qc 0.5.6 → 0.6.0
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 +4 -4
- data/Gemfile.lock +1 -1
- data/README.md +22 -3
- data/automator/open-qc-results.workflow/Contents/Info.plist +8 -0
- data/automator/open-qc-results.workflow/Contents/QuickLook/Preview.png +0 -0
- data/automator/open-qc-results.workflow/Contents/document.wflow +435 -0
- data/lib/qc/command_runner.rb +33 -6
- data/lib/qc/console.rb +18 -14
- data/lib/qc/quant_connect_proxy.rb +3 -2
- data/lib/qc/version.rb +1 -1
- metadata +5 -2
checksums.yaml
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---
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SHA1:
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metadata.gz:
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metadata.gz: 5c22c9b2e8145ff0e939d3214848341e0782b3b2
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data.tar.gz: 17b4c70a3a44993b71406d0994f45607734e70f4
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metadata.gz:
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metadata.gz: 15e0d3601726a5df294eda0a402eec49e4667807e095dd03cfdb54050ed5c17097180dc6b3a90505c974372fd4ed85e32f0b2254c35c1b44f974f81446b6ce1a
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data.tar.gz: c741d944839ae9b3f8d8f6abf86e7c7cc01d7ed9b79d9b6244b5703c142d90a09072d9aa64614111ee01a6cee3e02794f371353b72b6cacb35855e0201fc39fd
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data/Gemfile.lock
CHANGED
data/README.md
CHANGED
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@@ -20,7 +20,20 @@ gem install qc
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## Usage
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### Default (no command provided)
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When no command is provided, it will push your changes to QuantConnect, compile the project and run a backtest.
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```shell
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qc
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qc --open # To open the results in QuantConnect
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```
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This is equivalent to executing `qc push`, `qc compile` and `qc backtest` in sequence.
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### Single commands
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```shell
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qc [command]
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```
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@@ -34,12 +47,18 @@ The supported commands are:
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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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| `qc open` | Open the latest results in QuantConnect (only MacOS)|
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### Opening the results in QuantConnect (only MacOS)
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If you pass `--open` when running a backtest, it will open the results in QuantConnect while the backtest is running:
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-
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```shell
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qc --open
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qc backtest --open
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```
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**This option only works on MacOS**. quantconnect.com currently doesn't offer an URL endpoint to open backtest results. In MacOS, it will use an Automator workflow that will open the project and show its latest results by simulating a click on the corresponding option. See [this discussion](https://groups.google.com/forum/?utm_medium=email&utm_source=footer#!msg/lean-engine/7AiEl3RVv38/PGnFQzBXAQAJ).
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## Development
