/*
* 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;
using System.IO;
using System.Linq;
using NUnit.Framework;
using QuantConnect.Api;
using System.Threading;
using QuantConnect.Orders;
using QuantConnect.Brokerages;
using QuantConnect.Configuration;
using System.Collections.Generic;
using Python.Runtime;
using QuantConnect.Interfaces;
namespace QuantConnect.Tests.API
{
///
/// API Live endpoint tests
///
[TestFixture, Explicit("Requires configured api access, a live node to run on, and brokerage configurations.")]
public class LiveTradingTests : ApiTestBase
{
private const bool StopLiveAlgos = true;
private readonly Dictionary _defaultSettings = new()
{
{ "id", "QuantConnectBrokerage" },
{ "environment", "paper" },
{ "user", "" },
{ "password", "" },
{ "account", "" }
};
private readonly ProjectFile _defaultFile = new ProjectFile
{
Name = "Main.cs",
Code = File.ReadAllText("../../../Algorithm.CSharp/BasicTemplateAlgorithm.cs")
};
///
/// Live paper trading via Interactive Brokers
///
[Test]
public void LiveIBTest()
{
var user = Config.Get("ib-user-name");
var password = Config.Get("ib-password");
var account = Config.Get("ib-account");
var environment = account.Substring(0, 2) == "DU" ? "paper" : "live";
var ib_weekly_restart_utc_time = Config.Get("ib-weekly-restart-utc-time");
// Create default algorithm settings
var settings = new Dictionary() {
{ "id", "InteractiveBrokersBrokerage" },
{ "ib-trading-mode", environment },
{ "ib-user-name", user },
{ "ib-password", password },
{ "ib-account", account },
{ "ib-weekly-restart-utc-time", ib_weekly_restart_utc_time},
{ "holdings", new List() },
{ "cash", new List>()
{
{new Dictionary
{
{ "currency" , "USD"},
{ "amount", 100000}
}
}
}
},
};
var quantConnectDataProvider = new Dictionary
{
{ "id", "QuantConnectBrokerage" },
};
var dataProviders = new Dictionary
{
{ "QuantConnectBrokerage", quantConnectDataProvider },
{ "InteractiveBrokersBrokerage", settings }
};
RunLiveAlgorithm(settings, _defaultFile, StopLiveAlgos, dataProviders);
}
[Test]
public void PolygonTest()
{
var apiKey = Config.Get("polygon-api-key");
var polygonDataProvider = new Dictionary()
{
{ "id", "Polygon" },
{ "polygon-api-key", apiKey },
};
var dataProviders = new Dictionary
{
{ "Polygon", polygonDataProvider },
};
RunLiveAlgorithm(_defaultSettings, _defaultFile, StopLiveAlgos, dataProviders);
}
[Test]
public void BinanceTest()
{
var apiSecret = Config.Get("binance-api-secret");
var apiKey = Config.Get("binance-api-key");
var apiUrl = Config.Get("binance-api-url");
var websocketUrl = Config.Get("binance-websocket-url");
var binanceSettings = new Dictionary()
{
{ "id", "BinanceBrokerage" },
{ "binance-use-testnet", "paper" },
{ "binance-exchange-name", "Binance" },
{ "binance-api-secret", apiSecret },
{ "binance-api-key", apiKey },
{ "binance-api-url", apiUrl },
{ "binance-websocket-url", websocketUrl },
{ "holdings", new List() },
{ "cash", new List>()
{
{new Dictionary
{
{ "currency" , "USD"},
{ "amount", 100000}
}
}
}
},
};
var dataProviders = new Dictionary
{
{ "BinanceBrokerage", binanceSettings },
};
RunLiveAlgorithm(binanceSettings, _defaultFile, StopLiveAlgos, dataProviders);
}
[Test]
public void BinanceUSTest()
{
var apiSecret = Config.Get("binanceus-api-secret");
var apiKey = Config.Get("binanceus-api-key");
var apiUrl = Config.Get("binanceus-api-url");
var websocketUrl = Config.Get("binanceus-websocket-url");
var binanceUSSettings = new Dictionary()
{
{ "id", "BinanceBrokerage" },
{ "binance-exchange-name", "BinanceUS" },
{ "binanceus-api-secret", apiSecret },
{ "binanceus-api-key", apiKey },
{ "binanceus-api-url", apiUrl },
{ "binanceus-websocket-url", websocketUrl },
{ "holdings", new List() },
{ "cash", new List>()
{
{new Dictionary
{
{ "currency" , "USD"},
