright (c) 2017 Jorge Manrubia
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in
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all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
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THE SOFTWARE.
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data/README.md
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# Qc
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Qc is a commandline tool that lets you sync and run your [QuantConnect](https://www.quantconnect.com) backtests from the command line.
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## Installation
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Qc is distributed as a ruby gem. You can install it with:
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```
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gem install qc
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```
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To update it run:
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```
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gem update qc
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```
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## Workflow
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1. Run `qc login` for introducing your QuantConnect credentials
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2. Run `qc init` on the directory that contains your QuantConnect algorithm
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3. Execute `qc` to sync and backtest your algorithm in QuantConnect
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## Usage
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```
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qc [command]
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```
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The supported commands are:
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| Command| description|
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| -- | -- |
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| `qc login`| It will ask for the api credentials you can find in [your QuantConnect account page](https://www.quantconnect.com/account). They will be stored in `~/.qc`. You only need to login once. |
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| `qc logout`| Logout from QuantConnect clearing the credentials stored locally. |
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| `qc init`| Initialize the directory of the algo project you are working on. It will ask for a QuantConnect project to link your algo with. You need to run this once for every project you want to sync with QuantConnect. |
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| `qc push` | Send your local files to QuantConnect. It will only send the files that changed since the last time you run the command |
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| `qc compile` | Compile your project in QuantConnect |
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| `qc backtest` | Run the backtest of your algorithm in QuantConnect |
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When no command is provided, it will execute `push`, `compile` and `backtest` in sequence.
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## Development
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After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake test` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
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To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
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## Contributing
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Bug reports and pull requests are welcome on GitHub at https://github.com/[USERNAME]/qc.
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## License
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The gem is available as open source under the terms of the [MIT License](http://opensource.org/licenses/MIT).
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data/Rakefile
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#!/usr/bin/env ruby
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require "bundler/setup"
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require "qc"
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# You can add fixtures and/or initialization code here to make experimenting
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# with your gem easier. You can also use a different console, if you like.
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# (If you use this, don't forget to add pry to your Gemfile!)
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# require "pry"
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# Pry.start
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require "irb"
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IRB.start(__FILE__)
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data/bin/qc
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data/bin/setup
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data/lib/qc.rb
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data/lib/qc/backtest.rb
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module Qc
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class CommandRunner
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DEFAULT_FILE_EXTENSIONS = 'cs,py'
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SUPPORTED_COMMANDS =%i(login logout init push compile backtest)
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COMPILE_POLLING_DELAY_IN_SECONDS = 2
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BACKTEST_DELAY_IN_SECONDS = 2
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attr_reader :quant_connect_proxy
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attr_accessor :project_settings
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def initialize(quant_connect_proxy)
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@quant_connect_proxy = quant_connect_proxy
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@project_settings = read_project_settings
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end
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def run(command)
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if command == :login
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do_run(command)
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else
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require_login do
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do_run(command)
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end
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end
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end
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def run_default
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run(:default)
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end
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private
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def credentials
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quant_connect_proxy&.credentials
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end
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def credentials=(new_credentials)
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quant_connect_proxy.credentials = new_credentials
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end
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def read_project_settings
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if ::File.exist?(project_settings_file)
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YAML.load(::File.open(project_settings_file))
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else
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Qc::ProjectSettings.new
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end
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end
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def logged_in?
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!!credentials
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end
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def require_login
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if credentials
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yield
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else
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puts "Please sign in by executing 'qc login' first"
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false
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end
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end
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def do_run(command)
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case command
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when :default
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do_run_default
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when *SUPPORTED_COMMANDS
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send "run_#{command}"
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else
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raise "Unknonw command '#{command}'. Supported commands: #{SUPPORTED_COMMANDS.collect(&:to_s).join(', ')}"
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end
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end
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def run_login
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puts "Please introduce your QuantConnect API credentials. You can find them in your preferences in https://www.quantconnect.com/account."
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user_id = ask_for_value 'User id:'
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access_token = ask_for_value 'Access token:'
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self.credentials = Qc::Credentials.new(user_id, access_token)
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if valid_login?
