/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using System.Collections.Generic; using McMaster.Extensions.CommandLineUtils; namespace QuantConnect.Configuration { /// /// Command Line arguments parser for Lean configuration /// public static class LeanArgumentParser { private const string ApplicationName = "Lean Platform"; private const string ApplicationDescription = "Lean Engine is an open-source algorithmic trading engine built for easy strategy research, backtesting and live trading. We integrate with common data providers and brokerages so you can quickly deploy algorithmic trading strategies."; private const string ApplicationHelpText = "If you are looking for help, please go to https://www.quantconnect.com/lean/docs"; private static readonly List Options = new List { // the location of the configuration to use new CommandLineOption("config", CommandOptionType.SingleValue), // true will close lean console automatically without waiting for input new CommandLineOption("close-automatically", CommandOptionType.SingleValue), // the result destination folder this algorithm should use for logging and result.json new CommandLineOption("results-destination-folder", CommandOptionType.SingleValue), // the algorithm name new CommandLineOption("backtest-name", CommandOptionType.SingleValue), // the unique algorithm id new CommandLineOption("algorithm-id", CommandOptionType.SingleValue), // the unique optimization id new CommandLineOption("optimization-id", CommandOptionType.SingleValue), // Options grabbed from json file new CommandLineOption("environment", CommandOptionType.SingleValue), // algorithm class selector new CommandLineOption("algorithm-type-name", CommandOptionType.SingleValue), // Algorithm language selector - options CSharp, Python new CommandLineOption("algorithm-language", CommandOptionType.SingleValue), //Physical DLL location new CommandLineOption("algorithm-location", CommandOptionType.SingleValue), //Research notebook new CommandLineOption("composer-dll-directory", CommandOptionType.SingleValue), // engine new CommandLineOption("data-folder", CommandOptionType.SingleValue), // handlers new CommandLineOption("log-handler", CommandOptionType.SingleValue), new CommandLineOption("messaging-handler", CommandOptionType.SingleValue), new CommandLineOption("job-queue-handler", CommandOptionType.SingleValue), new CommandLineOption("api-handler", CommandOptionType.SingleValue), new CommandLineOption("map-file-provider", CommandOptionType.SingleValue), new CommandLineOption("factor-file-provider", CommandOptionType.SingleValue), new CommandLineOption("data-provider", CommandOptionType.SingleValue), new CommandLineOption("alpha-handler", CommandOptionType.SingleValue), new CommandLineOption("history-provider", CommandOptionType.SingleValue), // limits on number of symbols to allow new CommandLineOption("symbol-minute-limit", CommandOptionType.SingleValue), new CommandLineOption("symbol-second-limit", CommandOptionType.SingleValue), new CommandLineOption("symbol-tick-limit", CommandOptionType.SingleValue), // if one uses true in following token, market hours will remain open all hours and all days. // if one uses false will make lean operate only during regular market hours. new CommandLineOption("force-exchange-always-open", CommandOptionType.NoValue), // save list of transactions to the specified csv file new CommandLineOption("transaction-log", CommandOptionType.SingleValue), // To get your api access token go to quantconnect.com/account new CommandLineOption("job-user-id", CommandOptionType.SingleValue), new CommandLineOption("api-access-token", CommandOptionType.SingleValue), new CommandLineOption("job-organization-id", CommandOptionType.SingleValue), // live data configuration new CommandLineOption("live-data-url", CommandOptionType.SingleValue), new CommandLineOption("live-data-port", CommandOptionType.SingleValue), // interactive brokers configuration new CommandLineOption("ib-account", CommandOptionType.SingleValue), new CommandLineOption("ib-user-name", CommandOptionType.SingleValue), new CommandLineOption("ib-password", CommandOptionType.SingleValue), new CommandLineOption("ib-host", CommandOptionType.SingleValue), new CommandLineOption("ib-port", CommandOptionType.SingleValue), new CommandLineOption("ib-agent-description", CommandOptionType.SingleValue), new CommandLineOption("ib-tws-dir", CommandOptionType.SingleValue), new CommandLineOption("ib-trading-mode", CommandOptionType.SingleValue), // tradier configuration new CommandLineOption("tradier-account-id", CommandOptionType.SingleValue), new CommandLineOption("tradier-access-token", CommandOptionType.SingleValue), new CommandLineOption("tradier-refresh-token", CommandOptionType.SingleValue), new CommandLineOption("tradier-issued-at", CommandOptionType.SingleValue), new CommandLineOption("tradier-lifespan", CommandOptionType.SingleValue), new CommandLineOption("tradier-refresh-session", CommandOptionType.NoValue), // oanda configuration new CommandLineOption("oanda-environment", CommandOptionType.SingleValue), new CommandLineOption("oanda-access-token", CommandOptionType.SingleValue), new CommandLineOption("oanda-account-id", CommandOptionType.SingleValue), // fxcm configuration new CommandLineOption("fxcm-server", CommandOptionType.SingleValue), new CommandLineOption("fxcm-terminal", CommandOptionType.SingleValue), //Real or Demo new CommandLineOption("fxcm-user-name", CommandOptionType.SingleValue), new CommandLineOption("fxcm-password", CommandOptionType.SingleValue), new CommandLineOption("fxcm-account-id", CommandOptionType.SingleValue), // coinbase configuration new CommandLineOption("coinbase-rest-api", CommandOptionType.SingleValue), new CommandLineOption("coinbase-url", CommandOptionType.SingleValue), new CommandLineOption("coinbase-api-key", CommandOptionType.SingleValue), new CommandLineOption("coinbase-api-secret", CommandOptionType.SingleValue), // Required to access data from Quandl // To get your access token go to https://www.quandl.com/account/api new CommandLineOption("quandl-auth-token", CommandOptionType.SingleValue), // parameters to set in the algorithm (the below are just samples) new CommandLineOption("parameters", CommandOptionType.MultipleValue), new CommandLineOption("environments", CommandOptionType.MultipleValue) }; /// /// Argument parser contructor /// public static Dictionary ParseArguments(string[] args) { return ApplicationParser.Parse(ApplicationName, ApplicationDescription, ApplicationHelpText, args, Options); } } }