Fix Composer type fetching

- Fix fetching the map file provider and data aggregator instance for the composer
QuantConnect · Mar 5, 2024 · 6d41dcc · 6d41dcc
1 parent 455d2e7
commit 6d41dcc
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Showing 9 changed files with 39 additions and 51 deletions.
diff --git a/QuantConnect.InteractiveBrokersBrokerage.Tests/InteractiveBrokersBrokerageAdditionalTests.cs b/QuantConnect.InteractiveBrokersBrokerage.Tests/InteractiveBrokersBrokerageAdditionalTests.cs
@@ -74,7 +74,7 @@ public void SendComboOrder(OrderType orderType, decimal comboLimitPrice, decimal
             var orderProvider = new OrderProvider();
             // wait for the previous run to finish, avoid any race condition
             Thread.Sleep(2000);
-            using var brokerage = new InteractiveBrokersBrokerage(algo, orderProvider, algo.Portfolio, new AggregationManager(), TestGlobals.MapFileProvider);
+            using var brokerage = new InteractiveBrokersBrokerage(algo, orderProvider, algo.Portfolio);
             brokerage.Connect();
 
             var openOrders = brokerage.GetOpenOrders();
@@ -147,7 +147,7 @@ public void SendComboOrderWithUnderlying(OrderType orderType, decimal comboLimit
             var orderProvider = new OrderProvider();
             // wait for the previous run to finish, avoid any race condition
             Thread.Sleep(2000);
-            using var brokerage = new InteractiveBrokersBrokerage(algo, orderProvider, algo.Portfolio, new AggregationManager(), TestGlobals.MapFileProvider);
+            using var brokerage = new InteractiveBrokersBrokerage(algo, orderProvider, algo.Portfolio);
             brokerage.Connect();
 
             var openOrders = brokerage.GetOpenOrders();
@@ -252,7 +252,7 @@ public void UpdateComboOrder(OrderType orderType)
             var orderProvider = new OrderProvider();
             // wait for the previous run to finish, avoid any race condition
             Thread.Sleep(2000);
-            using var brokerage = new InteractiveBrokersBrokerage(algo, orderProvider, algo.Portfolio, new AggregationManager(), TestGlobals.MapFileProvider);
+            using var brokerage = new InteractiveBrokersBrokerage(algo, orderProvider, algo.Portfolio);
             brokerage.Connect();
 
             var openOrders = brokerage.GetOpenOrders();
@@ -384,8 +384,7 @@ public void SendTrailingStopOrder(decimal quantity, decimal stopPrice, decimal t
             Thread.Sleep(2000);
 
             var algorithm = new AlgorithmStub();
-            using var brokerage = new InteractiveBrokersBrokerage(algorithm, algorithm.Transactions, algorithm.Portfolio, new AggregationManager(),
-                TestGlobals.MapFileProvider);
+            using var brokerage = new InteractiveBrokersBrokerage(algorithm, algorithm.Transactions, algorithm.Portfolio);
 
             var orderProcesor = new BrokerageTransactionHandler();
             orderProcesor.Initialize(algorithm, brokerage, new TestResultHandler());
@@ -468,8 +467,7 @@ public void SendUpdateAndCancelTrailingStopOrder()
             Thread.Sleep(2000);
 
             var algorithm = new AlgorithmStub();
-            using var brokerage = new InteractiveBrokersBrokerage(algorithm, algorithm.Transactions, algorithm.Portfolio, new AggregationManager(),
-                TestGlobals.MapFileProvider);
+            using var brokerage = new InteractiveBrokersBrokerage(algorithm, algorithm.Transactions, algorithm.Portfolio);
 
             var orderProcesor = new BrokerageTransactionHandler();
             orderProcesor.Initialize(algorithm, brokerage, new TestResultHandler());
@@ -559,8 +557,7 @@ public void SendStopLimitOrder(decimal quantity, decimal stopPrice, decimal limi
             Thread.Sleep(2000);
 
             var algorithm = new AlgorithmStub();
-            using var brokerage = new InteractiveBrokersBrokerage(algorithm, algorithm.Transactions, algorithm.Portfolio, new AggregationManager(),
-                TestGlobals.MapFileProvider);
+            using var brokerage = new InteractiveBrokersBrokerage(algorithm, algorithm.Transactions, algorithm.Portfolio);
 
             var orderProcesor = new BrokerageTransactionHandler();
             orderProcesor.Initialize(algorithm, brokerage, new TestResultHandler());
@@ -1039,9 +1036,7 @@ private InteractiveBrokersBrokerage GetBrokerage()
             var brokerage = new InteractiveBrokersBrokerage(
                 new QCAlgorithm(),
                 new OrderProvider(_orders),
-                securityProvider,
-                new AggregationManager(),
-                TestGlobals.MapFileProvider);
+                securityProvider);
             brokerage.Connect();
 