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credentials.save_to_home
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true
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else
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puts "Invalid credentials"
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false
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end
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end
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def run_init
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FileUtils.mkdir_p(Qc::Util.project_dir)
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project = ask_for_project
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self.project_settings.project_id = project.id
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self.project_settings.file_extensions = ask_for_extensions
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save_project_settings
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true
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end
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def run_logout
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credentials.destroy
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puts "Logged out successfully"
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true
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end
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def run_push
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105
|
+
sync_changed_files
|
|
106
|
+
save_current_timestamp
|
|
107
|
+
true
|
|
108
|
+
end
|
|
109
|
+
|
|
110
|
+
def run_compile
|
|
111
|
+
compile = quant_connect_proxy.create_compile project_settings.project_id
|
|
112
|
+
puts "Compile request sent to the queue with id #{compile.id}"
|
|
113
|
+
|
|
114
|
+
begin
|
|
115
|
+
puts "Waiting for compilation result..."
|
|
116
|
+
compile = quant_connect_proxy.read_compile project_settings.project_id, compile.id
|
|
117
|
+
sleep COMPILE_POLLING_DELAY_IN_SECONDS if compile.in_queue?
|
|
118
|
+
end while compile.in_queue?
|
|
119
|
+
|
|
120
|
+
puts "Compile success" if compile.success?
|
|
121
|
+
puts "Compile failed" if compile.error?
|
|
122
|
+
|
|
123
|
+
project_settings.last_compile_id = compile.id
|
|
124
|
+
save_project_settings
|
|
125
|
+
|
|
126
|
+
compile.success?
|
|
127
|
+
end
|
|
128
|
+
|
|
129
|
+
def run_backtest
|
|
130
|
+
unless project_settings.last_compile_id
|
|
131
|
+
puts "Project not compiled. Please run 'qc compile'"
|
|
132
|
+
return false
|
|
133
|
+
end
|
|
134
|
+
|
|
135
|
+
do_run_backtest
|
|
136
|
+
|
|
137
|
+
true
|
|
138
|
+
end
|
|
139
|
+
|
|
140
|
+
def do_run_default
|
|
141
|
+
failed = %i(push compile backtest).find do |command|
|
|
142
|
+
!run(command)
|
|
143
|
+
end
|
|
144
|
+
|
|
145
|
+
!failed
|
|
146
|
+
end
|
|
147
|
+
|
|
148
|
+
def do_run_backtest
|
|
149
|
+
backtest = quant_connect_proxy.create_backtest project_settings.project_id, project_settings.last_compile_id, "backtest-#{project_settings.last_compile_id}"
|
|
150
|
+
puts "Backtest for compile #{project_settings.last_compile_id} sent to the queue with id #{backtest.id}"
|
|
151
|
+
|
|
152
|
+
begin
|
|
153
|
+
puts "Waiting for backtest to finish (#{backtest.progress_in_percentage}\% completed)..."
|
|
154
|
+
backtest = quant_connect_proxy.read_backtest project_settings.project_id, backtest.id
|
|
155
|
+
sleep BACKTEST_DELAY_IN_SECONDS if backtest.completed?
|
|
156
|
+
end while !backtest.completed?
|
|
157
|
+
|
|
158
|
+
puts "RESULT: #{backtest.result}"
|
|
159
|
+
|
|
160
|
+
puts "Bactest finished" if backtest.success?
|
|
161
|
+
puts "Backtest failed" if backtest.error?
|
|
162
|
+
|
|
163
|
+
project_settings.last_backtest_id = backtest.id
|
|
164
|
+
save_project_settings
|
|
165
|
+
end
|
|
166
|
+
|
|
167
|
+
def valid_login?
|
|
168
|
+
quant_connect_proxy.valid_login?
