qc 0.6.4 → 0.6.5
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- checksums.yaml +4 -4
- data/Changelog.md +15 -0
- data/Gemfile.lock +3 -3
- data/lib/qc.rb +1 -0
- data/lib/qc/backtest.rb +19 -5
- data/lib/qc/command_runner.rb +21 -17
- data/lib/qc/quant_connect_proxy.rb +2 -3
- data/lib/qc/version.rb +1 -1
- metadata +3 -3
- data/changelog.md +0 -9
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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1
1
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---
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2
2
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SHA1:
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3
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-
metadata.gz:
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4
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-
data.tar.gz:
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3
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+
metadata.gz: 1b3de9ffca9f64dac8e90c931b22dbd2ee65ebbb
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4
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+
data.tar.gz: 32cb8921e13c021e4e080d3713ca0575bea8227e
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5
5
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SHA512:
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6
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-
metadata.gz:
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7
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-
data.tar.gz:
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6
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+
metadata.gz: 742b76cb7db38f4c993375e2a6df7976882fa5843fa88c6a1c042d7005ded194c545775393e109c91e6eb75468114720ebc6cd9408b6ac01e7b473d1ab2d0720
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7
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+
data.tar.gz: fa133d6dddfe1d70fcd697027cc82081857d82b25f255f6ffe2566fbb20b0f828b8992c6125ba9dbb59467d731c1cb8fb374ae65c99214f8f6eb97b4d0f0d9d9
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data/Changelog.md
ADDED
@@ -0,0 +1,15 @@
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1
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+
# Qc Changelog
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2
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+
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3
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+
## 6.0.4
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4
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+
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5
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+
- Removes `awesome-print` dependency #2
|
6
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+
- Adds option to ignore files in `.qc/settings.yml` #4
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7
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+
|
8
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+
## 6.0.5
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9
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+
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10
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+
- Wait for the backtest to finish when running `qc backtest`
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11
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+
- Shows summary of performance statistics after running backtest
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12
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+
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13
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+
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14
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+
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15
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+
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data/Gemfile.lock
CHANGED
@@ -1,7 +1,7 @@
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1
1
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PATH
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2
2
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remote: .
|
3
3
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specs:
|
4
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-
qc (0.6.
|
4
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+
qc (0.6.5)
|
5
5
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rest-client (~> 2.0.2)
|
6
6
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vcr (~> 3.0.3)
|
7
7
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webmock (~> 3.1.0)
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@@ -24,7 +24,7 @@ GEM
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24
24
|
mime-types-data (3.2016.0521)
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25
25
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minitest (5.10.3)
|
26
26
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netrc (0.11.0)
|
27
|
-
public_suffix (3.0.
|
27
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+
public_suffix (3.0.1)
|
28
28
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rake (10.5.0)
|
29
29
|
rest-client (2.0.2)
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30
30
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http-cookie (>= 1.0.2, < 2.0)
|
@@ -35,7 +35,7 @@ GEM
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35
35
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unf_ext
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36
36
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unf_ext (0.0.7.4)
|
37
37
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vcr (3.0.3)
|
38
|
-
webmock (3.1.
|
38
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+
webmock (3.1.1)
|
39
39
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addressable (>= 2.3.6)
|
40
40
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crack (>= 0.3.2)
|
41
41
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hashdiff
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data/lib/qc.rb
CHANGED
data/lib/qc/backtest.rb
CHANGED
@@ -1,18 +1,32 @@
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1
1
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module Qc
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2
2
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class Backtest < Struct.new(:id, :name, :completed, :progress, :result, :success)
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3
3
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alias success? success
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4
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-
alias completed? completed
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5
4
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|
6
5
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def error?
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7
6
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!success?
|
8
7
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end
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9
8
|
|
10
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-
def progress_in_percentage
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11
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-
progress * 100
|
12
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-
end
|
13
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-
|
14
9
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def started?
|
15
10
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progress > 0
|
16
11
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end
|
12
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+
|
13
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+
def completed?
