Thanks, Jasper
I gave it a try, the ‘lean backtest’ works now with ‘USDT (like ‘BTCUSDT’) directly. But when I use ’lean report', it began to give some errors like below. Even I already set buying for ‘BNTUSDT’, but it seems the lean still try to find the ratio between BNT and USD.
20210526 22:52:20.916 TRACE:: QuantConnect.Report.Main(): Parsing source files...backtest-data-source-file.json,
20210526 22:52:22.225 TRACE:: QuantConnect.Report.Main(): Instantiating report...
20210526 22:52:22.286 TRACE:: QuantConnect.Report.Report(): Processing backtesting orders
20210526 22:52:22.305 TRACE:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default value:
20210526 22:52:22.308 TRACE:: Config.Get(): Configuration key not found. Key: composer-dll-directory - Using default value: /Lean/Report/bin/Debug/
20210526 22:52:22.498 TRACE:: Config.Get(): Configuration key not found. Key: data-directory - Using default value: ../../../Data/
20210526 22:52:22.498 TRACE:: Config.Get(): Configuration key not found. Key: version-id - Using default value:
20210526 22:52:22.498 TRACE:: Config.Get(): Configuration key not found. Key: cache-location - Using default value: /Lean/Data
20210526 22:52:22.657 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-capacity - Using default value: 120
20210526 22:52:22.657 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-time-interval-minutes - Using default value: 1440
20210526 22:52:22.657 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-refill-amount - Using default value: 18
20210526 22:52:22.666 TRACE:: Config.Get(): Configuration key not found. Key: results-destination-folder - Using default value: /Lean/Report/bin/Debug
20210526 22:52:22.730 TRACE:: DataManager.AddSubscription(): Unable to add subscription for: QC-UNIVERSE-USERDEFINED-BINANCE-CRYPTO,QC-UNIVERSE-USERDEFINED-BINANCE-CRYPTO,Daily,TradeBar,Trade,Adjusted,Internal
20210526 22:52:22.737 TRACE:: BacktestingResultHandler(): Sample Period Set: 10.44
20210526 22:52:22.739 TRACE:: Time.TradeableDates(): Security Count: 124
20210526 22:52:22.743 TRACE:: Config.GetValue(): forward-console-messages - Using default value: True
Unhandled exception. System.ArgumentException: No conversion path found between source currency BNT and destination currency USD
at QuantConnect.Securities.CurrencyConversion.SecurityCurrencyConversion.LinearSearch(String sourceCurrency, String destinationCurrency, IList`1 existingSecurities, IEnumerable`1 potentialSymbols, Func`2 makeNewSecurity) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Securities/CurrencyConversion/SecurityCurrencyConversion.cs:line 223
at QuantConnect.Securities.Cash.EnsureCurrencyDataFeed(SecurityManager securities, SubscriptionManager subscriptions, IReadOnlyDictionary`2 marketMap, SecurityChanges changes, ISecurityService securityService, String
accountCurrency, Resolution defaultResolution) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Securities/Cash.cs:line 285
at QuantConnect.Securities.CashBook.EnsureCurrencyDataFeeds(SecurityManager securities, SubscriptionManager subscriptions, IReadOnlyDictionary`2 marketMap, SecurityChanges changes, ISecurityService securityService, Resolution
defaultResolution) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Securities/CashBook.cs:line 119
at QuantConnect.Lean.Engine.DataFeeds.CurrencySubscriptionDataConfigManager.EnsureCurrencySubscriptionDataConfigs(SecurityChanges securityChanges, IBrokerageModel brokerageModel) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/CurrencySubscriptionDataConfigManager.cs:line 140
at QuantConnect.Lean.Engine.DataFeeds.UniverseSelection.EnsureCurrencyDataFeeds(SecurityChanges securityChanges) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/UniverseSelection.cs:line 447
at QuantConnect.Lean.Engine.Setup.BaseSetupHandler.SetupCurrencyConversions(IAlgorithm algorithm, UniverseSelection universeSelection) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/Setup/BaseSetupHandler.cs:line
57
at QuantConnect.Report.PortfolioLooper..ctor(Double startingCash, List`1 orders, Resolution resolution) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Report/PortfolioLooper/PortfolioLooper.cs:line 142
at QuantConnect.Report.PortfolioLooper.FromOrders(Series`2 equityCurve, IEnumerable`1 orders, Boolean liveSeries)+MoveNext() in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Report/PortfolioLooper/PortfolioLooper.cs:line
299
at System.Collections.Generic.List`1..ctor(IEnumerable`1 collection)
at System.Linq.Enumerable.ToList[TSource](IEnumerable`1 source)
at QuantConnect.Report.Report..ctor(String name, String description, String version, BacktestResult backtest, LiveResult live, String pointInTimePortfolioDestination) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Report/Report.cs:line 61
at QuantConnect.Report.Program.Main(String[] args) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Report/Program.cs:line 70
Error: Something went wrong while running the LEAN Report Creator, see the logs above for more information