{ "amount", 100000}
}
}
}
},
};
var dataProviders = new Dictionary
{
{ "BinanceBrokerage", binanceUSSettings },
};
RunLiveAlgorithm(binanceUSSettings, _defaultFile, StopLiveAlgos, dataProviders);
}
[Test]
public void BinanceFuturesUSDMTest()
{
var apiSecret = Config.Get("binance-api-secret");
var apiKey = Config.Get("binance-api-key");
var apiUrl = Config.Get("binance-fapi-url");
var websocketUrl = Config.Get("binance-fwebsocket-url");
var binanceSettings = new Dictionary()
{
{ "id", "BinanceBrokerage" },
{ "binance-exchange-name", "Binance-USDM-Futures" },
{ "binance-api-secret", apiSecret },
{ "binance-api-key", apiKey },
{ "binance-fapi-url", apiUrl },
{ "binance-fwebsocket-url", websocketUrl },
{ "holdings", new List() },
{ "cash", new List>()
{
{new Dictionary
{
{ "currency" , "USD"},
{ "amount", 100000}
}
}
}
},
};
var dataProviders = new Dictionary
{
{ "BinanceBrokerage", binanceSettings },
};
RunLiveAlgorithm(binanceSettings, _defaultFile, StopLiveAlgos, dataProviders);
}
[Test]
public void BinanceFuturesCOINTest()
{
var apiSecret = Config.Get("binance-api-secret");
var apiKey = Config.Get("binance-api-key");
var apiUrl = Config.Get("binance-dapi-url");
var websocketUrl = Config.Get("binance-dwebsocket-url");
var binanceSettings = new Dictionary()
{
{ "id", "BinanceBrokerage" },
{ "binance-exchange-name", "Binance-COIN-Futures" },
{ "binance-api-secret", apiSecret },
{ "binance-api-key", apiKey },
{ "binance-dapi-url", apiUrl },
{ "binance-dwebsocket-url", websocketUrl },
{ "holdings", new List() },
{ "cash", new List>()
{
{new Dictionary
{
{ "currency" , "USD"},
{ "amount", 100000}
}
}
}
},
};
var dataProviders = new Dictionary
{
{ "BinanceBrokerage", binanceSettings },
};
RunLiveAlgorithm(binanceSettings, _defaultFile, StopLiveAlgos, dataProviders);
}
///
/// Live paper trading via FXCM
///
[Test]
public void LiveFXCMTest()
{
var user = Config.Get("fxcm-user-name");
var password = Config.Get("fxcm-password");
var account = Config.Get("fxcm-account-id");
// Create default algorithm settings
var settings = new Dictionary() {
{ "id", "FxcmBrokerage" },
{ "environment", "paper" },
{ "user", user },
{ "password", password },
{ "account", account }
};
var file = new ProjectFile
{
Name = "Main.cs",
Code = File.ReadAllText("../../../Algorithm.CSharp/BasicTemplateForexAlgorithm.cs")
};
RunLiveAlgorithm(settings, file, StopLiveAlgos);
}
///
/// Live paper trading via Oanda
///
[Test]
public void LiveOandaTest()
{
var token = Config.Get("oanda-access-token");
var account = Config.Get("oanda-account-id");
var environment = Config.Get("oanda-environment");
// Create default algorithm settings
var oandaSettings = new Dictionary()
{
{ "id", "OandaBrokerage" },
{ "oanda-access-token", token },
{ "oanda-account-id", account },
{ "oanda-environment", environment }
};
var dataProvider = new Dictionary
{
{ "OandaBrokerage", oandaSettings }
};
RunLiveAlgorithm(_defaultSettings, _defaultFile, StopLiveAlgos, dataProvider);
}
///
/// Live paper trading via Tradier
///
[Test]
public void LiveTradierTest()
{
var refreshToken = Config.Get("tradier-refresh-token");
var account = Config.Get("tradier-account-id");
var accessToken = Config.Get("tradier-access-token");
var dateIssued = Config.Get("tradier-issued-at");
// Create default algorithm settings
var tradierSettings = new Dictionary()
{
{ "id", "TradierBrokerage" },
{ "tradier-account-id", account },
{ "tradier-access-token", accessToken },
{ "tradier-environment", "paper" },
{ "holdings", new List() },
{ "cash", new List>()
{
{new Dictionary
{
{ "currency" , "USD"},
{ "amount", 100000}
}
}
}
}
};
var dataProvider = new Dictionary()
{
{ "TradierBrokerage", tradierSettings}
};
RunLiveAlgorithm(tradierSettings, _defaultFile, StopLiveAlgos, dataProvider);
}
///
