qc 0.6.5 → 0.6.6

checksums.yaml

@@ -1,7 +1,7 @@
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data/Changelog.md

@@ -10,6 +10,13 @@
 - Wait for the backtest to finish when running `qc backtest`
 - Shows summary of performance statistics after running backtest
 
+## 6.0.6
+
+- Better labeling for backtests. Intead of using the long id, it will use `<project folder name>-<counter>` now.
+- Add support for importing trades into Tradervue
+
+
+
 
 
 

data/Gemfile.lock

@@ -1,7 +1,8 @@
 PATH
   remote: .
   specs:
-    qc (0.6.5)
+    qc (0.6.6)
+      httparty (~> 0.15.6)
       rest-client (~> 2.0.2)
       vcr (~> 3.0.3)
       webmock (~> 3.1.0)
@@ -19,10 +20,13 @@ GEM
     hashdiff (0.3.7)
     http-cookie (1.0.3)
       domain_name (~> 0.5)
+    httparty (0.15.6)
+      multi_xml (>= 0.5.2)
     mime-types (3.1)
       mime-types-data (~> 3.2015)
     mime-types-data (3.2016.0521)
     minitest (5.10.3)
+    multi_xml (0.6.0)
     netrc (0.11.0)
     public_suffix (3.0.1)
     rake (10.5.0)

data/README.md

@@ -2,7 +2,7 @@
 
 [![Build Status](https://travis-ci.org/jorgemanrubia/qc.svg?branch=master)](https://travis-ci.org/jorgemanrubia/qc)
 
-Qc is a commandline tool that lets you sync and run your [QuantConnect](https://www.quantconnect.com) backtests.
+Qc is a command line tool that lets you sync and run your [QuantConnect](https://www.quantconnect.com) backtests.
 
 ## Installation
 
@@ -33,7 +33,7 @@ qc --open # To open the results in QuantConnect while running the backtest
 
 This is equivalent to executing `qc push`, `qc compile` and `qc backtest` in sequence.
 
-### Single commands 
+### Single commands
 
 ```shell
 qc [command]
@@ -43,7 +43,7 @@ The supported commands are:
 
 | Command| Description|
 | -- | -- |
-| `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. |  
+| `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. |
 | `qc logout`| Logout from QuantConnect clearing the credentials stored locally.  |
 | `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. |
 | `qc push` | Send your local files to QuantConnect. It will only send the files that changed since the last time you run the command |
@@ -60,7 +60,26 @@ qc --open
 qc backtest --open
 ```
 
-**This option only works in 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). 
+**This option only works in 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).
+
+### Support for importing trades into Tradervue (experimental)
+
+[Tradervue](https://www.tradervue.com) is a powerful trading journal system. It can be very helpful for analyzing your backtests. In addition to a ton of analytics and reporting features, it lets you see your trade executions in charts.
+
+Qc lets you import each backtest results into tradervue. In tradervue, it will tag the executions with the backtest name.
+
+To enable tradervue imports you must:
+
+- Use the `--tradervue` flag when running your backtest
+- Set `TRADERVUE_LOGIN` and `TRADERVUE_PASSWORD` as environment variables
+
+For example:
+
+```shell
+TRADERVUE_LOGIN=<your tradervue login> TRADERVUE_PASSWORD=<your tradervue password> qc --tradervue
+```
+
+After running the backtest, it will open the results in tradervue automatically (only MacOS).
 
 ## Development
 

data/lib/qc.rb

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

data/lib/qc/cli.rb

@@ -45,6 +45,10 @@ module Qc
           parsed_options.open_results = true
         end
 
+        options.on("-t", "--tradervue", "Import the results into Tradervue. You must set env vars TRADERVUE_LOGIN and TRADERVUE_PASSWORD") do
+          parsed_options.import_into_tradervue = true
+        end
+
         options.on("-h", "--help", "Show this message") do
           puts options
           exit 0

data/lib/qc/command_runner.rb

@@ -50,6 +50,7 @@ module Qc
 
     def create_project_settings
       Qc::ProjectSettings.new.tap do |project_settings|
+        project_settings.execution_count = 1
         project_settings.ignored_files = DEFAULT_IGNORED_FILES
       end
     end
@@ -186,9 +187,11 @@ module Qc
     end
 
     def do_run_backtest
-      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}"
+      backtest = quant_connect_proxy.create_backtest project_settings.project_id, project_settings.last_compile_id, current_backtest_label
+      puts "Backtest '#{current_backtest_label}' 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
@@ -200,12 +203,30 @@ module Qc
         sleep BACKTEST_DELAY_IN_SECONDS unless backtest.completed?
       end while !backtest.completed?
 
