Add config option to define database update frequency (#540)

* First attempt to solve the bug * Address suggestions * Fix failing unit test * Few tweaks * Nit changes * Address requested changes * Address requested changes * Nit change * Nit change * Address review --------- Co-authored-by: Martin Molinero <[email protected]>
QuantConnect · Feb 5, 2025 · ba8da2f · ba8da2f
1 parent 6c6fa92
commit ba8da2f
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Showing 4 changed files with 106 additions and 5 deletions.
diff --git a/lean/components/cloud/data_downloader.py b/lean/components/cloud/data_downloader.py
@@ -27,19 +27,38 @@ def _store_local_file(file_content: bytes, file_path: Path):
         f.write(file_content)
 
 
+def parse_timedelta(database_update_frequency: str):
+    if '.' not in database_update_frequency and ':' not in database_update_frequency:
+        return None
+    if database_update_frequency.count(".") == 1:  # Ideally, the format is DD.HH:MM:SS
+        days_component, time_component = map(str, database_update_frequency.split("."))
+        days = int(days_component)
+        hours, minutes, seconds = map(int, time_component.split(":"))
+    else:  # However, the format can also be HH:MM:SS
+        days = 0
+        hours, minutes, seconds = map(int, database_update_frequency.split(":"))
+    return timedelta(days=days, hours=hours, minutes=minutes, seconds=seconds)
+
+
 class DataDownloader:
     """The DataDownloader is responsible for downloading data from QuantConnect Datasets."""
 
-    def __init__(self, logger: Logger, api_client: APIClient, lean_config_manager: LeanConfigManager):
+    def __init__(self,
+                 logger: Logger,
+                 api_client: APIClient,
+                 lean_config_manager: LeanConfigManager,
+                 database_update_frequency: str):
         """Creates a new CloudBacktestRunner instance.
 
         :param logger: the logger to use to log messages with
         :param api_client: the APIClient instance to use when communicating with the QuantConnect API
         :param lean_config_manager: the LeanConfigManager instance to retrieve the data directory from
+        :param database_update_frequency: the value of the config option database-update-frequency
         """
         self._logger = logger
         self._api_client = api_client
         self._lean_config_manager = lean_config_manager
+        self.database_update_frequency = database_update_frequency
 
     def update_database_files(self):
         """Will update lean data folder database files if required
@@ -49,9 +68,21 @@ def update_database_files(self):
             now = datetime.now()
             config = self._lean_config_manager.get_lean_config()
             last_update = config["file-database-last-update"] if "file-database-last-update" in config else ''
-            if not last_update or now - datetime.strptime(last_update, '%m/%d/%Y') > timedelta(days=1):
+
+            # The last update date can be in '%m/%d/%Y'(old format) or '%m/%d/%Y %H:%M:%S'(new format)
+            last_update = self.parse_last_update_date(last_update)
+            if self.database_update_frequency is None:  # The user has not set this parameter yet
+                self.database_update_frequency = "1.00:00:00"
+
+            frequency = parse_timedelta(self.database_update_frequency)
+            if not frequency:
+                self._logger.debug(f"Skipping database-update-frequency, frequency is:"
+                                   f" {str(self.database_update_frequency)}")
+                return
+            self._logger.debug(f"database-update-frequency is: {str(frequency)}")
+            if not last_update or now - last_update > frequency:
                 data_dir = self._lean_config_manager.get_data_directory()
-                self._lean_config_manager.set_properties({"file-database-last-update": now.strftime('%m/%d/%Y')})
+                self._lean_config_manager.set_properties({"file-database-last-update": now.strftime('%m/%d/%Y %H:%M:%S')})
 
                 _store_local_file(self._api_client.data.download_public_file(
                     "https://raw.githubusercontent.com/QuantConnect/Lean/master/Data/symbol-properties/symbol-properties-database.csv"),
@@ -64,6 +95,9 @@ def update_database_files(self):
                 pass
             else:
                 self._logger.error(str(e))
+        except ValueError as e:
+            self._logger.debug(f"Value of config option database-update-frequency is invalid: {str(e)}. "
+                               f"Database update will be skipped")
         except Exception as e:
             self._logger.error(str(e))
 
@@ -113,6 +147,15 @@ def _process_bulk(self, file: Path, destination: Path):
         from os import remove
         remove(file)
 
