Support Collective2 white-label API (#8536)

* Support Collective2 white-labe api usage

* Make Collective2SignalExport Destination public and assignable

* Minor comment change

Author: jhonabreul

Algorithm.CSharp/Collective2SignalExportDemonstrationAlgorithm.cs

@@ -49,13 +49,13 @@ public class Collective2SignalExportDemonstrationAlgorithm : QCAlgorithm, IRegre
         private bool _firstCall = true;
 
         private PortfolioTarget[] _targets = new PortfolioTarget[4];
-        
+
         /// <summary>
         /// Symbols accepted by Collective2. Collective2 accepts stock,
         /// future, forex and US stock option symbols
         /// </summary>
         private List<Symbol> _symbols = new()
-        {   
+        {
             QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA, null, null),
             QuantConnect.Symbol.Create("EURUSD", SecurityType.Forex, Market.Oanda, null, null),
             QuantConnect.Symbol.CreateFuture("ES", Market.CME, new DateTime(2023, 12, 15), null),
@@ -95,15 +95,19 @@ public override void Initialize()
             // Initialize this flag, to check when the ema indicators crosses between themselves
             _emaFastIsNotSet = true;
 
-            // Set Collective2 signal export provider
+            // Set Collective2 signal export provider.
+            // If using the Collective2 white-label API, you can specify it in the constructor with the optional parameter `useWhiteLabelApi`:
+            // e.g. new Collective2SignalExport(_collective2ApiKey, _collective2SystemId, useWhiteLabelApi: true)
+            // The API url can also be overridden by setting the Destination property:
+            // e.g. new Collective2SignalExport(_collective2ApiKey, _collective2SystemId) { Destination = new Uri("your url") }
             SignalExport.AddSignalExportProviders(new Collective2SignalExport(_collective2ApiKey, _collective2SystemId));
 
             SetWarmUp(100);
         }
 
         /// <summary>
-        /// Reduce the quantity of holdings for SPY or increase it, depending the case, 
-        /// when the EMA's indicators crosses between themselves, then send a signal to 
+        /// Reduce the quantity of holdings for SPY or increase it, depending the case,
+        /// when the EMA's indicators crosses between themselves, then send a signal to
         /// Collective2 API
         /// </summary>
         /// <param name="slice"></param>

Algorithm.Python/Collective2SignalExportDemonstrationAlgorithm.py

@@ -61,6 +61,10 @@ def initialize(self):
         # Collective2 System ID: This value is found beside the system's name (strategy's name) on the main system page
         self.collective2_system_id = 0
 
+        # If using the Collective2 white-label API, you can specify it in the constructor with the optional parameter `use_white_label_api`:
+        # e.g. Collective2SignalExport(self.collective2_apikey, self.collective2_system_id, use_white_label_api=True)
+        # The API url can also be overridden by setting the Destination property:
+        # e.g. Collective2SignalExport(self.collective2_apikey, self.collective2_system_id) { Destination = new Uri("your url") }
         self.signal_export.add_signal_export_providers(Collective2SignalExport(self.collective2_apikey, self.collective2_system_id))
 
         self.first_call = True

Common/Algorithm/Framework/Portfolio/SignalExports/Collective2SignalExport.cs

@@ -41,11 +41,6 @@ public class Collective2SignalExport : BaseSignalExport
         /// </summary>
         private readonly int _systemId;
 
-        /// <summary>
-        /// Collective2 API endpoint
-        /// </summary>
-        private readonly Uri _destination;
-
         /// <summary>
         /// Algorithm being ran
         /// </summary>
@@ -56,6 +51,11 @@ public class Collective2SignalExport : BaseSignalExport
         /// </summary>
         private bool _isZeroPriceWarningPrinted;
 
+        /// <summary>
+        /// Collective2 API endpoint
+        /// </summary>
+        public Uri Destination { get; set; }
+
         /// <summary>
         /// The name of this signal export
         /// </summary>
@@ -83,18 +83,21 @@ public class Collective2SignalExport : BaseSignalExport
         /// </summary>
         /// <param name="apiKey">API key provided by Collective2</param>
         /// <param name="systemId">Trading system's ID number</param>
-        public Collective2SignalExport(string apiKey, int systemId)
+        /// <param name="useWhiteLabelApi">Whether to use the white-label API instead of the general one</param>
+        public Collective2SignalExport(string apiKey, int systemId, bool useWhiteLabelApi = false)
         {
             _apiKey = apiKey;
             _systemId = systemId;
-            _destination = new Uri("https://api4-general.collective2.com/Strategies/SetDesiredPositions");
+            Destination = new Uri(useWhiteLabelApi
+                ? "https://api4-wl.collective2.com/Strategies/SetDesiredPositions"
+                : "https://api4-general.collective2.com/Strategies/SetDesiredPositions");
         }
 
         /// <summary>
         /// Creates a JSON message with the desired positions using the expected
         /// Collective2 API format and then sends it
         /// </summary>
-        /// <param name="parameters">A list of holdings from the portfolio 
+        /// <param name="parameters">A list of holdings from the portfolio
         /// expected to be sent to Collective2 API and the algorithm being ran</param>
         /// <returns>True if the positions were sent correctly and Collective2 sent no errors, false otherwise</returns>
         public override bool Send(SignalExportTargetParameters parameters)
@@ -120,7 +123,7 @@ public override bool Send(SignalExportTargetParameters parameters)
         /// <summary>
         /// Converts a list of targets to a list of Collective2 positions
         /// </summary>
-        /// <param name="parameters">A list of targets from the portfolio 
+        /// <param name="parameters">A list of targets from the portfolio
         /// expected to be sent to Collective2 API and the algorithm being ran</param>
         /// <param name="positions">A list of Collective2 positions</param>
         /// <returns>True if the given targets could be converted to a Collective2Position list, false otherwise</returns>
@@ -266,7 +269,7 @@ private bool SendPositions(string message)
             HttpClient.DefaultRequestHeaders.Authorization = new System.Net.Http.Headers.AuthenticationHeaderValue("Bearer", _apiKey);
 
             //Send the message
-            using HttpResponseMessage response = HttpClient.PostAsync(_destination, httpMessage).Result;
+            using HttpResponseMessage response = HttpClient.PostAsync(Destination, httpMessage).Result;
 
             //Parse it
             var responseObject = response.Content.ReadFromJsonAsync<C2Response>().Result;
@@ -333,7 +336,7 @@ private class ResponseStatus
         {
             /* Example:
 
-                    "ResponseStatus": 
+                    "ResponseStatus":
                     {
                       "ErrorCode": ""401",
                       "Message": ""Unauthorized",