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@Martin-Molinero
Martin-Molinero committed May 2, 2024
1 parent 8ed68ae commit 6f60066
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4 changes: 2 additions & 2 deletions README.md
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Original file line number Diff line number Diff line change
Expand Up @@ -880,14 +880,14 @@ Options:
--dataset TEXT The name of the dataset to download non-interactively
--overwrite Overwrite existing local data
-y, --yes Automatically confirm payment confirmation prompts
--data-type [Trade|Quote|OpenInterest]
--data-type [Trade|Quote|Bulk|OpenInterest]
Specify the type of historical data
--resolution [Tick|Second|Minute|Hour|Daily]
Specify the resolution of the historical data
--security-type [Equity|Index|Forex|Cfd|Future|Crypto|CryptoFuture|Option|IndexOption|Commodity|FutureOption]
Specify the security type of the historical data
--market TEXT Specify the market name for tickers (e.g., 'USA', 'NYMEX', 'Binance')
--tickers TEXT Specify comma separated list of tickers to use for historical data request.
--ticker TEXT Specify comma separated list of tickers to use for historical data request.
--start-date TEXT Specify the start date for the historical data request in the format yyyyMMdd.
--end-date TEXT Specify the end date for the historical data request in the format yyyyMMdd. (defaults
to today)
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39 changes: 21 additions & 18 deletions lean/commands/data/download.py
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Original file line number Diff line number Diff line change
Expand Up @@ -513,13 +513,13 @@ def _configure_date_option(date_value: str, option_id: str, option_label: str) -
help="Specify the security type of the historical data")
@option("--market", type=str,
help="Specify the market name for tickers (e.g., 'USA', 'NYMEX', 'Binance')")
@option("--tickers",
@option("--ticker",
type=str,
help="Specify comma separated list of tickers to use for historical data request.")
@option("--start-date",
@option("--start",
type=str,
help="Specify the start date for the historical data request in the format yyyyMMdd.")
@option("--end-date",
@option("--end",
type=str,
help="Specify the end date for the historical data request in the format yyyyMMdd. (defaults to today)")
@option("--image",
Expand All @@ -544,9 +544,9 @@ def download(ctx: Context,
resolution: Optional[str],
security_type: Optional[str],
market: Optional[str],
tickers: Optional[str],
start_date: Optional[str],
end_date: Optional[str],
ticker: Optional[str],
start: Optional[str],
end: Optional[str],
image: Optional[str],
update: bool,
no_update: bool,
Expand Down Expand Up @@ -576,6 +576,9 @@ def download(ctx: Context,
"""
organization = _get_organization()

if dataset:
data_provider_historical = 'QuantConnect'

if data_provider_historical is None:
data_provider_historical = _get_historical_data_provider()

Expand Down Expand Up @@ -627,17 +630,17 @@ def download(ctx: Context,
market = _get_user_input_or_prompt(market, data_provider_support_markets,
data_provider_historical, "Select a Market")

if not tickers:
tickers = ','.join(DatasetTextOption(id="id",
label="Enter comma separated list of tickers to use for historical data request.",
description="description",
transform=DatasetTextOptionTransform.Lowercase,
multiple=True).configure_interactive().value)
if not ticker:
ticker = ','.join(DatasetTextOption(id="id",
label="Enter comma separated list of tickers to use for historical data request.",
description="description",
transform=DatasetTextOptionTransform.Lowercase,
multiple=True).configure_interactive().value)

start_date = _configure_date_option(start_date, "start", "Please enter a Start Date in the format")
end_date = _configure_date_option(end_date, "end", "Please enter a End Date in the format")
start = _configure_date_option(start, "start", "Please enter a Start Date in the format")
end = _configure_date_option(end, "end", "Please enter a End Date in the format")

if start_date.value >= end_date.value:
if start.value >= end.value:
raise ValueError("Historical start date cannot be greater than or equal to historical end date.")

logger = container.logger
Expand Down Expand Up @@ -675,12 +678,12 @@ def download(ctx: Context,

dll_arguments = ["dotnet", "QuantConnect.DownloaderDataProvider.Launcher.dll",
"--data-type", data_type,
"--start-date", start_date.value.strftime("%Y%m%d"),
"--end-date", end_date.value.strftime("%Y%m%d"),
"--start-date", start.value.strftime("%Y%m%d"),
"--end-date", end.value.strftime("%Y%m%d"),
"--security-type", security_type,
"--market", market,
"--resolution", resolution,
"--tickers", tickers]
"--tickers", ticker]

run_options["commands"].append(' '.join(dll_arguments))

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20 changes: 10 additions & 10 deletions tests/commands/data/test_download.py
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Original file line number Diff line number Diff line change
Expand Up @@ -123,9 +123,9 @@ def _create_lean_data_download(data_provider_name: str,
"--data-type", data_type,
"--resolution", resolution,
"--security-type", security_type,
"--tickers", ','.join(tickers),
"--start-date", start_date,
"--end-date", end_date,
"--ticker", ','.join(tickers),
"--start", start_date,
"--end", end_date,
]
if market:
run_parameters.extend(["--market", market])
Expand All @@ -135,7 +135,7 @@ def _create_lean_data_download(data_provider_name: str,
return CliRunner().invoke(lean, run_parameters)


@pytest.mark.parametrize("data_provider,market,is_crypto,security_type,tickers,data_provider_parameters",
@pytest.mark.parametrize("data_provider,market,is_crypto,security_type,ticker,data_provider_parameters",
[("Polygon", "NYSE", False, "Equity", ["AAPL"], ["--polygon-api-key", "123"]),
("Binance", "Binance", True, "CryptoFuture", ["BTCUSDT"],
["--binance-exchange-name", "BinanceUS", "--binanceus-api-key", "123",
Expand All @@ -145,9 +145,9 @@ def _create_lean_data_download(data_provider_name: str,
("Interactive Brokers", "USA", False, "Index", ["INTL", "NVDA"],
["--ib-user-name", "123", "--ib-account", "Individual", "--ib-password", "123"])])
def test_download_data_non_interactive(data_provider: str, market: str, is_crypto: bool, security_type: str,
tickers: List[str], data_provider_parameters: List[str]):
ticker: List[str], data_provider_parameters: List[str]):
run_data_download = _create_lean_data_download(
data_provider, "Trade", "Minute", security_type, tickers, "20240101", "20240202",
data_provider, "Trade", "Minute", security_type, ticker, "20240101", "20240202",
_get_data_provider_config(is_crypto), market, data_provider_parameters)
assert run_data_download.exit_code == 0

Expand All @@ -174,11 +174,11 @@ def test_download_data_non_interactive_wrong_security_type(data_provider: str, w
assert wrong_security_type in error_msg


@pytest.mark.parametrize("data_provider,start_date,end_date",
@pytest.mark.parametrize("data_provider,start,end",
[("Polygon", "20240101", "20230202"), ("Polygon", "2024-01-01", "2023-02-02")])
def test_download_data_non_interactive_wrong_start_end_date(data_provider: str, start_date: str, end_date: str):
run_data_download = _create_lean_data_download(data_provider, "Trade", "Hour", "Equity", ["AAPL"], start_date,
end_date, _get_data_provider_config(), "USA",
def test_download_data_non_interactive_wrong_start_end_date(data_provider: str, start: str, end: str):
run_data_download = _create_lean_data_download(data_provider, "Trade", "Hour", "Equity", ["AAPL"], start,
end, _get_data_provider_config(), "USA",
extra_run_command=["--polygon-api-key", "123"])
assert run_data_download.exit_code == 1

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