|
|
169
|
+
end
|
|
170
|
+
|
|
171
|
+
def save_project_settings
|
|
172
|
+
::File.open(project_settings_file, 'w') {|file| file.write self.project_settings.to_yaml}
|
|
173
|
+
end
|
|
174
|
+
|
|
175
|
+
def project_settings_file
|
|
176
|
+
::File.join(Qc::Util.project_dir, 'settings.yml')
|
|
177
|
+
end
|
|
178
|
+
|
|
179
|
+
def ask_for_value(question)
|
|
180
|
+
puts question
|
|
181
|
+
v = STDIN.gets
|
|
182
|
+
v.chomp
|
|
183
|
+
end
|
|
184
|
+
|
|
185
|
+
def ask_for_project
|
|
186
|
+
puts "Fetching projets from Quantconnect..."
|
|
187
|
+
projects = quant_connect_proxy.list_projects
|
|
188
|
+
puts "Select the project you want to associate with this directory"
|
|
189
|
+
projects.each.with_index do |project, index|
|
|
190
|
+
puts "[#{index+1}] - #{project.name}"
|
|
191
|
+
end
|
|
192
|
+
index = ask_for_value "Project number?"
|
|
193
|
+
index = index.to_i
|
|
194
|
+
if index >=1 && index < projects.length + 1
|
|
195
|
+
projects[index-1]
|
|
196
|
+
else
|
|
197
|
+
puts "Invalid value (please type a number between #{1} and #{projects.length})"
|
|
198
|
+
ask_for_project
|
|
199
|
+
end
|
|
200
|
+
end
|
|
201
|
+
|
|
202
|
+
def ask_for_extensions
|
|
203
|
+
file_extensions = ask_for_value "Introduce the file extensions you want to send to QuantConnect as a comma separated list. ENTER to default '#{DEFAULT_FILE_EXTENSIONS}'"
|
|
204
|
+
file_extensions = DEFAULT_FILE_EXTENSIONS if file_extensions.empty?
|
|
205
|
+
file_extensions
|
|
206
|
+
end
|
|
207
|
+
|
|
208
|
+
|
|
209
|
+
def sync_changed_files
|
|
210
|
+
changed_files.each do |file|
|
|
211
|
+
puts "uploading #{file}..."
|
|
212
|
+
content = ::File.read file
|
|
213
|
+
quant_connect_proxy.put_file project_settings.project_id, file, content
|
|
214
|
+
end
|
|
215
|
+
end
|
|
216
|
+
|
|
217
|
+
def changed_files
|
|
218
|
+
all_files = Dir["*.{#{project_settings.file_extensions}}"]
|
|
219
|
+
|
|
220
|
+
return all_files unless project_settings.last_sync_at
|
|
221
|
+
|
|
222
|
+
all_files.find_all do |file|
|
|
223
|
+
::File.mtime(file) > project_settings.last_sync_at
|
|
224
|
+
end
|
|
225
|
+
end
|
|
226
|
+
|
|
227
|
+
def save_current_timestamp
|
|
228
|
+
project_settings.last_sync_at = Time.now
|
|
229
|
+
save_project_settings
|
|
230
|
+
end
|
|
231
|
+
end
|
|
232
|
+
end
|
data/lib/qc/compile.rb
ADDED
data/lib/qc/console.rb
ADDED
|
@@ -0,0 +1,59 @@
|
|
|
1
|
+
module Qc
|
|
2
|
+
class Console
|
|
3
|
+
def initialize
|
|
4
|
+
end
|
|
5
|
+
|
|
6
|
+
def run(argv)
|
|
7
|
+
options = parse_options(argv)
|
|
8
|
+
|
|
9
|
+
command = argv[0]
|
|
10
|
+
client = Qc::CommandRunner.new(quant_connect_proxy)
|
|
11
|
+
success = begin
|
|
12
|
+
if command
|
|
13
|
+
client.run(command.to_sym)
|
|
14
|
+
else
|
|
15
|
+
client.run_default
|
|
16
|
+
end
|
|
17
|
+
rescue StandardError => error
|
|
18
|
+
puts "Error: #{error}"
|
|
19
|
+
false
|
|
20
|
+
end
|
|
21
|
+
|
|
22
|
+
success
|
|
23
|
+
end
|
|
24
|
+
|
|
25
|
+
private
|
|
26
|
+
|
|
27
|
+
def quant_connect_proxy
|
|
28
|
+
@quant_connect_proxy ||= Qc::QuantConnectProxy.new(Qc::Credentials.read_from_home)
|
|
29
|
+
end
|
|
30
|
+
|
|
31
|
+
def parse_options(args)
|
|
32
|
+
options = OpenStruct.new
|
|
33
|
+
|
|
34
|
+
opt_parser = OptionParser.new do |opts|
|
|
35
|
+
opts.banner = "Usage: qc [command] [options]"
|
|
36
|
+
|
|
37
|
+
opts.separator ""
|
|
38
|
+
opts.separator "Supported commands: #{Qc::CommandRunner::SUPPORTED_COMMANDS.join(', ')}"
|
|
39
|
+
opts.separator "When no command provided it will execute: 'push compile backtest' in sequence"
|
|
40
|
+
|
|
41
|
+
opts.separator ""
|
|
42
|
+
opts.separator "Common options:"
|
|
43
|
+
|
|
44
|
+
opts.on("-h", "--help", "Show this message") do
|
|
45
|
+
puts opts
|
|
46
|
+
exit 0
|
|
47
|
+
end
|
|
48
|
+
|
|
49
|
+
opts.on("--version", "Show version") do
|
|
50
|
+
puts Qc::VERSION
|
|
51
|
+
exit 0
|
|
52
|
+
end
|
|
53
|
+
end
|
|
54
|
+
|
|
55
|
+
opt_parser.parse!(args)
|
|
56
|
+
options
|
|
57
|
+
end
|
|
58
|
+
end
|
|
59
|
+
end
|
|
@@ -0,0 +1,25 @@
|
|
|
1
|
+
module Qc
|
|
2
|
+
class Credentials < Struct.new(:user_id, :access_token)
|
|
3
|
+
FILE_NAME = 'credentials.yml'
|
|
4
|
+
|
|
5
|
+
def self.read_from_home
|
|
6
|
+
return nil unless ::File.exists?(credentials_file)
|
|
7
|
+
YAML.load_file credentials_file
|
|
8
|
+
end
|
|
9
|
+
|
|
10
|
+
def save_to_home
|
|
11
|
+
FileUtils.mkdir_p(Qc::Util.home_dir)
|
|
12
|
+
::File.open(self.class.credentials_file, 'w') do |file|
|
|
13
|
+
file.write self.to_yaml
|
|
14
|
+
end
|
|
15
|
+
end
|
|
16
|
+
|
|
17
|
+
def destroy
|
|
18
|
+
FileUtils.remove(self.class.credentials_file)
|
|
19
|
+
end
|
|
20
|
+
|
|
21
|
+
def self.credentials_file
|
|
22
|
+
::File.join(Qc::Util.home_dir, FILE_NAME)
|
|
23
|
+
end
|
|
24
|
+
end
|
|
25
|
+
end
|
data/lib/qc/file.rb
ADDED
data/lib/qc/project.rb
ADDED
|
@@ -0,0 +1,120 @@
|
|
|
1
|
+
module Qc
|
|
2
|
+
class QuantConnectProxy
|
|
3
|
+
class RequestError < StandardError;
|
|
4
|
+
end
|
|
5
|
+
|
|
6
|
+
attr_accessor :credentials
|
|
7
|
+
|
|
8
|
+
BASE_URL = "https://www.quantconnect.com/api/v2"
|
|
9
|
+
|
|
10
|
+
def initialize(credentials)
|
|
11
|
+
@credentials = credentials
|
|
12
|
+
end
|
|
13
|
+
|
|
14
|
+
def valid_login?
