From c5a216fa825f6031c7eeb1e0f6660004aecaaf46 Mon Sep 17 00:00:00 2001 From: Adalyat Nazirov Date: Fri, 16 Jan 2026 13:59:14 +0000 Subject: [PATCH 1/2] add os files to gitignore --- .gitignore | 3 +++ 1 file changed, 3 insertions(+) diff --git a/.gitignore b/.gitignore index 3452cad8..cbd4c883 100644 --- a/.gitignore +++ b/.gitignore @@ -9,6 +9,9 @@ __pycache__/ # JetBrains Rider .idea/ +# OS Files +.DS_Store + # Distribution / packaging .Python build/ From b12b2217800d153c72d7261067ff25df8869d63e Mon Sep 17 00:00:00 2001 From: Adalyat Nazirov Date: Fri, 16 Jan 2026 14:01:45 +0000 Subject: [PATCH 2/2] add dYdX documentation --- README.md | 46 +++++++++++++++++++++++++++++++++++++--------- 1 file changed, 37 insertions(+), 9 deletions(-) diff --git a/README.md b/README.md index 640be648..5427fb65 100644 --- a/README.md +++ b/README.md @@ -165,7 +165,7 @@ Options: -d, --detach Run the backtest in a detached Docker container and return immediately --debug [pycharm|ptvsd|debugpy|vsdbg|rider|local-platform] Enable a certain debugging method (see --help for more information) - --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze] + --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] Update the Lean configuration file to retrieve data from the given historical provider --ib-user-name TEXT Your Interactive Brokers username --ib-account TEXT Your Interactive Brokers account id @@ -241,6 +241,10 @@ Options: --eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED --eze-user-name TEXT Your Eze Brokers username --eze-password TEXT Your Eze Brokers password + --dydx-private-key-hex TEXT Your dYdX API private key in hex format + --dydx-address TEXT Your dYdX wallet address + --dydx-subaccount-number INTEGER + Your dYdX subaccount number --download-data Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider-historical QuantConnect --data-purchase-limit INTEGER The maximum amount of QCC to spend on downloading data during the backtest when using @@ -375,9 +379,9 @@ Usage: lean cloud live deploy [OPTIONS] PROJECT --notify-insights. Options: - --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade|Eze] + --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] The brokerage to use - --data-provider-live [QuantConnect|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Polygon|CoinApi|Bybit|TradeStation|Alpaca|Tastytrade|Eze] + --data-provider-live [QuantConnect|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Polygon|CoinApi|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] The live data provider to use --ib-user-name TEXT Your Interactive Brokers username --ib-account TEXT Your Interactive Brokers account id @@ -475,6 +479,12 @@ Options: --eze-user-name TEXT Your Eze Brokers username --eze-password TEXT Your Eze Brokers password --eze-trading-account TEXT Format: BANK;BRANCH;CUSTOMER;DEPOSIT + --dydx-private-key-hex TEXT Your dYdX API private key in hex format + --dydx-address TEXT Your dYdX wallet address + --dydx-subaccount-number INTEGER + Your dYdX subaccount number + --dydx-environment [live|paper] + Whether the developer sandbox should be used --polygon-api-key TEXT Your Polygon.io API Key --polygon-license-type [Individual|Business] Select your Polygon.io subscription plan (Optional). @@ -884,7 +894,7 @@ Usage: lean data download [OPTIONS] https://www.quantconnect.com/datasets Options: - --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze] + --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] The name of the downloader data provider. --ib-user-name TEXT Your Interactive Brokers username --ib-account TEXT Your Interactive Brokers account id @@ -960,6 +970,10 @@ Options: --eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED --eze-user-name TEXT Your Eze Brokers username --eze-password TEXT Your Eze Brokers password + --dydx-private-key-hex TEXT Your dYdX API private key in hex format + --dydx-address TEXT Your dYdX wallet address + --dydx-subaccount-number INTEGER + Your dYdX subaccount number --dataset TEXT The name of the dataset to download non-interactively --overwrite Overwrite existing local data -y, --yes Automatically confirm payment confirmation prompts @@ -1328,11 +1342,11 @@ Options: --environment TEXT The environment to use --output DIRECTORY Directory to store results in (defaults to PROJECT/live/TIMESTAMP) -d, --detach Run the live deployment in a detached Docker container and return immediately - --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade|Eze] + --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] The brokerage to use - --data-provider-live [Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|IQFeed|Polygon|CoinApi|ThetaData|Custom data only|Bybit|TradeStation|Alpaca|Tastytrade|Eze] + --data-provider-live [Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|IQFeed|Polygon|CoinApi|ThetaData|Custom data only|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] The live data provider to use - --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Bybit|TradeStation|Alpaca|Tastytrade|Eze] + --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] Update the Lean configuration file to retrieve data from the given historical provider --ib-user-name TEXT Your Interactive Brokers username --ib-account TEXT Your Interactive Brokers account id @@ -1445,6 +1459,12 @@ Options: --eze-user-name TEXT Your Eze Brokers username --eze-password TEXT Your Eze Brokers password --eze-trading-account TEXT Format: BANK;BRANCH;CUSTOMER;DEPOSIT + --dydx-private-key-hex TEXT Your dYdX API private key in hex format + --dydx-address TEXT Your dYdX wallet address + --dydx-subaccount-number INTEGER + Your dYdX subaccount number + --dydx-environment [live|paper] + Whether the developer sandbox should be used --ib-enable-delayed-streaming-data BOOLEAN Whether delayed data may be used when your algorithm subscribes to a security you don't have a market data subscription for (Optional). @@ -1781,7 +1801,7 @@ Options: --parameter ... The 'parameter min max step' pairs configuring the parameters to optimize --constraint TEXT The 'statistic operator value' pairs configuring the constraints of the optimization - --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze] + --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] Update the Lean configuration file to retrieve data from the given historical provider --download-data Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider-historical QuantConnect @@ -1870,6 +1890,10 @@ Options: --eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED --eze-user-name TEXT Your Eze Brokers username --eze-password TEXT Your Eze Brokers password + --dydx-private-key-hex TEXT Your dYdX API private key in hex format + --dydx-address TEXT Your dYdX wallet address + --dydx-subaccount-number INTEGER + Your dYdX subaccount number --lean-config FILE The Lean configuration file that should be used (defaults to the nearest lean.json) --verbose Enable debug logging --help Show this message and exit. @@ -2047,7 +2071,7 @@ Usage: lean research [OPTIONS] PROJECT Options: --port INTEGER The port to run Jupyter Lab on (defaults to 8888) - --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze] + --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] Update the Lean configuration file to retrieve data from the given historical provider --ib-user-name TEXT Your Interactive Brokers username --ib-account TEXT Your Interactive Brokers account id @@ -2123,6 +2147,10 @@ Options: --eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED --eze-user-name TEXT Your Eze Brokers username --eze-password TEXT Your Eze Brokers password + --dydx-private-key-hex TEXT Your dYdX API private key in hex format + --dydx-address TEXT Your dYdX wallet address + --dydx-subaccount-number INTEGER + Your dYdX subaccount number --download-data Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider-historical QuantConnect --data-purchase-limit INTEGER The maximum amount of QCC to spend on downloading data during the research session