             return brokerage;

diff --git a/...nect.InteractiveBrokersBrokerage.Tests/InteractiveBrokersBrokerageDataQueueHandlerTest.cs b/...nect.InteractiveBrokersBrokerage.Tests/InteractiveBrokersBrokerageDataQueueHandlerTest.cs
@@ -36,7 +36,7 @@ public class InteractiveBrokersBrokerageDataQueueHandlerTest
         [Test]
         public void FutureSubscriptions()
         {
-            using (var ib = new InteractiveBrokersBrokerage(new QCAlgorithm(), new OrderProvider(), new SecurityProvider(), new AggregationManager(), TestGlobals.MapFileProvider))
+            using (var ib = new InteractiveBrokersBrokerage(new QCAlgorithm(), new OrderProvider(), new SecurityProvider()))
             {
                 ib.Connect();
                 var gotEsData = false;
@@ -71,7 +71,7 @@ public void FutureSubscriptions()
         [Test]
         public void GetsTickData()
         {
-            using (var ib = new InteractiveBrokersBrokerage(new QCAlgorithm(), new OrderProvider(), new SecurityProvider(), new AggregationManager(), TestGlobals.MapFileProvider))
+            using (var ib = new InteractiveBrokersBrokerage(new QCAlgorithm(), new OrderProvider(), new SecurityProvider()))
             {
                 ib.Connect();
                 var gotUsdData = false;
@@ -101,7 +101,7 @@ public void GetsTickData()
         [Test]
         public void GetsTickDataAfterDisconnectionConnectionCycle()
         {
-            using (var ib = new InteractiveBrokersBrokerage(new QCAlgorithm(), new OrderProvider(), new SecurityProvider(), new AggregationManager(), TestGlobals.MapFileProvider))
+            using (var ib = new InteractiveBrokersBrokerage(new QCAlgorithm(), new OrderProvider(), new SecurityProvider()))
             {
                 ib.Connect();
                 var cancelationToken = new CancellationTokenSource();

diff --git a/QuantConnect.InteractiveBrokersBrokerage.Tests/InteractiveBrokersBrokerageTests.cs b/QuantConnect.InteractiveBrokersBrokerage.Tests/InteractiveBrokersBrokerageTests.cs
@@ -69,9 +69,7 @@ public void InitializeBrokerage()
             _interactiveBrokersBrokerage = new InteractiveBrokersBrokerage(
                 new QCAlgorithm(),
                 new OrderProvider(_orders),
-                securityProvider,
-                new AggregationManager(),
-                TestGlobals.MapFileProvider);
+                securityProvider);
             _interactiveBrokersBrokerage.Connect();
         }
 

diff --git a/QuantConnect.InteractiveBrokersBrokerage.Tests/InteractiveBrokersFuturesTests.cs b/QuantConnect.InteractiveBrokersBrokerage.Tests/InteractiveBrokersFuturesTests.cs
@@ -34,7 +34,7 @@ public void CreatesExpectedFuturesContracts()
         {
             var symbolMapper = new InteractiveBrokersSymbolMapper(TestGlobals.MapFileProvider);
 
-            using (var ib = new InteractiveBrokersBrokerage(new QCAlgorithm(), new OrderProvider(), new SecurityProvider(), new AggregationManager(), TestGlobals.MapFileProvider))
+            using (var ib = new InteractiveBrokersBrokerage(new QCAlgorithm(), new OrderProvider(), new SecurityProvider()))
             {
                 ib.Connect();
                 Assert.IsTrue(ib.IsConnected);
@@ -310,7 +310,7 @@ public void CreatesExpectedFuturesContracts()
         [Test]
         public void CreateExpectedFutureContractsWithDifferentCurrencies()
         {
-            using (var ib = new InteractiveBrokersBrokerage(new QCAlgorithm(), new OrderProvider(), new SecurityProvider(), new AggregationManager(), TestGlobals.MapFileProvider))
+            using (var ib = new InteractiveBrokersBrokerage(new QCAlgorithm(), new OrderProvider(), new SecurityProvider()))
             {
                 ib.Connect();
                 Assert.IsTrue(ib.IsConnected);

diff --git a/QuantConnect.InteractiveBrokersBrokerage.Tests/InteractiveBrokersOrderTests.cs b/QuantConnect.InteractiveBrokersBrokerage.Tests/InteractiveBrokersOrderTests.cs
@@ -101,7 +101,7 @@ protected override decimal GetAskPrice(Symbol symbol)
 
