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tutorial.md

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# Tutorial - Create Your Own Data Source
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Implementing data sources is split into three parts:
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1. Creating the data source class (`MyCustomDataType.cs`)
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1. Creating the data source class ([`MyCustomDataType.cs`](https://github.com/QuantConnect/Lean.DataSource.SDK/blob/master/MyCustomDataType.cs))
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2. Creating data downloader/processor (`process.*`)
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3. Creating tests and a demonstration algorithm
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## Prerequisites
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1. Fork this repository to your own GitHub profile
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2. Install .NET 5.0 SDK - https://dotnet.microsoft.com/download/dotnet/5.0
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2. Install [.NET 5.0 SDK](https://dotnet.microsoft.com/download/dotnet/5.0)
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## Part 1: Setup C# Data Source Class
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1. Open the `MyCustomDataType.cs` file for editing
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## Part 2: Setup Downloading/Processing Script
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1. Create one of the following files to download/process your data:
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* Python: `process.py`
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* Bash: `process.sh`
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* Jupyter Notebook: `process.ipynb`
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* Python: [`process.py`](https://github.com/QuantConnect/Lean.DataSource.SDK/blob/master/process.sample.py)
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* Bash: [`process.sh`](https://github.com/QuantConnect/Lean.DataSource.SDK/blob/master/process.sample.sh)
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* Jupyter Notebook: [`process.ipynb`](https://github.com/QuantConnect/Lean.DataSource.SDK/blob/master/process.sample.ipynb)
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2. In `process.*`, output your processed/final data to: `/temp-output-directory/alternative/{{vendorName}}/{{dataSourceName}}/`
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* Replace `{{vendorName}}` with your vendor name (e.g. `quantconnect`)
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3. If you are processing data that is associated with stocks/equities, review the [data sources related to equities](#subsection---data-sources-related-to-equities) section
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## Part 3: Setup Testing and Demonstration Algorithm
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1. Edit `Demonstration.cs` and create an example of how to load and use your data
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1. Edit [`Demonstration.cs`](https://github.com/QuantConnect/Lean.DataSource.SDK/blob/master/Demonstration.cs) and create an example of how to load and use your data
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* Rename the algorithm class name to the name of the class created in part 1
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* The algorithm should be very simple and minimal
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2. Open the `tests/MyCustomDataTypeTests.cs` file for editing
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2. Open the [`tests/MyCustomDataTypeTests.cs`](https://github.com/QuantConnect/Lean.DataSource.SDK/blob/master/tests/MyCustomDataTypeTests.cs) file for editing
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3. Scroll to the bottom of the code and make `CreateNewInstance()` return your new data type
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* Data can be fake data, it doesn't have to be real
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* Set all fields/properties of your class when creating your new data type

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