Rename: several command (#416)

* rename: data-provider and data-feed

* rename: data-provider in tests

* typo: change words order
feat: add missed words in help of historical-provider param

* feat: update README

Author: Romazes

README.md

@@ -143,8 +143,8 @@ Options:
   -d, --detach                    Run the backtest in a detached Docker container and return immediately
   --debug [pycharm|ptvsd|vsdbg|rider|local-platform]
                                   Enable a certain debugging method (see --help for more information)
-  --data-provider [IQFeed|Polygon|IEX|AlphaVantage|QuantConnect|Local|Terminal Link]
-                                  Update the Lean configuration file to retrieve data from the given provider
+  --data-provider-historical [IQFeed|Polygon|IEX|AlphaVantage|QuantConnect|Local|Terminal Link]
+                                  Update the Lean configuration file to retrieve data from the given historical provider
   --iqfeed-iqconnect TEXT         The path to the IQConnect binary
   --iqfeed-username TEXT          Your IQFeed username
   --iqfeed-password TEXT          Your IQFeed password
@@ -170,9 +170,9 @@ Options:
   --terminal-link-openfigi-api-key TEXT
                                   The Open FIGI API key to use for mapping options
   --download-data                 Update the Lean configuration file to download data from the QuantConnect API, alias
-                                  for --data-provider QuantConnect
+                                  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 data provider
+                                  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)
   --python-venv TEXT              The path of the python virtual environment to be used
@@ -1043,15 +1043,15 @@ Usage: lean live deploy [OPTIONS] PROJECT
   If PROJECT is a directory, the algorithm in the main.py or Main.cs file inside it will be executed.
   If PROJECT is a file, the algorithm in the specified file will be executed.
 
-  By default an interactive wizard is shown letting you configure the brokerage and data feed to use. If --environment,
-  --brokerage or --data-feed are given the command runs in non-interactive mode. In this mode the CLI does not prompt
-  for input.
+  By default an interactive wizard is shown letting you configure the brokerage and live data provider to use. If
+  --environment, --brokerage or --data-provider-live are given the command runs in non-interactive mode. In this mode
+  the CLI does not prompt for input.
 
   If --environment is given it must be the name of a live environment in the Lean configuration.
 
-  If --brokerage and --data-feed are given, the options specific to the given brokerage/data feed must also be given.
-  The Lean config is used as fallback when a brokerage/data feed-specific option hasn't been passed in. If a required
-  option is not given and cannot be found in the Lean config the command aborts.
+  If --brokerage and --data-provider-live are given, the options specific to the given brokerage/live data provider must
+  also be given. The Lean config is used as fallback when a brokerage/live data provider-specific option hasn't been
+  passed in. If a required option is not given and cannot be found in the Lean config the command aborts.
 
   By default the official LEAN engine image is used. You can override this using the --image option. Alternatively you
   can set the default engine image for all commands using `lean config set engine-image <image>`.
@@ -1062,10 +1062,10 @@ Options:
   -d, --detach                    Run the live deployment in a detached Docker container and return immediately
   --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|TDAmeritrade|Bybit]
                                   The brokerage to use
-  --data-feed [Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Kraken|TDAmeritrade|IQFeed|Polygon|IEX|Custom data only|Bybit]
-                                  The data feed to use
-  --data-provider [IQFeed|Polygon|IEX|AlphaVantage|QuantConnect|Local]
-                                  Update the Lean configuration file to retrieve data from the given provider
+  --data-provider-live [Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Kraken|TDAmeritrade|IQFeed|Polygon|IEX|Custom data only|Bybit]
+                                  The live data provider to use
+  --data-provider-historical [IQFeed|Polygon|IEX|AlphaVantage|QuantConnect|Local]
+                                  Update the Lean configuration file to retrieve data from the given historical provider
   --ib-user-name TEXT             Your Interactive Brokers username
   --ib-account TEXT               Your Interactive Brokers account id
   --ib-password TEXT              Your Interactive Brokers password
@@ -1466,10 +1466,10 @@ Options:
   --parameter <TEXT FLOAT FLOAT FLOAT>...
                                   The 'parameter min max step' pairs configuring the parameters to optimize
   --constraint TEXT               The 'statistic operator value' pairs configuring the constraints of the optimization
-  --data-provider [IQFeed|Polygon|IEX|AlphaVantage|QuantConnect|Local|Terminal Link]
-                                  Update the Lean configuration file to retrieve data from the given provider
+  --data-provider-historical [IQFeed|Polygon|IEX|AlphaVantage|QuantConnect|Local|Terminal Link]
+                                  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 QuantConnect
+                                  for --data-provider-historical QuantConnect
   --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
@@ -1606,8 +1606,8 @@ Usage: lean research [OPTIONS] PROJECT
 
