Hi I am getting familiar with the Lean framework and am trying to test one of the out of the box startegies specifically the "MovingAverageCrossAlgorithm.py".
In the config.json file I have changed the following.
"environment": "live-alpaca",
"alpaca-key-id": "My-ID",
"alpaca-secret-key": "My-Secret Key",
"alpaca-trading-mode": "paper",
In the MovingAverageCross.py I have set the broker Model to Alpaca.
self.SetBrokerageModel(BrokerageName.Alpaca, AccountType.Cash)
I am not sure if I need to adjust any other settings , when I run the code it doesnt seem to be getting a live data feed. I have tried printing the data to the console using the self.Debug but doesnt show an output.(Below is my output).
Any help is appreciated.
20200727 20:43:14.188 ERROR:: LiveTradingResultHandler.Update(): Algorithm not yet initialized.
20200727 20:43:14.598 Trace:: PythonInitializer.Initialize(): start...
PythonEngine.Initialize(): Runtime.Initialize()...
Runtime.Initialize(): Py_Initialize...
Runtime.Initialize(): PyEval_InitThreads...
Runtime.Initialize(): Initialize types...
Runtime.Initialize(): Initialize types end.
Runtime.Initialize(): AssemblyManager.Initialize()...
Runtime.Initialize(): AssemblyManager.UpdatePath()...
PythonEngine.Initialize(): register atexit callback...
PythonEngine.Initialize(): GetCLRModule()...
PythonEngine.Initialize(): clr GetManifestResourceStream...
20200727 20:43:15.678 Trace:: PythonInitializer.Initialize(): ended
20200727 20:43:15.683 Trace:: AlgorithmPythonWrapper(): Python version 3.6.8 |Anaconda, Inc.| (default, Dec 30 2018, 01:25:33)
[GCC 7.3.0]: Importing python module MovingAverageCrossAlgorithm
20200727 20:43:16.489 Trace:: AlgorithmPythonWrapper(): Creating IAlgorithm instance.
20200727 20:43:17.565 Trace:: Config.GetValue(): mute-python-library-logging - Using default value: True
20200727 20:43:17.623 Trace:: Config.Get(): Configuration key not found. Key: results-destination-folder - Using default value: /root/Lean/Launcher/bin/Debug
20200727 20:43:17.624 Trace:: Config.Get(): Configuration key not found. Key: object-store-root - Using default value: ./storage
20200727 20:43:17.625 Trace:: LocalObjectStore.Initialize(): Storage Root: /root/Lean/Launcher/bin/Debug/storage/QCAlgorithm
20200727 20:43:17.626 Trace:: LiveTradingDataFeed.GetDataChannelProvider(): will use DataChannelProvider
20200727 20:43:17.752 Trace:: Config.GetValue(): websocket-log-trace - Using default value: False
20200727 20:43:17.769 Trace:: LiveTradingDataFeed.GetDataQueueHandler(): will use AlpacaBrokerage
20200727 20:43:17.772 Trace:: BaseDataExchange(DataQueueExchange) Starting...
20200727 20:43:17.775 Trace:: BaseDataExchange(CustomDataExchange) Starting...
Alexandre Catarino
Hi Georgio Laz ,
At the moment, local Lean users need to use IQFeed data (see credentials section in config.json) and use
"data-queue-handler": "QuantConnect.ToolBox.IQFeed.IQFeedDataQueueHandler",
instead of
"data-queue-handler": "AlpacaBrokerage",
in the live-alpaca environment. You may want to create e new environment, e.g.: "live-alpaca-iqfeed".
We will be able to use IEX data instead as soon as this PR is merged:
IEX DataQueueHandler updates #4586
or Polygon data in the future.
Georgio Laz
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