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Fix: data-type Open Interest with spacing (#455)
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* feat: back compatibility data_type == Open Interest

* feat: custom choice class for QCDataType

* feat: use option callback to replace data type name
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Romazes committed May 3, 2024
1 parent 125cbe4 commit 746e76d
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Showing 2 changed files with 27 additions and 3 deletions.
25 changes: 22 additions & 3 deletions lean/commands/data/download.py
Original file line number Diff line number Diff line change
Expand Up @@ -195,7 +195,6 @@ def _select_products_interactive(organization: QCFullOrganization, datasets: Lis

while True:
category = logger.prompt_list("Select a category", category_options)

available_datasets = sorted((d for d in datasets if category in d.categories), key=lambda d: d.name)
dataset: Dataset = logger.prompt_list("Select a dataset",
[Option(id=d, label=d.name) for d in available_datasets])
Expand All @@ -215,7 +214,6 @@ def _select_products_interactive(organization: QCFullOrganization, datasets: Lis
for dataset_option in dataset.options:
if dataset_option.condition is None or dataset_option.condition.check(option_results):
option_results[dataset_option.id] = dataset_option.configure_interactive()

products.append(Product(dataset=dataset, option_results=option_results))

logger.info("Selected data:")
Expand Down Expand Up @@ -496,6 +494,25 @@ def _configure_date_option(date_value: str, option_id: str, option_label: str) -
return date_option.configure_non_interactive(date_value)


class QCDataTypeCustomChoice(Choice):
def get_metavar(self, param) -> str:
choices_str = "|".join(QCDataType.get_all_members_except('Open Interest'))

# Use square braces to indicate an option or optional argument.
return f"[{choices_str}]"


def _replace_data_type(ctx, param, value):
dataset = ctx.params.get('dataset')
if dataset:
if value == QCDataType.OpenInterest:
return QCDataType.Open_Interest
return value
elif value == QCDataType.Open_Interest:
return QCDataType.OpenInterest
return value


@command(cls=LeanCommand, requires_lean_config=True, allow_unknown_options=True, name="download")
@option("--data-provider-historical",
type=Choice([data_downloader.get_name() for data_downloader in cli_data_downloaders], case_sensitive=False),
Expand All @@ -506,7 +523,9 @@ def _configure_date_option(date_value: str, option_id: str, option_label: str) -
@option("--force", is_flag=True, default=False, hidden=True)
@option("--yes", "-y", "auto_confirm", is_flag=True, default=False,
help="Automatically confirm payment confirmation prompts")
@option("--data-type", type=Choice(QCDataType.get_all_members(), case_sensitive=False), help="Specify the type of historical data")
@option("--data-type", callback=_replace_data_type,
type=QCDataTypeCustomChoice(QCDataType.get_all_members(), case_sensitive=False),
help="Specify the type of historical data")
@option("--resolution", type=Choice(QCResolution.get_all_members(), case_sensitive=False),
help="Specify the resolution of the historical data")
@option("--security-type", type=Choice(QCSecurityType.get_all_members(), case_sensitive=False),
Expand Down
5 changes: 5 additions & 0 deletions lean/models/api.py
Original file line number Diff line number Diff line change
Expand Up @@ -412,6 +412,7 @@ class QCDataType(str, Enum):
Quote = "Quote"
Bulk = "Bulk"
OpenInterest = "OpenInterest"
Open_Interest = "Open Interest"

@classmethod
def get_all_members(cls):
Expand All @@ -428,6 +429,10 @@ def get_all_members(cls):
"""
return list(cls.__members__.values())

@classmethod
def get_all_members_except(cls, skip_value:str):
return [value for value in QCDataType.__members__.values() if value != skip_value]

class QCSecurityType(str, Enum):
Equity = "Equity"
Index = "Index"
Expand Down

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