2. C:\Users\63036\Desktop\LeanCLI>lean backtest "Energetic Apricot Gorilla" --download-data
  3. Select the organization to purchase and download data with: yi ren
  4. [?1h=20210908 23:00:06.283 TRACE:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default
  5. value:
  6. 20210908 23:00:06.291 TRACE:: Composer(): Loading Assemblies from /Lean/Launcher/bin/Debug
  7. 20210908 23:00:06.304 TRACE:: Python for .NET Assembly:
  8. QuantConnect.DataSource.ExamplePythonScriptMyCustomDataTypeDoNotUse, Version=1.0.0.0, Culture=neutral,
  9. PublicKeyToken=null
  10. 20210908 23:00:06.332 TRACE:: Python for .NET Assembly: Python.Runtime, Version=2.0.6.0, Culture=neutral,
  11. PublicKeyToken=5000fea6cba702dd
  12. 20210908 23:00:06.350 TRACE:: Config.Get(): Configuration key not found. Key: data-directory - Using default value:
  13. ../../../Data/
  14. 20210908 23:00:06.353 TRACE:: Config.Get(): Configuration key not found. Key: version-id - Using default value:
  15. 20210908 23:00:06.353 TRACE:: Config.Get(): Configuration key not found. Key: cache-location - Using default value:
  16. /Lean/Data
  17. 20210908 23:00:06.353 TRACE:: Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v2.5.0.0 Mode: DEBUG (64bit) Host:
  18. DESKTOP-IRVG37J
  19. 20210908 23:00:06.357 TRACE:: Engine.Main(): Started 11:00 PM
  20. 20210908 23:00:06.358 TRACE:: Config.Get(): Configuration key not found. Key: lean-manager-type - Using default value:
  21. LocalLeanManager
  22. 20210908 23:00:06.370 TRACE:: JobQueue.NextJob(): Selected /LeanCLI/main.py
  23. 20210908 23:00:06.416 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-capacity - Using default value: 120
  24. 20210908 23:00:06.417 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-time-interval-minutes - Using default
  25. value: 1440
  26. 20210908 23:00:06.417 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-refill-amount - Using default value: 18
  27. 20210908 23:00:06.420 TRACE:: Config.Get(): Configuration key not found. Key: data-permission-manager - Using default
  28. value: DataPermissionManager
  29. 20210908 23:00:06.429 TRACE:: Config.GetValue(): data-purchase-limit - Using default value:
  30. 79228162514264337593543950335
  31. Unhandled exception. System.Reflection.TargetInvocationException: Exception has been thrown by the target of an
  32. invocation.
  33.  ---> System.InvalidOperationException: ApiDataProvider(): Must agree to terms at
  34. https://www.quantconnect.com/terms/data/?organization=97092a1c19fb05e80f8da331c1a5b4aa, before using the
  35. ApiDataProvider
  36.    at QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider..ctor() in
  37. /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/ApiDataProvider.cs:line 92
  38.    --- End of inner exception stack trace ---
  39.    at System.RuntimeTypeHandle.CreateInstance(RuntimeType type, Boolean publicOnly, Boolean wrapExceptions, Boolean&
  40. canBeCached, RuntimeMethodHandleInternal& ctor, Boolean& hasNoDefaultCtor)
  41.    at System.RuntimeType.CreateInstanceDefaultCtorSlow(Boolean publicOnly, Boolean wrapExceptions, Boolean fillCache)
  42.    at System.RuntimeType.CreateInstanceDefaultCtor(Boolean publicOnly, Boolean skipCheckThis, Boolean fillCache,
  43. Boolean wrapExceptions)
  44.    at System.Activator.CreateInstance(Type type, Boolean nonPublic, Boolean wrapExceptions)
  45.    at QuantConnect.Util.Composer.GetExportedValueByTypeName[T](String typeName) in
  46. /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Util/Composer.cs:line 259
  47.    at QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.FromConfiguration(Composer composer) in
  48. /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/LeanEngineAlgorithmHandlers.cs:line 198
  49.    at QuantConnect.Lean.Engine.Initializer.GetAlgorithmHandlers() in
  50. /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/Initializer.cs:line 78
  51.    at QuantConnect.Lean.Launcher.Program.Main(String[] args) in
  52. /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Launcher/Program.cs:line 72
  53. Error: Something went wrong while running 'Energetic Apricot Gorilla' in the 'backtesting' environment, the output is
  54. stored in 'Energetic Apricot Gorilla\backtests\2021-09-09_07-00-03'
  56. C:\Users\63036\Desktop\LeanCLI>lean backtest "Pensive Magenta Dinosaur" --download-data
  57. Select the organization to purchase and download data with: yi ren
  58. [?1h=20210908 23:03:05.136 TRACE:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default
  59. value:
  60. 20210908 23:03:05.144 TRACE:: Composer(): Loading Assemblies from /Lean/Launcher/bin/Debug