 Options:
   --port INTEGER                  The port to run Jupyter Lab on (defaults to 8888)
-  --data-provider [IQFeed|Polygon|IEX|AlphaVantage|QuantConnect|Local|Terminal Link]
-                                  Update the Lean configuration file to retrieve data from the given provider
+  --data-provider-historical [IQFeed|Polygon|IEX|AlphaVantage|QuantConnect|Local|Terminal Link]
+                                  Update the Lean configuration file to retrieve data from the given historical provider
   --iqfeed-iqconnect TEXT         The path to the IQConnect binary
   --iqfeed-username TEXT          Your IQFeed username
   --iqfeed-password TEXT          Your IQFeed password
@@ -1633,9 +1633,9 @@ Options:
   --terminal-link-openfigi-api-key TEXT
                                   The Open FIGI API key to use for mapping options
   --download-data                 Update the Lean configuration file to download data from the QuantConnect API, alias
-                                  for --data-provider QuantConnect
+                                  for --data-provider-historical QuantConnect
   --data-purchase-limit INTEGER   The maximum amount of QCC to spend on downloading data during the research session
-                                  when using QuantConnect as data provider
+                                  when using QuantConnect as historical data provider
   -d, --detach                    Run Jupyter Lab in a detached Docker container and return immediately
   --no-open                       Don't open the Jupyter Lab environment in the browser after starting it
   --image TEXT                    The LEAN research image to use (defaults to quantconnect/research:latest)

lean/commands/backtest.py

@@ -251,18 +251,18 @@ def _select_organization() -> QCMinimalOrganization:
 @option("--debug",
               type=Choice(["pycharm", "ptvsd", "vsdbg", "rider", "local-platform"], case_sensitive=False),
               help="Enable a certain debugging method (see --help for more information)")
-@option("--data-provider",
+@option("--data-provider-historical",
               type=Choice([dp.get_name() for dp in all_data_providers], case_sensitive=False),
               default="Local",
-              help="Update the Lean configuration file to retrieve data from the given provider")
+              help="Update the Lean configuration file to retrieve data from the given historical provider")
 @options_from_json(get_configs_for_options("backtest"))
 @option("--download-data",
               is_flag=True,
               default=False,
-              help="Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider QuantConnect")
+              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 data provider")
+              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,
@@ -301,7 +301,7 @@ def backtest(project: Path,
              output: Optional[Path],
              detach: bool,
              debug: Optional[str],
-             data_provider: Optional[str],
+             data_provider_historical: Optional[str],
              download_data: bool,
              data_purchase_limit: Optional[int],
              release: bool,
@@ -363,12 +363,12 @@ def backtest(project: Path,
     lean_config = lean_config_manager.get_complete_lean_config("backtesting", algorithm_file, debugging_method)
 
     if download_data:
-        data_provider = QuantConnectDataProvider.get_name()
+        data_provider_historical = QuantConnectDataProvider.get_name()
 
     organization_id = container.organization_manager.try_get_working_organization_id()
 
-    if data_provider is not None:
-        data_provider_configurer: DataProvider = get_and_build_module(data_provider, all_data_providers, kwargs, logger)
+    if data_provider_historical is not None:
+        data_provider_configurer: DataProvider = get_and_build_module(data_provider_historical, all_data_providers, kwargs, logger)
         data_provider_configurer.ensure_module_installed(organization_id)
         data_provider_configurer.configure(lean_config, "backtesting")
 

lean/commands/cloud/live/deploy.py

@@ -114,13 +114,13 @@ def _configure_brokerage(lean_config: Dict[str, Any], logger: Logger, user_provi
                                                                              hide_input=not show_secrets)
 
 def _configure_data_feed(brokerage: CloudBrokerage, logger: Logger) -> None:
-    """Configures the data feed to use based on the brokerage given.
+    """Configures the live data provider to use based on the brokerage given.
 
