According to this documentation I should be able to run the following command to download data to use for local backtesting with Lean
I've successfully setup my lean environment as described in previous documentation.
When I run:
dotnet QuantConnect.ToolBox.dll --app=PDL --tickers=XLE --resolution=Daily --from-date=20200101-00:00:00 --to-date=20220101-00:00:00 --security-type=Equity --api-key=?????
I get the following:
20220831 05:55:54.617 TRACE:: Config.GetValue(): debug-mode - Using default value: False
20220831 05:55:54.618 TRACE:: Config.Get(): Configuration key not found. Key: results-destination-folder - Using default value:
20220831 05:55:54.619 TRACE:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default value:
20220831 05:55:54.622 TRACE:: Config.Get(): Configuration key not found. Key: composer-dll-directory - Using default value:
20220831 05:55:54.623 TRACE:: Composer(): Loading Assemblies from C:\Users\rjbru\Code\Lean\Launcher\bin\Debug\
20220831 05:55:54.699 TRACE:: Config.Get(): Configuration key not found. Key: data-directory - Using default value: ../../../Data
20220831 05:55:54.748 TRACE:: Config.GetValue(): api-data-update-period - Using default value: 1
20220831 05:55:54.752 TRACE:: Config.Get(): Configuration key not found. Key: data-directory - Using default value: ../../../Data/
20220831 05:55:54.752 TRACE:: Config.Get(): Configuration key not found. Key: version-id - Using default value:
20220831 05:55:54.752 TRACE:: Config.Get(): Configuration key not found. Key: cache-location - Using default value: ../../../Data/
20220831 05:55:54.976 ERROR:: PolygonDataQueueHandler.GetHistory(): History calls for Polygon.io require an API key.
The key is specified however in the command, and I am certain it is a functioning api key from polygon.io side. Any ideas or is this possibly a bug? I do not see Polygon as an option for the --app argument in the --help output of the command.
Louis Szeto
Hi Axist
I didn't see any error from the logs. The default location of the downloaded files was in `Lean\Data\equity\usa\daily\XLE.csv`. Have you check if the file was there with correct data content?
Best
Louis
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Gui Reis
I am getting the same issue as above. There is an error in the log, which I am also getting in spite of providing a valid API:
Derek Melchin
Hi Gui,
To track our progress of fixing this error, subscribe to the following GitHub Issue:
Best,
Derek Melchin
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Gui Reis
Thanks Derek.
Axist
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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