From 3fed7cca26afb3fee42be5111f1e7cd6bb9cae67 Mon Sep 17 00:00:00 2001
From: Roman Yavnikov <45608740+Romazes@users.noreply.github.com>
Date: Fri, 9 Feb 2024 15:33:51 +0200
Subject: [PATCH] Implement Validation for `SecurityType` Symbol (#5)

* feat: condition to validate security type

* feat: add flag (SecurityType & DataType) to prevent spamming user

* remove: not support SecurityTypes from README
---
 .../AlphaVantageDataDownloaderTests.cs        |  4 +++
 .../AlphaVantageDataDownloader.cs             | 28 +++++++++++++++++--
 README.md                                     |  6 ----
 3 files changed, 30 insertions(+), 8 deletions(-)

diff --git a/QuantConnect.AlphaVantage.Tests/AlphaVantageDataDownloaderTests.cs b/QuantConnect.AlphaVantage.Tests/AlphaVantageDataDownloaderTests.cs
index 32e997e..61518fe 100644
--- a/QuantConnect.AlphaVantage.Tests/AlphaVantageDataDownloaderTests.cs
+++ b/QuantConnect.AlphaVantage.Tests/AlphaVantageDataDownloaderTests.cs
@@ -109,6 +109,10 @@ public static IEnumerable<TestCaseData> DownloaderInvalidCaseData
                     .SetDescription($"Not supported {nameof(Resolution.Second)} -> throw Exception");
                 yield return new TestCaseData(symbol, Resolution.Minute, endUtc, startUtc, TickType.Trade, false)
                     .SetDescription("startDateTime > endDateTime -> empty result");
+                yield return new TestCaseData(Symbol.Create("USDJPY", SecurityType.Forex, Market.Oanda), Resolution.Minute, startUtc, endUtc, TickType.Trade, false)
+                    .SetDescription($"Not supported {nameof(SecurityType.Forex)} -> empty result");
+                yield return new TestCaseData(Symbol.Create("BTCUSD", SecurityType.Crypto, Market.Coinbase), Resolution.Minute, startUtc, endUtc, TickType.Trade, false)
+                    .SetDescription($"Not supported {nameof(SecurityType.Crypto)} -> empty result");
             }
         }
 
diff --git a/QuantConnect.AlphaVantage/AlphaVantageDataDownloader.cs b/QuantConnect.AlphaVantage/AlphaVantageDataDownloader.cs
index 383cbad..88fdf53 100644
--- a/QuantConnect.AlphaVantage/AlphaVantageDataDownloader.cs
+++ b/QuantConnect.AlphaVantage/AlphaVantageDataDownloader.cs
@@ -45,6 +45,16 @@ public class AlphaVantageDataDownloader : IDataDownloader, IDisposable
         private readonly RateGate _rateGate;
         private bool _disposed;
 
+        /// <summary>
+        /// Indicates whether the warning for invalid history <see cref="TickType"/> has been fired.
+        /// </summary>
+        private bool _invalidHistoryDataTypeWarningFired;
+
+        /// <summary>
+        /// Indicates whether the warning for invalid <see cref="SecurityType"/> has been fired.
+        /// </summary>
+        private bool _invalidSecurityTypeWarningFired;
+
         /// <summary>
         /// Represents a mapping of symbols to their corresponding time zones for exchange information.
         /// </summary>
@@ -120,8 +130,22 @@ public IEnumerable<BaseData> Get(DataDownloaderGetParameters dataDownloaderGetPa
 
             if (tickType != TickType.Trade)
             {
-                Log.Error($"{nameof(AlphaVantageDataDownloader)}.{nameof(Get)}: Not supported data type - {tickType}. " +
-                    $"Currently available support only for historical of type - TradeBar");
+                if (!_invalidHistoryDataTypeWarningFired)
+                {
+                    Log.Error($"{nameof(AlphaVantageDataDownloader)}.{nameof(Get)}: Not supported data type - {tickType}. " +
+                        $"Currently available support only for historical of type - TradeBar");
+                    _invalidHistoryDataTypeWarningFired = true;
+                }
+                return Enumerable.Empty<BaseData>();
+            }
+
+            if (symbol.SecurityType != SecurityType.Equity)
+            {
+                if (!_invalidSecurityTypeWarningFired)
+                {
+                    Log.Trace($"{nameof(AlphaVantageDataDownloader)}.{nameof(Get)}: Unsupported SecurityType '{symbol.SecurityType}' for symbol '{symbol}'");
+                    _invalidSecurityTypeWarningFired = true;
+                }
                 return Enumerable.Empty<BaseData>();
             }
 
diff --git a/README.md b/README.md
index 2f9622b..3935ad3 100644
--- a/README.md
+++ b/README.md
@@ -20,12 +20,6 @@ Alpha Vantage provides real-time and historical financial market data through a
 
 - **Symbol SecurityType Support:** The library currently supports the following symbol security types:
   - [x] Equity
-  - [ ] Option
-  - [ ] Commodity
-  - [ ] Forex
-  - [ ] Future
-  - [ ] Crypto
-  - [ ] Index
 
 - **Backtesting and Research:** Test your algorithm in backtest and research modes within [QuantConnect.Lean CLI](https://www.quantconnect.com/docs/v2/lean-cli), leveraging the Alpha Vantage API data to refine and optimize your trading strategies.