rename: data-provider and data-feed

lean/commands/backtest.py

@@ -251,18 +251,18 @@ def _select_organization() -> QCMinimalOrganization:
 @option("--debug",
               type=Choice(["pycharm", "ptvsd", "vsdbg", "rider", "local-platform"], case_sensitive=False),
               help="Enable a certain debugging method (see --help for more information)")
-@option("--data-provider",
+@option("--data-provider-historical",
               type=Choice([dp.get_name() for dp in all_data_providers], case_sensitive=False),
               default="Local",
               help="Update the Lean configuration file to retrieve data from the given provider")
 @options_from_json(get_configs_for_options("backtest"))
 @option("--download-data",
               is_flag=True,
               default=False,
-              help="Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider QuantConnect")
+              help="Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider-historical QuantConnect")
 @option("--data-purchase-limit",
               type=int,
-              help="The maximum amount of QCC to spend on downloading data during the backtest when using QuantConnect as data provider")
+              help="The maximum amount of QCC to spend on downloading data during the backtest when using QuantConnect as data provider historical")
 @option("--release",
               is_flag=True,
               default=False,
@@ -301,7 +301,7 @@ def backtest(project: Path,
              output: Optional[Path],
              detach: bool,
              debug: Optional[str],
-             data_provider: Optional[str],
+             data_provider_historical: Optional[str],
              download_data: bool,
              data_purchase_limit: Optional[int],
              release: bool,
@@ -363,12 +363,12 @@ def backtest(project: Path,
     lean_config = lean_config_manager.get_complete_lean_config("backtesting", algorithm_file, debugging_method)
 
     if download_data:
-        data_provider = QuantConnectDataProvider.get_name()
+        data_provider_historical = QuantConnectDataProvider.get_name()
 
     organization_id = container.organization_manager.try_get_working_organization_id()
 
-    if data_provider is not None:
-        data_provider_configurer: DataProvider = get_and_build_module(data_provider, all_data_providers, kwargs, logger)
+    if data_provider_historical is not None:
+        data_provider_configurer: DataProvider = get_and_build_module(data_provider_historical, all_data_providers, kwargs, logger)
         data_provider_configurer.ensure_module_installed(organization_id)
         data_provider_configurer.configure(lean_config, "backtesting")
 

lean/commands/cloud/live/deploy.py

@@ -114,13 +114,13 @@ def _configure_brokerage(lean_config: Dict[str, Any], logger: Logger, user_provi
                                                                              hide_input=not show_secrets)
 
 def _configure_data_feed(brokerage: CloudBrokerage, logger: Logger) -> None:
-    """Configures the data feed to use based on the brokerage given.
+    """Configures the data provider live to use based on the brokerage given.
 
     :param brokerage: the cloud brokerage
     :param logger: the logger to use
     """
     if len(cloud_brokerage_data_feeds[brokerage]) != 0:
-        data_feed_selected = logger.prompt_list("Select a data feed", [
+        data_feed_selected = logger.prompt_list("Select a data provider live", [
             Option(id=data_feed, label=data_feed) for data_feed in cloud_brokerage_data_feeds[brokerage]
         ], multiple=False)
         data_feed_property_name = [name for name in brokerage.get_required_properties([InternalInputUserInput]) if ("data-feed" in name)]
@@ -265,7 +265,7 @@ def deploy(project: str,
         ensure_options(essential_properties)
         essential_properties_value = {brokerage_instance.convert_variable_to_lean_key(prop) : kwargs[prop] for prop in essential_properties}
         brokerage_instance.update_configs(essential_properties_value)
-        # now required properties can be fetched as per data provider from essential properties
+        # now required properties can be fetched as per data provider historical from essential properties
         required_properties = [brokerage_instance.convert_lean_key_to_variable(prop) for prop in brokerage_instance.get_required_properties([InternalInputUserInput])]
         ensure_options(required_properties)
         required_properties_value = {brokerage_instance.convert_variable_to_lean_key(prop) : kwargs[prop] for prop in required_properties}
@@ -340,7 +340,7 @@ def deploy(project: str,
     logger.info(f"Environment: {brokerage_settings['environment'].title()}")
     logger.info(f"Server name: {live_node.name}")
     logger.info(f"Server type: {live_node.sku}")
-    logger.info(f"Data provider: {price_data_handler.replace('Handler', '')}")
+    logger.info(f"Data provider historical: {price_data_handler.replace('Handler', '')}")
     logger.info(f"LEAN version: {cloud_project.leanVersionId}")
     logger.info(f"Order event notifications: {'Yes' if notify_order_events else 'No'}")
     logger.info(f"Insight notifications: {'Yes' if notify_insights else 'No'}")

