doggie52 / quantconnect-telegram-bot Goto Github PK

Bot should be able to alert users when a certain drawdown level has been reached. This is not possible right now and relies on the QC API being extended (see #2 and #1).

The bot should be able to calculate various portfolio statistics such as returns, sharpe ratios, drawdowns, etc.

This is currently not possible, relies on the API being extended so that we can get historical data points (see QuantConnect/Lean#3150 and QuantConnect/Lean#3301). We could also rely on the RuntimeStatistics and Statistics from the AlgorithmLiveResult object, but this would also need the API to be extended (see #1).

Bot should be able to listen for incoming trades and notify users when they happen.

This isn't possible yet - it will need to wait for QC to get around to fully populating the LiveAlgorithmResults object in https://github.com/QuantConnect/Lean/blob/master/Api/Api.cs. This is done through CreateLiveResultsFromJObject() in https://github.com/QuantConnect/Lean/blob/master/Common/API/LiveAlgorithmResultsJsonConverter.cs.

If we want true streaming behaviour, this may require additional functionality not yet present in the API.