Exemple #1
0
        /// <summary>
        /// Primary entry point to the program
        /// </summary>
        static void Main(string[] args)
        {
            if (args.Length != 4)
            {
                Console.WriteLine("Usage: DukascopyDownloader SYMBOL RESOLUTION FROMDATE TODATE");
                Console.WriteLine("SYMBOL = eg EURUSD");
                Console.WriteLine("RESOLUTION = Tick/Second/Minute/Hour/Daily");
                Console.WriteLine("FROMDATE = yyyymmdd");
                Console.WriteLine("TODATE = yyyymmdd");
                Environment.Exit(1);
            }

            try
            {
                // Load settings from command line
                var symbol     = args[0];
                var resolution = (Resolution)Enum.Parse(typeof(Resolution), args[1]);
                var startDate  = DateTime.ParseExact(args[2], "yyyyMMdd", CultureInfo.InvariantCulture);
                var endDate    = DateTime.ParseExact(args[3], "yyyyMMdd", CultureInfo.InvariantCulture);

                // Load settings from config.json
                var dataDirectory = Config.Get("data-directory", "../../../Data");

                // Download the data
                var downloader = new DukascopyDataDownloader();

                if (!downloader.HasSymbol(symbol))
                {
                    throw new ArgumentException("The symbol " + symbol + " is not available.");
                }

                var securityType = downloader.GetSecurityType(symbol);
                var data         = downloader.Get(new Symbol(symbol), securityType, resolution, startDate, endDate);

                // Save the data
                var writer = new LeanDataWriter(securityType, resolution, symbol, dataDirectory, "dukascopy");
                writer.Write(data);
            }
            catch (Exception err)
            {
                Log.Error("DukascopyDownloader(): {0}", err.Message);
            }
        }
Exemple #2
0
        /// <summary>
        /// Primary entry point to the program
        /// </summary>
        static void Main(string[] args)
        {
            if (args.Length != 4)
            {
                Console.WriteLine("Usage: DukascopyDownloader SYMBOL RESOLUTION FROMDATE TODATE");
                Console.WriteLine("SYMBOL = eg EURUSD");
                Console.WriteLine("RESOLUTION = Tick/Second/Minute/Hour/Daily");
                Console.WriteLine("FROMDATE = yyyymmdd");
                Console.WriteLine("TODATE = yyyymmdd");
                Environment.Exit(1);
            }

            try
            {
                // Load settings from command line
                var symbol = args[0];
                var resolution = (Resolution)Enum.Parse(typeof(Resolution), args[1]);
                var startDate = DateTime.ParseExact(args[2], "yyyyMMdd", CultureInfo.InvariantCulture);
                var endDate = DateTime.ParseExact(args[3], "yyyyMMdd", CultureInfo.InvariantCulture);

                // Load settings from config.json
                var dataDirectory = Config.Get("data-directory", "../../../Data");

                // Download the data
                var downloader = new DukascopyDataDownloader();

                if (!downloader.HasSymbol(symbol))
                    throw new ArgumentException("The symbol " + symbol + " is not available.");

                var securityType = downloader.GetSecurityType(symbol);
                var data = downloader.Get(new Symbol(symbol), securityType, resolution, startDate, endDate);

                // Save the data
                var writer = new LeanDataWriter(securityType, resolution, symbol, dataDirectory, "dukascopy");
                writer.Write(data);
            }
            catch (Exception err)
            {
                Log.Error("DukascopyDownloader(): {0}", err.Message);
            }
        }
Exemple #3
0
        /// <summary>
        /// Primary entry point to the program
        /// </summary>
        static void Main(string[] args)
        {
            if (args.Length != 4)
            {
                Console.WriteLine("Usage: DukascopyDownloader SYMBOLS RESOLUTION FROMDATE TODATE");
                Console.WriteLine("SYMBOLS = eg EURUSD,USDJPY");
                Console.WriteLine("RESOLUTION = Tick/Second/Minute/Hour/Daily/All");
                Console.WriteLine("FROMDATE = yyyymmdd");
                Console.WriteLine("TODATE = yyyymmdd");
                Environment.Exit(1);
            }

            try
            {
                // Load settings from command line
                var symbols = args[0].Split(',');
                var allResolutions = args[1].ToLower() == "all";
                var resolution = allResolutions ? Resolution.Tick : (Resolution)Enum.Parse(typeof(Resolution), args[1]);
                var startDate = DateTime.ParseExact(args[2], "yyyyMMdd", CultureInfo.InvariantCulture);
                var endDate = DateTime.ParseExact(args[3], "yyyyMMdd", CultureInfo.InvariantCulture);

                // Load settings from config.json
                var dataDirectory = Config.Get("data-directory", "../../../Data");

                // Download the data
                const string market = Market.Dukascopy;
                var downloader = new DukascopyDataDownloader();

                foreach (var symbol in symbols)
                {
                    if (!downloader.HasSymbol(symbol))
                        throw new ArgumentException("The symbol " + symbol + " is not available.");
                }

                foreach (var symbol in symbols)
                {
                    var securityType = downloader.GetSecurityType(symbol);
                    var symbolObject = new Symbol(GetSid(symbol, securityType), symbol);
                    var data = downloader.Get(symbolObject, securityType, resolution, startDate, endDate);

                    if (allResolutions)
                    {
                        var ticks = data.Cast<Tick>().ToList();

                        // Save the data (tick resolution)
                        var writer = new LeanDataWriter(securityType, resolution, symbolObject, dataDirectory, market);
                        writer.Write(ticks);

                        // Save the data (other resolutions)
                        foreach (var res in new[] { Resolution.Second, Resolution.Minute, Resolution.Hour, Resolution.Daily })
                        {
                            var resData = DukascopyDataDownloader.AggregateTicks(symbolObject, ticks, res.ToTimeSpan());

