When use LEAN CLI locally backtest Binance, can we directly use 'USDT' now instead of still need to chang to 'USD'?

Hi Henry,

You can use QCAlgorithm.SetAccountCurrency to set your backtesting account currency. I think I shared this before, this is the template that I use myself that works with both backtesting and live trading:

from QuantConnect import AccountType, Market, Resolution, SecurityType
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Brokerages import BrokerageName
from QuantConnect.Data import Slice


class MyAlgorithm(QCAlgorithm):
    def Initialize(self) -> None:
        self.SetTimeZone("UTC")
        self.SetStartDate(2018, 1, 1)
        self.SetEndDate(2021, 4, 30)

        self.SetAccountCurrency("USDT")
        self.SetCash(100_000)

        self.SetBrokerageModel(BrokerageName.Binance, AccountType.Cash)
        self.SetBenchmark(Symbol.Create("BTCUSDT", SecurityType.Crypto, Market.Binance))

        self._btc = self.AddCrypto("BTCUSDT", Resolution.Daily, Market.Binance).Symbol

    def OnData(self, data: Slice) -> None:
        if not self.Portfolio.Invested:
            self.SetHoldings(self._btc, 1.0)

Thanks, Jasper

I gave it a try, the ‘lean backtest’ works now with ‘USDT (like ‘BTCUSDT’) directly. But when I use ’lean report', it began to give some errors like below. Even I already set buying for ‘BNTUSDT’, but it seems the lean still try to find the ratio between BNT and USD.

20210526 22:52:20.916 TRACE:: QuantConnect.Report.Main(): Parsing source files...backtest-data-source-file.json,
20210526 22:52:22.225 TRACE:: QuantConnect.Report.Main(): Instantiating report...
20210526 22:52:22.286 TRACE:: QuantConnect.Report.Report(): Processing backtesting orders
20210526 22:52:22.305 TRACE:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default value:
20210526 22:52:22.308 TRACE:: Config.Get(): Configuration key not found. Key: composer-dll-directory - Using default value: /Lean/Report/bin/Debug/
20210526 22:52:22.498 TRACE:: Config.Get(): Configuration key not found. Key: data-directory - Using default value: ../../../Data/
20210526 22:52:22.498 TRACE:: Config.Get(): Configuration key not found. Key: version-id - Using default value:
20210526 22:52:22.498 TRACE:: Config.Get(): Configuration key not found. Key: cache-location - Using default value: /Lean/Data
20210526 22:52:22.657 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-capacity - Using default value: 120
20210526 22:52:22.657 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-time-interval-minutes - Using default value: 1440
20210526 22:52:22.657 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-refill-amount - Using default value: 18
20210526 22:52:22.666 TRACE:: Config.Get(): Configuration key not found. Key: results-destination-folder - Using default value: /Lean/Report/bin/Debug
20210526 22:52:22.730 TRACE:: DataManager.AddSubscription(): Unable to add subscription for: QC-UNIVERSE-USERDEFINED-BINANCE-CRYPTO,QC-UNIVERSE-USERDEFINED-BINANCE-CRYPTO,Daily,TradeBar,Trade,Adjusted,Internal
20210526 22:52:22.737 TRACE:: BacktestingResultHandler(): Sample Period Set: 10.44
20210526 22:52:22.739 TRACE:: Time.TradeableDates(): Security Count: 124
20210526 22:52:22.743 TRACE:: Config.GetValue(): forward-console-messages - Using default value: True
Unhandled exception. System.ArgumentException: No conversion path found between source currency BNT and destination currency USD
  at QuantConnect.Securities.CurrencyConversion.SecurityCurrencyConversion.LinearSearch(String sourceCurrency, String destinationCurrency, IList`1 existingSecurities, IEnumerable`1 potentialSymbols, Func`2 makeNewSecurity) in 
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Securities/CurrencyConversion/SecurityCurrencyConversion.cs:line 223
  at QuantConnect.Securities.Cash.EnsureCurrencyDataFeed(SecurityManager securities, SubscriptionManager subscriptions, IReadOnlyDictionary`2 marketMap, SecurityChanges changes, ISecurityService securityService, String 
accountCurrency, Resolution defaultResolution) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Securities/Cash.cs:line 285
  at QuantConnect.Securities.CashBook.EnsureCurrencyDataFeeds(SecurityManager securities, SubscriptionManager subscriptions, IReadOnlyDictionary`2 marketMap, SecurityChanges changes, ISecurityService securityService, Resolution 
defaultResolution) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Securities/CashBook.cs:line 119
  at QuantConnect.Lean.Engine.DataFeeds.CurrencySubscriptionDataConfigManager.EnsureCurrencySubscriptionDataConfigs(SecurityChanges securityChanges, IBrokerageModel brokerageModel) in 
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/CurrencySubscriptionDataConfigManager.cs:line 140
  at QuantConnect.Lean.Engine.DataFeeds.UniverseSelection.EnsureCurrencyDataFeeds(SecurityChanges securityChanges) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/UniverseSelection.cs:line 447
  at QuantConnect.Lean.Engine.Setup.BaseSetupHandler.SetupCurrencyConversions(IAlgorithm algorithm, UniverseSelection universeSelection) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/Setup/BaseSetupHandler.cs:line
57
  at QuantConnect.Report.PortfolioLooper..ctor(Double startingCash, List`1 orders, Resolution resolution) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Report/PortfolioLooper/PortfolioLooper.cs:line 142
  at QuantConnect.Report.PortfolioLooper.FromOrders(Series`2 equityCurve, IEnumerable`1 orders, Boolean liveSeries)+MoveNext() in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Report/PortfolioLooper/PortfolioLooper.cs:line 
299
  at System.Collections.Generic.List`1..ctor(IEnumerable`1 collection)
  at System.Linq.Enumerable.ToList[TSource](IEnumerable`1 source)
  at QuantConnect.Report.Report..ctor(String name, String description, String version, BacktestResult backtest, LiveResult live, String pointInTimePortfolioDestination) in 
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Report/Report.cs:line 61
  at QuantConnect.Report.Program.Main(String[] args) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Report/Program.cs:line 70
Error: Something went wrong while running the LEAN Report Creator, see the logs above for more information
 

Hi Henry,

The error you are seeing comes from the report creator assuming your algorithm uses USD as account currency. I have created an issue for this behavior on GitHub, you can subscribe to that to track our progress on it.