public static void RandomDataGenerator(
string startDateString,
string endDateString,
string symbolCountString,
string market,
string securityTypeString,
string resolutionString,
string dataDensityString,
string includeCoarseString,
string quoteTradeRatioString,
string randomSeed,
string hasIpoPercentageString,
string hasRenamePercentageString,
string hasSplitsPercentageString,
string hasDividendsPercentageString,
string dividendEveryQuarterPercentageString
)
{
var output = new ConsoleLeveledOutput();
var settings = RandomDataGeneratorSettings.FromCommandLineArguments(
startDateString,
endDateString,
symbolCountString,
market,
securityTypeString,
resolutionString,
dataDensityString,
includeCoarseString,
quoteTradeRatioString,
randomSeed,
hasIpoPercentageString,
hasRenamePercentageString,
hasSplitsPercentageString,
hasDividendsPercentageString,
dividendEveryQuarterPercentageString,
output
);
if (settings.Start.Year < 1998)
{
output.Error.WriteLine($"Required parameter --start must be at least 19980101");
Environment.Exit(1);
}
GenerateRandomData(settings, output);
if (settings.IncludeCoarse && settings.SecurityType == SecurityType.Equity)
{
output.Info.WriteLine("Launching coarse data generator...");
CoarseUniverseGeneratorProgram.CoarseUniverseGenerator();
}
if (!Console.IsInputRedirected)
{
output.Info.WriteLine("Press any key to exit...");
Console.ReadKey();
}
}
public static void RandomDataGenerator(
string startDateString,
string endDateString,
string symbolCountString,
string market,
string securityTypeString,
string resolutionString,
string dataDensityString,
string includeCoarseString,
string quoteTradeRatioString,
string randomSeed,
string hasIpoPercentageString,
string hasRenamePercentageString,
string hasSplitsPercentageString,
string hasDividendsPercentageString,
string dividendEveryQuarterPercentageString
)
{
var output = new ConsoleLeveledOutput();
var settings = RandomDataGeneratorSettings.FromCommandLineArguments(
startDateString,
endDateString,
symbolCountString,
market,
securityTypeString,
resolutionString,
dataDensityString,
includeCoarseString,
quoteTradeRatioString,
randomSeed,
hasIpoPercentageString,
hasRenamePercentageString,
hasSplitsPercentageString,
hasDividendsPercentageString,
dividendEveryQuarterPercentageString,
output
);
GenerateRandomData(settings, output);
if (settings.IncludeCoarse && settings.SecurityType == SecurityType.Equity)
{
output.Info.WriteLine("Launching coarse data generator...");
CoarseUniverseGeneratorProgram.CoarseUniverseGenerator();
}
output.Info.WriteLine("Press any key to exit...");
Console.ReadKey();
}
public static void Main(string[] args)
{
Log.DebuggingEnabled = Config.GetBool("debug-mode");
Log.FilePath = Path.Combine(Config.Get("results-destination-folder"), "log.txt");
Log.LogHandler = Composer.Instance.GetExportedValueByTypeName <ILogHandler>(Config.Get("log-handler", "CompositeLogHandler"));
var optionsObject = ToolboxArgumentParser.ParseArguments(args);
if (optionsObject.Count == 0)
{
PrintMessageAndExit();
}
var targetApp = GetParameterOrExit(optionsObject, "app").ToLowerInvariant();
if (targetApp.Contains("download") || targetApp.EndsWith("dl"))
{
var fromDate = Parse.DateTimeExact(GetParameterOrExit(optionsObject, "from-date"), "yyyyMMdd-HH:mm:ss");
var resolution = optionsObject.ContainsKey("resolution") ? optionsObject["resolution"].ToString() : "";
var market = optionsObject.ContainsKey("market") ? optionsObject["market"].ToString() : "";
var securityType = optionsObject.ContainsKey("security-type") ? optionsObject["security-type"].ToString() : "";