|
|
15
|
+
response = perform_request :get, '/authenticate'
|
|
16
|
+
response.success
|
|
17
|
+
end
|
|
18
|
+
|
|
19
|
+
def list_projects
|
|
20
|
+
response = perform_request :get, '/projects/read'
|
|
21
|
+
validate_response! response
|
|
22
|
+
response.projects.collect do |project_json|
|
|
23
|
+
Qc::Project.new(project_json['projectId'], project_json['name'])
|
|
24
|
+
end
|
|
25
|
+
end
|
|
26
|
+
|
|
27
|
+
def delete_project(project_id)
|
|
28
|
+
response = perform_request :post, '/projects/delete', payload: {projectId: project_id}
|
|
29
|
+
validate_response! response
|
|
30
|
+
project_id
|
|
31
|
+
end
|
|
32
|
+
|
|
33
|
+
def create_project(project_name, language: 'C#')
|
|
34
|
+
response = perform_request :post, '/projects/create', payload: {name: project_name, language: language}
|
|
35
|
+
validate_response! response
|
|
36
|
+
project = response.projects[0]
|
|
37
|
+
Qc::Project.new(project['project_id'], project['name'])
|
|
38
|
+
end
|
|
39
|
+
|
|
40
|
+
def put_file(project_id, file_name, file_content)
|
|
41
|
+
payload = {projectId: project_id, name: file_name, content: file_content}
|
|
42
|
+
response = perform_request :post, '/files/update', payload: payload
|
|
43
|
+
if missing_file_error?(response)
|
|
44
|
+
response = perform_request :post, '/files/create', payload: payload
|
|
45
|
+
end
|
|
46
|
+
validate_response! response
|
|
47
|
+
create_file_from_json_response(response.files[0])
|
|
48
|
+
end
|
|
49
|
+
|
|
50
|
+
def read_file(project_id, file_name)
|
|
51
|
+
response = perform_request :post, '/files/read', payload: {projectId: project_id, name: file_name}
|
|
52
|
+
validate_response! response
|
|
53
|
+
create_file_from_json_response(response.files[0])
|
|
54
|
+
end
|
|
55
|
+
|
|
56
|
+
def create_compile(project_id)
|
|
57
|
+
response = perform_request :post, '/compile/create', payload: {projectId: project_id}
|
|
58
|
+
validate_response! response
|
|
59
|
+
create_compile_from_json_response(response)
|
|
60
|
+
end
|
|
61
|
+
|
|
62
|
+
def read_compile(project_id, compile_id)
|
|
63
|
+
response = perform_request :get, '/compile/read', params: {projectId: project_id, compileId: compile_id}
|
|
64
|
+
validate_response! response
|
|
65
|
+
create_compile_from_json_response(response)
|
|
66
|
+
end
|
|
67
|
+
|
|
68
|
+
def create_backtest(project_id, compile_id, backtest_name)
|
|
69
|
+
response = perform_request :post, '/backtests/create', payload: {projectId: project_id, compileId: compile_id, backtestName: backtest_name}
|
|
70
|
+
validate_response! response
|
|
71
|
+
create_backtest_from_json_response(response)
|
|
72
|
+
end
|
|
73
|
+
|
|
74
|
+
def read_backtest(project_id, backtest_id)
|
|
75
|
+
response = perform_request :get, '/backtests/read', params: {projectId: project_id, compileId: backtest_id}
|
|
76
|
+
validate_response! response