lean/commands/live/deploy.py

@@ -171,7 +171,7 @@ def _configure_lean_config_interactively(lean_config: Dict[str, Any],
 
     brokerage.build(lean_config, logger, properties, hide_input=not show_secrets).configure(lean_config, environment_name)
 
-    data_feeds = logger.prompt_list("Select a data feed", [
+    data_feeds = logger.prompt_list("Select a data provider live", [
         Option(id=data_feed, label=data_feed.get_name()) for data_feed in local_brokerage_data_feeds[brokerage]
     ], multiple= True)
     for data_feed in data_feeds:
@@ -228,11 +228,11 @@ def _get_default_value(key: str) -> Optional[Any]:
 @option("--brokerage",
               type=Choice([b.get_name() for b in all_local_brokerages], case_sensitive=False),
               help="The brokerage to use")
-@option("--data-feed",
+@option("--data-provider-live",
               type=Choice([d.get_name() for d in all_local_data_feeds], case_sensitive=False),
               multiple=True,
-              help="The data feed to use")
-@option("--data-provider",
+              help="The data provider live to use")
+@option("--data-provider-historical",
               type=Choice([dp.get_name() for dp in all_data_providers if dp._id != "TerminalLinkBrokerage"], case_sensitive=False),
               default="Local",
               help="Update the Lean configuration file to retrieve data from the given provider")
@@ -282,8 +282,8 @@ def deploy(project: Path,
            output: Optional[Path],
            detach: bool,
            brokerage: Optional[str],
-           data_feed: Optional[str],
-           data_provider: Optional[str],
+           data_provider_live: Optional[str],
+           data_provider_historical: Optional[str],
            release: bool,
            image: Optional[str],
            python_venv: Optional[str],
@@ -302,14 +302,14 @@ def deploy(project: Path,
     If PROJECT is a directory, the algorithm in the main.py or Main.cs file inside it will be executed.
     If PROJECT is a file, the algorithm in the specified file will be executed.
 
-    By default an interactive wizard is shown letting you configure the brokerage and data feed to use.
-    If --environment, --brokerage or --data-feed are given the command runs in non-interactive mode.
+    By default an interactive wizard is shown letting you configure the brokerage and data provider live to use.
+    If --environment, --brokerage or --data-provider-live are given the command runs in non-interactive mode.
     In this mode the CLI does not prompt for input.
 
     If --environment is given it must be the name of a live environment in the Lean configuration.
 
-    If --brokerage and --data-feed are given, the options specific to the given brokerage/data feed must also be given.
-    The Lean config is used as fallback when a brokerage/data feed-specific option hasn't been passed in.
+    If --brokerage and --data-provider-live are given, the options specific to the given brokerage/data provider live must also be given.
+    The Lean config is used as fallback when a brokerage/data provider live-specific option hasn't been passed in.
     If a required option is not given and cannot be found in the Lean config the command aborts.
 
     By default the official LEAN engine image is used.
@@ -333,8 +333,8 @@ def deploy(project: Path,
 
     lean_config_manager = container.lean_config_manager
 
-    if environment is not None and (brokerage is not None or len(data_feed) > 0):
-        raise RuntimeError("--environment and --brokerage + --data-feed are mutually exclusive")
+    if environment is not None and (brokerage is not None or len(data_provider_live) > 0):
+        raise RuntimeError("--environment and --brokerage + --data-provider-live are mutually exclusive")
 
     if environment is not None:
         environment_name = environment
@@ -385,7 +385,7 @@ def deploy(project: Path,
         [update_essential_properties_available([brokerage_configurer], kwargs)]
         [update_essential_properties_available(data_feed_configurers, kwargs)]
 
