Creates QuantConnect ApiPython project

This new project includes the source and tools to develop the quantconnect python package that provides interaction via API with quantconnect.com.

.gitignore

@@ -257,3 +257,5 @@ Charts/
 # QuantConnect plugin files
 QuantConnectProjects.xml
 Launcher/Plugins/*
+/ApiPython/dist
+/ApiPython/quantconnect.egg-info

Api/QuantConnect.Api.csproj

@@ -131,7 +131,6 @@
     <None Include="packages.config">
       <SubType>Designer</SubType>
     </None>
-    <None Include="Api.py" />
   </ItemGroup>
   <ItemGroup />
   <Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />

ApiPython/MANIFEST.in

@@ -0,0 +1 @@
+include LICENSE

ApiPython/QuantConnect.ApiPython.pyproj

@@ -0,0 +1,52 @@
+<Project DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003" ToolsVersion="4.0">
+  <PropertyGroup>
+    <Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
+    <SchemaVersion>2.0</SchemaVersion>
+    <ProjectGuid>1c47f4db-2aff-4fae-9142-b33be654a516</ProjectGuid>
+    <ProjectHome>
+    </ProjectHome>
+    <StartupFile>tests\test_api.py</StartupFile>
+    <SearchPath>
+    </SearchPath>
+    <WorkingDirectory>.</WorkingDirectory>
+    <OutputPath>.</OutputPath>
+    <Name>QuantConnect.ApiPython</Name>
+    <RootNamespace>ApiPython</RootNamespace>
+  </PropertyGroup>
+  <PropertyGroup Condition=" '$(Configuration)' == 'Debug' ">
+    <DebugSymbols>true</DebugSymbols>
+    <EnableUnmanagedDebugging>false</EnableUnmanagedDebugging>
+  </PropertyGroup>
+  <PropertyGroup Condition=" '$(Configuration)' == 'Release' ">
+    <DebugSymbols>true</DebugSymbols>
+    <EnableUnmanagedDebugging>false</EnableUnmanagedDebugging>
+  </PropertyGroup>
+  <ItemGroup>
+    <Compile Include="quantconnect\api.py" />
+    <Compile Include="quantconnect\__init__.py" />
+    <Compile Include="setup.py" />
+    <Compile Include="tests\test_api.py" />
+    <Compile Include="tests\__init__.py">
+      <SubType>Code</SubType>
+    </Compile>
+  </ItemGroup>
+  <ItemGroup>
+    <Folder Include="tests\" />
+    <Folder Include="quantconnect\" />
+  </ItemGroup>
+  <ItemGroup>
+    <Content Include="MANIFEST.in" />
+    <Content Include="README.rst">
+      <SubType>Code</SubType>
+    </Content>
+  </ItemGroup>
+  <Import Project="$(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion)\Python Tools\Microsoft.PythonTools.targets" />
+  <!-- Uncomment the CoreCompile target to enable the Build command in
+       Visual Studio and specify your pre- and post-build commands in
+       the BeforeBuild and AfterBuild targets below. -->
+  <!--<Target Name="CoreCompile" />-->
+  <Target Name="BeforeBuild">
+  </Target>
+  <Target Name="AfterBuild">
+  </Target>
+</Project>

ApiPython/README.rst

@@ -0,0 +1,31 @@
+QuantConnect.com Interaction via API (python edition)
+=========
+
+What is it
+------------------
+
+**quantconnect** is a Python package providing interaction via API with `QuantConnect.com <https://www.quantconnect.com>`_.
+
+Installation Instructions
+------------------
+
+This package can be installed with pip:
+
+   >>> pip install quantconnect -U
+
+Enter Python’s interpreter and type the following commands:
+
+   >>> from quantconnect.api import Api
+   >>> api = Api(your-user-id, your-token)
+   >>> p = api.list_projects()
+   >>> print(len(p['projects']))
+
+For your user id and token, please visit `your account page <https://www.quantconnect.com/account>`_.
+
+Create the package
+------------------
+
+Edit setup.py to set the desired package version. Then, create the distribution and upload it with `twine <https://pypi.python.org/pypi/twine>`_.:
+
+   >>> python setup.py sdist
+   >>> twine upload  dist/*