|
|
77
|
+
create_backtest_from_json_response(OpenStruct.new({success: response.success}.merge(response.backtests[0])))
|
|
78
|
+
end
|
|
79
|
+
|
|
80
|
+
private
|
|
81
|
+
|
|
82
|
+
def create_backtest_from_json_response(response)
|
|
83
|
+
Qc::Backtest.new(response.backtestId, response.name, response.completed, response.progres.to_f, response.result, response.success)
|
|
84
|
+
end
|
|
85
|
+
|
|
86
|
+
def create_compile_from_json_response(response)
|
|
87
|
+
Qc::Compile.new(response.compileId, response.state)
|
|
88
|
+
end
|
|
89
|
+
|
|
90
|
+
def missing_file_error?(response)
|
|
91
|
+
!response.success && (response.errors.join("\n") =~ /file not found/i)
|
|
92
|
+
end
|
|
93
|
+
|
|
94
|
+
def create_file_from_json_response(file_json)
|
|
95
|
+
Qc::File.new(file_json['name'], file_json['content'])
|
|
96
|
+
end
|
|
97
|
+
|
|
98
|
+
def perform_request(method, path, payload: {}, params: {})
|
|
99
|
+
timestamp = Time.now.utc.to_time.to_i
|
|
100
|
+
password_hash = Digest::SHA256.hexdigest "#{credentials.access_token}:#{timestamp}"
|
|
101
|
+
headers = {Timestamp: timestamp}.merge(params: params)
|
|
102
|
+
response = RestClient::Request.execute method: method,
|
|
103
|
+
url: "#{BASE_URL}#{path}",
|
|
104
|
+
headers: headers,
|
|
105
|
+
user: credentials.user_id,
|
|
106
|
+
content_type: :json,
|
|
107
|
+
accept: :json,
|
|
108
|
+
password: password_hash,
|
|
109
|
+
payload: payload
|
|
110
|
+
body = response.body.empty? ? '{"success": false}' : response.body
|
|
111
|
+
OpenStruct.new JSON.parse(body)
|
|
112
|
+
end
|
|
113
|
+
|
|
114
|
+
def validate_response!(response)
|
|
115
|
+
unless response.success
|
|
116
|
+
raise RequestError, response.inspect
|
|
117
|
+
end
|
|
118
|
+
end
|
|
119
|
+
end
|
|
120
|
+
end
|
data/lib/qc/util.rb
ADDED
data/lib/qc/version.rb
ADDED
data/qc.gemspec
ADDED
|
@@ -0,0 +1,30 @@
|
|
|
1
|
+
# coding: utf-8
|
|
2
|
+
lib = File.expand_path("../lib", __FILE__)
|
|
3
|
+
$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
|
|
4
|
+
require "qc/version"
|
|
5
|
+
|
|
6
|
+
Gem::Specification.new do |spec|
|
|
7
|
+
spec.name = "qc"
|
|
8
|
+
spec.version = Qc::VERSION
|
|
9
|
+
spec.authors = ["Jorge Manrubia"]
|
|
10
|
+
spec.email = ["jorge.manrubia@gmail.com"]
|
|
11
|
+
|
|
12
|
+
spec.summary = %q{Sync and run your QuantConnect backtests from the command line}
|
|
13
|
+
spec.homepage = "https://github.com/jorgemanrubia/qc"
|
|
14
|
+
spec.license = "MIT"
|
|
15
|
+
|
|
16
|
+
spec.files = `git ls-files -z`.split("\x0").reject do |f|
|
|
17
|
+
f.match(%r{^(test|spec|features)/})
|
|
18
|
+
end
|
|
19
|
+
spec.bindir = "exe"
|
|
20
|
+
spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
|
|
21
|
+
spec.require_paths = ["lib"]
|
|
22
|
+
|
|
23
|
+
spec.add_runtime_dependency "rest-client", "~> 2.0.2"
|
|
24
|
+
