Merge pull request #32 from QuantConnect/refactor-rename-plugin-termi…

…nal-link

Rename plugin to Terminal Link

.gitignore

@@ -6,6 +6,9 @@ __pycache__/
 # C extensions
 *.so
 
+# JetBrains Rider
+.idea/
+
 # Distribution / packaging
 .Python
 build/

README.md

@@ -111,7 +111,7 @@ Options:
   -d, --detach                    Run the backtest in a detached Docker container and return immediately
   --debug [pycharm|ptvsd|vsdbg|rider]
                                   Enable a certain debugging method (see --help for more information)
-  --data-provider [Local|QuantConnect|Bloomberg]
+  --data-provider [Local|QuantConnect|Terminal Link]
                                   Update the Lean configuration file to retrieve data from the given provider
   --download-data                 Update the Lean configuration file to download data from the QuantConnect API, alias
                                   for --data-provider QuantConnect
@@ -720,9 +720,9 @@ Options:
   -d, --detach                    Run the live deployment in a detached Docker container and return immediately
   --gui                           Enable monitoring and controlling of the deployment via the local GUI
   --gui-organization TEXT         The name or id of the organization with the local GUI module subscription
-  --brokerage [Paper Trading|Interactive Brokers|Tradier|OANDA|Bitfinex|Coinbase Pro|Binance|Zerodha|Bloomberg|Atreyu|Trading Technologies]
+  --brokerage [Paper Trading|Interactive Brokers|Tradier|OANDA|Bitfinex|Coinbase Pro|Binance|Zerodha|Terminal Link|Atreyu|Trading Technologies]
                                   The brokerage to use
-  --data-feed [Interactive Brokers|Tradier|OANDA|Bitfinex|Coinbase Pro|Binance|Zerodha|Bloomberg|Trading Technologies|Custom data only|IQFeed]
+  --data-feed [Interactive Brokers|Tradier|OANDA|Bitfinex|Coinbase Pro|Binance|Zerodha|Terminal Link|Trading Technologies|Custom data only|IQFeed]
                                   The data feed to use
   --ib-user-name TEXT             Your Interactive Brokers username
   --ib-account TEXT               Your Interactive Brokers account id
@@ -764,7 +764,7 @@ Options:
   --iqfeed-password TEXT          Your IQFeed password
   --iqfeed-product-name TEXT      The product name of your IQFeed developer account
   --iqfeed-version TEXT           The product version of your IQFeed developer account
-  --bloomberg-organization TEXT   The name or id of the organization with the Bloomberg module subscription
+  --terminal-link-organization TEXT   The name or id of the organization with the Terminal Link module subscription
   --bloomberg-environment [Production|Beta]
                                   The environment to run in
   --bloomberg-server-host TEXT    The host of the Bloomberg server
@@ -987,7 +987,7 @@ Usage: lean research [OPTIONS] PROJECT
 
 Options:
   --port INTEGER                  The port to run Jupyter Lab on (defaults to 8888)
-  --data-provider [Local|QuantConnect|Bloomberg]
+  --data-provider [Local|QuantConnect|Terminal Link]
                                   Update the Lean configuration file to retrieve data from the given provider
   --download-data                 Update the Lean configuration file to download data from the QuantConnect API, alias
                                   for --data-provider QuantConnect

