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| # Lean DataSource SDK | ||
| # Lean Alpha Vantage DataSource Plugin | ||
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| [](https://github.com/QuantConnect/LeanDataSdk/actions?query=workflow%3A%22Build%20%26%20Test%22) | ||
| [](https://github.com/QuantConnect/LeanDataSdk/actions?query=workflow%3A%22Build%20%26%20Test%22) [](https://opensource.org/licenses/Apache-2.0) | ||
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| ### Introduction | ||
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| The Lean Data SDK is a cross-platform template repository for developing custom data types for Lean. | ||
| These data types will be consumed by [QuantConnect](https://www.quantconnect.com/) trading algorithms and research environment, locally or in the cloud. | ||
| Welcome to the Alpha Vantage API Connector Library for .NET 6. This open-source project provides a robust and efficient C# library designed to seamlessly connect with the Alpha Vantage API. The library facilitates easy integration with the QuantConnect [LEAN Algorithmic Trading Engine](https://github.com/quantConnect/Lean), offering a clear and straightforward way for users to incorporate Alpha Vantage's extensive financial datasets into their algorithmic trading strategies. | ||
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| It is composed by example .Net solution for the data type and converter scripts. | ||
| ### Alpha Vantage Overview | ||
| Alpha Vantage provides real-time and historical financial market data through a set of powerful and developer-friendly data APIs. From traditional asset classes (e.g., stocks, ETFs, mutual funds) to economic indicators, from foreign exchange rates to commodities, from fundamental data to technical indicators, Alpha Vantage is your one-stop-shop for enterprise-grade global market data delivered through cloud-based APIs. | ||
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| ### Prerequisites | ||
| ### Features | ||
| - **Easy Integration:** Simple and intuitive functions to connect with the Alpha Vantage API, tailored for seamless use within the QuantConnect LEAN Algorithmic Trading Engine. | ||
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| The solution targets dotnet 5, for installation instructions please follow [dotnet download](https://dotnet.microsoft.com/download). | ||
| - **Rich Financial Data:** Access a wide range of financial data, including stock quotes, technical indicators, historical prices, and more, provided by Alpha Vantage. | ||
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| The data downloader and converter script can be developed in different ways: C# executable, Python script, Python Jupyter notebook or even a bash script. | ||
| - The python script should be compatible with python 3.6.8 | ||
| - Bash script will run on Ubuntu Bionic | ||
| - **Flexible Configuration:** The library supports various configuration options, including API key, allowing users to tailor their requests to specific needs. | ||
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| Specifically, the enviroment where these scripts will be run is [quantconnect/research](https://hub.docker.com/repository/docker/quantconnect/research) based on [quantconnect/lean:foundation](https://hub.docker.com/repository/docker/quantconnect/lean). | ||
| - **Symbol SecurityType Support:** The library currently supports the following symbol security types: | ||
| - [x] Equity | ||
| - [ ] Option | ||
| - [ ] Commodity | ||
| - [ ] Forex | ||
| - [ ] Future | ||
| - [ ] Crypto | ||
| - [ ] Index | ||
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| ### Installation | ||
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| The "Use this template" feature should be used for each unique data source which requires its own data processing. Once it is cloned locally, you should be able to successfully build the solution, run all tests and execute the downloader and/or conveter scripts. The final version should pass all CI tests of GitHub Actions. | ||
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| Once ready, please contact support@quantconnect.com and we will create a listing in the QuantConnect Data Market for your company and link to your public repository and commit hash. | ||
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| ### Datasets Vendor Requirements | ||
| - **Backtesting and Research:** Test your algorithm in backtest and research modes within [QuantConnect.Lean CLI](https://www.quantconnect.com/docs/v2/lean-cli), leveraging the Alpha Vantage API data to refine and optimize your trading strategies. | ||
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| Key requirements for new vendors include: | ||
| ### Contribute to the Project | ||
| Contributions to this open-source project are welcome! If you find any issues, have suggestions for improvements, or want to add new features, please open an issue or submit a pull request. | ||
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| - A well-defined dataset with a clear and static vision for the data to minimize churn or changes as people will be building systems from it. This is easiest with "raw" data (e.g. sunshine hours vs a sentiment algorithm) | ||
| - Robust ticker and security links to ensure the tickers are tracked well through time, or accurately point in time. ISIN, FIGI, or point in time ticker supported | ||
| - Robust funding to ensure viable for at least 1 year | ||
| - Robust API to ensure reliable up-time. No dead links on site or and 502 servers while using API | ||
| - Consistent delivery schedule, on time and in time for market trading | ||
| - Consistent data format with notifications and lead time on data format updates | ||
| - At least 1 year of historical point in time data | ||
| - Survivorship bias free data | ||
| - Good documentation for the dataset | ||
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| ### Tutorials | ||
| ### Installation | ||
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| - See [Tutorials](https://www.quantconnect.com/docs/v2/our-platform/datasets/contributing-datasets) for a step by step guide for creating a new LEAN Data Source. | ||
| To contribute to the Alpha Vantage API Connector Library for .NET 6 within QuantConnect LEAN, follow these steps: | ||
| 1. **Obtain API Key:** Sign up for a free Alpha Vantage API key [here](https://www.alphavantage.co/) if you don't have one. | ||
| 2. **Fork the Project:** Fork the repository by clicking the "Fork" button at the top right of the GitHub page. | ||
| 3. Clone Your Forked Repository: | ||
| ``` | ||
| git clone https://github.com/your-username/alpha-vantage-connector-dotnet.git | ||
| ``` | ||
| 4. **Configuration:** | ||
| - Set the `alpha-vantage-api-key` in your QuantConnect configuration (config.json or environment variables). | ||
| - [optional] Set the `alpha-vantage-price-plan` (by default: Free) | ||
| ``` | ||
| { | ||
| "alpha-vantage-api-key": "", | ||
| "alpha-vantage-price-plan": "", | ||
| } | ||
| ``` | ||
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| ### Price Plan | ||
| For detailed information on Alpha Vantage's pricing plans, please refer to the [Alpha Vantage Pricing](https://www.alphavantage.co/premium/) page. | ||
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| ### Documentation | ||
| Refer to the [documentation](https://www.quantconnect.com/docs/v2/lean-cli/datasets/alphavantage) for detailed information on the library's functions, parameters, and usage examples. | ||
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| ### License | ||
| This project is licensed under the MIT License - see the [LICENSE](#) file for details. | ||
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| Happy coding and algorithmic trading! |