     :param brokerage: the cloud brokerage
     :param logger: the logger to use
     """
     if len(cloud_brokerage_data_feeds[brokerage]) != 0:
-        data_feed_selected = logger.prompt_list("Select a data feed", [
+        data_feed_selected = logger.prompt_list("Select a live data provider", [
             Option(id=data_feed, label=data_feed) for data_feed in cloud_brokerage_data_feeds[brokerage]
         ], multiple=False)
         data_feed_property_name = [name for name in brokerage.get_required_properties([InternalInputUserInput]) if ("data-feed" in name)]
@@ -265,7 +265,7 @@ def deploy(project: str,
         ensure_options(essential_properties)
         essential_properties_value = {brokerage_instance.convert_variable_to_lean_key(prop) : kwargs[prop] for prop in essential_properties}
         brokerage_instance.update_configs(essential_properties_value)
-        # now required properties can be fetched as per data provider from essential properties
+        # now required properties can be fetched as per historical data provider from essential properties
         required_properties = [brokerage_instance.convert_lean_key_to_variable(prop) for prop in brokerage_instance.get_required_properties([InternalInputUserInput])]
         ensure_options(required_properties)
         required_properties_value = {brokerage_instance.convert_variable_to_lean_key(prop) : kwargs[prop] for prop in required_properties}
@@ -340,7 +340,7 @@ def deploy(project: str,
     logger.info(f"Environment: {brokerage_settings['environment'].title()}")
     logger.info(f"Server name: {live_node.name}")
     logger.info(f"Server type: {live_node.sku}")
-    logger.info(f"Data provider: {price_data_handler.replace('Handler', '')}")
+    logger.info(f"Live data provider: {price_data_handler.replace('Handler', '')}")
     logger.info(f"LEAN version: {cloud_project.leanVersionId}")
     logger.info(f"Order event notifications: {'Yes' if notify_order_events else 'No'}")
     logger.info(f"Insight notifications: {'Yes' if notify_insights else 'No'}")

lean/commands/live/deploy.py

@@ -171,7 +171,7 @@ def _configure_lean_config_interactively(lean_config: Dict[str, Any],
 
     brokerage.build(lean_config, logger, properties, hide_input=not show_secrets).configure(lean_config, environment_name)
 
-    data_feeds = logger.prompt_list("Select a data feed", [
+    data_feeds = logger.prompt_list("Select a live data provider", [
         Option(id=data_feed, label=data_feed.get_name()) for data_feed in local_brokerage_data_feeds[brokerage]
     ], multiple= True)
     for data_feed in data_feeds:
@@ -228,14 +228,14 @@ def _get_default_value(key: str) -> Optional[Any]:
 @option("--brokerage",
               type=Choice([b.get_name() for b in all_local_brokerages], case_sensitive=False),
               help="The brokerage to use")
-@option("--data-feed",
+@option("--data-provider-live",
               type=Choice([d.get_name() for d in all_local_data_feeds], case_sensitive=False),
               multiple=True,
-              help="The data feed to use")
-@option("--data-provider",
+              help="The live data provider to use")
+@option("--data-provider-historical",
               type=Choice([dp.get_name() for dp in all_data_providers if dp._id != "TerminalLinkBrokerage"], case_sensitive=False),
               default="Local",
-              help="Update the Lean configuration file to retrieve data from the given provider")
+              help="Update the Lean configuration file to retrieve data from the given historical provider")
 @options_from_json(get_configs_for_options("live-local"))
 @option("--release",
               is_flag=True,
@@ -282,8 +282,8 @@ def deploy(project: Path,
            output: Optional[Path],
            detach: bool,
            brokerage: Optional[str],
-           data_feed: Optional[str],
-           data_provider: Optional[str],
+           data_provider_live: Optional[str],
+           data_provider_historical: Optional[str],
            release: bool,
            image: Optional[str],
            python_venv: Optional[str],
@@ -302,14 +302,14 @@ def deploy(project: Path,
     If PROJECT is a directory, the algorithm in the main.py or Main.cs file inside it will be executed.
     If PROJECT is a file, the algorithm in the specified file will be executed.
 