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14
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+
completed && (error? || (success? && result && result['TotalPerformance']))
|
15
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+
end
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16
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+
|
17
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+
def to_s
|
18
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+
description = "Backtest #{id}"
|
19
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+
return "Backtest #{id} (not finished)" unless completed?
|
20
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+
statistics = result['TotalPerformance']['PortfolioStatistics']
|
21
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+
max_length = statistics.collect {|key, value| key.length}.max
|
22
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+
|
23
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+
description << "\n\n"
|
24
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+
statistics.each do |key, value|
|
25
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+
formatted_key = "#{key}: #{' ' * (max_length - key.length)}"
|
26
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+
description << "#{formatted_key}#{value}\n"
|
27
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+
end
|
28
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+
|
29
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+
description
|
30
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+
end
|
17
31
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end
|
18
32
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end
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data/lib/qc/command_runner.rb
CHANGED
@@ -3,9 +3,9 @@ module Qc
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3
3
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DEFAULT_FILE_EXTENSIONS = 'cs,py'
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4
4
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DEFAULT_IGNORED_FILES = ['AssemblyInfo.cs']
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5
5
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|
6
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-
SUPPORTED_COMMANDS
|
6
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+
SUPPORTED_COMMANDS = %i(login logout init push compile backtest open)
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7
7
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COMPILE_POLLING_DELAY_IN_SECONDS = 2
|
8
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-
BACKTEST_DELAY_IN_SECONDS =
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8
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+
BACKTEST_DELAY_IN_SECONDS = 4
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9
9
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|
10
10
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attr_reader :quant_connect_proxy, :options
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11
11
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attr_accessor :project_settings
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@@ -44,15 +44,14 @@ module Qc
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|
44
44
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if ::File.exist?(project_settings_file)
|
45
45
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YAML.load(::File.open(project_settings_file))
|
46
46
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else
|
47
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-
|
47
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+
create_project_settings
|
48
48
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end
|
49
49
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end
|
50
50
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|
51
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-
def
|
51
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+
def create_project_settings
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52
52
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Qc::ProjectSettings.new.tap do |project_settings|
|
53
53
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project_settings.ignored_files = DEFAULT_IGNORED_FILES
|
54
54
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end
|
55
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-
|
56
55
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end
|
57
56
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|
58
57
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def logged_in?
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@@ -190,19 +189,18 @@ module Qc
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|
190
189
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backtest = quant_connect_proxy.create_backtest project_settings.project_id, project_settings.last_compile_id, "backtest-#{project_settings.last_compile_id}"
|
191
190
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puts "Backtest for compile #{project_settings.last_compile_id} sent to the queue with id #{backtest.id}"
|
192
191
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open_results_in_quant_connect if options.open_results
|
193
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-
|
192
|
+
puts "Waiting for backtest to start..."
|
193
|
+
last_completed_percentage = nil
|
194
194
|
begin
|
195
|
-
if backtest.
|
196
|
-
puts "
|
197
|
-
else
|
198
|
-
puts "Waiting for backtest to start..."
|
195
|
+
if last_completed_percentage != backtest.progress
|
196
|
+
puts "Completed: #{backtest.progress}%..."
|
199
197
|
end
|
198
|
+
last_completed_percentage = backtest.progress
|
200
199
|
backtest = quant_connect_proxy.read_backtest project_settings.project_id, backtest.id
|
201
|
-
sleep BACKTEST_DELAY_IN_SECONDS
|
200
|
+
sleep BACKTEST_DELAY_IN_SECONDS unless backtest.completed?
|
202
201
|
end while !backtest.completed?
|
203
202
|
|
204
|
-
|
205
|
-
puts "Backtest failed" if backtest.error?