ApiPython/quantconnect/__init__.py

@@ -0,0 +1,69 @@
+# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+# Lean Algorithmic Trading Engine v2.0. Copyright 2014 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 hashlib import sha256
+from logging import exception
+from requests import Request, Session
+from time import time
+
+def create_secure_hash(timestamp, token):
+    """Generate a secure hash for the authorization headers.
+    Returns:
+        Time based hash of user token and timestamp."""
+    hash_data = sha256()
+    hash_data.update('{0}:{1}'.format(token, timestamp).encode('utf-8'))
+    return hash_data.hexdigest()
+
+
+class ApiConnection:
+    """API Connection and Hash Manager
+    Attributes:
+        client(str): Authorized client to use for requests.
+        userId(int/str): User Id number from QuantConnect.com account. Found at www.quantconnect.com/account.
+        token(str): Access token for the QuantConnect account. Found at www.quantconnect.com/account.
+    """
+    def __init__(self, userId, token):
+        self.client = 'https://www.quantconnect.com/api/v2/'
+        self.userId = str(userId)
+        self.token = token
+        if len(self.userId) * len(self.token) == 0:
+            exception('Cannot use empty string for userId or token. Found yours at www.quantconnect.com/account')
+
+
+    def connected(self):
+        """Return true if connected successfully."""
+        request = Request('GET', 'authenticate')
+        result = self.try_request(request)
+        return result['success']
+
+    def try_request(self, request):
+        """Place a secure request and get back an object of type T.
+        Args:
+            request: Result object of the request
+        Returns:
+            result: request response
+        """
+        timestamp = int(time())
+        hash = create_secure_hash(timestamp, self.token)
+        request.auth = (self.userId, hash)
+        request.headers.update({'Timestamp': str(timestamp)})
+        request.url = self.client + request.url
+
+        try:
+            session = Session()
+            response = session.send(request.prepare())
+            session.close()
+            return response.json()
+        except:
+            exception('Failed to make REST request to {0}'.format(request.url))
+            return { 'success': False }

Api/Api.py → ApiPython/quantconnect/api.py

@@ -12,29 +12,17 @@
 # limitations under the License.
 
 from datetime import datetime
-from hashlib import sha256
 from json import dumps
-from logging import exception
-from requests import Session, Request
-from time import time, mktime
-
-def create_secure_hash(timestamp, token):
-    """Generate a secure hash for the authorization headers.
-    Returns:
-        Time based hash of user token and timestamp."""
-    hash_data = sha256()
-    hash_data.update("{0}:{1}".format(token, timestamp).encode('utf-8'))
-    return hash_data.hexdigest()
+from requests import Request
+from time import mktime
+from quantconnect import ApiConnection
 
 class Api:
     """QuantConnect.com Interaction Via API.
     Attributes:
-        userId(int): User Id number from QuantConnect.com account. Found at www.quantconnect.com/account.
+        userId(int/str): User Id number from QuantConnect.com account. Found at www.quantconnect.com/account.
         token(str): Access token for the QuantConnect account. Found at www.quantconnect.com/account.
-        timestamp(int): UTC timestamp. Timestamps older than 1800 seconds will not work.
-        client(str): Authorized client to use for requests.
     """
-
     def __init__(self, userId, token):
         self.api_connection = ApiConnection(userId, token)
 
@@ -467,38 +455,4 @@ def download_data(self, symbol, securityType, market, resolution, date, fileName
             with open(fileName + '.zip', "wb") as code:
                 code.write(request.content)
 
-        return link['success']
-
-
-class ApiConnection:
-    client = "https://www.quantconnect.com/api/v2/"
-
-    def __init__(self, userId, token):
-        self.userId = userId
-        self.token = token
-
-    def connected(self):
-        """Return true if connected successfully."""
-        request = Request('GET', "authenticate")
-        result = self.try_request(request)
-        return result['success']
-
-    def try_request(self, request):
-        """Place a secure request and get back an object of type T.
-        Args:
-            request: Result object of the request
-        Returns:
-            result: request response
-        """
-        timestamp = int(time())
-        hash = create_secure_hash(timestamp, self.token)
-        request.auth = (self.userId, hash)
-        request.headers.update({"Timestamp": str(timestamp)})
-        request.url = self.client + request.url
-
-        try:
-            response = Session().send(request.prepare())
-            return response.json()
-        except:
-            exception("Failed to make REST request to {0}".format(request.url))
-            return { 'success': False }
+        return link['success']