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Binary file
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</dict>
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<key>ActionBundlePath</key>
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<string>/System/Library/Automator/Run Shell Script.action</string>
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<key>ActionName</key>
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<string>Run Shell Script</string>
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<key>ActionParameters</key>
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<dict>
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<key>COMMAND_STRING</key>
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<string>url = "https://www.quantconnect.com/terminal/#open/#{ARGV[0]}"
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system "open -a Safari '#{url}'"</string>
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<key>CheckedForUserDefaultShell</key>
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<true/>
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<integer>1</integer>
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<string></string>
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</dict>
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<key>BundleIdentifier</key>
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<string>com.apple.RunShellScript</string>
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<key>CFBundleVersion</key>
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<string>2.0.3</string>
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<string>Command</string>
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<string>Unix</string>
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<dict>
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<string>Pause</string>
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<string>com.apple.Automator.Pause</string>
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<string>2.0.2</string>
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<true/>
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<key>CanShowWhenRun</key>
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<false/>
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<key>Category</key>
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<array>
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<string>AMCategoryUtilities</string>
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</array>
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<key>Class Name</key>
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<string>PauseAction</string>
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<key>InputUUID</key>
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<string>13F8393F-3AE0-485C-BC50-9947DD89D9A6</string>
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<key>Keywords</key>
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<array>
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<string>Time</string>
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<string>Wait</string>
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</array>
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<key>OutputUUID</key>
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<string>6B821AB3-A83C-4993-AA7A-458495D3BD1C</string>
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<key>UUID</key>
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<string>37995717-CB54-44AC-BBC1-688255F6E471</string>
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<key>UnlocalizedApplications</key>
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<array>
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<string>Automator</string>
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</array>
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<key>arguments</key>
