/// <summary>
/// Generates the zip file name for the specified date of data.
/// </summary>
public static string GenerateZipFileName(Symbol symbol, DateTime date, Resolution resolution, TickType tickType)
{
var tickTypeString = tickType.TickTypeToLower();
var formattedDate = date.ToStringInvariant(DateFormat.EightCharacter);
var isHourOrDaily = resolution == Resolution.Hour || resolution == Resolution.Daily;
switch (symbol.ID.SecurityType)
{
case SecurityType.Base:
case SecurityType.Index:
case SecurityType.Equity:
case SecurityType.Forex:
case SecurityType.Cfd:
if (isHourOrDaily)
{
return($"{symbol.Value.ToLowerInvariant()}.zip");
}
return($"{formattedDate}_{tickTypeString}.zip");
case SecurityType.Crypto:
if (isHourOrDaily)
{
return($"{symbol.Value.ToLowerInvariant()}_{tickTypeString}.zip");
}
return($"{formattedDate}_{tickTypeString}.zip");
case SecurityType.Option:
case SecurityType.IndexOption:
if (isHourOrDaily)
{
var optionPath = symbol.Underlying.Value.ToLowerInvariant();
return($"{optionPath}_{tickTypeString}_{symbol.ID.OptionStyle.ToLower()}.zip");
}
return($"{formattedDate}_{tickTypeString}_{symbol.ID.OptionStyle.ToLower()}.zip");
case SecurityType.FutureOption:
if (isHourOrDaily)
{
var futureOptionPath = symbol.ID.Symbol.ToLowerInvariant();
return($"{futureOptionPath}_{tickTypeString}_{symbol.ID.OptionStyle.ToLower()}.zip");
}
return($"{formattedDate}_{tickTypeString}_{symbol.ID.OptionStyle.ToLower()}.zip");
case SecurityType.Future:
if (isHourOrDaily)
{
return($"{symbol.ID.Symbol.ToLowerInvariant()}_{tickTypeString}.zip");
}
return($"{formattedDate}_{tickTypeString}.zip");
case SecurityType.Commodity:
default:
throw new ArgumentOutOfRangeException();
}
}
/// <summary>
/// Generate's the zip entry name to hold the specified data.
/// </summary>
public static string GenerateZipEntryName(Symbol symbol, DateTime date, Resolution resolution, TickType tickType)
{
var formattedDate = date.ToStringInvariant(DateFormat.EightCharacter);
var isHourOrDaily = resolution == Resolution.Hour || resolution == Resolution.Daily;
switch (symbol.ID.SecurityType)
{
case SecurityType.Base:
case SecurityType.Equity:
case SecurityType.Index:
case SecurityType.Forex:
case SecurityType.Cfd:
case SecurityType.Crypto:
if (resolution == Resolution.Tick && symbol.SecurityType == SecurityType.Equity)
{
return(Invariant($"{formattedDate}_{symbol.Value.ToLowerInvariant()}_{tickType}_{resolution}.csv"));
}
if (isHourOrDaily)
{
return($"{symbol.Value.ToLowerInvariant()}.csv");
}
return(Invariant($"{formattedDate}_{symbol.Value.ToLowerInvariant()}_{resolution.ResolutionToLower()}_{tickType.TickTypeToLower()}.csv"));
case SecurityType.Option:
case SecurityType.IndexOption:
var optionPath = symbol.Underlying.Value.ToLowerInvariant();
if (isHourOrDaily)
{
return(string.Join("_",
optionPath,
tickType.TickTypeToLower(),
symbol.ID.OptionStyle.ToLower(),
symbol.ID.OptionRight.ToLower(),
Scale(symbol.ID.StrikePrice),
symbol.ID.Date.ToStringInvariant(DateFormat.EightCharacter)
) + ".csv");
}
return(string.Join("_",
formattedDate,
optionPath,
resolution.ResolutionToLower(),
tickType.TickTypeToLower(),
symbol.ID.OptionStyle.ToLower(),