-    By default an interactive wizard is shown letting you configure the brokerage and data feed to use.
-    If --environment, --brokerage or --data-feed are given the command runs in non-interactive mode.
+    By default an interactive wizard is shown letting you configure the brokerage and live data provider to use.
+    If --environment, --brokerage or --data-provider-live are given the command runs in non-interactive mode.
     In this mode the CLI does not prompt for input.
 
     If --environment is given it must be the name of a live environment in the Lean configuration.
 
-    If --brokerage and --data-feed are given, the options specific to the given brokerage/data feed must also be given.
-    The Lean config is used as fallback when a brokerage/data feed-specific option hasn't been passed in.
+    If --brokerage and --data-provider-live are given, the options specific to the given brokerage/live data provider must also be given.
+    The Lean config is used as fallback when a brokerage/live data provider-specific option hasn't been passed in.
     If a required option is not given and cannot be found in the Lean config the command aborts.
 
     By default the official LEAN engine image is used.
@@ -333,8 +333,8 @@ def deploy(project: Path,
 
     lean_config_manager = container.lean_config_manager
 
-    if environment is not None and (brokerage is not None or len(data_feed) > 0):
-        raise RuntimeError("--environment and --brokerage + --data-feed are mutually exclusive")
+    if environment is not None and (brokerage is not None or len(data_provider_live) > 0):
+        raise RuntimeError("--environment and --brokerage + --data-provider-live are mutually exclusive")
 
     if environment is not None:
         environment_name = environment
@@ -385,7 +385,7 @@ def deploy(project: Path,
         [update_essential_properties_available([brokerage_configurer], kwargs)]
         [update_essential_properties_available(data_feed_configurers, kwargs)]
 
-    elif brokerage is not None or len(data_feed) > 0:
+    elif brokerage is not None or len(data_provider_live) > 0:
         ensure_options(["brokerage", "data_feed"])
 
         environment_name = "lean-cli"
@@ -398,7 +398,7 @@ def deploy(project: Path,
         [brokerage_configurer] = [get_and_build_module(brokerage, all_local_brokerages, kwargs, logger)]
         brokerage_configurer.configure(lean_config, environment_name)
 
-        for df in data_feed:
+        for df in data_provider_live:
             [data_feed_configurer] = [get_and_build_module(df, all_local_data_feeds, kwargs, logger)]
             data_feed_configurer.configure(lean_config, environment_name)
 
@@ -407,8 +407,8 @@ def deploy(project: Path,
         lean_config = lean_config_manager.get_complete_lean_config(environment_name, algorithm_file, None)
         _configure_lean_config_interactively(lean_config, environment_name, kwargs, show_secrets=show_secrets)
 
-    if data_provider is not None:
-        [data_provider_configurer] = [get_and_build_module(data_provider, all_data_providers, kwargs, logger)]
+    if data_provider_historical is not None:
+        [data_provider_configurer] = [get_and_build_module(data_provider_historical, all_data_providers, kwargs, logger)]
         data_provider_configurer.configure(lean_config, environment_name)
 
     if "environments" not in lean_config or environment_name not in lean_config["environments"]:
@@ -444,7 +444,7 @@ def deploy(project: Path,
     cash_balance_option, holdings_option, last_cash, last_holdings = get_last_portfolio_cash_holdings(container.api_client, env_brokerage,
                                                                                                       project_config.get("cloud-id", None), project)
 
-    if environment is None and brokerage is None and len(data_feed) == 0:   # condition for using interactive panel
+    if environment is None and brokerage is None and len(data_provider_live) == 0:   # condition for using interactive panel
         if cash_balance_option != LiveInitialStateInput.NotSupported:
             live_cash_balance = _configure_initial_cash_interactively(logger, cash_balance_option, last_cash)