                            writer = new LeanDataWriter(securityType, res, symbolObject, dataDirectory, market);
                            writer.Write(resData);
                        }
                    }
                    else
                    {
                        // Save the data (single resolution)
                        var writer = new LeanDataWriter(securityType, resolution, symbolObject, dataDirectory, market);
                        writer.Write(data);
                    }
                }
            }
            catch (Exception err)
            {
                Log.Error(err);
            }
        }
Exemple #4
0
        /// <summary>
        /// Primary entry point to the program
        /// </summary>
        public static void DukascopyDownloader(IList <string> tickers, string resolution, DateTime startDate, DateTime endDate)
        {
            if (resolution.IsNullOrEmpty() || tickers.IsNullOrEmpty())
            {
                Console.WriteLine("DukascopyDownloader ERROR: '--tickers=' or '--resolution=' parameter is missing");
                Console.WriteLine("--tickers=eg EURUSD,USDJPY");
                Console.WriteLine("--resolution=Tick/Second/Minute/Hour/Daily/All");
                Environment.Exit(1);
            }

            try
            {
                // Load settings from command line
                var allResolutions = resolution.ToLowerInvariant() == "all";
                var castResolution = allResolutions ? Resolution.Tick : (Resolution)Enum.Parse(typeof(Resolution), resolution);

                // Load settings from config.json
                var dataDirectory = Config.Get("data-directory", "../../../Data");

                // Download the data
                var downloader = new DukascopyDataDownloader();

                foreach (var ticker in tickers)
                {
                    if (!downloader.HasSymbol(ticker))
                    {
                        throw new ArgumentException("The ticker " + ticker + " is not available.");
                    }
                }

                foreach (var ticker in tickers)
                {
                    var securityType = downloader.GetSecurityType(ticker);
                    var symbolObject = Symbol.Create(ticker, securityType, Market.Dukascopy);
                    var data         = downloader.Get(symbolObject, castResolution, startDate, endDate);

                    if (allResolutions)
                    {
                        var ticks = data.Cast <Tick>().ToList();

                        // Save the data (tick resolution)
                        var writer = new LeanDataWriter(castResolution, symbolObject, dataDirectory);
                        writer.Write(ticks);

                        // Save the data (other resolutions)
                        foreach (var res in new[] { Resolution.Second, Resolution.Minute, Resolution.Hour, Resolution.Daily })
                        {
                            var resData = DukascopyDataDownloader.AggregateTicks(symbolObject, ticks, res.ToTimeSpan());

                            writer = new LeanDataWriter(res, symbolObject, dataDirectory);
                            writer.Write(resData);
                        }
                    }
                    else
                    {
                        // Save the data (single resolution)
                        var writer = new LeanDataWriter(castResolution, symbolObject, dataDirectory);
                        writer.Write(data);
                    }
                }
            }
            catch (Exception err)
            {
                Log.Error(err);
            }
        }
Exemple #5
0
        /// <summary>
        /// Primary entry point to the program
        /// </summary>
        static void Main(string[] args)
        {
            if (args.Length != 4)
            {
                Console.WriteLine("Usage: DukascopyDownloader SYMBOLS RESOLUTION FROMDATE TODATE");
                Console.WriteLine("SYMBOLS = eg EURUSD,USDJPY");
                Console.WriteLine("RESOLUTION = Tick/Second/Minute/Hour/Daily/All");
                Console.WriteLine("FROMDATE = yyyymmdd");
                Console.WriteLine("TODATE = yyyymmdd");
                Environment.Exit(1);
            }

            try
            {
                // Load settings from command line
                var symbols        = args[0].Split(',');
                var allResolutions = args[1].ToLower() == "all";
                var resolution     = allResolutions ? Resolution.Tick : (Resolution)Enum.Parse(typeof(Resolution), args[1]);
                var startDate      = DateTime.ParseExact(args[2], "yyyyMMdd", CultureInfo.InvariantCulture);
                var endDate        = DateTime.ParseExact(args[3], "yyyyMMdd", CultureInfo.InvariantCulture);

                // Load settings from config.json
                var dataDirectory = Config.Get("data-directory", "../../../Data");

                // Download the data
                const string market     = Market.Dukascopy;
                var          downloader = new DukascopyDataDownloader();

                foreach (var symbol in symbols)
                {
                    if (!downloader.HasSymbol(symbol))
                    {
                        throw new ArgumentException("The symbol " + symbol + " is not available.");
                    }
                }

                foreach (var symbol in symbols)
                {
                    var securityType = downloader.GetSecurityType(symbol);
                    var symbolObject = Symbol.Create(symbol, securityType, Market.Dukascopy);
                    var data         = downloader.Get(symbolObject, resolution, startDate, endDate);

                    if (allResolutions)
                    {
                        var ticks = data.Cast <Tick>().ToList();

                        // Save the data (tick resolution)
                        var writer = new LeanDataWriter(securityType, resolution, symbolObject, dataDirectory, market);
                        writer.Write(ticks);

                        // Save the data (other resolutions)
                        foreach (var res in new[] { Resolution.Second, Resolution.Minute, Resolution.Hour, Resolution.Daily })
                        {
                            var resData = DukascopyDataDownloader.AggregateTicks(symbolObject, ticks, res.ToTimeSpan());

                            writer = new LeanDataWriter(securityType, res, symbolObject, dataDirectory, market);
                            writer.Write(resData);
                        }
                    }
                    else
                    {
                        // Save the data (single resolution)
                        var writer = new LeanDataWriter(securityType, resolution, symbolObject, dataDirectory, market);
                        writer.Write(data);
                    }
                }
            }
            catch (Exception err)
            {
                Log.Error(err);
            }
        }