public void RequestWithMoreThan10KMinuteObservationIsCorrectlySaved()
{
// Arrange
var resolution = Resolution.Minute;
var startDate = new DateTime(year: 2013, month: 04, day: 01);
var endDate = startDate.AddMonths(months: 1);
// Act
_downloader.Run(_eurusd, resolution, startDate, endDate);
// Assert
var outputFolder = Path.Combine(_dataDirectory, "forex/fxcm/minute");
var files = Directory.GetFiles(outputFolder, "*_volume.zip", SearchOption.AllDirectories);
Assert.AreEqual(expected: 27, actual: files.Length);
}
static void Main(string[] args)
{
if (args.Length != 4)
{
Console.WriteLine("Usage: FxcmVolumeDownloader SYMBOLS RESOLUTION FROMDATE TODATE");
Console.WriteLine("SYMBOLS = eg EURUSD,USDJPY\n" +
"\tAvailable pairs:\n" +
"\tEURUSD, USDJPY, GBPUSD, USDCHF, EURCHF, AUDUSD, USDCAD,\n" +
"\tNZDUSD, EURGBP, EURJPY, GBPJPY, EURAUD, EURCAD, AUDJPY");
Console.WriteLine("RESOLUTION = Minute/Hour/Daily/All");
Console.WriteLine("FROMDATE = yyyymmdd");
Console.WriteLine("TODATE = yyyymmdd");
Environment.Exit(exitCode: 1);
}
try
{
Log.DebuggingEnabled = true;
Log.LogHandler = new CompositeLogHandler(new ConsoleLogHandler(), new FileLogHandler("FxcmFxVolumeDownloader.log", useTimestampPrefix: false));
// Load settings from command line
var tickers = args[0].Split(',');
var resolutions = new[] { Resolution.Daily };
if (args[1].ToLower() == "all")
{
resolutions = new[] { Resolution.Daily, Resolution.Hour, Resolution.Minute };
}
else
{
resolutions[0] = (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");
var downloader = new FxcmVolumeDownloader(dataDirectory);
foreach (var ticker in tickers)
{
var symbol = Symbol.Create(ticker, SecurityType.Base, Market.FXCM);
foreach (var resolution in resolutions)
{
downloader.Run(symbol, resolution, startDate, endDate);
}
}
}
catch (Exception err)
{
Log.Error(err);
}
}
public static void FxcmVolumeDownload(IList <string> tickers, string resolution, DateTime startDate, DateTime endDate)
{
var isUpdate = false;
if (resolution.IsNullOrEmpty())
{
if (!tickers.IsNullOrEmpty())
{
var _tickers = tickers.First().ToLower();
if (_tickers == "all" || _tickers == "update")
{
if (_tickers == "update")
{
isUpdate = true;
}
tickers = new List <string> {
"EURUSD", "USDJPY", "GBPUSD", "USDCHF", "EURCHF", "AUDUSD", "USDCAD",
"NZDUSD", "EURGBP", "EURJPY", "GBPJPY", "EURAUD", "EURCAD", "AUDJPY"
};
resolution = "all";
}
}
else
{
Console.WriteLine("Usage:\n\t" +
"FxcmVolumeDownloader all\t will download data for all available pair for the three resolutions.\n\t" +
"FxcmVolumeDownloader update\t will download just last day data for all pair and resolutions already downloaded.");
Console.WriteLine("Usage: FxcmVolumeDownloader --tickers= --resolution= --from-date= --to-date=");
Console.WriteLine("--tickers=eg EURUSD,USDJPY\n" +
"\tAvailable pairs:\n" +
"\tEURUSD, USDJPY, GBPUSD, USDCHF, EURCHF, AUDUSD, USDCAD,\n" +
"\tNZDUSD, EURGBP, EURJPY, GBPJPY, EURAUD, EURCAD, AUDJPY");
Console.WriteLine("--resolution=Minute/Hour/Daily/All");
Environment.Exit(exitCode: 1);
}
}
try
{
Log.DebuggingEnabled = true;
Log.LogHandler = new CompositeLogHandler(new ConsoleLogHandler(), new FileLogHandler("FxcmFxVolumeDownloader.log", useTimestampPrefix: false));
var resolutions = new[] { Resolution.Daily };
if (resolution.ToLower() == "all")
{
resolutions = new[] { Resolution.Daily, Resolution.Hour, Resolution.Minute };
}
else
{
resolutions[0] = (Resolution)Enum.Parse(typeof(Resolution), resolution);
}
// Load settings from config.json
var dataDirectory = Config.Get("data-directory", "../../../Data");
var downloader = new FxcmVolumeDownloader(dataDirectory);
foreach (var ticker in tickers)
{
var symbol = Symbol.Create(ticker, SecurityType.Base, Market.FXCM);
foreach (var _resolution in resolutions)
{
downloader.Run(symbol, _resolution, startDate, endDate, isUpdate);
}
}
}
catch (Exception err)
{
Log.Error(err);
}
}