symbol.ID.OptionRight.ToLower(),
Scale(symbol.ID.StrikePrice),
symbol.ID.Date.ToStringInvariant(DateFormat.EightCharacter)
) + ".csv");
case SecurityType.FutureOption:
// We want the future option ticker as the lookup name inside the ZIP file
var futureOptionPath = symbol.ID.Symbol.ToLowerInvariant();
if (isHourOrDaily)
{
return(string.Join("_",
futureOptionPath,
tickType.TickTypeToLower(),
symbol.ID.OptionStyle.ToLower(),
symbol.ID.OptionRight.ToLower(),
Scale(symbol.ID.StrikePrice),
symbol.ID.Date.ToStringInvariant(DateFormat.EightCharacter)
) + ".csv");
}
return(string.Join("_",
formattedDate,
futureOptionPath,
resolution.ResolutionToLower(),
tickType.TickTypeToLower(),
symbol.ID.OptionStyle.ToLower(),
symbol.ID.OptionRight.ToLower(),
Scale(symbol.ID.StrikePrice),
symbol.ID.Date.ToStringInvariant(DateFormat.EightCharacter)
) + ".csv");
case SecurityType.Future:
var expiryDate = symbol.ID.Date;
var monthsToAdd = FuturesExpiryUtilityFunctions.GetDeltaBetweenContractMonthAndContractExpiry(symbol.ID.Symbol, expiryDate.Date);
var contractYearMonth = expiryDate.AddMonths(monthsToAdd).ToStringInvariant(DateFormat.YearMonth);
if (isHourOrDaily)
{
return(string.Join("_",
symbol.ID.Symbol.ToLowerInvariant(),
tickType.TickTypeToLower(),
contractYearMonth,
expiryDate.ToStringInvariant(DateFormat.EightCharacter)
) + ".csv");
}
return(string.Join("_",
formattedDate,
symbol.ID.Symbol.ToLowerInvariant(),
resolution.ResolutionToLower(),
tickType.TickTypeToLower(),
contractYearMonth,
expiryDate.ToStringInvariant(DateFormat.EightCharacter)
) + ".csv");
case SecurityType.Commodity:
default:
throw new ArgumentOutOfRangeException();
}
}
/// <summary>
/// Generates the zip file name for the specified date of data.
/// </summary>
public static string GenerateZipFileName(Symbol symbol, DateTime date, Resolution resolution, TickType tickType)
{
var tickTypeString = tickType.TickTypeToLower();
var formattedDate = date.ToString(DateFormat.EightCharacter);
var isHourOrDaily = resolution == Resolution.Hour || resolution == Resolution.Daily;
switch (symbol.ID.SecurityType)
{
case SecurityType.Base:
case SecurityType.Equity:
case SecurityType.Forex:
case SecurityType.Cfd:
if (isHourOrDaily)
{
return(string.Format("{0}.zip",
symbol.Value.ToLower()
));
}
return(string.Format("{0}_{1}.zip",
formattedDate,
tickTypeString
));
case SecurityType.Crypto:
if (isHourOrDaily)
{
return(string.Format("{0}_{1}.zip",
symbol.Value.ToLower(),
tickTypeString
));
}
return(string.Format("{0}_{1}.zip",
formattedDate,
tickTypeString
));
case SecurityType.Option:
if (isHourOrDaily)
{
return(string.Format("{0}_{1}_{2}.zip",
symbol.Underlying.Value.ToLower(), // underlying
tickTypeString,
symbol.ID.OptionStyle.ToLower()
));
}
return(string.Format("{0}_{1}_{2}.zip",
formattedDate,
tickTypeString,
symbol.ID.OptionStyle.ToLower()
));
case SecurityType.Future:
if (isHourOrDaily)
{
return(string.Format("{0}_{1}.zip",
symbol.ID.Symbol.ToLower(),
tickTypeString));
}
return(string.Format("{0}_{1}.zip",
formattedDate,
tickTypeString));
case SecurityType.Commodity:
default:
throw new ArgumentOutOfRangeException();
}
}
/// <summary>
/// Generate's the zip entry name to hold the specified data.