lean/commands/live.py

@@ -26,7 +26,7 @@
 from lean.models.brokerages.local.atreyu import AtreyuBrokerage
 from lean.models.brokerages.local.binance import BinanceBrokerage, BinanceDataFeed
 from lean.models.brokerages.local.bitfinex import BitfinexBrokerage, BitfinexDataFeed
-from lean.models.brokerages.local.bloomberg import BloombergBrokerage, BloombergDataFeed
+from lean.models.brokerages.local.terminal_link import TerminalLinkBrokerage, TerminalLinkDataFeed
 from lean.models.brokerages.local.coinbase_pro import CoinbaseProBrokerage, CoinbaseProDataFeed
 from lean.models.brokerages.local.interactive_brokers import InteractiveBrokersBrokerage, InteractiveBrokersDataFeed
 from lean.models.brokerages.local.iqfeed import IQFeedDataFeed
@@ -378,10 +378,10 @@ def _get_default_value(key: str) -> Optional[Any]:
               type=str,
               default=lambda: _get_default_value("iqfeed-version"),
               help="The product version of your IQFeed developer account")
-@click.option("--bloomberg-organization",
+@click.option("--terminal-link-organization",
               type=str,
               default=lambda: _get_default_value("job-organization-id"),
-              help="The name or id of the organization with the Bloomberg module subscription")
+              help="The name or id of the organization with the Terminal Link module subscription")
 @click.option("--bloomberg-environment",
               type=click.Choice(["Production", "Beta"], case_sensitive=False),
               default=lambda: _get_default_value("bloomberg-environment"),
@@ -574,7 +574,7 @@ def live(project: Path,
          iqfeed_password: Optional[str],
          iqfeed_product_name: Optional[str],
          iqfeed_version: Optional[str],
-         bloomberg_organization: Optional[str],
+         terminal_link_organization: Optional[str],
          bloomberg_environment: Optional[str],
          bloomberg_server_host: Optional[str],
          bloomberg_server_port: Optional[int],
@@ -698,24 +698,24 @@ def live(project: Path,
                                                     zerodha_access_token,
                                                     zerodha_product_type,
                                                     zerodha_trading_segment)
-        elif brokerage == BloombergBrokerage.get_name():
+        elif brokerage == TerminalLinkBrokerage.get_name():
             ensure_options(["bloomberg_environment",
                             "bloomberg_server_host",
                             "bloomberg_server_port",
                             "bloomberg_emsx_broker",
                             "bloomberg_allow_modification"])
-            brokerage_configurer = BloombergBrokerage(_get_organization_id(bloomberg_organization, "Bloomberg"),
-                                                      bloomberg_environment,
-                                                      bloomberg_server_host,
-                                                      bloomberg_server_port,
-                                                      bloomberg_symbol_map_file,
-                                                      bloomberg_emsx_broker,
-                                                      bloomberg_emsx_user_time_zone,
-                                                      bloomberg_emsx_account,
-                                                      bloomberg_emsx_strategy,
-                                                      bloomberg_emsx_notes,
-                                                      bloomberg_emsx_handling,
-                                                      bloomberg_allow_modification)
+            brokerage_configurer = TerminalLinkBrokerage(_get_organization_id(terminal_link_organization, "Terminal Link"),
+                                                         bloomberg_environment,
+                                                         bloomberg_server_host,
+                                                         bloomberg_server_port,
+                                                         bloomberg_symbol_map_file,
+                                                         bloomberg_emsx_broker,
+                                                         bloomberg_emsx_user_time_zone,
+                                                         bloomberg_emsx_account,
+                                                         bloomberg_emsx_strategy,
+                                                         bloomberg_emsx_notes,
+                                                         bloomberg_emsx_handling,
+                                                         bloomberg_allow_modification)
         elif brokerage == AtreyuBrokerage.get_name():
             ensure_options(["atreyu_host",
                             "atreyu_req_port",
@@ -809,25 +809,25 @@ def live(project: Path,
                                                                     zerodha_product_type,
                                                                     zerodha_trading_segment),
                                                    zerodha_history_subscription)
-        elif data_feed == BloombergDataFeed.get_name():
+        elif data_feed == TerminalLinkDataFeed.get_name():
             ensure_options(["bloomberg_environment",
                             "bloomberg_server_host",
                             "bloomberg_server_port",
                             "bloomberg_emsx_broker",
                             "bloomberg_allow_modification"])
-            data_feed_configurer = BloombergDataFeed(BloombergBrokerage(_get_organization_id(bloomberg_organization,
-                                                                                             "Bloomberg"),
-                                                                        bloomberg_environment,
-                                                                        bloomberg_server_host,
-                                                                        bloomberg_server_port,
-                                                                        bloomberg_symbol_map_file,
-                                                                        bloomberg_emsx_broker,
-                                                                        bloomberg_emsx_user_time_zone,
-                                                                        bloomberg_emsx_account,
-                                                                        bloomberg_emsx_strategy,
-                                                                        bloomberg_emsx_notes,
-                                                                        bloomberg_emsx_handling,
-                                                                        bloomberg_allow_modification))
+            data_feed_configurer = TerminalLinkDataFeed(TerminalLinkBrokerage(_get_organization_id(terminal_link_organization,
+                                                                                             "Terminal Link"),
+                                                                           bloomberg_environment,
+                                                                           bloomberg_server_host,
+                                                                           bloomberg_server_port,
+                                                                           bloomberg_symbol_map_file,
+                                                                           bloomberg_emsx_broker,
+                                                                           bloomberg_emsx_user_time_zone,
+                                                                           bloomberg_emsx_account,
+                                                                           bloomberg_emsx_strategy,
+                                                                           bloomberg_emsx_notes,
+                                                                           bloomberg_emsx_handling,
+                                                                           bloomberg_allow_modification))
         elif data_feed == TradingTechnologiesDataFeed.get_name():
             ensure_options(["tt_user_name",
                             "tt_session_password",