+    def parse_last_update_date(self, last_update_date: str) -> datetime:
+        formats = ['%m/%d/%Y', '%m/%d/%Y %H:%M:%S']
+
+        for fmt in formats:
+            try:
+                return datetime.strptime(last_update_date, fmt)
+            except ValueError:
+                continue
+
     def remove_suffix(self,input_string, suffix):
         if suffix and input_string.endswith(suffix):
             return input_string[:-len(suffix)]

diff --git a/lean/components/config/cli_config_manager.py b/lean/components/config/cli_config_manager.py
@@ -55,13 +55,23 @@ def __init__(self, general_storage: Storage, credentials_storage: Storage) -> No
                                      f"The Docker image used when running the research environment ({DEFAULT_RESEARCH_IMAGE} if not set).",
                                      False,
                                      general_storage)
+        self.database_update_frequency = Option("database-update-frequency",
+                                                "How often the databases are updated. "
+                                                "The format is DD.HH:MM:SS. If the frequency "
+                                                "is less than a day can just be HH:MM:SS. "
+                                                "Update can be disabled by setting this option to a non-date"
+                                                " value (-, _, ..., etc.). "
+                                                "If unset, default value is 1 day",
+                                                False,
+                                                general_storage)
 
         self.all_options = [
             self.user_id,
             self.api_token,
             self.default_language,
             self.engine_image,
-            self.research_image
+            self.research_image,
+            self.database_update_frequency
         ]
 
     def get_option_by_key(self, key: str) -> Option:

diff --git a/lean/container.py b/lean/container.py
@@ -141,7 +141,10 @@ def initialize(self,
                                             self.project_manager,
                                             self.project_config_manager,
                                             self.organization_manager)
-        self.data_downloader = DataDownloader(self.logger, self.api_client, self.lean_config_manager)
+        self.data_downloader = DataDownloader(self.logger,
+                                              self.api_client,
+                                              self.lean_config_manager,
+                                              self.cli_config_manager.database_update_frequency.get_value())
         self.cloud_project_manager = CloudProjectManager(self.api_client,
                                                          self.project_config_manager,
                                                          self.pull_manager,

diff --git a/tests/commands/config/test_set.py b/tests/commands/config/test_set.py
@@ -14,7 +14,10 @@
 from click.testing import CliRunner
 
 from lean.commands import lean
+from lean.components.cloud.data_downloader import parse_timedelta
 from lean.container import container
+from datetime import timedelta
+import pytest
 
 
 def test_config_set_updates_the_value_of_the_option() -> None:
@@ -25,6 +28,48 @@ def test_config_set_updates_the_value_of_the_option() -> None:
     assert container.cli_config_manager.user_id.get_value() == "12345"
 
 
+@pytest.mark.parametrize("raw_frequency, expected", [("_", None), ("=", None), ("_", None),
+                                                 ("1.0:0:0", timedelta(days=1)),
+                                                 ("0.1:0:0", timedelta(hours=1)),
+                                                 ("0.0:1:0", timedelta(minutes=1)),
+                                                 ("0.0:0:1", timedelta(seconds=1)),
+                                                 ("1:0:0", timedelta(hours=1)),
+                                                 ("0:1:0", timedelta(minutes=1)),
+                                                 ("0:0:1", timedelta(seconds=1)),
+                                                 ("01.00:00:00", timedelta(days=1)),
+                                                 ("00.01:00:00", timedelta(hours=1)),
+                                                 ("00.00:01:00", timedelta(minutes=1)),
+                                                 ("00.00:00:01", timedelta(seconds=1)),
+                                                 ("01:00:00", timedelta(hours=1)),
+                                                 ("00:01:00", timedelta(minutes=1)),
+                                                 ("00:00:01", timedelta(seconds=1)),
+                                                 ("1.00:00:00", timedelta(days=1)),
+                                                 ("00.1:00:00", timedelta(hours=1)),
+                                                 ("00.00:1:00", timedelta(minutes=1)),
+                                                 ("00.00:00:1", timedelta(seconds=1)),
+                                                 ("1:00:00", timedelta(hours=1)),
+                                                 ("00:1:00", timedelta(minutes=1)),
+                                                 ("00:00:1", timedelta(seconds=1)),
+                                                 ("00.1:00:1", timedelta(hours=1, seconds=1)),
+                                                 ("00.1:1:1", timedelta(hours=1, minutes=1, seconds=1)),
+                                                 ("1:00:1", timedelta(hours=1, seconds=1)),
+                                                 ("1:1:1", timedelta(hours=1, minutes=1, seconds=1)),
+                                                 ("1.1:1:1", timedelta(days=1, hours=1, minutes=1, seconds=1)),
+                                                 ("10.20:30:40", timedelta(days=10, hours=20, minutes=30, seconds=40)),
+                                                 ("30.23:59:59", timedelta(days=30, hours=23, minutes=59, seconds=59)),
+                                                 ("60.23:59:59", timedelta(days=60, hours=23, minutes=59, seconds=59)),
+                                                 ("20:30:40", timedelta(hours=20, minutes=30, seconds=40)),
+                                                 ("00:59:59", timedelta(minutes=59, seconds=59)),
+                                                 ("00:00:59", timedelta(seconds=59))])
+def test_set_database_update_frequency_works_with_different_timespans(raw_frequency: str, expected: timedelta) -> None:
+    result = CliRunner().invoke(lean, ["config", "set", "database-update-frequency", raw_frequency])
+
+    assert result.exit_code == 0
+
+    frequency = parse_timedelta(raw_frequency)
+    assert frequency == expected
+
+
 def test_config_set_aborts_when_no_option_with_given_key_exists() -> None:
     result = CliRunner().invoke(lean, ["config", "set", "this-option-does-not-exist", "value"])