/// Live trading via Bitfinex
///
[Test]
public void LiveBitfinexTest()
{
var key = Config.Get("bitfinex-api-key");
var secretKey = Config.Get("bitfinex-api-secret");
// Create default algorithm settings
var bitfinexSettings = new Dictionary()
{
{ "id", "BitfinexBrokerage" },
{ "bitfinex-api-secret", secretKey },
{ "bitfinex-api-key", key },
{ "holdings", new List() },
{ "cash", new List>()
{
{new Dictionary
{
{ "currency" , "USD"},
{ "amount", 100000}
}
}
}
},
};
var dataProvider = new Dictionary()
{
{ "BitfinexBrokerage", bitfinexSettings }
};
RunLiveAlgorithm(bitfinexSettings, _defaultFile, StopLiveAlgos, dataProvider);
}
///
/// Live trading via Coinbase
///
[Test]
public void LiveCoinbaseTest()
{
var key = Config.Get("coinbase-api-key");
var secretKey = Config.Get("coinbase-api-secret");
var apiUrl = Config.Get("coinbase-rest-api");
var wsUrl = Config.Get("coinbase-url");
// Create default algorithm settings
var coinbaseSettings = new Dictionary()
{
{ "id", "CoinbaseBrokerage" },
{ "coinbase-api-key", key },
{ "coinbase-api-secret", secretKey },
{ "coinbase-rest-api", apiUrl },
{ "coinbase-url", wsUrl },
{ "holdings", new List() },
{ "cash", new List>()
{
{new Dictionary
{
{ "currency" , "USD"},
{ "amount", 100000}
}
}
}
}
};
var dataProvider = new Dictionary
{
{ "CoinbaseBrokerage", coinbaseSettings }
};
RunLiveAlgorithm(coinbaseSettings, _defaultFile, StopLiveAlgos, dataProvider);
}
[Test]
public void KrakenTest()
{
var krakenSettings = new Dictionary()
{
{ "id", "KrakenBrokerage" },
{ "kraken-api-key", Config.Get("kraken-api-key") },
{ "kraken-api-secret", Config.Get("kraken-api-secret") },
{ "kraken-verification-tier", Config.Get("kraken-verification-tier") },
{ "holdings", new List() },
{ "cash", new List>()
{
{new Dictionary
{
{ "currency" , "USD"},
{ "amount", 100000}
}
}
}
}
};
var dataProvider = new Dictionary
{
{ "KrakenBrokerage", krakenSettings }
};
RunLiveAlgorithm(krakenSettings, _defaultFile, StopLiveAlgos, dataProvider);
}
[Test]
public void BybitTest()
{
var bybitSettings = new Dictionary()
{
{ "id", "BybitBrokerage" },
{ "bybit-api-key", Config.Get("bybit-api-key") },
{ "bybit-api-secret", Config.Get("bybit-api-secret") },
{ "bybit-api-url", Config.Get("bybit-api-url") },
{ "bybit-websocket-url", Config.Get("bybit-websocket-url") },
{ "bybit-use-testnet", "paper" },
{ "bybit-vip-level", "VIP0" },
{ "holdings", new List() },
{ "cash", new List>()
{
{new Dictionary
{
{ "currency" , "USD"},
{ "amount", 100000}
}
}
}
}
};
var dataProvider = new Dictionary
{
{ "BybitBrokerage", bybitSettings }
};
RunLiveAlgorithm(bybitSettings, _defaultFile, StopLiveAlgos, dataProvider);
}
///
/// Test creating the settings object that provide the necessary parameters for each broker
///
[Test]
public void LiveAlgorithmSettings_CanBeCreated_Successfully()
{
var user = "";
var password = "";
var environment = "paper";
var account = "";
var key = "";
var secretKey = "";
// Oanda Custom Variables
var accessToken = "";
// Tradier Custom Variables
var dateIssued = "";
var refreshToken = "";
// Create and test settings for each brokerage
foreach (BrokerageName brokerageName in Enum.GetValues(typeof(BrokerageName)))
{
Dictionary settings = null;
switch (brokerageName)
{
case BrokerageName.Default:
user = Config.Get("default-username");
password = Config.Get("default-password");
settings = new Dictionary()
{
{ "id", BrokerageName.Default.ToString() },
{ "environment", environment },
{ "user", user },
{ "password", password },
{ "account", account }
};
Assert.IsTrue(settings["id"] == BrokerageName.Default.ToString());
break;
case BrokerageName.FxcmBrokerage:
user = Config.Get("fxcm-user-name");
password = Config.Get("fxcm-password");
settings = new Dictionary()
{
{ "id", BrokerageName.FxcmBrokerage.ToString() },