spec.add_runtime_dependency "vcr", "~> 3.0.3"
|
|
25
|
+
spec.add_runtime_dependency "webmock", "~> 3.1.0"
|
|
26
|
+
spec.add_development_dependency "awesome_print"
|
|
27
|
+
spec.add_development_dependency "bundler", "~> 1.15"
|
|
28
|
+
spec.add_development_dependency "rake", "~> 10.0"
|
|
29
|
+
spec.add_development_dependency "minitest", "~> 5.0"
|
|
30
|
+
end
|
metadata
ADDED
|
@@ -0,0 +1,165 @@
|
|
|
1
|
+
--- !ruby/object:Gem::Specification
|
|
2
|
+
name: qc
|
|
3
|
+
version: !ruby/object:Gem::Version
|
|
4
|
+
version: 0.5.1
|
|
5
|
+
platform: ruby
|
|
6
|
+
authors:
|
|
7
|
+
- Jorge Manrubia
|
|
8
|
+
autorequire:
|
|
9
|
+
bindir: exe
|
|
10
|
+
cert_chain: []
|
|
11
|
+
date: 2017-11-12 00:00:00.000000000 Z
|
|
12
|
+
dependencies:
|
|
13
|
+
- !ruby/object:Gem::Dependency
|
|
14
|
+
name: rest-client
|
|
15
|
+
requirement: !ruby/object:Gem::Requirement
|
|
16
|
+
requirements:
|
|
17
|
+
- - "~>"
|
|
18
|
+
- !ruby/object:Gem::Version
|
|
19
|
+
version: 2.0.2
|
|
20
|
+
type: :runtime
|
|
21
|
+
prerelease: false
|
|
22
|
+
version_requirements: !ruby/object:Gem::Requirement
|
|
23
|
+
requirements:
|
|
24
|
+
- - "~>"
|
|
25
|
+
- !ruby/object:Gem::Version
|
|
26
|
+
version: 2.0.2
|
|
27
|
+
- !ruby/object:Gem::Dependency
|
|
28
|
+
name: vcr
|
|
29
|
+
requirement: !ruby/object:Gem::Requirement
|
|
30
|
+
requirements:
|
|
31
|
+
- - "~>"
|
|
32
|
+
- !ruby/object:Gem::Version
|
|
33
|
+
version: 3.0.3
|
|
34
|
+
type: :runtime
|
|
35
|
+
prerelease: false
|
|
36
|
+
version_requirements: !ruby/object:Gem::Requirement
|
|
37
|
+
requirements:
|
|
38
|
+
- - "~>"
|
|
39
|
+
- !ruby/object:Gem::Version
|
|
40
|
+
version: 3.0.3
|
|
41
|
+
- !ruby/object:Gem::Dependency
|
|
42
|
+
name: webmock
|
|
43
|
+
requirement: !ruby/object:Gem::Requirement
|
|
44
|
+
requirements:
|
|
45
|
+
- - "~>"
|
|
46
|
+
- !ruby/object:Gem::Version
|
|
47
|
+
version: 3.1.0
|
|
48
|
+
type: :runtime
|
|
49
|
+
prerelease: false
|
|
50
|
+
version_requirements: !ruby/object:Gem::Requirement
|
|
51
|
+
requirements:
|
|
52
|
+
- - "~>"
|
|
53
|
+
- !ruby/object:Gem::Version
|
|
54
|
+
version: 3.1.0
|
|
55
|
+
- !ruby/object:Gem::Dependency
|
|
56
|
+
name: awesome_print
|
|
57
|
+
requirement: !ruby/object:Gem::Requirement
|
|
58
|
+
requirements:
|
|
59
|
+
- - ">="
|
|
60
|
+
- !ruby/object:Gem::Version
|
|
61
|
+
version: '0'
|
|
62
|
+
type: :development
|
|
63
|
+
prerelease: false
|
|
64
|
+
version_requirements: !ruby/object:Gem::Requirement
|
|
65
|
+
requirements:
|
|
66
|
+
- - ">="
|
|
67
|
+
- !ruby/object:Gem::Version
|
|
68
|
+
version: '0'
|
|
69
|
+
- !ruby/object:Gem::Dependency
|
|
70
|
+
name: bundler
|
|
71
|
+
requirement: !ruby/object:Gem::Requirement
|
|
72
|
+
requirements:
|
|
73
|
+
- - "~>"
|
|
74
|
+
- !ruby/object:Gem::Version
|
|
75
|
+
version: '1.15'
|
|
76
|
+
type: :development