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<dict>
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<dict>
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<key>default value</key>
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+
<integer>0</integer>
|
|
261
|
+
<key>name</key>
|
|
262
|
+
<string>pauseUnit</string>
|
|
263
|
+
<key>required</key>
|
|
264
|
+
<string>0</string>
|
|
265
|
+
<key>type</key>
|
|
266
|
+
<string>0</string>
|
|
267
|
+
<key>uuid</key>
|
|
268
|
+
<string>0</string>
|
|
269
|
+
</dict>
|
|
270
|
+
<key>1</key>
|
|
271
|
+
<dict>
|
|
272
|
+
<key>default value</key>
|
|
273
|
+
<integer>0</integer>
|
|
274
|
+
<key>name</key>
|
|
275
|
+
<string>pauseDuration</string>
|
|
276
|
+
<key>required</key>
|
|
277
|
+
<string>0</string>
|
|
278
|
+
<key>type</key>
|
|
279
|
+
<string>0</string>
|
|
280
|
+
<key>uuid</key>
|
|
281
|
+
<string>1</string>
|
|
282
|
+
</dict>
|
|
283
|
+
</dict>
|
|
284
|
+
<key>isViewVisible</key>
|
|
285
|
+
<true/>
|
|
286
|
+
<key>location</key>
|
|
287
|
+
<string>1089.000000:290.000000</string>
|
|
288
|
+
<key>nibPath</key>
|
|
289
|
+
<string>/System/Library/Automator/Pause.action/Contents/Resources/Base.lproj/main.nib</string>
|
|
290
|
+
</dict>
|
|
291
|
+
<key>isViewVisible</key>
|
|
292
|
+
<true/>
|
|
293
|
+
</dict>
|
|
294
|
+
<dict>
|
|
295
|
+
<key>action</key>
|
|
296
|
+
<dict>
|
|
297
|
+
<key>AMAccepts</key>
|
|
298
|
+
<dict>
|
|
299
|
+
<key>Container</key>
|
|
300
|
+
<string>List</string>
|
|
301
|
+
<key>Optional</key>
|
|
302
|
+
<true/>
|
|
303
|
+
<key>Types</key>
|
|
304
|
+
<array>
|
|
305
|
+
<string>com.apple.applescript.object</string>
|
|
306
|
+
</array>
|
|
307
|
+
</dict>
|
|
308
|
+
<key>AMActionVersion</key>
|
|
309
|
+
<string>1.0.2</string>
|
|
310
|
+
<key>AMApplication</key>
|
|
311
|
+
<array>
|
|
312
|
+
<string>Automator</string>
|
|
313
|
+
</array>
|
|
314
|
+
<key>AMParameterProperties</key>
|
|
315
|
+
<dict>
|
|
316
|
+
<key>source</key>
|
|
317
|
+
<dict/>
|
|
318
|
+
</dict>
|
|
319
|
+
<key>AMProvides</key>
|
|
320
|
+
<dict>
|
|
321
|
+
<key>Container</key>
|
|
322
|
+
<string>List</string>
|
|
323
|
+
<key>Types</key>
|
|
324
|
+
<array>
|
|
325
|
+
<string>com.apple.applescript.object</string>
|
|
326
|
+
</array>
|
|
327
|
+
</dict>
|
|
328
|
+
<key>ActionBundlePath</key>
|
|
329
|
+
<string>/System/Library/Automator/Run AppleScript.action</string>
|
|
330
|
+
<key>ActionName</key>
|
|
331
|
+
<string>Run AppleScript</string>
|
|
332
|
+
<key>ActionParameters</key>
|
|
333
|
+
<dict>
|
|
334
|
+
<key>source</key>
|
|
335
|
+
<string>tell application "Safari"
|
|
336
|
+
do JavaScript "$('.algorithm-menu-row:first').click()" in document 1
|
|
337
|
+
end tell</string>
|
|
338
|
+
</dict>
|
|
339
|
+
<key>BundleIdentifier</key>
|
|
340
|
+
<string>com.apple.Automator.RunScript</string>
|
|
341
|
+
<key>CFBundleVersion</key>
|
|
342
|
+
<string>1.0.2</string>
|
|
343
|
+
<key>CanShowSelectedItemsWhenRun</key>
|
|
344
|
+
<false/>
|
|
345
|
+
<key>CanShowWhenRun</key>
|
|
346
|
+
<true/>
|
|
347
|
+
<key>Category</key>
|
|
348
|
+
<array>
|
|
349
|
+
<string>AMCategoryUtilities</string>
|
|
350
|
+
</array>
|
|
351
|
+
<key>Class Name</key>
|
|
352
|
+
<string>RunScriptAction</string>
|
|
353
|
+
<key>InputUUID</key>
|
|
354
|
+
<string>4052A4D4-F223-4FB2-96DE-291ADC6AB13F</string>
|
|
355
|
+
<key>Keywords</key>
|
|
356
|
+
<array>
|
|
357
|
+
<string>Run</string>
|
|
358
|
+
</array>
|
|
359
|
+
<key>OutputUUID</key>
|
|
360
|
+
<string>38B7583B-A6D8-4665-84A6-776F0AB2202A</string>
|
|
361
|
+
<key>UUID</key>
|
|
362
|
+
<string>AE4AD43D-277C-4949-88AC-D594E6A469C1</string>
|
|
363
|
+
<key>UnlocalizedApplications</key>
|
|
364
|
+
<array>
|
|
365
|
+
<string>Automator</string>
|
|
366
|
+
</array>
|
|
367
|
+
<key>arguments</key>
|
|
368
|
+
<dict>
|
|
369
|
+
<key>0</key>
|
|
370
|
+
<dict>
|
|
371
|
+
<key>default value</key>
|
|