         protected override IBrokerage CreateBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider)
         {
-            return new InteractiveBrokersBrokerage(new QCAlgorithm(), orderProvider, securityProvider, new AggregationManager(), TestGlobals.MapFileProvider);
+            return new InteractiveBrokersBrokerage(new QCAlgorithm(), orderProvider, securityProvider);
         }
 
         protected override void DisposeBrokerage(IBrokerage brokerage)

diff --git a/QuantConnect.InteractiveBrokersBrokerage.ToolBox/IBDataDownloader.cs b/QuantConnect.InteractiveBrokersBrokerage.ToolBox/IBDataDownloader.cs
@@ -23,6 +23,7 @@
 using QuantConnect.Data.Market;
 using System.Collections.Generic;
 using QuantConnect.Configuration;
+using QuantConnect.Lean.Engine.DataFeeds;
 using QuantConnect.Brokerages.InteractiveBrokers;
 
 namespace QuantConnect.ToolBox.IBDownloader
@@ -39,10 +40,7 @@ public class IBDataDownloader : IDataDownloader, IDisposable
         /// </summary>
         public IBDataDownloader()
         {
-            var mapFileProvider = Composer.Instance.GetExportedValueByTypeName<IMapFileProvider>(
-                Config.Get("map-file-provider", "LocalDiskMapFileProvider"));
-
-            _brokerage = new InteractiveBrokersBrokerage(null, null, null, null, mapFileProvider);
+            _brokerage = new InteractiveBrokersBrokerage(null, null, null);
             _brokerage.Connect();
         }
 

diff --git a/QuantConnect.InteractiveBrokersBrokerage.ToolBox/IBDownloaderProgram.cs b/QuantConnect.InteractiveBrokersBrokerage.ToolBox/IBDownloaderProgram.cs
@@ -20,7 +20,6 @@
 using QuantConnect.Logging;
 using QuantConnect.Data.Market;
 using System.Collections.Generic;
-using QuantConnect.Configuration;
 
 namespace QuantConnect.ToolBox.IBDownloader
 {
@@ -67,7 +66,7 @@ public static void IBDownloader(IList<string> tickers, string resolution, DateTi
                 }
 
                 // Load settings from config.json
-                var dataDirectory = Config.Get("data-folder", "../../../Data");
+                var dataDirectory = Globals.DataFolder;
 
                 // Only FOREX for now
                 SecurityType securityType = SecurityType.Forex;

diff --git a/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs b/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs
@@ -261,10 +261,8 @@ public InteractiveBrokersBrokerage() : base("Interactive Brokers Brokerage")
         /// <param name="algorithm">The algorithm instance</param>
         /// <param name="orderProvider">An instance of IOrderProvider used to fetch Order objects by brokerage ID</param>
         /// <param name="securityProvider">The security provider used to give access to algorithm securities</param>
-        /// <param name="aggregator">consolidate ticks</param>
-        /// <param name="mapFileProvider">representing all the map files</param>
-        public InteractiveBrokersBrokerage(IAlgorithm algorithm, IOrderProvider orderProvider, ISecurityProvider securityProvider, IDataAggregator aggregator, IMapFileProvider mapFileProvider)
-            : this(algorithm, orderProvider, securityProvider, aggregator, mapFileProvider, Config.Get("ib-account"))
+        public InteractiveBrokersBrokerage(IAlgorithm algorithm, IOrderProvider orderProvider, ISecurityProvider securityProvider)
+            : this(algorithm, orderProvider, securityProvider, Config.Get("ib-account"))
         {
         }
 