-    elif brokerage is not None or len(data_feed) > 0:
+    elif brokerage is not None or len(data_provider_live) > 0:
         ensure_options(["brokerage", "data_feed"])
 
         environment_name = "lean-cli"
@@ -398,7 +398,7 @@ def deploy(project: Path,
         [brokerage_configurer] = [get_and_build_module(brokerage, all_local_brokerages, kwargs, logger)]
         brokerage_configurer.configure(lean_config, environment_name)
 
-        for df in data_feed:
+        for df in data_provider_live:
             [data_feed_configurer] = [get_and_build_module(df, all_local_data_feeds, kwargs, logger)]
             data_feed_configurer.configure(lean_config, environment_name)
 
@@ -407,8 +407,8 @@ def deploy(project: Path,
         lean_config = lean_config_manager.get_complete_lean_config(environment_name, algorithm_file, None)
         _configure_lean_config_interactively(lean_config, environment_name, kwargs, show_secrets=show_secrets)
 
-    if data_provider is not None:
-        [data_provider_configurer] = [get_and_build_module(data_provider, all_data_providers, kwargs, logger)]
+    if data_provider_historical is not None:
+        [data_provider_configurer] = [get_and_build_module(data_provider_historical, all_data_providers, kwargs, logger)]
         data_provider_configurer.configure(lean_config, environment_name)
 
     if "environments" not in lean_config or environment_name not in lean_config["environments"]:
@@ -444,7 +444,7 @@ def deploy(project: Path,
     cash_balance_option, holdings_option, last_cash, last_holdings = get_last_portfolio_cash_holdings(container.api_client, env_brokerage,
                                                                                                       project_config.get("cloud-id", None), project)
 
-    if environment is None and brokerage is None and len(data_feed) == 0:   # condition for using interactive panel
+    if environment is None and brokerage is None and len(data_provider_live) == 0:   # condition for using interactive panel
         if cash_balance_option != LiveInitialStateInput.NotSupported:
             live_cash_balance = _configure_initial_cash_interactively(logger, cash_balance_option, last_cash)
 

lean/commands/optimize.py

@@ -97,14 +97,14 @@ def get_filename_timestamp(path: Path) -> datetime:
               type=str,
               multiple=True,
               help="The 'statistic operator value' pairs configuring the constraints of the optimization")
-@option("--data-provider",
+@option("--data-provider-historical",
               type=Choice([dp.get_name() for dp in all_data_providers], case_sensitive=False),
               default="Local",
               help="Update the Lean configuration file to retrieve data from the given provider")
 @option("--download-data",
               is_flag=True,
               default=False,
-              help="Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider QuantConnect")
+              help="Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider-historical QuantConnect")
 @option("--release",
               is_flag=True,
               default=False,
@@ -150,7 +150,7 @@ def optimize(project: Path,
              target_direction: Optional[str],
              parameter: List[Tuple[str, float, float, float]],
              constraint: List[str],
-             data_provider: Optional[str],
+             data_provider_historical: Optional[str],
              download_data: bool,
              release: bool,
              image: Optional[str],
@@ -299,10 +299,10 @@ def optimize(project: Path,
     organization_id = container.organization_manager.try_get_working_organization_id()
 
     if download_data:
-        data_provider = QuantConnectDataProvider.get_name()
+        data_provider_historical = QuantConnectDataProvider.get_name()
 
-    if data_provider is not None:
-        data_provider_configurer: DataProvider = get_and_build_module(data_provider, all_data_providers, kwargs, logger)
+    if data_provider_historical is not None:
+        data_provider_configurer: DataProvider = get_and_build_module(data_provider_historical, all_data_providers, kwargs, logger)
         data_provider_configurer.ensure_module_installed(organization_id)
         data_provider_configurer.configure(lean_config, environment)
         logger.info(lean_config)

