/// <summary>
/// For backtesting returns the index source for a date
/// For live trading will return the source url to use, not using the index mechanism
/// </summary>
/// <param name="config">Configuration object</param>
/// <param name="date">Date of this source file</param>
/// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
/// <returns>The <see cref="SubscriptionDataSource"/> instance to use</returns>
public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
{
if (isLiveMode)
{
if (!Tiingo.IsAuthCodeSet)
{
throw new InvalidOperationException("TiingoNews API token has to be set using Tiingo.SetAuthCode(). See https://api.tiingo.com/about/pricing");
}
var tiingoTicker = TiingoSymbolMapper.GetTiingoTicker(config.Symbol);
var url = Invariant($"https://api.tiingo.com/tiingo/news?tickers={tiingoTicker}&startDate={date:yyyy-MM-dd}&token={Tiingo.AuthCode}&sortBy=crawlDate");
return(new SubscriptionDataSource(url,
SubscriptionTransportMedium.Rest,
FileFormat.Collection));
}
var source = Path.Combine(
Globals.DataFolder,
"alternative",
"tiingo",
$"{config.MappedSymbol.ToLowerInvariant()}",
$"{date.ToStringInvariant(DateFormat.EightCharacter)}.csv"
);
return(new SubscriptionDataSource(source,
SubscriptionTransportMedium.LocalFile,
FileFormat.Index));
}
/// <summary>
/// Return the URL string source of the file. This will be converted to a stream
/// </summary>
/// <param name="config">Configuration object</param>
/// <param name="date">Date of this source file</param>
/// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
/// <returns>String URL of source file.</returns>
public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
{
DateTime startDate;
if (!_startDates.TryGetValue(config.Symbol.Value, out startDate))
{
startDate = date;
_startDates.TryAdd(config.Symbol.Value, startDate);
}
var tiingoTicker = TiingoSymbolMapper.GetTiingoTicker(config.Symbol);
var source = Invariant($"https://api.tiingo.com/tiingo/daily/{tiingoTicker}/prices?startDate={startDate:yyyy-MM-dd}&token={Tiingo.AuthCode}");
return(new SubscriptionDataSource(source, SubscriptionTransportMedium.RemoteFile, FileFormat.Collection));
}