Migrate CoinApi Integration to Standalone Project #1
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feat: github issue & PR templates feat: prepare GH workflow file
feat: TestSetup initializer
feat: simplify code feat: remove one warning msg
feat: GetBrokerage CryptoFuture Symbol Test feat: init with wrong api key test feat: helper class for tests
11 tasks
fix: deprecated GDAX to Coinbase Market in Symbol test
fea: test of CoinAPIDataDownloader fix: reset config in wrong api key test
remove: thread sleep
refactor: future test
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Description
This pull request aims to remove the CoinApi data source from Lean.toolbox and replace it with an independent project. This involves refactoring the codebase to eliminate dependencies on CoinApi and creating new functionality and tests to ensure the continued functionality and reliability of the project.
Related Issue
N/A
Related PR
Lean
Lean-cli
Motivation and Context
The motivation behind this change is to decouple
Lean.toolboxfrom CoinApi, allowing for greater flexibility in data sources and reducing reliance on external services. By creating an independent project, we can maintain better control over the data source implementation and potentially incorporate additional data sources in the future. This change aligns with our goal of improving the modularity and maintainability of the codebase.Requires Documentation Change
Yes, documentation updates will be required to reflect the changes in the data source and provide instructions for integrating alternative data sources.
How Has This Been Tested?
1. QuantConnect.CoinAPI
This pull request includes a series of NUnit tests to ensure the reliability and functionality of the new implementation. Specifically:
ThrowsOnFailedAuthentication: Verifies that authentication failures are properly handled.DataQueueHandlerSubscribe: Tests the data queue handler's ability to subscribe to different symbols and exchanges.GetHistorywith Different Input Data: Validates the behavior of the get history functionality with various input data.SymbolMapperTests: Ensures the correctness of the symbol mapping functionality.2. QuantConnect.CoinAPI.Converter
Testing of converting
quotesandtradesraw data to consolidate data and save on disk.For instance:
Input data: Kraken quotes and trades
Output data: consolidated in different resolution
Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>