var tickers = ToolboxArgumentParser.GetTickers(optionsObject);
var toDate = optionsObject.ContainsKey("to-date")
? Parse.DateTimeExact(optionsObject["to-date"].ToString(), "yyyyMMdd-HH:mm:ss")
: DateTime.UtcNow;
switch (targetApp)
{
case "zdl":
case "zerodhadownloader":
ZerodhaDataDownloaderProgram.ZerodhaDataDownloader(tickers, market, resolution, securityType, fromDate, toDate);
break;
case "gdaxdl":
case "gdaxdownloader":
GDAXDownloaderProgram.GDAXDownloader(tickers, resolution, fromDate, toDate);
break;
case "cdl":
case "cryptoiqdownloader":
CryptoiqDownloaderProgram.CryptoiqDownloader(tickers, GetParameterOrExit(optionsObject, "exchange"), fromDate, toDate);
break;
case "ddl":
case "dukascopydownloader":
DukascopyDownloaderProgram.DukascopyDownloader(tickers, resolution, fromDate, toDate);
break;
case "fdl":
case "fxcmdownloader":
FxcmDownloaderProgram.FxcmDownloader(tickers, resolution, fromDate, toDate);
break;
case "fvdl":
case "fxcmvolumedownload":
FxcmVolumeDownloadProgram.FxcmVolumeDownload(tickers, resolution, fromDate, toDate);
break;
case "ibdl":
case "ibdownloader":
IBDownloaderProgram.IBDownloader(tickers, resolution, fromDate, toDate);
break;
case "iexdl":
case "iexdownloader":
IEXDownloaderProgram.IEXDownloader(tickers, resolution, fromDate, toDate);
break;
case "iqfdl":
case "iqfeeddownloader":
IQFeedDownloaderProgram.IQFeedDownloader(tickers, resolution, fromDate, toDate);
break;
case "kdl":
case "krakendownloader":
KrakenDownloaderProgram.KrakenDownloader(tickers, resolution, fromDate, toDate);
break;
case "odl":
case "oandadownloader":
OandaDownloaderProgram.OandaDownloader(tickers, resolution, fromDate, toDate);
break;
case "qbdl":
case "quandlbitfinexdownloader":
QuandlBitfinexDownloaderProgram.QuandlBitfinexDownloader(fromDate, GetParameterOrExit(optionsObject, "api-key"));
break;
case "ydl":
case "yahoodownloader":
YahooDownloaderProgram.YahooDownloader(tickers, resolution, fromDate, toDate);
break;
case "bfxdl":
case "bitfinexdownloader":
BitfinexDownloaderProgram.BitfinexDownloader(tickers, resolution, fromDate, toDate);
break;
case "mbxdl":
case "binancedownloader":
BinanceDownloaderProgram.DataDownloader(tickers, resolution, fromDate, toDate);
break;
case "secdl":
case "secdownloader":
SECDataDownloaderProgram.SECDataDownloader(
GetParameterOrExit(optionsObject, "destination-dir"),
fromDate,
toDate
);
break;
case "ecdl":
case "estimizeconsensusdownloader":
EstimizeConsensusDataDownloaderProgram.EstimizeConsensusDataDownloader();
break;
case "eedl":
case "estimizeestimatedownloader":
EstimizeEstimateDataDownloaderProgram.EstimizeEstimateDataDownloader();
break;
case "erdl":
case "estimizereleasedownloader":
EstimizeReleaseDataDownloaderProgram.EstimizeReleaseDataDownloader();
break;
case "ustycdl":
case "ustreasuryyieldcurvedownloader":
USTreasuryYieldCurveProgram.USTreasuryYieldCurveRateDownloader(
fromDate,
toDate,
GetParameterOrExit(optionsObject, "destination-dir")
);
break;
case "bzndl":
case "benzinganewsdownloader":
BenzingaProgram.BenzingaNewsDataDownloader(
fromDate,
toDate,
GetParameterOrExit(optionsObject, "destination-dir"),
GetParameterOrExit(optionsObject, "api-key")
);
break;
case "tecdl":
case "tradingeconomicscalendardownloader":
TradingEconomicsDataDownloader.TradingEconomicsCalendarDownloaderProgram.TradingEconomicsCalendarDownloader();
break;
case "pdl":
case "polygondownloader":
PolygonDownloaderProgram.PolygonDownloader(
tickers,
GetParameterOrExit(optionsObject, "security-type"),
GetParameterOrExit(optionsObject, "market"),
resolution,
fromDate,
toDate);
break;
