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Minor Improvements #429

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Feb 29, 2024
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2 changes: 2 additions & 0 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -1480,6 +1480,8 @@ Options:
Update the Lean configuration file to retrieve data from the given historical provider
--download-data Update the Lean configuration file to download data from the QuantConnect API, alias
for --data-provider-historical QuantConnect
--data-purchase-limit INTEGER The maximum amount of QCC to spend on downloading data during the backtest when using
QuantConnect as historical data provider
--release Compile C# projects in release configuration instead of debug
--image TEXT The LEAN engine image to use (defaults to quantconnect/lean:latest)
--update Pull the LEAN engine image before running the optimizer
Expand Down
6 changes: 6 additions & 0 deletions lean/commands/optimize.py
Original file line number Diff line number Diff line change
Expand Up @@ -105,6 +105,9 @@ def get_filename_timestamp(path: Path) -> datetime:
is_flag=True,
default=False,
help="Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider-historical QuantConnect")
@option("--data-purchase-limit",
type=int,
help="The maximum amount of QCC to spend on downloading data during the backtest when using QuantConnect as historical data provider")
@option("--release",
is_flag=True,
default=False,
Expand Down Expand Up @@ -152,6 +155,7 @@ def optimize(project: Path,
constraint: List[str],
data_provider_historical: Optional[str],
download_data: bool,
data_purchase_limit: Optional[int],
release: bool,
image: Optional[str],
update: bool,
Expand Down Expand Up @@ -307,6 +311,8 @@ def optimize(project: Path,
data_provider.ensure_module_installed(organization_id)
container.lean_config_manager.set_properties(data_provider.get_settings())

lean_config_manager.configure_data_purchase_limit(lean_config, data_purchase_limit)

if not output.exists():
output.mkdir(parents=True)

Expand Down
16 changes: 11 additions & 5 deletions lean/models/json_module.py
Original file line number Diff line number Diff line change
Expand Up @@ -24,6 +24,8 @@
from copy import copy
from abc import ABC

_logged_messages = set()


class JsonModule(ABC):
"""The JsonModule class is the base class extended for all json modules."""
Expand Down Expand Up @@ -178,8 +180,10 @@ def config_build(self,
# Let's log messages for internal input configurations as well
if configuration._log_message is not None:
log_message = configuration._log_message.strip()
if log_message:
if log_message and log_message not in _logged_messages:
logger.info(log_message)
# make sure we log these messages once, we could use the same module for different functionalities
_logged_messages.add(log_message)
if type(configuration) is InternalInputUserInput:
continue

Expand All @@ -197,16 +201,18 @@ def config_build(self,
# NOTE: using "not" instead of "is None" because the default value can be false,
# in which case we still want to prompt the user.
if not user_choice:
if configuration._input_default != None and configuration._optional:
user_choice = configuration._input_default
elif interactive:
if interactive:
default_value = configuration._input_default
user_choice = configuration.ask_user_for_input(default_value, logger, hide_input=hide_input)

if not isinstance(configuration, BrokerageEnvConfiguration):
self._save_property({f"{configuration._id}": user_choice})
else:
missing_options.append(f"--{configuration._id}")
if configuration._input_default != None and configuration._optional:
# if optional and we have a default input value and the user didn't provider it we use it
user_choice = configuration._input_default
else:
missing_options.append(f"--{configuration._id}")

configuration._value = user_choice

Expand Down
3 changes: 1 addition & 2 deletions tests/commands/test_live.py
Original file line number Diff line number Diff line change
Expand Up @@ -318,8 +318,7 @@ def test_live_sets_dependent_configurations_from_modules_json_based_on_environme
"ib-user-name": "trader777",
"ib-account": "DU1234567",
"ib-password": "hunter2",
"ib-enable-delayed-streaming-data": "no",
"ib-weekly-restart-utc-time": "22:00:00",
"ib-enable-delayed-streaming-data": "no"
},
"Tradier": {
"tradier-account-id": "123",
Expand Down
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