  61. 20210908 23:03:05.158 TRACE:: Python for .NET Assembly:
  62. QuantConnect.DataSource.ExamplePythonScriptMyCustomDataTypeDoNotUse, Version=1.0.0.0, Culture=neutral,
  63. PublicKeyToken=null
  64. 20210908 23:03:05.185 TRACE:: Python for .NET Assembly: Python.Runtime, Version=2.0.6.0, Culture=neutral,
  65. PublicKeyToken=5000fea6cba702dd
  66. 20210908 23:03:05.206 TRACE:: Config.Get(): Configuration key not found. Key: data-directory - Using default value:
  67. ../../../Data/
  68. 20210908 23:03:05.209 TRACE:: Config.Get(): Configuration key not found. Key: version-id - Using default value:
  69. 20210908 23:03:05.209 TRACE:: Config.Get(): Configuration key not found. Key: cache-location - Using default value:
  70. /Lean/Data
  71. 20210908 23:03:05.209 TRACE:: Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v2.5.0.0 Mode: DEBUG (64bit) Host:
  72. DESKTOP-IRVG37J
  73. 20210908 23:03:05.212 TRACE:: Engine.Main(): Started 11:03 PM
  74. 20210908 23:03:05.214 TRACE:: Config.Get(): Configuration key not found. Key: lean-manager-type - Using default value:
  75. LocalLeanManager
  76. 20210908 23:03:05.226 TRACE:: JobQueue.NextJob(): Selected /LeanCLI/main.py
  77. 20210908 23:03:05.274 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-capacity - Using default value: 120
  78. 20210908 23:03:05.274 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-time-interval-minutes - Using default
  79. value: 1440
  80. 20210908 23:03:05.275 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-refill-amount - Using default value: 18
  81. 20210908 23:03:05.277 TRACE:: Config.Get(): Configuration key not found. Key: data-permission-manager - Using default
  82. value: DataPermissionManager
  83. 20210908 23:03:05.286 TRACE:: Config.GetValue(): data-purchase-limit - Using default value:
  84. 79228162514264337593543950335
  85. Unhandled exception. System.Reflection.TargetInvocationException: Exception has been thrown by the target of an
  86. invocation.
  87.  ---> System.InvalidOperationException: ApiDataProvider(): Must agree to terms at
  88. https://www.quantconnect.com/terms/data/?organization=97092a1c19fb05e80f8da331c1a5b4aa, before using the
  89. ApiDataProvider
  90.    at QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider..ctor() in
  91. /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/ApiDataProvider.cs:line 92
  92.    --- End of inner exception stack trace ---
  93.    at System.RuntimeTypeHandle.CreateInstance(RuntimeType type, Boolean publicOnly, Boolean wrapExceptions, Boolean&
  94. canBeCached, RuntimeMethodHandleInternal& ctor, Boolean& hasNoDefaultCtor)
  95.    at System.RuntimeType.CreateInstanceDefaultCtorSlow(Boolean publicOnly, Boolean wrapExceptions, Boolean fillCache)
  96.    at System.RuntimeType.CreateInstanceDefaultCtor(Boolean publicOnly, Boolean skipCheckThis, Boolean fillCache,
  97. Boolean wrapExceptions)
  98.    at System.Activator.CreateInstance(Type type, Boolean nonPublic, Boolean wrapExceptions)
  99.    at QuantConnect.Util.Composer.GetExportedValueByTypeName[T](String typeName) in
  100. /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Util/Composer.cs:line 259
  101.    at QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers.FromConfiguration(Composer composer) in
  102. /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/LeanEngineAlgorithmHandlers.cs:line 198
  103.    at QuantConnect.Lean.Engine.Initializer.GetAlgorithmHandlers() in
  104. /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/Initializer.cs:line 78
  105.    at QuantConnect.Lean.Launcher.Program.Main(String[] args) in
  106. /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Launcher/Program.cs:line 72
  107. Error: Something went wrong while running 'Pensive Magenta Dinosaur' in the 'backtesting' environment, the output is
  108. stored in 'Pensive Magenta Dinosaur\backtests\2021-09-09_07-03-01'
+ Expand

 

  1. class PensiveMagentaDinosaur(QCAlgorithm):
  3.     def Initialize(self):
  4.         self.SetStartDate(2021, 3, 7)  # Set Start Date
  5.         self.SetCash(100000)  # Set Strategy Cash
  6.         self.AddEquity("SPY", Resolution.Minute)
  9.     def OnData(self, data):
  10.         '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
  11.             Arguments:
  12.                 data: Slice object keyed by symbol containing the stock data
  13.         '''
  15.         if not self.Portfolio.Invested:
  16.            self.SetHoldings("SPY", 1)

What's wrong with that

Author

Yi ren

September 2021