ApiPython/setup.py

@@ -0,0 +1,35 @@
+# -*- coding: utf-8 -*-
+# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+# Lean Algorithmic Trading Engine v2.0. Copyright 2014 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 setuptools import setup, find_packages
+
+# https://github.com/QuantConnect/Lean/blob/master/LICENSE
+with open('../LICENSE') as f:
+    license = f.read()
+
+with open('README.rst') as f:
+    readme = f.read()
+
+setup(
+     name='quantconnect',
+     version='0.1',
+     description = 'QuantConnect API',
+     long_description=readme,
+     author = 'QuantConnect Python Team',
+     author_email = 'support@quantconnect.com',
+     url='https://www.quantconnect.com/',
+     license=license,
+     packages = find_packages(exclude=('tests', 'docs')),
+     install_requires=['requests']
+     )

ApiPython/tests/__init__.py

@@ -0,0 +1,12 @@
+# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+# Lean Algorithmic Trading Engine v2.0. Copyright 2014 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.

Tests/API/ApiTests.py → ApiPython/tests/test_api.py

@@ -19,8 +19,9 @@
 class TestApi(unittest.TestCase):
 
     def setUp(self):
-        self.userId = "1"
-        self.testToken = "ec87b337ac970da4cbea648f24f1c851"
+        # Please add your credentials. Found at https://www.quantconnect.com/account 
+        self.userId = ""
+        self.testToken = ""
         self.api = Api(self.userId, self.testToken)
 
     def test_Projects_CanBeCreatedAndDeleted_Successfully(self):
@@ -65,8 +66,8 @@ def test_ApiWillAuthenticate_InvalidCredentials_Unsuccessfully(self):
     def test_CRUD_ProjectFiles_Successfully(self):
         """Test updating the files associated with a project"""
 
-        real_file_code = get_content('/../../Algorithm.Python/BasicTemplateAlgorithm.py')
-        second_real_file_code = get_content('/../../Algorithm.Python/BasicTemplateForexAlgorithm.py')
+        real_file_code = get_content('BasicTemplateAlgorithm.py')
+        second_real_file_code = get_content('BasicTemplateForexAlgorithm.py')
 
         fakeFile = {"name":"Hello.py", "code": "Hello World!"}
         realFile = {"name":"main.py", "code": real_file_code}
@@ -123,8 +124,8 @@ def test_CRUD_ProjectFiles_Successfully(self):
         self.assertTrue(deleteProject['success'])
 
 def get_content(file):
-    with open(os.getcwd() + file, 'r') as myfile:
-        return myfile.read()#.decode("utf-8-sig").encode("utf-8")
+    with open("../Algorithm.Python/" + file, 'r') as f:
+        return f.read()
 
 if __name__ == '__main__':
     unittest.main(argv=['first-arg-is-ignored'], exit=False)

QuantConnect.Lean.sln

@@ -56,6 +56,8 @@ Project("{888888A0-9F3D-457C-B088-3A5042F75D52}") = "QuantConnect.Algorithm.Pyth
 EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuantConnect.Algorithm.Framework", "Algorithm.Framework\QuantConnect.Algorithm.Framework.csproj", "{75981418-7246-4B91-B136-482728E02901}"
 EndProject
+Project("{888888A0-9F3D-457C-B088-3A5042F75D52}") = "QuantConnect.ApiPython", "ApiPython\QuantConnect.ApiPython.pyproj", "{1C47F4DB-2AFF-4FAE-9142-B33BE654A516}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
@@ -212,6 +214,10 @@ Global
 		{75981418-7246-4B91-B136-482728E02901}.Release|Any CPU.Build.0 = Release|Any CPU
 		{75981418-7246-4B91-B136-482728E02901}.Release|x64.ActiveCfg = Release|Any CPU
 		{75981418-7246-4B91-B136-482728E02901}.Release|x64.Build.0 = Release|Any CPU
+		{1C47F4DB-2AFF-4FAE-9142-B33BE654A516}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{1C47F4DB-2AFF-4FAE-9142-B33BE654A516}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{1C47F4DB-2AFF-4FAE-9142-B33BE654A516}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{1C47F4DB-2AFF-4FAE-9142-B33BE654A516}.Release|x64.ActiveCfg = Release|Any CPU
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE

Tests/QuantConnect.Tests.csproj

@@ -468,7 +468,6 @@
     <None Include="TestData\spy_with_keltner.csv">
       <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
     </None>
-    <None Include="API\ApiTests.py" />
   </ItemGroup>
   <ItemGroup>
     <Folder Include="Adapters\" />