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Feat: SS&C Eze Brokerage support (#587)
* feat: support eze * refactor: parameters description
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‎README.md‎

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@@ -165,7 +165,7 @@ Options:
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-d, --detach Run the backtest in a detached Docker container and return immediately
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--debug [pycharm|ptvsd|debugpy|vsdbg|rider|local-platform]
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Enable a certain debugging method (see --help for more information)
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--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade]
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--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
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Update the Lean configuration file to retrieve data from the given historical provider
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--ib-user-name TEXT Your Interactive Brokers username
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--ib-account TEXT Your Interactive Brokers account id
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Whether Live or Paper environment should be used
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--tastytrade-account-number TEXT
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The Tastytrade account number
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--eze-domain TEXT Examples (broker provided): LIGHTSPEED, LIGHTSPEEDDELAY
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--eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED
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--eze-user-name TEXT Your Eze Brokers username
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--eze-password TEXT Your Eze Brokers password
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--download-data Update the Lean configuration file to download data from the QuantConnect API, alias
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for --data-provider-historical QuantConnect
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--data-purchase-limit INTEGER The maximum amount of QCC to spend on downloading data during the backtest when using
@@ -365,9 +369,9 @@ Usage: lean cloud live deploy [OPTIONS] PROJECT
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--notify-insights.
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Options:
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--brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade]
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--brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
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The brokerage to use
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--data-provider-live [QuantConnect|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Polygon|CoinApi|Bybit|TradeStation|Alpaca|Tastytrade]
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--data-provider-live [QuantConnect|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Polygon|CoinApi|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
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The live data provider to use
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--ib-user-name TEXT Your Interactive Brokers username
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--ib-account TEXT Your Interactive Brokers account id
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Whether Live or Paper environment should be used
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--tastytrade-account-number TEXT
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The Tastytrade account number
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--eze-domain TEXT Examples (broker provided): LIGHTSPEED, LIGHTSPEEDDELAY
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--eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED
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--eze-user-name TEXT Your Eze Brokers username
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--eze-password TEXT Your Eze Brokers password
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--eze-trading-account TEXT Format: BANK;BRANCH;CUSTOMER;DEPOSIT
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--polygon-api-key TEXT Your Polygon.io API Key
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--coinapi-api-key TEXT Your coinapi.io Api Key
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--coinapi-product [Free|Startup|Streamer|Professional|Enterprise]
@@ -867,7 +876,7 @@ Usage: lean data download [OPTIONS]
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https://www.quantconnect.com/datasets
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Options:
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--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade]
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--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
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The name of the downloader data provider.
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--ib-user-name TEXT Your Interactive Brokers username
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--ib-account TEXT Your Interactive Brokers account id
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Whether Live or Paper environment should be used
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--tastytrade-account-number TEXT
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The Tastytrade account number
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--eze-domain TEXT Examples (broker provided): LIGHTSPEED, LIGHTSPEEDDELAY
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--eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED
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--eze-user-name TEXT Your Eze Brokers username
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--eze-password TEXT Your Eze Brokers password
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--dataset TEXT The name of the dataset to download non-interactively
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--overwrite Overwrite existing local data
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-y, --yes Automatically confirm payment confirmation prompts
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--environment TEXT The environment to use
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--output DIRECTORY Directory to store results in (defaults to PROJECT/live/TIMESTAMP)
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-d, --detach Run the live deployment in a detached Docker container and return immediately
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--brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade]
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--brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
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The brokerage to use
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--data-provider-live [Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|IQFeed|Polygon|CoinApi|ThetaData|Custom data only|Bybit|TradeStation|Alpaca|Tastytrade]
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--data-provider-live [Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|IQFeed|Polygon|CoinApi|ThetaData|Custom data only|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
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The live data provider to use
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--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Bybit|TradeStation|Alpaca|Tastytrade]
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--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
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Update the Lean configuration file to retrieve data from the given historical provider
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--ib-user-name TEXT Your Interactive Brokers username
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--ib-account TEXT Your Interactive Brokers account id
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Whether Live or Paper environment should be used
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--tastytrade-account-number TEXT
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The Tastytrade account number
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--eze-domain TEXT Examples (broker provided): LIGHTSPEED, LIGHTSPEEDDELAY
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--eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED
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--eze-user-name TEXT Your Eze Brokers username
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--eze-password TEXT Your Eze Brokers password
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--eze-trading-account TEXT Format: BANK;BRANCH;CUSTOMER;DEPOSIT
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--ib-enable-delayed-streaming-data BOOLEAN
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Whether delayed data may be used when your algorithm subscribes to a security you
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don't have a market data subscription for (Optional).
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--parameter <TEXT FLOAT FLOAT FLOAT>...
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The 'parameter min max step' pairs configuring the parameters to optimize
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--constraint TEXT The 'statistic operator value' pairs configuring the constraints of the optimization
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--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade]
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--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
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Update the Lean configuration file to retrieve data from the given historical provider
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--download-data Update the Lean configuration file to download data from the QuantConnect API, alias
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for --data-provider-historical QuantConnect
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Whether Live or Paper environment should be used
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--tastytrade-account-number TEXT
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The Tastytrade account number
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--eze-domain TEXT Examples (broker provided): LIGHTSPEED, LIGHTSPEEDDELAY
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--eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED
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--eze-user-name TEXT Your Eze Brokers username
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--eze-password TEXT Your Eze Brokers password
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--lean-config FILE The Lean configuration file that should be used (defaults to the nearest lean.json)
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--verbose Enable debug logging
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--help Show this message and exit.
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Options:
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--port INTEGER The port to run Jupyter Lab on (defaults to 8888)
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--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade]
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--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
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Update the Lean configuration file to retrieve data from the given historical provider
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--ib-user-name TEXT Your Interactive Brokers username
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--ib-account TEXT Your Interactive Brokers account id
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Whether Live or Paper environment should be used
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--tastytrade-account-number TEXT
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The Tastytrade account number
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--eze-domain TEXT Examples (broker provided): LIGHTSPEED, LIGHTSPEEDDELAY
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--eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED
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--eze-user-name TEXT Your Eze Brokers username
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--eze-password TEXT Your Eze Brokers password
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--download-data Update the Lean configuration file to download data from the QuantConnect API, alias
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for --data-provider-historical QuantConnect
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--data-purchase-limit INTEGER The maximum amount of QCC to spend on downloading data during the research session

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