lean/components/docker/lean_runner.py

@@ -31,7 +31,7 @@
 from lean.components.util.project_manager import ProjectManager
 from lean.components.util.temp_manager import TempManager
 from lean.components.util.xml_manager import XMLManager
-from lean.constants import MODULES_DIRECTORY, BLOOMBERG_PRODUCT_ID
+from lean.constants import MODULES_DIRECTORY, TERMINAL_LINK_PRODUCT_ID
 from lean.models.config import DebuggingMethod
 from lean.models.docker import DockerImage
 
@@ -180,7 +180,7 @@ def get_basic_docker_config(self,
         # Install the required modules when they're needed
         if lean_config.get("data-provider", None) == "QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider" \
             and lean_config.get("data-downloader", None) == "BloombergDataDownloader":
-            self._module_manager.install_module(BLOOMBERG_PRODUCT_ID, lean_config["job-organization-id"])
+            self._module_manager.install_module(TERMINAL_LINK_PRODUCT_ID, lean_config["job-organization-id"])
 
         # Force the use of the LocalDisk map/factor providers if no recent zip present and not using ApiDataProvider
         data_dir = self._lean_config_manager.get_data_directory()

lean/constants.py

@@ -72,8 +72,8 @@
 # The product id of the Security Master subscription
 SECURITY_MASTER_PRODUCT_ID = 37
 
-# The product id of the Bloomberg module
-BLOOMBERG_PRODUCT_ID = 44
+# The product id of the Terminal Link module
+TERMINAL_LINK_PRODUCT_ID = 44
 
 # The product id of the Trading Technologies module
 TRADING_TECHNOLOGIES_PRODUCT_ID = 64

lean/models/brokerages/local/__init__.py

@@ -19,7 +19,7 @@
 from lean.models.brokerages.local.base import LocalBrokerage
 from lean.models.brokerages.local.binance import BinanceBrokerage, BinanceDataFeed
 from lean.models.brokerages.local.bitfinex import BitfinexBrokerage, BitfinexDataFeed
-from lean.models.brokerages.local.bloomberg import BloombergBrokerage, BloombergDataFeed
+from lean.models.brokerages.local.terminal_link import TerminalLinkBrokerage, TerminalLinkDataFeed
 from lean.models.brokerages.local.coinbase_pro import CoinbaseProBrokerage, CoinbaseProDataFeed
 from lean.models.brokerages.local.custom_data_only import CustomDataOnlyDataFeed
 from lean.models.brokerages.local.interactive_brokers import InteractiveBrokersBrokerage, InteractiveBrokersDataFeed
@@ -40,7 +40,7 @@
     CoinbaseProBrokerage,
     BinanceBrokerage,
     ZerodhaBrokerage,
-    BloombergBrokerage,
+    TerminalLinkBrokerage,
     AtreyuBrokerage,
     TradingTechnologiesBrokerage
 ]
@@ -53,7 +53,7 @@
     CoinbaseProDataFeed,
     BinanceDataFeed,
     ZerodhaDataFeed,
-    BloombergDataFeed,
+    TerminalLinkDataFeed,
     TradingTechnologiesDataFeed,
     CustomDataOnlyDataFeed
 ]
@@ -67,7 +67,7 @@
     CoinbaseProBrokerage: [CoinbaseProDataFeed],
     BinanceBrokerage: [BinanceDataFeed],
     ZerodhaBrokerage: [ZerodhaDataFeed],
-    BloombergBrokerage: [BloombergDataFeed],
+    TerminalLinkBrokerage: [TerminalLinkDataFeed],
     AtreyuBrokerage: [x for x in all_local_data_feeds if x != CustomDataOnlyDataFeed],
     TradingTechnologiesBrokerage: [TradingTechnologiesDataFeed]
 }

lean/models/brokerages/local/bloomberg.py → lean/models/brokerages/local/terminal_link.py

@@ -18,13 +18,13 @@
 
 from lean.click import PathParameter
 from lean.components.util.logger import Logger
-from lean.constants import BLOOMBERG_PRODUCT_ID
+from lean.constants import TERMINAL_LINK_PRODUCT_ID
 from lean.container import container
 from lean.models.brokerages.local.base import LeanConfigConfigurer, LocalBrokerage
 from lean.models.logger import Option
 
 
-class BloombergBrokerage(LocalBrokerage):
+class TerminalLinkBrokerage(LocalBrokerage):
     """A LocalBrokerage implementation for the Bloomberg brokerage."""
 