-      show_backtest_results(backtest)
+      show_backtest_results backtest
+      update_project_settings_after_running_backtest(backtest)
+      import_backtest_results_into_tradervue(backtest) if options.import_into_tradervue
 
+      backtest.success?
+    end
+
+    def update_project_settings_after_running_backtest(backtest)
       project_settings.last_backtest_id = backtest.id
+      increase_execution_count
       save_project_settings
+    end
 
-      backtest.success?
+    def increase_execution_count
+      project_settings.execution_count ||= 0
+      project_settings.execution_count += 1
+    end
+
+    def current_backtest_label
+      @current_backtest_label ||= "#{project_name}-#{project_settings.execution_count}"
+    end
+
+    def project_name
+      @project_name ||= ::File.basename(::File.expand_path(::File.join(Util.project_dir, '..')))
     end
 
     def show_backtest_results(backtest)
@@ -316,5 +337,49 @@ module Qc
     def initialized_project?
       project_settings.project_id
     end
+
+    def import_backtest_results_into_tradervue(backtest)
+      show_title 'Importing results into Tradervue'
+
+      raise "You need to set TRADERVUE_LOGIN and TRADERVUE_PASSWORD" unless tradervue_login && tradervue_password
+      orders = backtest.result['Orders'].values
+      orders_as_tradervue_executions = orders.collect do |order|
+        {
+            "datetime" => order['Time'],
+            "symbol" => order['Symbol']['Value'],
+            "quantity" => order['Quantity'],
+            "price" => order['Price'],
+            "option" => '',
+            "commission" => '',
+            "transfee" => 0,
+            "ecnfee" => 0
+        }
+      end
+
+      result = tradervue_importer.import_data(orders_as_tradervue_executions, account_tag: current_backtest_label)
+      puts result
+      puts "#{orders_as_tradervue_executions.length} orders imported successfully"
+      open_results_in_tradervue(backtest)
+    end
+
+    def open_results_in_tradervue(backtest)
+      return false unless validate_on_mac!
+
+      url = "https://www.tradervue.com/trades?tag=#{current_backtest_label}"
+      puts "Opening results in tradervue: #{url}"
+      system "open #{url}"
+    end
+
+    def tradervue_importer
+      @tradervue_importer ||= TradervueImporter.new(tradervue_login, tradervue_password)
+    end
+
+    def tradervue_password
+      ENV['TRADERVUE_PASSWORD']
+    end
+
+    def tradervue_login
+      ENV['TRADERVUE_LOGIN']
+    end
   end
 end

data/lib/qc/project_settings.rb

@@ -1,5 +1,5 @@
 module Qc
-  class ProjectSettings< Struct.new(:project_id, :file_extensions, :last_sync_at, :last_compile_id, :last_backtest_id, :ignored_files)
+  class ProjectSettings< Struct.new(:project_id, :file_extensions, :last_sync_at, :last_compile_id, :last_backtest_id, :ignored_files, :name, :execution_count)
 
   end
 end

data/lib/qc/tradervue_importer.rb

@@ -0,0 +1,53 @@
+# Extracted from https://github.com/tradervue/ruby-sample
+class TradervueImporter
+  include HTTParty
+
+  base_uri("https://www.tradervue.com/api/v1")
+
+  def initialize(username, password)
+    @auth = { :username => username, :password => password }
+    @user_agent = "Qc - QuantConnect command line tool (https://github.com/jorgemanrubia/qc)"
+  end
+
+  def status
+    opts = {}
+    opts[:headers] = { "User-Agent" => @user_agent }
+    opts[:basic_auth] = @auth
+    resp = self.class.get("/imports", opts)
+    puts resp
+    if resp.code == 401
+      return "access denied"
+    end
+
+    # status details about the last import in resp["info"]
+
+    resp["status"]
+  end
+
+  def import_data(execs, tags: [], account_tag: nil)
+    req = {
+        :allow_duplicates => false,
+        :overlay_commissions => false,
+        :account_tag => account_tag,
+        :tags => tags,
+        :executions => execs
+    }
+
+    opts = {}
+    opts[:headers] = { "User-Agent" => @user_agent }
+    opts[:basic_auth] = @auth
+    opts[:body] = req
+    resp = self.class.post("/imports", opts)
+
+    if resp.code == 401
+      return "access denied"
+    end
+
+    if resp.code == 200
+      resp["status"]
+    else
+      resp["error"]
+    end
+  end
+
+end

data/lib/qc/version.rb

@@ -1,3 +1,3 @@
 module Qc
-  VERSION = "0.6.5"
+  VERSION = "0.6.6"
 end

data/qc.gemspec

@@ -23,6 +23,7 @@ Gem::Specification.new do |spec|
   spec.add_runtime_dependency "rest-client", "~> 2.0.2"
   spec.add_runtime_dependency "vcr", "~> 3.0.3"
   spec.add_runtime_dependency "webmock", "~> 3.1.0"
+  spec.add_runtime_dependency "httparty", "~> 0.15.6"
   spec.add_development_dependency "awesome_print"
   spec.add_development_dependency "bundler", "~> 1.15"
   spec.add_development_dependency "rake", "~> 10.0"

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: qc
 version: !ruby/object:Gem::Version
-  version: 0.6.5
+  version: 0.6.6
 platform: ruby
 authors:
 - Jorge Manrubia
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2017-12-25 00:00:00.000000000 Z
+date: 2017-12-26 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rest-client
@@ -52,6 +52,20 @@ dependencies:
     - - "~>"
       - !ruby/object:Gem::Version
         version: 3.1.0
+- !ruby/object:Gem::Dependency
+  name: httparty
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 0.15.6
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 0.15.6
 - !ruby/object:Gem::Dependency
   name: awesome_print
   requirement: !ruby/object:Gem::Requirement
@@ -141,6 +155,7 @@ files:
 - lib/qc/project.rb
 - lib/qc/project_settings.rb
 - lib/qc/quant_connect_proxy.rb
+- lib/qc/tradervue_importer.rb
 - lib/qc/util.rb
 - lib/qc/version.rb
 - qc.gemspec