Configuration

Starting directory

Starting directory is used to turn relative paths into absolute paths. In many places you’ll be required to specify a path which should be relative to the starting directory. To set up starting directory one needs to either:

• call set_starting_dir_abs_path("C:\abs\path\to\starting\directory")

• set QF_STARTING_DIRECTORY environment variable and put as value path to the project. For example the path might look like this: C:\Users\user_name\workspace\qf-lib

Advanced configuration - Settings files

Many components from qf-lib require the Settings object as a dependency. To create it one needs to put in their Python code:

from qf_lib.settings import Settings


settings_path = ...
secret_settings_path = ...
settings = Settings(settings_path, secret_settings_path)

where settings_path is an absolute path of your file containing settings (JSON, described later) used by the application and the secret_settings_path which is complementary to the settings file but contains secret data (e.g. passwords) and thus mustn’t be added to the CVS. When Settings object is created, it:

• loads settings defined in the settings.json file

• loads settings defined in the secret_settings.json file (if the file exists)

• loads settings defined in the QUANTFIN_SECRET environment variable (if the secret_settings.json file doesn’t exist)

• merges both loaded sets of settings together.

Sample content of the settings.json:

{
  "some_setting": "value of that setting",
  "another_setting": "value of another setting",
  "some_connection_settings": {
    "username": "john.smith"
  }
}

Sample content of the secret_settings.json:

{
  "some_connection_settings": {
    "password": "my_secret_pass"
  }
}

QF-Lib used settings

You may define your own settings and later on have them loaded into Settings object. However there are some, which are required for some QF-Lib components to work correctly.

• Sample settings can be found in demo configuration \qf-lib\demo_scripts\demo_configuration\config_files\demo_settings.json

• Sample secret settings can be found in demo configuration \qf-lib\demo_scripts\demo_configuration\config_files\demo_secret_settings.json

Note

All paths used in the settings should be relative to the starting directory (which can be set either by using set_starting_dir_abs_path(path) function or by setting QF_STARTING_DIRECTORY environment variable).

Common QF-Lib settings keys

The table below lists keys used by built-in QF-Lib components. Paths are relative to the starting directory. You may add custom keys; they are exposed as attributes on the Settings object.

Provider-specific keys (quandl_key, bbg_dl, hapi_credentials, and others) are summarised in Working with Data Providers.

Key	File	Required	Example / notes
output_directory	settings	yes	"output" - backtest reports, tearsheets, and other exports.
company_name	settings	no	"Sample Org Name" - header on PDF tearsheets.
logo_path	settings	no	"input/logo.jpg" - logo on PDF tearsheets.
document_css_directory	settings	no	"input/elements_css" - custom CSS for PDFExporter; default styling if omitted.
image_format	settings	no	"PNG" or "SVG" - chart format in exported documents (default "PNG").
bloomberg	settings	no	{"host": "localhost", "port": 8194} - BloombergDataProvider (requires BLPAPI).
haver_path	settings	no	"C:/path/to/haver-data" - local Haver database for HaverDataProvider.
smtp	settings	no	{"host": "...", "port": 587, "domain": "...", "tls": true, "sender": "..."} - outbound mail.
smtp.username, smtp.password	secret	no	Nested under smtp in secret_settings.json (or QUANTFIN_SECRET).