Merge pull request #403 from jhonabreul/bug-401-data-provider-environ…

…ment

Fix backtest data provider configuration

lean/commands/live/deploy.py

@@ -54,9 +54,13 @@ def _get_configurable_modules_from_environment(lean_config: Dict[str, Any], envi
 
     brokerage = environment["live-mode-brokerage"]
     data_queue_handlers = environment["data-queue-handler"]
-    [brokerage_configurer] = [local_brokerage for local_brokerage in all_local_brokerages if _get_brokerage_base_name(local_brokerage.get_live_name(environment_name)) == _get_brokerage_base_name(brokerage)]
+    [brokerage_configurer] = [local_brokerage
+                              for local_brokerage in all_local_brokerages
+                              if _get_brokerage_base_name(local_brokerage.get_live_name()) == _get_brokerage_base_name(brokerage)]
     data_queue_handlers_base_names = [_get_brokerage_base_name(data_queue_handler) for data_queue_handler in data_queue_handlers]
-    data_feed_configurers = [local_data_feed for local_data_feed in all_local_data_feeds if _get_brokerage_base_name(local_data_feed.get_live_name(environment_name)) in data_queue_handlers_base_names]
+    data_feed_configurers = [local_data_feed
+                             for local_data_feed in all_local_data_feeds
+                             if _get_brokerage_base_name(local_data_feed.get_live_name()) in data_queue_handlers_base_names]
     return brokerage_configurer, data_feed_configurers
 
 
@@ -335,7 +339,7 @@ def deploy(project: Path,
     if environment is not None:
         environment_name = environment
         lean_config = lean_config_manager.get_complete_lean_config(environment_name, algorithm_file, None)
-        
+
         lean_environment = lean_config["environments"][environment_name]
         for key in ["live-mode-brokerage", "data-queue-handler"]:
             if key not in lean_environment:
@@ -362,7 +366,7 @@ def deploy(project: Path,
                         kwargs[property_name_to_fill] = property_value_to_fill
                         lean_config[condition._dependent_config_id] = property_value_to_fill
                     break
-        
+
         for local_data_feed in all_local_data_feeds:
             configuration_environments: List[ConfigurationsEnvConfiguration] = [config for config in local_data_feed._lean_configs if config._is_type_configurations_env]
             for configuration_environment in configuration_environments:

lean/models/brokerages/local/data_feed.py

@@ -21,11 +21,9 @@ class DataFeed(LeanConfigConfigurer):
     def __init__(self, json_datafeed_data: Dict[str, Any]) -> None:
         super().__init__(json_datafeed_data)
 
-    def get_live_name(self, environment_name: str) -> str:
+    def get_live_name(self) -> str:
         live_name = self._id
-        environment_obj = self.get_configurations_env_values_from_name(
-            environment_name)
+        environment_obj = self.get_configurations_env_values()
         if environment_obj:
-            [live_name] = [x["value"]
-                           for x in environment_obj if x["name"] == "data-queue-handler"]
+            [live_name] = [x["value"] for x in environment_obj if x["name"] == "data-queue-handler"]
         return live_name

lean/models/brokerages/local/local_brokerage.py

@@ -21,11 +21,9 @@ class LocalBrokerage(LeanConfigConfigurer):
     def __init__(self, json_brokerage_data: Dict[str, Any]) -> None:
         super().__init__(json_brokerage_data)
 
-    def get_live_name(self, environment_name: str) -> str:
+    def get_live_name(self) -> str:
         live_name = self._id
-        environment_obj = self.get_configurations_env_values_from_name(
-            environment_name)
+        environment_obj = self.get_configurations_env_values()
         if environment_obj:
-            [live_name] = [x["value"]
-                           for x in environment_obj if x["name"] == "live-mode-brokerage"]
+            [live_name] = [x["value"] for x in environment_obj if x["name"] == "live-mode-brokerage"]
         return live_name

lean/models/json_module.py

@@ -85,13 +85,14 @@ def update_configs(self, key_and_values: Dict[str, str]):
         for key, value in key_and_values.items():
             self.update_value_for_given_config(key, value)
 