{ "environment", environment },
{ "user", user },
{ "password", password },
{ "account", account }
};
Assert.IsTrue(settings["id"] == BrokerageName.FxcmBrokerage.ToString());
break;
case BrokerageName.InteractiveBrokersBrokerage:
user = Config.Get("ib-user-name");
password = Config.Get("ib-password");
account = Config.Get("ib-account");
settings = new Dictionary()
{
{ "id", BrokerageName.InteractiveBrokersBrokerage.ToString() },
{ "environment", account.Substring(0, 2) == "DU" ? "paper" : "live" },
{ "user", user },
{ "password", password },
{ "acount", account }
};
Assert.IsTrue(settings["id"] == BrokerageName.InteractiveBrokersBrokerage.ToString());
break;
case BrokerageName.OandaBrokerage:
accessToken = Config.Get("oanda-access-token");
account = Config.Get("oanda-account-id");
settings = new Dictionary()
{
{ "id", BrokerageName.OandaBrokerage.ToStringInvariant() },
{ "user", "" },
{ "password", "" },
{ "environment", environment },
{ "account", account },
{ "accessToken", accessToken },
{ "dateIssued", "1" }
};
Assert.IsTrue(settings["id"] == BrokerageName.OandaBrokerage.ToString());
break;
case BrokerageName.TradierBrokerage:
dateIssued = Config.Get("tradier-issued-at");
refreshToken = Config.Get("tradier-refresh-token");
account = Config.Get("tradier-account-id");
settings = new Dictionary()
{
{ "id", BrokerageName.TradierBrokerage.ToString() },
{ "user", "" },
{ "password", "" },
{ "environment", "live" },
{ "accessToken", accessToken },
{ "dateIssued", dateIssued },
{ "refreshToken", refreshToken },
{ "lifetime", "86399" },
{ "account", account }
};
break;
case BrokerageName.Bitfinex:
key = Config.Get("bitfinex-api-key");
secretKey = Config.Get("bitfinex-api-secret");
settings = new Dictionary()
{
{ "id", "BitfinexBrokerage" },
{ "user", "" },
{ "password", "" },
{ "environment", "live" },
{ "key", key },
{ "secret", secretKey },
};
break;
case BrokerageName.GDAX:
case BrokerageName.Coinbase:
key = Config.Get("coinbase-api-key");
secretKey = Config.Get("coinbase-api-secret");
var apiUrl = Config.Get("coinbase-rest-api");
var wsUrl = Config.Get("coinbase-url");
settings = new Dictionary()
{
{ "id", "CoinbaseBrokerage"},
{ "user", "" },
{ "password", "" },
{ "environment", "live" },
{ "key", key },
{ "secret", secretKey },
{ "apiUrl", (new Uri(apiUrl)).AbsoluteUri },
{ "wsUrl", (new Uri(wsUrl)).AbsoluteUri }
};
break;
case BrokerageName.AlphaStreams:
// No live algorithm settings
settings = new Dictionary()
{
{ "id", "" },
{ "user", "" },
{ "password", "" },
{ "account", "" }
};
break;
case BrokerageName.Binance:
// No live algorithm settings
settings = new Dictionary()
{
{ "id", "" },
{ "user", "" },
{ "password", "" },
{ "account", "" }
};
break;
default:
throw new Exception($"Settings have not been implemented for this brokerage: {brokerageName}");
}
// Tests common to all brokerage configuration classes
Assert.IsTrue(settings != null);
Assert.IsTrue(settings["password"] == password);
Assert.IsTrue(settings["user"] == user);
// Oanda specific settings
if (brokerageName == BrokerageName.OandaBrokerage)
{
var oandaSetting = settings;
Assert.IsTrue(oandaSetting["accessToken"] == accessToken);
}
// Tradier specific settings
if (brokerageName == BrokerageName.TradierBrokerage)
{
var tradierLiveAlogrithmSettings = settings;
Assert.IsTrue(tradierLiveAlogrithmSettings["dateIssued"] == dateIssued);
Assert.IsTrue(tradierLiveAlogrithmSettings["refreshToken"] == refreshToken);
Assert.IsTrue(settings["environment"] == "life");
}
// reset variables
user = "";
password = "";
environment = "paper";
account = "";
}
}
///
/// Reading live algorithm tests
/// - Get a list of live algorithms
/// - Get logs for the first algorithm returned
/// Will there always be a live algorithm for the test user?
