Skip to content

quantconnect.md

Latest commit

 

History

History
92 lines (74 loc) · 3.06 KB

quantconnect.md

File metadata and controls

92 lines (74 loc) · 3.06 KB

QuantConnect Connector

quant_platform_kit.quantconnect contains small, dependency-free helpers for platform repositories that deploy a strategy to QuantConnect Cloud while keeping account wiring and secrets outside this public repository.

The connector supports:

  • QuantConnect REST API authentication headers from a user id and API token
  • live algorithm management calls for authenticate, create, read, list, stop, and liquidate
  • QuantConnect live deployment payloads
  • Interactive Brokers brokerage payloads for QuantConnect Cloud
  • redacted payload helpers for logs and notifications

It intentionally does not contain production account ids, usernames, passwords, node ids, or project ids. Private platform configuration should provide those values from Secret Manager, GitHub Actions secrets, or another deployment secret store.

Example

from quant_platform_kit.quantconnect import (
    InteractiveBrokersBrokerageSettings,
    QuantConnectCredentials,
    QuantConnectLiveConnector,
    QuantConnectLiveDeployment,
    QuantConnectRestClient,
)

credentials = QuantConnectCredentials.from_env(env)
brokerage = InteractiveBrokersBrokerageSettings.from_env(env)

deployment = QuantConnectLiveDeployment(
    project_id=12345678,
    compile_id="compile-id-from-quantconnect",
    node_id="LN-node-id-from-quantconnect",
    brokerage=brokerage,
    data_providers={
        "InteractiveBrokersBrokerage": brokerage,
    },
    parameters={
        "strategy_profile": "example_strategy",
        "runtime_target": "quantconnect-cloud-slot-a",
    },
)

client = QuantConnectRestClient(credentials=credentials)
connector = QuantConnectLiveConnector(client)

# Use deployment.redacted_payload() for logs. Do not log deployment.to_payload().
result = connector.deploy(deployment)

The default environment variable names are:

QUANTCONNECT_USER_ID
QUANTCONNECT_API_TOKEN
QUANTCONNECT_ORGANIZATION_ID

QUANTCONNECT_IB_USER_NAME
QUANTCONNECT_IB_ACCOUNT
QUANTCONNECT_IB_PASSWORD
QUANTCONNECT_IB_WEEKLY_RESTART_UTC_TIME
QUANTCONNECT_IB_FINANCIAL_ADVISORS_GROUP_FILTER

For a hybrid deployment, keep the target routing in a private platform repository or deployment secret:

{
  "self_hosted": [
    {
      "strategy_profile": "tqqq_growth_income",
      "platform": "interactive_brokers",
      "account_selector": ["U00000000"]
    }
  ],
  "quantconnect_cloud": [
    {
      "strategy_profile": "example_strategy",
      "project_id": 12345678,
      "node_id": "LN-placeholder",
      "brokerage_secret": "qc-ibkr-slot-b"
    }
  ]
}

The public example above uses placeholders only. Real account mappings and brokerage credentials must stay in private runtime configuration.

References