@@ -274,16 +272,12 @@ public InteractiveBrokersBrokerage(IAlgorithm algorithm, IOrderProvider orderPro
         /// <param name="algorithm">The algorithm instance</param>
         /// <param name="orderProvider">An instance of IOrderProvider used to fetch Order objects by brokerage ID</param>
         /// <param name="securityProvider">The security provider used to give access to algorithm securities</param>
-        /// <param name="aggregator">consolidate ticks</param>
-        /// <param name="mapFileProvider">representing all the map files</param>
         /// <param name="account">The account used to connect to IB</param>
-        public InteractiveBrokersBrokerage(IAlgorithm algorithm, IOrderProvider orderProvider, ISecurityProvider securityProvider, IDataAggregator aggregator, IMapFileProvider mapFileProvider, string account)
+        public InteractiveBrokersBrokerage(IAlgorithm algorithm, IOrderProvider orderProvider, ISecurityProvider securityProvider, string account)
             : this(
                 algorithm,
                 orderProvider,
                 securityProvider,
-                aggregator,
-                mapFileProvider,
                 account,
                 Config.Get("ib-host", "LOCALHOST"),
                 Config.GetInt("ib-port", 4001),
@@ -319,8 +313,6 @@ public InteractiveBrokersBrokerage(
             IAlgorithm algorithm,
             IOrderProvider orderProvider,
             ISecurityProvider securityProvider,
-            IDataAggregator aggregator,
-            IMapFileProvider mapFileProvider,
             string account,
             string host,
             int port,
@@ -338,8 +330,6 @@ public InteractiveBrokersBrokerage(
                 algorithm,
                 orderProvider,
                 securityProvider,
-                aggregator,
-                mapFileProvider,
                 account,
                 host,
                 port,
@@ -1192,8 +1182,6 @@ public override void Dispose()
         /// <param name="algorithm">The algorithm instance</param>
         /// <param name="orderProvider">An instance of IOrderProvider used to fetch Order objects by brokerage ID</param>
         /// <param name="securityProvider">The security provider used to give access to algorithm securities</param>
-        /// <param name="aggregator">consolidate ticks</param>
-        /// <param name="mapFileProvider">representing all the map files</param>
         /// <param name="account">The Interactive Brokers account name</param>
         /// <param name="host">host name or IP address of the machine where TWS is running. Leave blank to connect to the local host.</param>
         /// <param name="port">must match the port specified in TWS on the Configure&gt;API&gt;Socket Port field.</param>
@@ -1208,8 +1196,6 @@ private void Initialize(
             IAlgorithm algorithm,
             IOrderProvider orderProvider,
             ISecurityProvider securityProvider,
-            IDataAggregator aggregator,
-            IMapFileProvider mapFileProvider,
             string account,
             string host,
             int port,
@@ -1233,15 +1219,31 @@ private void Initialize(
             _loadExistingHoldings = loadExistingHoldings;
             _algorithm = algorithm;
             _orderProvider = orderProvider;
-            _mapFileProvider = mapFileProvider;
-            _aggregator = aggregator;
+
+            _mapFileProvider = Composer.Instance.GetPart<IMapFileProvider>();
+            if (_mapFileProvider == null)
+            {
+                // toolbox downloader case
+                var mapFileProviderName = Config.Get("map-file-provider", "QuantConnect.Data.Auxiliary.LocalDiskMapFileProvider");
+                Log.Trace($"InteractiveBrokersBrokerage.InteractiveBrokersBrokerage(): found no map file provider instance, creating {mapFileProviderName}");
+                _mapFileProvider = Composer.Instance.GetExportedValueByTypeName<IMapFileProvider>(mapFileProviderName);
+                _mapFileProvider.Initialize(Composer.Instance.GetExportedValueByTypeName<IDataProvider>(Config.Get("data-provider", "DefaultDataProvider")));
+            }
+            _aggregator = Composer.Instance.GetPart<IDataAggregator>();
+            if (_aggregator == null)
+            {
+                // toolbox downloader case
+                var aggregatorName = Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager");
+                Log.Trace($"InteractiveBrokersBrokerage.InteractiveBrokersBrokerage(): found no data aggregator instance, creating {aggregatorName}");
+                _aggregator = Composer.Instance.GetExportedValueByTypeName<IDataAggregator>(aggregatorName);
+            }
             _account = account;
             _host = host;
             _port = port;
             _ibVersion = Convert.ToInt32(ibVersion, CultureInfo.InvariantCulture);
             _agentDescription = agentDescription;
 
-            _symbolMapper = new InteractiveBrokersSymbolMapper(mapFileProvider);
+            _symbolMapper = new InteractiveBrokersSymbolMapper(_mapFileProvider);
 
             _subscriptionManager = new EventBasedDataQueueHandlerSubscriptionManager();
             _subscriptionManager.SubscribeImpl += (s, t) => Subscribe(s);
@@ -3460,8 +3462,6 @@ public void SetJob(LiveNodePacket job)
             Initialize(null,
                 null,
                 null,
-                Composer.Instance.GetExportedValueByTypeName<IDataAggregator>(Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager"), forceTypeNameOnExisting: false),
-                Composer.Instance.GetExportedValueByTypeName<IMapFileProvider>(Config.Get("map-file-provider", "QuantConnect.Data.Auxiliary.LocalDiskMapFileProvider")),
                 account,
                 host,
                 port,

diff --git a/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerageFactory.cs b/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerageFactory.cs
@@ -110,8 +110,6 @@ public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algori
                 algorithm,
                 algorithm.Transactions,
                 algorithm.Portfolio,
-                Composer.Instance.GetExportedValueByTypeName<IDataAggregator>(Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager"), forceTypeNameOnExisting: false),
-                Composer.Instance.GetExportedValueByTypeName<IMapFileProvider>(Config.Get("map-file-provider", "QuantConnect.Data.Auxiliary.LocalDiskMapFileProvider")),
                 account,
                 host,
                 port,