So far just lean live deploy supports different datafeed. With this change, the method get_price_data_handler() from cloud_brokerage.py can now parse the datafeed selected in the user input to the expected name in the QC API. In order to make this, the file modules-1.11.json was also modified to accept one choice from the available datafeed's for certain brokerage. For example, for IB brokerage:
{
"id": "ib-data-feed",
"type": "input",
"value": "",
"filters": [
{
"condition": {
"type": "exact-match",
"pattern": "CloudBrokerage",
"dependent-config-id": "module-type"
}
}
],
"input-method": "choice",
"input-choices": [
"QuantConnect",
"Interactive Brokers",
"QuantConnect + InteractiveBrokers"
],
"prompt-info": "Which one do you want to use: the Interactive Brokers price data feed, QuantConnect price data feed or QuantConnect + InteractiveBrokers price data feed",
"help": "The available price data feeds are: Interactive Brokers price data feed, QuantConnect price data feed or QuantConnect + InteractiveBrokers price data feed"
},
In the same way, the method get_price_data_handler() was modified to work for other brokerages in the future. Below, it's shown a unit test made to assert this:
Closes #81
Description
So far just
lean live deploy
supports different datafeed. With this change, the methodget_price_data_handler()
fromcloud_brokerage.py
can now parse the datafeed selected in the user input to the expected name in the QC API. In order to make this, the filemodules-1.11.json
was also modified to accept one choice from the available datafeed's for certain brokerage. For example, for IB brokerage:In the same way, the method
get_price_data_handler()
was modified to work for other brokerages in the future. Below, it's shown a unit test made to assert this: