Add 2FA debug message

- Add 2FA debug message
- Minor ib data downloader cleanup

QuantConnect.InteractiveBrokersBrokerage.Tests/IBDataDownloaderTests.cs

@@ -22,7 +22,7 @@
 namespace QuantConnect.Tests.Brokerages.InteractiveBrokers
 {
     [TestFixture]
-    [Ignore("These tests require the IBGateway to be installed.")]
+    [Explicit("These tests require the IBGateway to be installed.")]
     public class IBDataDownloaderTests
     {
         [TestCase("ES", Resolution.Daily, 15)]

QuantConnect.InteractiveBrokersBrokerage.ToolBox/IBDataDownloader.cs

@@ -19,11 +19,9 @@
 using QuantConnect.Data;
 using QuantConnect.Util;
 using QuantConnect.Securities;
-using QuantConnect.Interfaces;
 using QuantConnect.Data.Market;
 using System.Collections.Generic;
 using QuantConnect.Configuration;
-using QuantConnect.Lean.Engine.DataFeeds;
 using QuantConnect.Brokerages.InteractiveBrokers;
 
 namespace QuantConnect.ToolBox.IBDownloader
@@ -33,18 +31,28 @@ namespace QuantConnect.ToolBox.IBDownloader
     /// </summary>
     public class IBDataDownloader : IDataDownloader, IDisposable
     {
+        private readonly MarketHoursDatabase _marketHoursDatabase = MarketHoursDatabase.FromDataFolder();
         private readonly InteractiveBrokersBrokerage _brokerage;
 
         /// <summary>
         /// Initializes a new instance of the <see cref="IBDataDownloader"/> class
         /// </summary>
         public IBDataDownloader()
         {
-            _brokerage = new InteractiveBrokersBrokerage(null, null, null);
+            _brokerage = new InteractiveBrokersBrokerage(null, null, null,
+                Config.Get("ib-account"),
+                Config.Get("ib-host", "LOCALHOST"),
+                Config.GetInt("ib-port", 4001),
+                Config.Get("ib-tws-dir"),
+                Config.Get("ib-version", InteractiveBrokersBrokerage.DefaultVersion),
+                Config.Get("ib-user-name"),
+                Config.Get("ib-password"),
+                Config.Get("ib-trading-mode"),
+                Config.GetValue("ib-agent-description", Brokerages.InteractiveBrokers.Client.AgentDescription.Individual),
+                loadExistingHoldings: false);
             _brokerage.Connect();
         }
 
-
         /// <summary>
         /// Get historical data enumerable for a single symbol, type and resolution given this start and end time (in UTC).
         /// </summary>
@@ -74,8 +82,8 @@ public IEnumerable<BaseData> Get(DataDownloaderGetParameters dataDownloaderGetPa
                 symbols = GetChainSymbols(symbol, true).ToList();
             }
 
-            var exchangeHours = MarketHoursDatabase.FromDataFolder().GetExchangeHours(symbol.ID.Market, symbol, symbol.SecurityType);
-            var dataTimeZone = MarketHoursDatabase.FromDataFolder().GetDataTimeZone(symbol.ID.Market, symbol, symbol.SecurityType);
+            var exchangeHours = _marketHoursDatabase.GetExchangeHours(symbol.ID.Market, symbol, symbol.SecurityType);
+            var dataTimeZone = _marketHoursDatabase.GetDataTimeZone(symbol.ID.Market, symbol, symbol.SecurityType);
 
             return symbols
                 .Select(symbol =>
@@ -131,51 +139,6 @@ public void DownloadAndSave(List<Symbol> symbols, Resolution resolution, Securit
             writer.DownloadAndSave(_brokerage, symbols, startTimeUtc, endTimeUtc);
         }
 
-        /// <summary>
-        /// Groups a list of bars into a dictionary keyed by date
-        /// </summary>
-        /// <param name="bars"></param>
-        /// <returns></returns>
-        private static SortedDictionary<DateTime, List<QuoteBar>> GroupBarsByDate(IList<QuoteBar> bars)
-        {
-            var groupedBars = new SortedDictionary<DateTime, List<QuoteBar>>();
-
-            foreach (var bar in bars)
-            {
-                var date = bar.Time.Date;
-
-                if (!groupedBars.ContainsKey(date))
-                    groupedBars[date] = new List<QuoteBar>();
-
-                groupedBars[date].Add(bar);
-            }
-
-            return groupedBars;
-        }
-
-        #region Console Helper
-
-        /// <summary>
-        /// Draw a progress bar
-        /// </summary>
-        /// <param name="complete"></param>
-        /// <param name="maxVal"></param>
-        /// <param name="barSize"></param>
-        /// <param name="progressCharacter"></param>
-        private static void ProgressBar(long complete, long maxVal, long barSize, char progressCharacter)
-        {
-
-            decimal p = (decimal)complete / (decimal)maxVal;
-            int chars = (int)Math.Floor(p / ((decimal)1 / (decimal)barSize));
-            string bar = string.Empty;
-            bar = bar.PadLeft(chars, progressCharacter);
-            bar = bar.PadRight(Convert.ToInt32(barSize) - 1);
-
-            Console.Write($"\r[{bar}] {(p * 100).ToStringInvariant("N2")}%");
-        }
-
-        #endregion
-
         /// <summary>
         /// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
         /// </summary>

QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs

@@ -340,8 +340,8 @@ public InteractiveBrokersBrokerage(
                 userName,
                 password,
                 tradingMode,
-                agentDescription = IB.AgentDescription.Individual,
-                loadExistingHoldings = true,
+                agentDescription,
+                loadExistingHoldings,
                 weeklyRestartUtcTime: weeklyRestartUtcTime);
         }
 
@@ -4047,7 +4047,7 @@ public IEnumerable<Symbol> LookupSymbols(Symbol symbol, bool includeExpired, str
                         symbol.ID.Market,
                         symbol,
                         symbol.SecurityType,
-                        _algorithm.Portfolio.CashBook.AccountCurrency);
+                        _algorithm != null ? _algorithm.Portfolio.CashBook.AccountCurrency : Currencies.USD);
 
             // setting up lookup request
             var contract = new Contract
@@ -4069,7 +4069,14 @@ public IEnumerable<Symbol> LookupSymbols(Symbol symbol, bool includeExpired, str
                 // IB requests for full option chains are rate limited and responses can be delayed up to a minute for each underlying,
                 // so we fetch them from the OCC website instead of using the IB API.
                 // For futures options, we fetch the option chain from CME.
-                symbols.AddRange(_algorithm.OptionChainProvider.GetOptionContractList(symbol, DateTime.Today));
+                if (_algorithm != null)
+                {
+                    symbols.AddRange(_algorithm.OptionChainProvider.GetOptionContractList(symbol, DateTime.Today));
+                }
+                else
+                {
+                    symbols.AddRange(Composer.Instance.GetPart<IOptionChainProvider>().GetOptionContractList(symbol, DateTime.Today));
+                }
             }
             else if (symbol.SecurityType == SecurityType.Future)
             {
@@ -4600,6 +4607,12 @@ private void OnIbAutomaterOutputDataReceived(object sender, OutputDataReceivedEv
                 return;
             }
 
+            if (e.Data.Contains("Waiting for 2FA confirmation", StringComparison.InvariantCultureIgnoreCase))
+            {
+                OnMessage(new BrokerageMessageEvent(BrokerageMessageType.Information, "2FA",
+                    "Logging into account. Check phone for two-factor authentication verification..."));
+            }
+
             Log.Trace($"InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): {e.Data}");
         }