372
|
+
<string>on run {input, parameters}
|
|
373
|
+
|
|
374
|
+
(* Your script goes here *)
|
|
375
|
+
|
|
376
|
+
return input
|
|
377
|
+
end run</string>
|
|
378
|
+
<key>name</key>
|
|
379
|
+
<string>source</string>
|
|
380
|
+
<key>required</key>
|
|
381
|
+
<string>0</string>
|
|
382
|
+
<key>type</key>
|
|
383
|
+
<string>0</string>
|
|
384
|
+
<key>uuid</key>
|
|
385
|
+
<string>0</string>
|
|
386
|
+
</dict>
|
|
387
|
+
</dict>
|
|
388
|
+
<key>isViewVisible</key>
|
|
389
|
+
<true/>
|
|
390
|
+
<key>location</key>
|
|
391
|
+
<string>1089.000000:536.000000</string>
|
|
392
|
+
<key>nibPath</key>
|
|
393
|
+
<string>/System/Library/Automator/Run AppleScript.action/Contents/Resources/Base.lproj/main.nib</string>
|
|
394
|
+
</dict>
|
|
395
|
+
<key>isViewVisible</key>
|
|
396
|
+
<true/>
|
|
397
|
+
</dict>
|
|
398
|
+
</array>
|
|
399
|
+
<key>connectors</key>
|
|
400
|
+
<dict>
|
|
401
|
+
<key>9CB01A8F-420B-4B46-BE6C-FC0DFBBC4554</key>
|
|
402
|
+
<dict>
|
|
403
|
+
<key>from</key>
|
|
404
|
+
<string>8EFDAC89-B363-45F0-9074-E09474C526E7 - 8EFDAC89-B363-45F0-9074-E09474C526E7</string>
|
|
405
|
+
<key>to</key>
|
|
406
|
+
<string>37995717-CB54-44AC-BBC1-688255F6E471 - 37995717-CB54-44AC-BBC1-688255F6E471</string>
|
|
407
|
+
</dict>
|
|
408
|
+
<key>CF91E606-48EE-4B06-9063-07F6EF82AEE4</key>
|
|
409
|
+
<dict>
|
|
410
|
+
<key>from</key>
|
|
411
|
+
<string>37995717-CB54-44AC-BBC1-688255F6E471 - 37995717-CB54-44AC-BBC1-688255F6E471</string>
|
|
412
|
+
<key>to</key>
|
|
413
|
+
<string>AE4AD43D-277C-4949-88AC-D594E6A469C1 - AE4AD43D-277C-4949-88AC-D594E6A469C1</string>
|
|
414
|
+
</dict>
|
|
415
|
+
</dict>
|
|
416
|
+
<key>variables</key>
|
|
417
|
+
<array>
|
|
418
|
+
<dict>
|
|
419
|
+
<key>UUID</key>
|
|
420
|
+
<string>444BF03B-11E2-45A9-BB12-8F841BFAB582</string>
|
|
421
|
+
<key>identifier</key>
|
|
422
|
+
<string>com.apple.Automator.Variable.Text</string>
|
|
423
|
+
<key>name</key>
|
|
424
|
+
<string>Text</string>
|
|
425
|
+
<key>value</key>
|
|
426
|
+
<string>Text</string>
|
|
427
|
+
</dict>
|
|
428
|
+
</array>
|
|
429
|
+
<key>workflowMetaData</key>
|
|
430
|
+
<dict>
|
|
431
|
+
<key>workflowTypeIdentifier</key>
|
|
432
|
+
<string>com.apple.Automator.workflow</string>
|
|
433
|
+
</dict>
|
|
434
|
+
</dict>
|
|
435
|
+
</plist>
|
data/lib/qc/command_runner.rb
CHANGED
|
@@ -2,16 +2,17 @@ module Qc
|
|
|
2
2
|
class CommandRunner
|
|
3
3
|
DEFAULT_FILE_EXTENSIONS = 'cs,py'
|
|
4
4
|
|
|
5
|
-
SUPPORTED_COMMANDS =%i(login logout init push compile backtest)
|
|
5
|
+
SUPPORTED_COMMANDS =%i(login logout init push compile backtest open)
|
|
6
6
|
COMPILE_POLLING_DELAY_IN_SECONDS = 2
|
|
7
7
|
BACKTEST_DELAY_IN_SECONDS = 3
|
|
8
8
|
|
|
9
|
-
attr_reader :quant_connect_proxy
|
|
9
|
+
attr_reader :quant_connect_proxy, :options
|
|
10
10
|
attr_accessor :project_settings
|
|
11
11
|
|
|
12
|
-
def initialize(quant_connect_proxy)
|
|
12
|
+
def initialize(quant_connect_proxy, options = OpenStruct.new)
|
|
13
13
|
@quant_connect_proxy = quant_connect_proxy
|
|
14
14
|
@project_settings = read_project_settings
|
|
15
|
+
@options = options
|
|
15
16
|
end
|
|
16
17
|
|
|
17
18
|
def run(command)
|
|
@@ -102,7 +103,7 @@ module Qc
|
|
|
102
103
|
end
|
|
103
104
|
|
|
104
105
|
def run_push
|
|
105
|
-
show_title
|
|
106
|
+
show_title 'Push files'
|
|
106
107
|
|
|
107
108
|
return false unless validate_initialized_project!
|
|
108
109
|
|
|
@@ -112,7 +113,7 @@ module Qc
|
|
|
112
113
|
end
|
|
113
114
|
|
|
114
115
|
def run_compile
|
|
115
|
-
show_title
|
|
116
|
+
show_title 'Compile'
|
|
116
117
|
return false unless validate_initialized_project!
|
|
117
118
|
|
|
118
119
|
compile = quant_connect_proxy.create_compile project_settings.project_id
|
|
@@ -134,7 +135,7 @@ module Qc
|
|
|
134
135
|
end
|
|
135
136
|
|
|
136
137
|
def run_backtest
|
|
137
|
-
show_title
|
|
138
|
+
show_title 'Run backtest'
|
|
138
139
|
return false unless validate_initialized_project!
