/// <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); } }
/// <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); } }