public void BacktestingData_CanBeDownloadedAndSaved_Successfully()
{
var minutePath = Path.Combine(_dataFolder, "forex/oanda/minute/eurusd/20131011_quote.zip");
var dailyPath = Path.Combine(_dataFolder, "forex/oanda/daily/eurusd.zip");
if (File.Exists(dailyPath))
{
File.Delete(dailyPath);
}
if (File.Exists(minutePath))
{
File.Delete(minutePath);
}
var downloadedMinuteData = _api.DownloadData(new Symbol(SecurityIdentifier.GenerateForex("EURUSD", Market.Oanda), "EURUSD"),
Resolution.Minute, new DateTime(2013, 10, 11));
var downloadedDailyData = _api.DownloadData(new Symbol(SecurityIdentifier.GenerateForex("EURUSD", Market.Oanda), "EURUSD"),
Resolution.Daily, new DateTime(2013, 10, 07));
Assert.IsTrue(downloadedMinuteData);
Assert.IsTrue(downloadedDailyData);
Assert.IsTrue(File.Exists(dailyPath));
Assert.IsTrue(File.Exists(minutePath));
}
/// <summary>
/// Attempt to download data using the Api for and return a FileStream of that data.
/// </summary>
/// <param name="key"></param>
/// <param name="symbol"></param>
/// <param name="date"></param>
/// <param name="resolution"></param>
/// <returns>A FileStream of the data</returns>
private FileStream DownloadData(string filepath, Symbol symbol, DateTime date, Resolution resolution)
{
Log.Trace("ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol({0}), resolution({1}) and date({2}).",
symbol.Value,
resolution,
date.Date.ToShortDateString());
var downloadSuccessful = _api.DownloadData(symbol, resolution, date);
if (downloadSuccessful)
{
Log.Trace("ApiDataProvider.Fetch(): Successfully retrieved data for symbol({0}), resolution({1}) and date({2}).",
symbol.Value,
resolution,
date.Date.ToShortDateString());
return(new FileStream(filepath, FileMode.Open, FileAccess.Read, FileShare.Read));
}
// Failed to download
Log.Error("ApiDataProvider.Fetch(): Unable to remotely retrieve data for path {0}. " +
"Please make sure you have the necessary data in your online QuantConnect data library.",
filepath);
return(null);
}
public bool Fetch(Symbol symbol, DateTime date, Resolution resolution, TickType tickType)
{
Log.Trace(
string.Format(
"Attempting to get data from QuantConnect.com's data library for symbol({0}), resolution({1}) and date({2}).",
symbol.ID, resolution, date.Date.ToShortDateString()));
var api = new Api.Api();
api.Initialize(_uid, _token, _dataPath);
var download = api.DownloadData(symbol, resolution, date);
if (download)
{
Log.Trace(
string.Format(
"Successfully retrieved data for symbol({0}), resolution({1}) and date({2}).",
symbol.ID, resolution, date.Date.ToShortDateString()));
return(true);
}
Log.Error(
string.Format(
"Unable to remotely retrieve data for symbol({0}), resolution({1}) and date({2}). Please make sure you have the necessary data in your online QuantConnect data library.",
symbol.ID, resolution, date.Date.ToShortDateString()));
return(false);
}
/// <summary>
/// Attempt to download data using the Api for and return a FileStream of that data.
/// </summary>
/// <param name="filePath">The path to store the file</param>
/// <returns>A FileStream of the data</returns>
protected virtual bool DownloadData(string filePath)
{
if (Log.DebuggingEnabled)
{
Log.Debug($"ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for {filePath}.");
}
if (_api.DownloadData(filePath, _organizationId))
{
Log.Trace($"ApiDataProvider.Fetch(): Successfully retrieved data for {filePath}.");
return(true);
}
// Failed to download; _api.DownloadData() will post error
return(false);
}
/// <summary>
/// Retrieves data to be used in an algorithm.
/// If file does not exist, an attempt is made to download them from the api
/// </summary>
/// <param name="key">A string representing where the data is stored</param>
/// <returns>A <see cref="Stream"/> of the data requested</returns>
public Stream Fetch(string key)
{
if (File.Exists(key))
{
return(new FileStream(key, FileMode.Open, FileAccess.Read));
}
// If the file cannot be found on disc, attempt to retrieve it from the API
Symbol symbol;
DateTime date;
Resolution resolution;
if (LeanData.TryParsePath(key, out symbol, out date, out resolution))
{
Log.Trace("ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol({0}), resolution({1}) and date({2}).",
symbol.Value,
resolution,
date.Date.ToShortDateString());
var downloadSuccessful = _api.DownloadData(symbol, resolution, date);
if (downloadSuccessful)
{
Log.Trace("ApiDataProvider.Fetch(): Successfully retrieved data for symbol({0}), resolution({1}) and date({2}).",
symbol.Value,
resolution,
date.Date.ToShortDateString());
return(new FileStream(key, FileMode.Open, FileAccess.Read));
}
}
Log.Error("ApiDataProvider.Fetch(): Unable to remotely retrieve data for path {0}. " +
"Please make sure you have the necessary data in your online QuantConnect data library.",
key);
return(null);
}