     _is_module_installed = False
@@ -57,7 +57,7 @@ def __init__(self,
 
     @classmethod
     def get_name(cls) -> str:
-        return "Bloomberg"
+        return "Terminal Link"
 
     @classmethod
     def _build(cls, lean_config: Dict[str, Any], logger: Logger) -> LocalBrokerage:
@@ -66,7 +66,7 @@ def _build(cls, lean_config: Dict[str, Any], logger: Logger) -> LocalBrokerage:
         organizations = api_client.organizations.get_all()
         options = [Option(id=organization.id, label=organization.name) for organization in organizations]
 
-        organization_id = logger.prompt_list("Select the organization with the Bloomberg module subscription", options)
+        organization_id = logger.prompt_list("Select the organization with the Terminal Link module subscription", options)
 
         environment = click.prompt("Environment",
                                    cls._get_default(lean_config, "bloomberg-environment"),
@@ -91,18 +91,18 @@ def _build(cls, lean_config: Dict[str, Any], logger: Logger) -> LocalBrokerage:
                                           cls._get_default(lean_config, "bloomberg-allow-modification"),
                                           type=bool)
 
-        return BloombergBrokerage(organization_id,
-                                  environment,
-                                  server_host,
-                                  server_port,
-                                  symbol_map_file,
-                                  emsx_broker,
-                                  emsx_user_time_zone,
-                                  emsx_account,
-                                  emsx_strategy,
-                                  emsx_notes,
-                                  emsx_handling,
-                                  allow_modification)
+        return TerminalLinkBrokerage(organization_id,
+                                     environment,
+                                     server_host,
+                                     server_port,
+                                     symbol_map_file,
+                                     emsx_broker,
+                                     emsx_user_time_zone,
+                                     emsx_account,
+                                     emsx_strategy,
+                                     emsx_notes,
+                                     emsx_handling,
+                                     allow_modification)
 
     def _configure_environment(self, lean_config: Dict[str, Any], environment_name: str) -> None:
         self.ensure_module_installed()
@@ -147,23 +147,23 @@ def configure_credentials(self, lean_config: Dict[str, Any]) -> None:
 
     def ensure_module_installed(self) -> None:
         if not self._is_module_installed:
-            container.module_manager().install_module(BLOOMBERG_PRODUCT_ID, self._organization_id)
+            container.module_manager().install_module(TERMINAL_LINK_PRODUCT_ID, self._organization_id)
             self._is_module_installed = True
 
 
-class BloombergDataFeed(LeanConfigConfigurer):
-    """A LeanConfigConfigurer implementation for the Bloomberg data feed."""
+class TerminalLinkDataFeed(LeanConfigConfigurer):
+    """A LeanConfigConfigurer implementation for the Terminal Link data feed."""
 
-    def __init__(self, brokerage: BloombergBrokerage) -> None:
+    def __init__(self, brokerage: TerminalLinkBrokerage) -> None:
         self._brokerage = brokerage
 
     @classmethod
     def get_name(cls) -> str:
-        return BloombergBrokerage.get_name()
+        return TerminalLinkBrokerage.get_name()
 
     @classmethod
     def build(cls, lean_config: Dict[str, Any], logger: Logger) -> LeanConfigConfigurer:
-        return BloombergDataFeed(BloombergBrokerage.build(lean_config, logger))
+        return TerminalLinkDataFeed(TerminalLinkBrokerage.build(lean_config, logger))
 
     def configure(self, lean_config: Dict[str, Any], environment_name: str) -> None:
         self._brokerage.ensure_module_installed()

lean/models/data_providers/__init__.py

@@ -11,12 +11,12 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
-from lean.models.data_providers.bloomberg import BloombergDataProvider
+from lean.models.data_providers.terminal_link import TerminalLinkDataProvider
 from lean.models.data_providers.local import LocalDataProvider
 from lean.models.data_providers.quantconnect import QuantConnectDataProvider
 
 all_data_providers = [
     LocalDataProvider,
     QuantConnectDataProvider,
-    BloombergDataProvider
+    TerminalLinkDataProvider
 ]