-    def get_configurations_env_values_from_name(self, target_env: str) -> List[Dict[str, str]]:
+    def get_configurations_env_values(self) -> List[Dict[str, str]]:
         env_config_values = []
         [env_config] = [config for config in self._lean_configs if
                         config._is_type_configurations_env and self.check_if_config_passes_filters(
                             config)
                         ] or [None]
         if env_config is not None:
+            # Always get the first one, since we only expect one env config in the json modules file
             env_config_values = list(env_config._env_and_values.values())[0]
         return env_config_values
 

lean/models/lean_config_configurer.py

@@ -39,7 +39,7 @@ def _configure_environment(self, lean_config: Dict[str, Any], environment_name:
         :param lean_config: the Lean configuration dict to write to
         :param environment_name: the name of the environment to update
         """
-        for environment_config in self.get_configurations_env_values_from_name(environment_name):
+        for environment_config in self.get_configurations_env_values():
             environment_config_name = environment_config["name"]
             if self.__class__.__name__ == 'DataFeed':
                 if environment_config_name == "data-queue-handler":
@@ -51,8 +51,6 @@ def _configure_environment(self, lean_config: Dict[str, Any], environment_name:
             elif self.__class__.__name__ == 'LocalBrokerage':
                 if environment_config_name != "data-queue-handler":
                     lean_config["environments"][environment_name][environment_config_name] = environment_config["value"]
-            else:
-                raise ValueError(f'{self.__class__.__name__} not valid for _configure_environment()')
 
     def configure_credentials(self, lean_config: Dict[str, Any]) -> None:
         """Configures the credentials in the Lean config for this brokerage and saves them persistently to disk.

tests/models/test_lean_config_configurer.py

@@ -0,0 +1,123 @@
+# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+# Lean CLI v1.0. Copyright 2021 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.
+
+import json
+from typing import Dict, Any
+from unittest import mock
+
+from lean.models.brokerages.local import DataFeed
+from lean.models.data_providers import DataProvider
+from lean.models.lean_config_configurer import LeanConfigConfigurer
+
+JSON_MODULE = json.loads("""
+{
+    "type": [
+        "data-queue-handler",
+        "data-provider"
+    ],
+    "product-id": "305",
+    "id": "PolygonDataFeed",
+    "display-id": "Polygon",
+    "installs": true,
+    "configurations": [
+        {
+            "id": "polygon-api-key",
+            "cloud-id": "apiKey",
+            "type": "input",
+            "value": "",
+            "input-method": "prompt",
+            "prompt-info": "Your Polygon.io API Key",
+            "help": "Your Polygon.io API Key"
+        },
+        {
+            "id": "environments",
+            "type": "configurations-env",
+            "value": [
+                {
+                    "name": "lean-cli",
+                    "value": [
+                        {
+                            "name": "data-queue-handler",
+                            "value": "QuantConnect.Polygon.PolygonDataQueueHandler"
+                        },
+                        {
+                            "name": "history-provider",
+                            "value": [
+                                "QuantConnect.Polygon.PolygonDataQueueHandler",
+                                "SubscriptionDataReaderHistoryProvider"
+                            ]
+                        }
+                    ]
+                }
+            ]
+        },
+        {
+            "id": "data-provider",
+            "type": "info",
+            "value": "QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider"
+        },
+        {
+            "id": "data-downloader",
+            "type": "info",
+            "value": "QuantConnect.Polygon.PolygonDataDownloader"
+        }
+    ]
+}
+""")
+
+
+def test_gets_environment_from_configuration() -> None:
+    module = LeanConfigConfigurer(JSON_MODULE)
+    environment_values = module.get_configurations_env_values()
+
+    assert environment_values == JSON_MODULE["configurations"][1]["value"][0]["value"]
+
+
+def get_lean_config() -> Dict[str, Any]:
+    return {
+        "environments": {
+            "live-ib-polygon": {
+                "live-mode": True,
+                "live-mode-brokerage": "InteractiveBrokersBrokerage",
+                "setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
+                "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
+                "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
+                "data-queue-handler": ["QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage"],
+                "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
+                "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler",
+                "history-provider": [
+                    "BrokerageHistoryProvider",
+                    "SubscriptionDataReaderHistoryProvider"
+                ]
+            }
+        }
+    }
+
+
+def test_configures_environment_with_module() -> None:
+    with mock.patch.object(DataFeed, "configure_credentials"):
+        lean_config = get_lean_config()
+        module = DataFeed(JSON_MODULE)
+        module.configure(lean_config, "live-ib-polygon")
+
+        assert lean_config != get_lean_config()
+        assert "QuantConnect.Polygon.PolygonDataQueueHandler" in lean_config["environments"]["live-ib-polygon"]["data-queue-handler"]
+
+
+def test_invalid_environment_configuration_is_ignored() -> None:
+    with mock.patch.object(DataProvider, "configure_credentials"):
+        lean_config = get_lean_config()
+        module = DataProvider(JSON_MODULE)
+        module.configure(lean_config, "live-ib-polygon")
+
+        assert lean_config == get_lean_config()