LEAN CLI Tastytrade Brokerage support (#577)

* feat: support tastytrade

* feat: support tastytrade

* refactor: use general pattern to paper environment as another brokerages

* refactor: tastytrade configs

Author: Romazes

README.md

@@ -165,7 +165,7 @@ Options:
   -d, --detach                    Run the backtest in a detached Docker container and return immediately
   --debug [pycharm|ptvsd|debugpy|vsdbg|rider|local-platform]
                                   Enable a certain debugging method (see --help for more information)
-  --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]
+  --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]
                                   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
@@ -233,6 +233,8 @@ Options:
                                   The TradeStation account Id
   --alpaca-environment [live|paper]
                                   Whether Live or Paper environment should be used
+  --tastytrade-account-number TEXT
+                                  The Tastytrade account number
   --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
@@ -363,9 +365,9 @@ Usage: lean cloud live deploy [OPTIONS] PROJECT
   --notify-insights.
 
 Options:
-  --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca]
+  --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade]
                                   The brokerage to use
-  --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]
+  --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]
                                   The live data provider to use
   --ib-user-name TEXT             Your Interactive Brokers username
   --ib-account TEXT               Your Interactive Brokers account id
@@ -453,6 +455,8 @@ Options:
                                   The TradeStation account Id
   --alpaca-environment [live|paper]
                                   Whether Live or Paper environment should be used
+  --tastytrade-account-number TEXT
+                                  The Tastytrade account number
   --polygon-api-key TEXT          Your Polygon.io API Key
   --coinapi-api-key TEXT          Your coinapi.io Api Key
   --coinapi-product [Free|Startup|Streamer|Professional|Enterprise]
@@ -860,7 +864,7 @@ Usage: lean data download [OPTIONS]
   https://www.quantconnect.com/datasets
 
 Options:
-  --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]
+  --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]
                                   The name of the downloader data provider.
   --ib-user-name TEXT             Your Interactive Brokers username
   --ib-account TEXT               Your Interactive Brokers account id
@@ -928,6 +932,8 @@ Options:
                                   The TradeStation account Id
   --alpaca-environment [live|paper]
                                   Whether Live or Paper environment should be used
+  --tastytrade-account-number TEXT
+                                  The Tastytrade account number
   --dataset TEXT                  The name of the dataset to download non-interactively
   --overwrite                     Overwrite existing local data
   -y, --yes                       Automatically confirm payment confirmation prompts
@@ -1296,11 +1302,11 @@ Options:
   --environment TEXT              The environment to use
   --output DIRECTORY              Directory to store results in (defaults to PROJECT/live/TIMESTAMP)
   -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|CharlesSchwab|Bybit|TradeStation|Alpaca]
+  --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade]
                                   The brokerage to use
-  --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]
+  --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]
                                   The live data provider to use
-  --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Bybit|TradeStation|Alpaca]
+  --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]
                                   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
@@ -1403,6 +1409,8 @@ Options:
                                   The TradeStation account Id
   --alpaca-environment [live|paper]
                                   Whether Live or Paper environment should be used
+  --tastytrade-account-number TEXT
+                                  The Tastytrade account number
   --ib-enable-delayed-streaming-data BOOLEAN
                                   Whether delayed data may be used when your algorithm subscribes to a security you
                                   don't have a market data subscription for (Optional).
@@ -1737,7 +1745,7 @@ 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-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca]
+  --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]
                                   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
@@ -1818,6 +1826,8 @@ Options:
                                   The TradeStation account Id
   --alpaca-environment [live|paper]
                                   Whether Live or Paper environment should be used
+  --tastytrade-account-number TEXT
+                                  The Tastytrade account number
   --lean-config FILE              The Lean configuration file that should be used (defaults to the nearest lean.json)
   --verbose                       Enable debug logging
   --help                          Show this message and exit.
@@ -1995,7 +2005,7 @@ Usage: lean research [OPTIONS] PROJECT
 
 Options:
   --port INTEGER                  The port to run Jupyter Lab on (defaults to 8888)
-  --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]
+  --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]
                                   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
@@ -2063,6 +2073,8 @@ Options:
                                   The TradeStation account Id
   --alpaca-environment [live|paper]
                                   Whether Live or Paper environment should be used
+  --tastytrade-account-number TEXT
+                                  The Tastytrade account number
   --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 research session