default:
PrintMessageAndExit(1, "ERROR: Unrecognized --app value");
break;
}
}
else if (targetApp.Contains("updater") || targetApp.EndsWith("spu"))
{
switch (targetApp)
{
case "mbxspu":
case "binancesymbolpropertiesupdater":
BinanceDownloaderProgram.ExchangeInfoDownloader();
break;
default:
PrintMessageAndExit(1, "ERROR: Unrecognized --app value");
break;
}
}
else
{
switch (targetApp)
{
case "asfc":
case "algoseekfuturesconverter":
AlgoSeekFuturesProgram.AlgoSeekFuturesConverter(GetParameterOrExit(optionsObject, "date"));
break;
case "asoc":
case "algoseekoptionsconverter":
AlgoSeekOptionsConverterProgram.AlgoSeekOptionsConverter(GetParameterOrExit(optionsObject, "date"));
break;
case "ivec":
case "ivolatilityequityconverter":
IVolatilityEquityConverterProgram.IVolatilityEquityConverter(GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "source-meta-dir"),
GetParameterOrExit(optionsObject, "destination-dir"),
GetParameterOrExit(optionsObject, "resolution"));
break;
case "kdc":
case "kaikodataconverter":
KaikoDataConverterProgram.KaikoDataConverter(GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "date"),
GetParameterOrDefault(optionsObject, "exchange", string.Empty));
break;
case "cadc":
case "coinapidataconverter":
CoinApiDataConverterProgram.CoinApiDataProgram(GetParameterOrExit(optionsObject, "date"), GetParameterOrExit(optionsObject, "market"),
GetParameterOrExit(optionsObject, "source-dir"), GetParameterOrExit(optionsObject, "destination-dir"));
break;
case "nmdc":
case "nsemarketdataconverter":
NseMarketDataConverterProgram.NseMarketDataConverter(GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "destination-dir"));
break;
case "qqc":
case "quantquoteconverter":
QuantQuoteConverterProgram.QuantQuoteConverter(GetParameterOrExit(optionsObject, "destination-dir"),
GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "resolution"));
break;
case "cug":
case "coarseuniversegenerator":
CoarseUniverseGeneratorProgram.CoarseUniverseGenerator();
break;
case "rdg":
case "randomdatagenerator":
RandomDataGeneratorProgram.RandomDataGenerator(
GetParameterOrExit(optionsObject, "start"),
GetParameterOrExit(optionsObject, "end"),
GetParameterOrExit(optionsObject, "symbol-count"),
GetParameterOrDefault(optionsObject, "market", null),
GetParameterOrDefault(optionsObject, "security-type", "Equity"),
GetParameterOrDefault(optionsObject, "resolution", "Minute"),
GetParameterOrDefault(optionsObject, "data-density", "Dense"),
GetParameterOrDefault(optionsObject, "include-coarse", "true"),
GetParameterOrDefault(optionsObject, "quote-trade-ratio", "1"),
GetParameterOrDefault(optionsObject, "random-seed", null),
GetParameterOrDefault(optionsObject, "ipo-percentage", "5.0"),
GetParameterOrDefault(optionsObject, "rename-percentage", "30.0"),
GetParameterOrDefault(optionsObject, "splits-percentage", "15.0"),
GetParameterOrDefault(optionsObject, "dividends-percentage", "60.0"),
GetParameterOrDefault(optionsObject, "dividend-every-quarter-percentage", "30.0")
);
break;
case "seccv":
case "secconverter":
var start = Parse.DateTimeExact(GetParameterOrExit(optionsObject, "date"), "yyyyMMdd");
SECDataDownloaderProgram.SECDataConverter(
GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrDefault(optionsObject, "destination-dir", Globals.DataFolder),
start);
break;
case "ustyccv":
case "ustreasuryyieldcurveconverter":
USTreasuryYieldCurveProgram.USTreasuryYieldCurveConverter(
GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "destination-dir"));
break;
case "sidc":
case "smartinsiderconverter":
SmartInsiderProgram.SmartInsiderConverter(