///
[Test]
public void LiveAlgorithmsAndLiveLogs_CanBeRead_Successfully()
{
// Read all currently running algorithms
var liveAlgorithms = ApiClient.ListLiveAlgorithms(AlgorithmStatus.Running);
var stringRepresentation = liveAlgorithms.ToString();
Assert.IsTrue(ApiTestBase.IsValidJson(stringRepresentation));
Assert.IsTrue(liveAlgorithms.Success);
// There has to be at least one running algorithm
Assert.IsTrue(liveAlgorithms.Algorithms.Any());
// Read the logs of the first live algorithm
var firstLiveAlgo = liveAlgorithms.Algorithms[0];
var liveLogs = ApiClient.ReadLiveLogs(firstLiveAlgo.ProjectId, firstLiveAlgo.DeployId, 0, 20);
stringRepresentation = liveLogs.ToString();
Assert.IsTrue(ApiTestBase.IsValidJson(stringRepresentation));
Assert.IsTrue(liveLogs.Success);
Assert.IsTrue(liveLogs.Logs.Any());
Assert.IsTrue(liveLogs.Length >= 0);
Assert.IsTrue(liveLogs.DeploymentOffset >= 0);
Assert.Throws(() => ApiClient.ReadLiveLogs(firstLiveAlgo.ProjectId, firstLiveAlgo.DeployId, 0, 251));
}
///
/// Runs the algorithm with the given settings and file
///
/// Settings for Lean
/// File to run
/// If true the algorithm will be stopped at the end of the method.
/// Otherwise, it will keep running
/// Dictionary with the data providers and their corresponding credentials
/// The id of the project created with the algorithm in
private int RunLiveAlgorithm(Dictionary settings, ProjectFile file, bool stopLiveAlgos, Dictionary dataProviders = null)
{
return RunLiveAlgorithm(ApiClient, settings, file, stopLiveAlgos, dataProviders);
}
internal static int RunLiveAlgorithm(Api.Api apiClient, Dictionary settings, ProjectFile file, bool stopLiveAlgos,
Dictionary dataProviders = null, Language language = Language.CSharp)
{
// Create a new project
var project = apiClient.CreateProject($"Test project - {DateTime.Now.ToStringInvariant()}", language, Globals.OrganizationID);
var projectId = project.Projects.First().ProjectId;
// Update Project Files
var updateProjectFileContent = apiClient.UpdateProjectFileContent(projectId, language == Language.CSharp ? "Main.cs" : "main.py", file.Code);
Assert.IsTrue(updateProjectFileContent.Success);
// Create compile
var compile = apiClient.CreateCompile(projectId);
Assert.IsTrue(compile.Success);
// Wait at max 30 seconds for project to compile
var compileCheck = WaitForCompilerResponse(apiClient, projectId, compile.CompileId, 30);
Assert.IsTrue(compileCheck.Success);
Assert.IsTrue(compileCheck.State == CompileState.BuildSuccess);
// Get a live node to launch the algorithm on
var nodesResponse = apiClient.ReadProjectNodes(projectId);
Assert.IsTrue(nodesResponse.Success);
var freeNode = nodesResponse.Nodes.LiveNodes.Where(x => x.Busy == false);
Assert.IsNotEmpty(freeNode, "No free Live Nodes found");
// Create live default algorithm
var createLiveAlgorithm = apiClient.CreateLiveAlgorithm(projectId, compile.CompileId, freeNode.FirstOrDefault().Id, settings, dataProviders: dataProviders);
Assert.IsTrue(createLiveAlgorithm.Success);
if (stopLiveAlgos)
{
// Liquidate live algorithm; will also stop algorithm
var liquidateLive = apiClient.LiquidateLiveAlgorithm(projectId);
Assert.IsTrue(liquidateLive.Success);
// Delete the project
var deleteProject = apiClient.DeleteProject(projectId);
Assert.IsTrue(deleteProject.Success);
}
return projectId;
}
[Test]
public void ReadLiveOrders()
{
// Create default algorithm settings
var settings = new Dictionary()
{
{ "id", "QuantConnectBrokerage" },
{ "environment", "paper" },
{ "user", "" },
{ "password", "" },
{ "account", "" }
};
var file = new ProjectFile
{
Name = "Main.cs",