/// </summary>
public static string GenerateZipEntryName(Symbol symbol, DateTime date, Resolution resolution, TickType tickType)
{
var formattedDate = date.ToStringInvariant(DateFormat.EightCharacter);
var isHourOrDaily = resolution == Resolution.Hour || resolution == Resolution.Daily;
switch (symbol.ID.SecurityType)
{
case SecurityType.Base:
case SecurityType.Equity:
case SecurityType.Forex:
case SecurityType.Cfd:
case SecurityType.Crypto:
if (resolution == Resolution.Tick && symbol.SecurityType == SecurityType.Equity)
{
return(Invariant($"{formattedDate}_{symbol.Value.ToLowerInvariant()}_{tickType}_{resolution}.csv"));
}
if (isHourOrDaily)
{
return($"{symbol.Value.ToLowerInvariant()}.csv");
}
return(Invariant($"{formattedDate}_{symbol.Value.ToLowerInvariant()}_{resolution.ResolutionToLower()}_{tickType.TickTypeToLower()}.csv"));
case SecurityType.Option:
if (isHourOrDaily)
{
return(string.Join("_",
symbol.Underlying.Value.ToLowerInvariant(), // underlying
tickType.TickTypeToLower(),
symbol.ID.OptionStyle.ToLower(),
symbol.ID.OptionRight.ToLower(),
Scale(symbol.ID.StrikePrice),
symbol.ID.Date.ToStringInvariant(DateFormat.EightCharacter)
) + ".csv");
}
return(string.Join("_",
formattedDate,
symbol.Underlying.Value.ToLowerInvariant(), // underlying
resolution.ResolutionToLower(),
tickType.TickTypeToLower(),
symbol.ID.OptionStyle.ToLower(),
symbol.ID.OptionRight.ToLower(),
Scale(symbol.ID.StrikePrice),
symbol.ID.Date.ToStringInvariant(DateFormat.EightCharacter)
) + ".csv");
case SecurityType.Future:
var expiryDate = symbol.ID.Date;
var monthsToAdd = FuturesExpiryUtilityFunctions.ExpiresInPreviousMonth(symbol.ID.Symbol);
var contractYearMonth = expiryDate.AddMonths(monthsToAdd).ToStringInvariant(DateFormat.YearMonth);
if (isHourOrDaily)
{
return(string.Join("_",
symbol.ID.Symbol.ToLowerInvariant(),
tickType.TickTypeToLower(),
contractYearMonth,
expiryDate.ToStringInvariant(DateFormat.EightCharacter)
) + ".csv");
}
return(string.Join("_",
formattedDate,
symbol.ID.Symbol.ToLowerInvariant(),
resolution.ResolutionToLower(),
tickType.TickTypeToLower(),
contractYearMonth,
expiryDate.ToStringInvariant(DateFormat.EightCharacter)
) + ".csv");
case SecurityType.Commodity:
default:
throw new ArgumentOutOfRangeException();
}
}
/// <summary>
/// Generate's the zip entry name to hold the specified data.
/// </summary>
public static string GenerateZipEntryName(Symbol symbol, DateTime date, Resolution resolution, TickType tickType)
{
var formattedDate = date.ToString(DateFormat.EightCharacter);
var isHourOrDaily = resolution == Resolution.Hour || resolution == Resolution.Daily;
switch (symbol.ID.SecurityType)
{
case SecurityType.Base:
case SecurityType.Equity:
case SecurityType.Forex:
case SecurityType.Cfd:
case SecurityType.Crypto:
if (resolution == Resolution.Tick && symbol.SecurityType == SecurityType.Equity)
{
return(string.Format("{0}_{1}_{2}_{3}.csv",
formattedDate,
symbol.Value.ToLower(),
tickType,
resolution
));
}
if (isHourOrDaily)
{
return(string.Format("{0}.csv",
symbol.Value.ToLower()
));
}
return(string.Format("{0}_{1}_{2}_{3}.csv",
formattedDate,
symbol.Value.ToLower(),
resolution.ResolutionToLower(),
tickType.TickTypeToLower()
));
case SecurityType.Option:
if (isHourOrDaily)
{
return(string.Join("_",
symbol.Underlying.Value.ToLower(), // underlying
tickType.TickTypeToLower(),
symbol.ID.OptionStyle.ToLower(),
symbol.ID.OptionRight.ToLower(),
Scale(symbol.ID.StrikePrice),
symbol.ID.Date.ToString(DateFormat.EightCharacter)
) + ".csv");
}
return(string.Join("_",
formattedDate,
symbol.Underlying.Value.ToLower(), // underlying
resolution.ResolutionToLower(),
tickType.TickTypeToLower(),
symbol.ID.OptionStyle.ToLower(),
symbol.ID.OptionRight.ToLower(),
Scale(symbol.ID.StrikePrice),
symbol.ID.Date.ToString(DateFormat.EightCharacter)
) + ".csv");
case SecurityType.Future:
if (isHourOrDaily)
{
return(string.Join("_",
symbol.ID.Symbol.ToLower(),
tickType.TickTypeToLower(),
symbol.ID.Date.ToString(DateFormat.YearMonth)
) + ".csv");
}
return(string.Join("_",
formattedDate,
symbol.ID.Symbol.ToLower(),
resolution.ResolutionToLower(),
tickType.TickTypeToLower(),
symbol.ID.Date.ToString(DateFormat.YearMonth)
) + ".csv");
case SecurityType.Commodity:
default:
throw new ArgumentOutOfRangeException();
}
}