lean/commands/research.py

@@ -37,18 +37,18 @@ def _check_docker_output(chunk: str, port: int) -> None:
 @command(cls=LeanCommand, requires_lean_config=True, requires_docker=True)
 @argument("project", type=PathParameter(exists=True, file_okay=False, dir_okay=True))
 @option("--port", type=int, default=8888, help="The port to run Jupyter Lab on (defaults to 8888)")
-@option("--data-provider",
+@option("--data-provider-historical",
               type=Choice([dp.get_name() for dp in all_data_providers], case_sensitive=False),
               default="Local",
               help="Update the Lean configuration file to retrieve data from the given provider")
 @options_from_json(get_configs_for_options("research"))
 @option("--download-data",
               is_flag=True,
               default=False,
-              help=f"Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider {QuantConnectDataProvider.get_name()}")
+              help=f"Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider-historical {QuantConnectDataProvider.get_name()}")
 @option("--data-purchase-limit",
               type=int,
-              help="The maximum amount of QCC to spend on downloading data during the research session when using QuantConnect as data provider")
+              help="The maximum amount of QCC to spend on downloading data during the research session when using QuantConnect as data provider historical")
 @option("--detach", "-d",
               is_flag=True,
               default=False,
@@ -77,7 +77,7 @@ def _check_docker_output(chunk: str, port: int) -> None:
               help="Use the local LEAN research image instead of pulling the latest version")
 def research(project: Path,
              port: int,
-             data_provider: Optional[str],
+             data_provider_historical: Optional[str],
              download_data: bool,
              data_purchase_limit: Optional[int],
              detach: bool,
@@ -110,10 +110,10 @@ def research(project: Path,
     lean_config["research-object-store-name"] = algorithm_name
 
     if download_data:
-        data_provider = QuantConnectDataProvider.get_name()
+        data_provider_historical = QuantConnectDataProvider.get_name()
 
-    if data_provider is not None:
-        data_provider_configurer: DataProvider = get_and_build_module(data_provider, all_data_providers, kwargs, logger)
+    if data_provider_historical is not None:
+        data_provider_configurer: DataProvider = get_and_build_module(data_provider_historical, all_data_providers, kwargs, logger)
         data_provider_configurer.ensure_module_installed(container.organization_manager.try_get_working_organization_id())
         data_provider_configurer.configure(lean_config, "backtesting")
 

lean/components/api/live_client.py

@@ -71,7 +71,7 @@ def start(self,
         :param compile_id: the id of the compile to use for live trading
         :param node_id: the id of the node to start live trading on
         :param brokerage_settings: the brokerage settings to use
-        :param price_data_handler: the data feed to use
+        :param price_data_handler: the data provider live to use
         :param automatic_redeploy: whether automatic redeploys are enabled
         :param version_id: the id of the LEAN version to use
         :param notify_order_events: whether notifications should be sent on order events

lean/components/config/lean_config_manager.py

@@ -297,7 +297,7 @@ def get_complete_lean_config(self,
     def configure_data_purchase_limit(self, lean_config: Dict[str, Any], data_purchase_limit: Optional[int]) -> None:
         """Updates the data purchase limit in the Lean config.
 
-        Logs a warning if the data provider is not configured to download from QuantConnect.
+        Logs a warning if the data provider historical is not configured to download from QuantConnect.
 
         :param lean_config: the Lean config dict to update
         :param data_purchase_limit: the data purchase limit provided by the user, or None if no such limit was provided
@@ -307,7 +307,7 @@ def configure_data_purchase_limit(self, lean_config: Dict[str, Any], data_purcha
 
         if lean_config.get("data-provider", None) != "QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider":
             self._logger.warn(
-                "--data-purchase-limit is ignored because the data provider is not set to download from the QuantConnect API, use --download-data to set that up")
+                "--data-purchase-limit is ignored because the data provider historical is not set to download from the QuantConnect API, use --download-data to set that up")
             return
 
         lean_config["data-purchase-limit"] = data_purchase_limit

lean/models/brokerages/cloud/cloud_brokerage.py

@@ -75,7 +75,7 @@ def get_settings(self) -> Dict[str, str]:
         return settings
 
     def get_price_data_handler(self) -> str:
-        """Returns the price data feed handler to use.
+        """Returns the price data provider live handler to use.
         :return: the value to assign to the "dataHandler" property of the live/create API endpoint
         """
         # TODO: Handle this case with json conditions

lean/models/brokerages/local/data_feed.py

@@ -16,7 +16,7 @@
 
 
 class DataFeed(LeanConfigConfigurer):
-    """A JsonModule implementation for the Json data feed module."""
+    """A JsonModule implementation for the Json data provider live module."""
 
     def __init__(self, json_datafeed_data: Dict[str, Any]) -> None:
         super().__init__(json_datafeed_data)