Code = File.ReadAllText("../../../Algorithm.CSharp/BasicTemplateAlgorithm.cs")
};
// Run the live algorithm
var projectId = RunLiveAlgorithm(settings, file, false);
// Wait to receive the orders
var readLiveOrders = WaitForReadLiveOrdersResponse(projectId, 60 * 5);
Assert.IsTrue(readLiveOrders.Any());
Assert.AreEqual(Symbols.SPY, readLiveOrders.First().Symbol);
// Liquidate live algorithm; will also stop algorithm
var liquidateLive = ApiClient.LiquidateLiveAlgorithm(projectId);
Assert.IsTrue(liquidateLive.Success);
// Delete the project
var deleteProject = ApiClient.DeleteProject(projectId);
Assert.IsTrue(deleteProject.Success);
}
[Test]
public void RunLiveAlgorithmsFromPython()
{
var file = new ProjectFile
{
Name = "Main.cs",
Code = File.ReadAllText("../../../Algorithm.CSharp/BasicTemplateAlgorithm.cs")
};
// Create a new project
var project = ApiClient.CreateProject($"Test project - {DateTime.Now.ToStringInvariant()}", Language.CSharp, TestOrganization);
var projectId = project.Projects.First().ProjectId;
// Update Project Files
var updateProjectFileContent = ApiClient.UpdateProjectFileContent(projectId, "Main.cs", file.Code);
Assert.IsTrue(updateProjectFileContent.Success);
// Create compile
var compile = ApiClient.CreateCompile(projectId);
Assert.IsTrue(compile.Success);
// Wait at max 30 seconds for project to compile
var compileCheck = WaitForCompilerResponse(ApiClient, projectId, compile.CompileId, 30);
Assert.IsTrue(compileCheck.Success);
Assert.IsTrue(compileCheck.State == CompileState.BuildSuccess);
// Get a live node to launch the algorithm on
var nodesResponse = ApiClient.ReadProjectNodes(projectId);
Assert.IsTrue(nodesResponse.Success);
var freeNode = nodesResponse.Nodes.LiveNodes.Where(x => x.Busy == false);
Assert.IsNotEmpty(freeNode, "No free Live Nodes found");
using (Py.GIL())
{
dynamic pythonCall = PyModule.FromString("testModule",
@"
from AlgorithmImports import *
def CreateLiveAlgorithmFromPython(apiClient, projectId, compileId, nodeId):
user = Config.Get('ib-user-name')
password = Config.Get('ib-password')
account = Config.Get('ib-account')
environment = 'paper'
if account[:2] == 'DU':
environment = 'live'
ib_weekly_restart_utc_time = '22:00:00'
settings = {'id':'InteractiveBrokersBrokerage', 'environment': environment, 'ib-user-name': user, 'ib-password': password, 'ib-account': account, 'ib-weekly-restart-utc-time': ib_weekly_restart_utc_time, 'holdings':[], 'cash': [{'currency' : 'USD', 'amount' : 100000}]}
dataProviders = {'QuantConnectBrokerage':{'id':'QuantConnectBrokerage'}}
apiClient.CreateLiveAlgorithm(projectId, compileId, nodeId, settings, dataProviders = dataProviders)
");
var createLiveAlgorithmModule = pythonCall.GetAttr("CreateLiveAlgorithmFromPython");
var createLiveAlgorithm = createLiveAlgorithmModule(ApiClient, projectId, compile.CompileId, freeNode.FirstOrDefault().Id);
Assert.IsTrue(createLiveAlgorithm.Success);
// Liquidate live algorithm; will also stop algorithm
var liquidateLive = ApiClient.LiquidateLiveAlgorithm(projectId);
Assert.IsTrue(liquidateLive.Success);
// Delete the project
var deleteProject = ApiClient.DeleteProject(projectId);
Assert.IsTrue(deleteProject.Success);
}
}
///
/// Wait to receive at least one order
///
/// Id of the project
/// Seconds to allow for receive an order
///
private List WaitForReadLiveOrdersResponse(int projectId, int seconds)
{
var readLiveOrders = new List();
var finish = DateTime.UtcNow.AddSeconds(seconds);
while (DateTime.UtcNow < finish && !readLiveOrders.Any())
{
Thread.Sleep(10000);
readLiveOrders = ApiClient.ReadLiveOrders(projectId);
}
return readLiveOrders;
}
}
}