config.py

#####################################################################################
#
# QuantConnect Lean hack to enable backtesting against an installed version of Lean
# instead of docker.  
#
# The motivation: 1) lean-cli option data generation is broken, 2) generated data
# are not readable with the docker framework, 3) a way to debug Lean to get a better
# understanding how it works.
#
# Author: athanas@vastscientific.com
#
# Copyright 2022 Michael Athanas, Ph.D.
#
# Permission is hereby granted, free of charge, to any person obtaining a 
# copy of this software and associated documentation files (the "Software"), 
# to deal in the Software without restriction, including without limitation 
# the rights to use, copy, modify, merge, publish, distribute, sublicense, 
# and/or sell copies of the Software, and to permit persons to whom the 
#  Software is furnished to do so, subject to the following conditions:
#
# The above copyright notice and this permission notice shall be included 
# in all copies or substantial portions of the Software.
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, 
# EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF 
# MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. 
# IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, 
# DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR 
# OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR 
# THE USE OR OTHER DEALINGS IN THE SOFTWARE.
#
#########################################################################################

# the directory where the generated data resides
DATADIR="s:/data"

# the directory where lean is cloned into:
LEANDIR="s:/PROJECTS/Lean.github"

# use the Release optimized build of lean.
# a release build of Lean must be constructed by:
#   cd Lean
#   dotnet build -c Release QuantConnect.Lean.sln
# values: "Debug" or "Release"
LEANOPTIMIZE="Debug"

#
TRADIER_ACCOUNT=""
TRADIER_SECRET=""