|
203
|
+
show_backtest_results(backtest)
|
206
204
|
|
207
205
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project_settings.last_backtest_id = backtest.id
|
208
206
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save_project_settings
|
@@ -210,6 +208,12 @@ module Qc
|
|
210
208
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backtest.success?
|
211
209
|
end
|
212
210
|
|
211
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+
def show_backtest_results(backtest)
|
212
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+
puts "Backtest finished" if backtest.success?
|
213
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+
puts "Backtest failed" if backtest.error?
|
214
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+
puts backtest.to_s
|
215
|
+
end
|
216
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+
|
213
217
|
def valid_login?
|
214
218
|
quant_connect_proxy.valid_login?
|
215
219
|
end
|
@@ -232,12 +236,12 @@ module Qc
|
|
232
236
|
projects = quant_connect_proxy.list_projects
|
233
237
|
puts "Select the project you want to associate with this directory"
|
234
238
|
projects.each.with_index do |project, index|
|
235
|
-
puts "[#{index+1}] - #{project.name}"
|
239
|
+
puts "[#{index + 1}] - #{project.name}"
|
236
240
|
end
|
237
241
|
index = ask_for_value "Project number?"
|
238
242
|
index = index.to_i
|
239
|
-
if index >=1 && index < projects.length + 1
|
240
|
-
projects[index-1]
|
243
|
+
if index >= 1 && index < projects.length + 1
|
244
|
+
projects[index - 1]
|
241
245
|
else
|
242
246
|
puts "Invalid value (please type a number between #{1} and #{projects.length})"
|
243
247
|
ask_for_project
|
@@ -276,7 +280,7 @@ module Qc
|
|
276
280
|
end
|
277
281
|
|
278
282
|
def fetch_all_files
|
279
|
-
Dir["**/*.{#{project_settings.file_extensions}}"].reject{|file| ignore_file?(file)
|
283
|
+
Dir["**/*.{#{project_settings.file_extensions}}"].reject {|file| ignore_file?(file)}
|
280
284
|
end
|
281
285
|
|
282
286
|
def ignore_file?(file)
|
@@ -72,10 +72,9 @@ module Qc
|
|
72
72
|
end
|
73
73
|
|
74
74
|
def read_backtest(project_id, backtest_id)
|
75
|
-
response = perform_request :get, '/backtests/read', params: {projectId: project_id,
|
75
|
+
response = perform_request :get, '/backtests/read', params: {projectId: project_id, backtestId: backtest_id}
|
76
76
|
validate_response! response
|
77
|
-
|
78
|
-
create_backtest_from_json_response(OpenStruct.new({success: response.success}.merge(found_backtest_json)))
|
77
|
+
create_backtest_from_json_response(response)
|
79
78
|
end
|
80
79
|
|
81
80
|
private
|
data/lib/qc/version.rb
CHANGED
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
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--- !ruby/object:Gem::Specification
|
2
2
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name: qc
|
3
3
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version: !ruby/object:Gem::Version
|
4
|
-
version: 0.6.
|
4
|
+
version: 0.6.5
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
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- Jorge Manrubia
|
8
8
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autorequire:
|
9
9
|
bindir: bin
|
10
10
|
cert_chain: []
|
11
|
-
date: 2017-12-
|
11
|
+
date: 2017-12-25 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: rest-client
|
@@ -119,6 +119,7 @@ files:
|
|
119
119
|
- ".gitignore"
|
120
120
|
- ".ruby-version"
|
121
121
|
- ".travis.yml"
|
122
|
+
- Changelog.md
|
122
123
|
- Gemfile
|
123
124
|
- Gemfile.lock
|
124
125
|
- LICENSE.txt
|
@@ -130,7 +131,6 @@ files:
|
|
130
131
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- bin/console
|
131
132
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- bin/qc
|
132
133
|
- bin/setup
|
133
|
-
- changelog.md
|
134
134
|
- lib/qc.rb
|
135
135
|
- lib/qc/backtest.rb
|
136
136
|
- lib/qc/cli.rb
|