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Merge pull request QuantConnect#806 from mushketyk/backtest-plugin
Backtest plugin
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,102 @@ | ||
| /* | ||
| * 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; | ||
|
|
||
| namespace QuantConnect.VisualStudioPlugin | ||
| { | ||
| /// <summary> | ||
| /// Singleton that stores a reference to an authenticated Api instance | ||
| /// </summary> | ||
| public class AuthorizationManager | ||
| { | ||
| private static readonly Log _log = new Log(typeof(AuthorizationManager)); | ||
|
|
||
| private static AuthorizationManager _authorizationManager = new AuthorizationManager(); | ||
| private Api.Api _api; | ||
|
|
||
| /// <summary> | ||
| /// Get singleton authorization manager instance accessable from multiple commands | ||
| /// </summary> | ||
| /// <returns>singleton authorization instance</returns> | ||
| public static AuthorizationManager GetInstance() | ||
| { | ||
| return _authorizationManager; | ||
| } | ||
|
|
||
| /// <summary> | ||
| /// Get an authenticated API instance. | ||
| /// </summary> | ||
| /// <returns>Authenticated API instance</returns> | ||
| /// <exception cref="NotAuthenticatedException">It API is not authenticated</exception> | ||
| public Api.Api GetApi() | ||
| { | ||
| if (_api == null) | ||
| { | ||
| throw new InvalidOperationException("Accessing API without logging in first"); | ||
| } | ||
| return _api; | ||
| } | ||
|
|
||
| /// <summary> | ||
| /// Check if the API is authenticated | ||
| /// </summary> | ||
| /// <returns>true if API is authenticated, false otherwise</returns> | ||
| public bool IsLoggedIn() | ||
| { | ||
| return _api != null; | ||
| } | ||
|
|
||
| /// <summary> | ||
| /// Authenticate API | ||
| /// </summary> | ||
| /// <param name="userId">User id to authenticate the API</param> | ||
| /// <param name="accessToken">Access token to authenticate the API</param> | ||
| /// <returns>true if successfully authenticated API, false otherwise</returns> | ||
| public bool LogIn(Credentials credentials, string dataFolderPath) | ||
| { | ||
| _log.Info($"Authenticating QuantConnect API with data folder {dataFolderPath}"); | ||
| try | ||
| { | ||
| var api = new Api.Api(); | ||
| api.Initialize(int.Parse(credentials.UserId), credentials.AccessToken, dataFolderPath); | ||
| if (api.Connected) | ||
| { | ||
| _api = api; | ||
| return true; | ||
| } | ||
| else | ||
| { | ||
| return false; | ||
| } | ||
| } | ||
| catch (FormatException) | ||
| { | ||
| // User id is not a number | ||
| return false; | ||
| } | ||
|
|
||
| } | ||
|
|
||
| /// <summary> | ||
| /// Log out the API | ||
| /// </summary> | ||
| public void LogOut() | ||
| { | ||
| _api = null; | ||
| } | ||
|
|
||
| } | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,60 @@ | ||
| /* | ||
| * 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. | ||
| */ | ||
|
|
||
| namespace QuantConnect.VisualStudioPlugin | ||
| { | ||
| /// <summary> | ||
| /// Credentials to use QuantConnect API. Consists of a user id and an access token | ||
| /// </summary> | ||
| public struct Credentials | ||
| { | ||
| private string _userId; | ||
| private string _accessToken; | ||
|
|
||
| /// <summary> | ||
| /// Create Credentials | ||
| /// </summary> | ||
| /// <param name="userId">User id</param> | ||
| /// <param name="accessToken">Access token</param> | ||
| public Credentials(string userId, string accessToken) | ||
| { | ||
| _userId = userId; | ||
| _accessToken = accessToken; | ||
| } | ||
|
|
||
| /// <summary> | ||
| /// User id for QuantConnect API | ||
| /// </summary> | ||
| public string UserId | ||
| { | ||
| get | ||
| { | ||
| return _userId; | ||
| } | ||
| } | ||
|
|
||
| /// <summary> | ||
| /// Access token for QuantConnect API | ||
| /// </summary> | ||
| public string AccessToken | ||
| { | ||
| get | ||
| { | ||
| return _accessToken; | ||
| } | ||
| } | ||
|
|
||
| } | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,68 @@ | ||
| /* | ||
| * 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 CredentialManagement; | ||
|
|
||
| namespace QuantConnect.VisualStudioPlugin | ||
| { | ||
| /// <summary> | ||
| /// Class for storring and retrieving credentils from local Windows credentials store | ||
| /// </summary> | ||
| class CredentialsManager | ||
| { | ||
| private const string CREDENTIAL_TARGET = "QuantConnectPlugin"; | ||
|
|
||
| /// <summary> | ||
| /// Get latest storred QuantConnect credentials. | ||
| /// </summary> | ||
| /// <returns>Latest storred credentials if they exist, null otherwise</returns> | ||
| public Credentials? GetLastCredential() | ||
| { | ||
| var credential = new Credential { Target = CREDENTIAL_TARGET }; | ||
| if (!credential.Load()) | ||
| { | ||
| return null; | ||
| } | ||
|
|
||
| return new Credentials(credential.Username, credential.Password); | ||
| } | ||
|
|
||
| /// <summary> | ||
| /// Store latests credentials. Overwrites last storred credentials. | ||
| /// </summary> | ||
| /// <param name="credentials">Credentials to store</param> | ||
| public void StoreCredentials(Credentials credentials) | ||
| { | ||
| var credential = new Credential | ||
| { | ||
| Target = CREDENTIAL_TARGET, | ||
| Username = credentials.UserId, | ||
| Password = credentials.AccessToken, | ||
| PersistanceType = PersistanceType.LocalComputer | ||
| }; | ||
|
|
||
| credential.Save(); | ||
| } | ||
|
|
||
| /// <summary> | ||
| /// Remove last storred credentials. After this GetLastCredential will return null. | ||
| /// </summary> | ||
| public void ForgetCredentials() | ||
| { | ||
| var credential = new Credential { Target = CREDENTIAL_TARGET }; | ||
| credential.Delete(); | ||
| } | ||
| } | ||
| } |
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