|
|
139
140
|
|
|
140
141
|
unless project_settings.last_compile_id
|
|
@@ -145,6 +146,21 @@ module Qc
|
|
|
145
146
|
do_run_backtest
|
|
146
147
|
end
|
|
147
148
|
|
|
149
|
+
def run_open
|
|
150
|
+
show_title 'Open backtest results'
|
|
151
|
+
return open_results_in_quant_connect
|
|
152
|
+
end
|
|
153
|
+
|
|
154
|
+
def open_results_in_quant_connect
|
|
155
|
+
return false unless validate_initialized_project!
|
|
156
|
+
return false unless validate_on_mac!
|
|
157
|
+
|
|
158
|
+
open_workflow_file = ::File.expand_path ::File.join(__dir__, '..', '..', 'automator', 'open-qc-results.workflow')
|
|
159
|
+
open_command = "automator -i #{project_settings.project_id} #{open_workflow_file}"
|
|
160
|
+
puts "Opening backtest results for project #{project_settings.project_id}"
|
|
161
|
+
system open_command
|
|
162
|
+
end
|
|
163
|
+
|
|
148
164
|
def do_run_default
|
|
149
165
|
return false unless validate_initialized_project!
|
|
150
166
|
|
|
@@ -165,6 +181,7 @@ module Qc
|
|
|
165
181
|
def do_run_backtest
|
|
166
182
|
backtest = quant_connect_proxy.create_backtest project_settings.project_id, project_settings.last_compile_id, "backtest-#{project_settings.last_compile_id}"
|
|
167
183
|
puts "Backtest for compile #{project_settings.last_compile_id} sent to the queue with id #{backtest.id}"
|
|
184
|
+
open_results_in_quant_connect if options.open_results
|
|
168
185
|
|
|
169
186
|
begin
|
|
170
187
|
if backtest.started?
|
|
@@ -259,6 +276,16 @@ module Qc
|
|
|
259
276
|
initialized_project?
|
|
260
277
|
end
|
|
261
278
|
|
|
279
|
+
def validate_on_mac!
|
|
280
|
+
puts "This command is only supported in macos" unless macos?
|
|
281
|
+
macos?
|
|
282
|
+
end
|
|
283
|
+
|
|
284
|
+
def macos?
|
|
285
|
+
host_os = RbConfig::CONFIG['host_os']
|
|
286
|
+
host_os =~ /darwin|mac os/
|
|
287
|
+
end
|
|
288
|
+
|
|
262
289
|
def initialized_project?
|
|
263
290
|
project_settings.project_id
|
|
264
291
|
end
|
data/lib/qc/console.rb
CHANGED
|
@@ -4,10 +4,10 @@ module Qc
|
|
|
4
4
|
end
|
|
5
5
|
|
|
6
6
|
def run(argv)
|
|
7
|
-
|
|
7
|
+
parsed_options = parse_options(argv)
|
|
8
8
|
|
|
9
9
|
command = argv[0]
|
|
10
|
-
client = Qc::CommandRunner.new(quant_connect_proxy)
|
|
10
|
+
client = Qc::CommandRunner.new(quant_connect_proxy, parsed_options)
|
|
11
11
|
success = begin
|
|
12
12
|
if command
|
|
13
13
|
client.run(command.to_sym)
|
|
@@ -29,31 +29,35 @@ module Qc
|
|
|
29
29
|
end
|
|
30
30
|
|
|
31
31
|
def parse_options(args)
|
|
32
|
-
|
|
32
|
+
parsed_options = OpenStruct.new
|
|
33
33
|
|
|
34
|
-
opt_parser = OptionParser.new do |
|
|
35
|
-
|
|
34
|
+
opt_parser = OptionParser.new do |options|
|
|
35
|
+
options.banner = "Usage: qc [command] [options]"
|
|
36
36
|
|
|
37
|
-
|
|
38
|
-
|
|
39
|
-
|
|
37
|
+
options.separator ""
|
|
38
|
+