|
|
77
|
+
prerelease: false
|
|
78
|
+
version_requirements: !ruby/object:Gem::Requirement
|
|
79
|
+
requirements:
|
|
80
|
+
- - "~>"
|
|
81
|
+
- !ruby/object:Gem::Version
|
|
82
|
+
version: '1.15'
|
|
83
|
+
- !ruby/object:Gem::Dependency
|
|
84
|
+
name: rake
|
|
85
|
+
requirement: !ruby/object:Gem::Requirement
|
|
86
|
+
requirements:
|
|
87
|
+
- - "~>"
|
|
88
|
+
- !ruby/object:Gem::Version
|
|
89
|
+
version: '10.0'
|
|
90
|
+
type: :development
|
|
91
|
+
prerelease: false
|
|
92
|
+
version_requirements: !ruby/object:Gem::Requirement
|
|
93
|
+
requirements:
|
|
94
|
+
- - "~>"
|
|
95
|
+
- !ruby/object:Gem::Version
|
|
96
|
+
version: '10.0'
|
|
97
|
+
- !ruby/object:Gem::Dependency
|
|
98
|
+
name: minitest
|
|
99
|
+
requirement: !ruby/object:Gem::Requirement
|
|
100
|
+
requirements:
|
|
101
|
+
- - "~>"
|
|
102
|
+
- !ruby/object:Gem::Version
|
|
103
|
+
version: '5.0'
|
|
104
|
+
type: :development
|
|
105
|
+
prerelease: false
|
|
106
|
+
version_requirements: !ruby/object:Gem::Requirement
|
|
107
|
+
requirements:
|
|
108
|
+
- - "~>"
|
|
109
|
+
- !ruby/object:Gem::Version
|
|
110
|
+
version: '5.0'
|
|
111
|
+
description:
|
|
112
|
+
email:
|
|
113
|
+
- jorge.manrubia@gmail.com
|
|
114
|
+
executables: []
|
|
115
|
+
extensions: []
|
|
116
|
+
extra_rdoc_files: []
|
|
117
|
+
files:
|
|
118
|
+
- ".gitignore"
|
|
119
|
+
- ".ruby-version"
|
|
120
|
+
- Gemfile
|
|
121
|
+
- Gemfile.lock
|
|
122
|
+
- LICENSE.txt
|
|
123
|
+
- README.md
|
|
124
|
+
- Rakefile
|
|
125
|
+
- bin/console
|
|
126
|
+
- bin/qc
|
|
127
|
+
- bin/setup
|
|
128
|
+
- lib/qc.rb
|
|
129
|
+
- lib/qc/backtest.rb
|
|
130
|
+
- lib/qc/command_runner.rb
|
|
131
|
+
- lib/qc/compile.rb
|
|
132
|
+
- lib/qc/console.rb
|
|
133
|
+
- lib/qc/credentials.rb
|
|
134
|
+
- lib/qc/file.rb
|
|
135
|
+
- lib/qc/project.rb
|
|
136
|
+
- lib/qc/project_settings.rb
|
|
137
|
+
- lib/qc/quant_connect_proxy.rb
|
|
138
|
+
- lib/qc/util.rb
|
|
139
|
+
- lib/qc/version.rb
|
|
140
|
+
- qc.gemspec
|
|
141
|
+
homepage: https://github.com/jorgemanrubia/qc
|
|
142
|
+
licenses:
|
|
143
|
+
- MIT
|
|
144
|
+
metadata: {}
|
|
145
|
+
post_install_message:
|
|
146
|
+
rdoc_options: []
|
|
147
|
+
require_paths:
|
|
148
|
+
- lib
|
|
149
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
|
150
|
+
requirements:
|
|
151
|
+
- - ">="
|
|
152
|
+
- !ruby/object:Gem::Version
|
|
153
|
+
version: '0'
|
|
154
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
|
155
|
+
requirements:
|
|
156
|
+
- - ">="
|
|
157
|
+
- !ruby/object:Gem::Version
|
|
158
|
+
version: '0'
|
|
159
|
+
requirements: []
|
|
160
|
+
rubyforge_project:
|
|
161
|
+
rubygems_version: 2.6.13
|
|
162
|
+
signing_key:
|
|
163
|
+
specification_version: 4
|
|
164
|
+
summary: Sync and run your QuantConnect backtests from the command line
|
|
165
|
+
test_files: []
|