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Merge pull request #62 from rjra2611/feature-add-support-for-samco
Add Samco brokearge (India)
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,133 @@ | ||
| # QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. | ||
| # Lean CLI v1.0. Copyright 2021 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. | ||
|
|
||
| from typing import Any, Dict | ||
|
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| import click | ||
|
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| from lean.components.util.logger import Logger | ||
| from lean.container import container | ||
| from lean.constants import SAMCO_PRODUCT_ID | ||
| from lean.models.brokerages.local.base import LocalBrokerage | ||
| from lean.models.config import LeanConfigConfigurer | ||
| from lean.models.logger import Option | ||
|
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| class SamcoBrokerage(LocalBrokerage): | ||
| """A LocalBrokerage implementation for the Samco brokerage.""" | ||
|
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| _is_module_installed = False | ||
|
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| def __init__(self, organization_id: str, client_id: str, client_password: str, year_of_birth: str, product_type: str, trading_segment: str) -> None: | ||
| self._organization_id = organization_id | ||
| self._client_id = client_id | ||
| self._client_password = client_password | ||
| self._year_of_birth = year_of_birth | ||
| self._product_type = product_type | ||
| self._trading_segment = trading_segment | ||
|
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| @classmethod | ||
| def get_name(cls) -> str: | ||
| return "Samco" | ||
|
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| @classmethod | ||
| def get_module_id(cls) -> int: | ||
| return SAMCO_PRODUCT_ID | ||
|
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| @classmethod | ||
| def _build(cls, lean_config: Dict[str, Any], logger: Logger) -> LocalBrokerage: | ||
|
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| api_client = container.api_client() | ||
|
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| organizations = api_client.organizations.get_all() | ||
| options = [Option(id=organization.id, label=organization.name) for organization in organizations] | ||
|
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| organization_id = logger.prompt_list( | ||
| "Select the organization with the Samco module subscription", | ||
| options | ||
| ) | ||
|
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| client_id = click.prompt("Client ID", cls._get_default(lean_config, "samco-client-id")) | ||
| client_password = logger.prompt_password("Client Password", cls._get_default(lean_config, "samco-client-password")) | ||
| year_of_birth = click.prompt("Year of Birth", cls._get_default(lean_config, "samco-year-of-birth")) | ||
|
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| logger.info(""" | ||
| The product type must be set to MIS if you are targeting intraday products, CNC if you are targeting delivery products or NRML if you are targeting carry forward products. | ||
| """.strip()) | ||
|
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| product_type = click.prompt( | ||
| "Product type", | ||
| cls._get_default(lean_config, "samco-product-type"), | ||
| type=click.Choice(["MIS", "CNC", "NRML"], case_sensitive=False) | ||
| ) | ||
|
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| logger.info(""" | ||
| The trading segment must be set to EQUITY if you are trading equities on NSE or BSE, or COMMODITY if you are trading commodities on MCX. | ||
| """.strip()) | ||
|
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| trading_segment = click.prompt( | ||
| "Trading segment", | ||
| cls._get_default(lean_config, "samco-trading-segment"), | ||
| type=click.Choice(["EQUITY", "COMMODITY"], case_sensitive=False) | ||
| ) | ||
|
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| return SamcoBrokerage(organization_id, client_id, client_password, year_of_birth, product_type, trading_segment) | ||
|
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| def _configure_environment(self, lean_config: Dict[str, Any], environment_name: str) -> None: | ||
| self.ensure_module_installed() | ||
|
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| lean_config["environments"][environment_name]["live-mode-brokerage"] = "SamcoBrokerage" | ||
| lean_config["environments"][environment_name]["transaction-handler"] = \ | ||
| "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler" | ||
|
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| def configure_credentials(self, lean_config: Dict[str, Any]) -> None: | ||
| lean_config["job-organization-id"] = self._organization_id | ||
| lean_config["samco-client-id"] = self._client_id | ||
| lean_config["samco-client-password"] = self._client_password | ||
| lean_config["samco-year-of-birth"] = self._year_of_birth | ||
| lean_config["samco-product-type"] = self._product_type | ||
| lean_config["samco-trading-segment"] = self._trading_segment | ||
|
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| self._save_properties(lean_config, ["job-organization-id", | ||
| "samco-client-id", | ||
| "samco-client-password", | ||
| "samco-year-of-birth", | ||
| "samco-product-type", | ||
| "samco-trading-segment"]) | ||
|
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| def ensure_module_installed(self) -> None: | ||
| if not self._is_module_installed: | ||
| container.module_manager().install_module(self.__class__.get_module_id(), self._organization_id) | ||
| self._is_module_installed = True | ||
|
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| class SamcoDataFeed(LeanConfigConfigurer): | ||
| """A LeanConfigConfigurer implementation for the Samco data feed.""" | ||
|
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| def __init__(self, brokerage: SamcoBrokerage) -> None: | ||
| self._brokerage = brokerage | ||
|
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| @classmethod | ||
| def get_name(cls) -> str: | ||
| return SamcoBrokerage.get_name() | ||
|
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| @classmethod | ||
| def build(cls, lean_config: Dict[str, Any], logger: Logger) -> LeanConfigConfigurer: | ||
| brokerage = SamcoBrokerage.build(lean_config, logger) | ||
|
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| return SamcoDataFeed(brokerage) | ||
|
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| def configure(self, lean_config: Dict[str, Any], environment_name: str) -> None: | ||
| self._brokerage.ensure_module_installed() | ||
| lean_config["environments"][environment_name]["data-queue-handler"] = "SamcoBrokerage" | ||
| lean_config["environments"][environment_name]["history-provider"] = "BrokerageHistoryProvider" | ||
|
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| self._brokerage.configure_credentials(lean_config) |