options.separator "Supported commands: #{Qc::CommandRunner::SUPPORTED_COMMANDS.join(', ')}"
|
|
39
|
+
options.separator "When no command provided it will execute: 'push compile backtest' in sequence"
|
|
40
40
|
|
|
41
|
-
|
|
42
|
-
|
|
41
|
+
options.separator ""
|
|
42
|
+
options.separator "Common options:"
|
|
43
43
|
|
|
44
|
-
|
|
45
|
-
|
|
44
|
+
options.on("-o", "--open", "Open backtest results in QuantConnect. Only for `qc` or `qc backtest` commands.") do
|
|
45
|
+
parsed_options.open_results = true
|
|
46
|
+
end
|
|
47
|
+
|
|
48
|
+
options.on("-h", "--help", "Show this message") do
|
|
49
|
+
puts options
|
|
46
50
|
exit 0
|
|
47
51
|
end
|
|
48
52
|
|
|
49
|
-
|
|
53
|
+
options.on("--version", "Show version") do
|
|
50
54
|
puts Qc::VERSION
|
|
51
55
|
exit 0
|
|
52
56
|
end
|
|
53
57
|
end
|
|
54
58
|
|
|
55
59
|
opt_parser.parse!(args)
|
|
56
|
-
|
|
60
|
+
parsed_options
|
|
57
61
|
end
|
|
58
62
|
end
|
|
59
63
|
end
|
|
@@ -74,13 +74,14 @@ module Qc
|
|
|
74
74
|
def read_backtest(project_id, backtest_id)
|
|
75
75
|
response = perform_request :get, '/backtests/read', params: {projectId: project_id, compileId: backtest_id}
|
|
76
76
|
validate_response! response
|
|
77
|
-
|
|
77
|
+
found_backtest_json = response.backtests.find{|backtest_json| backtest_json['backtestId'] == backtest_id}
|
|
78
|
+
create_backtest_from_json_response(OpenStruct.new({success: response.success}.merge(found_backtest_json)))
|
|
78
79
|
end
|
|
79
80
|
|
|
80
81
|
private
|
|
81
82
|
|
|
82
83
|
def create_backtest_from_json_response(response)
|
|
83
|
-
Qc::Backtest.new(response.backtestId, response.name, response.completed, response.
|
|
84
|
+
Qc::Backtest.new(response.backtestId, response.name, response.completed, response.progress.to_f, response.result, response.success)
|
|
84
85
|
end
|
|
85
86
|
|
|
86
87
|
def create_compile_from_json_response(response)
|
data/lib/qc/version.rb
CHANGED
metadata
CHANGED
|
@@ -1,14 +1,14 @@
|
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
|
2
2
|
name: qc
|
|
3
3
|
version: !ruby/object:Gem::Version
|
|
4
|
-
version: 0.
|
|
4
|
+
version: 0.6.0
|
|
5
5
|
platform: ruby
|
|
6
6
|
authors:
|
|
7
7
|
- Jorge Manrubia
|
|
8
8
|
autorequire:
|
|
9
9
|
bindir: bin
|
|
10
10
|
cert_chain: []
|
|
11
|
-
date: 2017-11-
|
|
11
|
+
date: 2017-11-15 00:00:00.000000000 Z
|
|
12
12
|
dependencies:
|
|
13
13
|
- !ruby/object:Gem::Dependency
|
|
14
14
|
name: rest-client
|
|
@@ -124,6 +124,9 @@ files:
|
|
|
124
124
|
- LICENSE.txt
|
|
125
125
|
- README.md
|
|
126
126
|
- Rakefile
|
|
127
|
+
- automator/open-qc-results.workflow/Contents/Info.plist
|
|
128
|
+
- automator/open-qc-results.workflow/Contents/QuickLook/Preview.png
|
|
129
|
+
- automator/open-qc-results.workflow/Contents/document.wflow
|
|
127
130
|
- bin/console
|
|
128
131
|
- bin/qc
|
|
129
132
|
- bin/setup
|