DateTime.ParseExact(GetParameterOrExit(optionsObject, "date"), "yyyyMMdd", CultureInfo.InvariantCulture),
GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "destination-dir"),
GetParameterOrDefault(optionsObject, "source-meta-dir", null));
break;
case "tiinc":
case "tiingonewsconverter":
var date = GetParameterOrDefault(optionsObject, "date", null);
TiingoNewsConverterProgram.TiingoNewsConverter(
GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "destination-dir"),
date != null ? DateTime.ParseExact(date, "yyyyMMdd", CultureInfo.InvariantCulture) : (DateTime?)null);
break;
case "bzncv":
case "benzinganewsconverter":
BenzingaProgram.BenzingaNewsDataConverter(
GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "destination-dir"),
GetParameterOrDefault(optionsObject, "source-meta-dir", Path.Combine(Globals.DataFolder, "alternative", "benzinga")),
GetParameterOrExit(optionsObject, "date"));
break;
default:
PrintMessageAndExit(1, "ERROR: Unrecognized --app value");
break;
}
}
}
public static void Main(string[] args)
{
var optionsObject = ToolboxArgumentParser.ParseArguments(args);
if (optionsObject.Count == 0)
{
PrintMessageAndExit();
}
var targetApp = GetParameterOrExit(optionsObject, "app").ToLower();
if (targetApp.Contains("download") || targetApp.EndsWith("dl"))
{
var fromDate = DateTime.ParseExact(GetParameterOrExit(optionsObject, "from-date"), "yyyyMMdd-HH:mm:ss", CultureInfo.InvariantCulture);
var resolution = optionsObject.ContainsKey("resolution") ? optionsObject["resolution"].ToString() : "";
var tickers = optionsObject.ContainsKey("tickers")
? (optionsObject["tickers"] as Dictionary <string, object>)?.Keys.ToList()
: new List <string>();
var toDate = optionsObject.ContainsKey("to-date")
? DateTime.ParseExact(optionsObject["to-date"].ToString(), "yyyyMMdd-HH:mm:ss", CultureInfo.InvariantCulture)
: DateTime.UtcNow;
switch (targetApp)
{
case "gdaxdl":
case "gdaxdownloader":
GDAXDownloaderProgram.GDAXDownloader(tickers, resolution, fromDate, toDate);
break;
case "cdl":
case "cryptoiqdownloader":
CryptoiqDownloaderProgram.CryptoiqDownloader(tickers, GetParameterOrExit(optionsObject, "exchange"), fromDate, toDate);
break;
case "ddl":
case "dukascopydownloader":
DukascopyDownloaderProgram.DukascopyDownloader(tickers, resolution, fromDate, toDate);
break;
case "fdl":
case "fxcmdownloader":
FxcmDownloaderProgram.FxcmDownloader(tickers, resolution, fromDate, toDate);
break;
case "fvdl":
case "fxcmvolumedownload":
FxcmVolumeDownloadProgram.FxcmVolumeDownload(tickers, resolution, fromDate, toDate);
break;
case "ibdl":
case "ibdownloader":
IBDownloaderProgram.IBDownloader(tickers, resolution, fromDate, toDate);
break;
case "iexdl":
case "iexdownloader":
IEXDownloaderProgram.IEXDownloader(tickers, resolution, fromDate, toDate, GetParameterOrExit(optionsObject, "api-key"));
break;
case "iqfdl":
case "iqfeeddownloader":
IQFeedDownloaderProgram.IQFeedDownloader(tickers, resolution, fromDate, toDate);
break;
case "kdl":
case "krakendownloader":
KrakenDownloaderProgram.KrakenDownloader(tickers, resolution, fromDate, toDate);
break;
case "odl":
case "oandadownloader":
OandaDownloaderProgram.OandaDownloader(tickers, resolution, fromDate, toDate);
break;
case "qbdl":
case "quandlbitfinexdownloader":
QuandlBitfinexDownloaderProgram.QuandlBitfinexDownloader(fromDate, GetParameterOrExit(optionsObject, "api-key"));
break;
case "ydl":
case "yahoodownloader":
YahooDownloaderProgram.YahooDownloader(tickers, resolution, fromDate, toDate);
break;
case "bfxdl":
case "bitfinexdownloader":
BitfinexDownloaderProgram.BitfinexDownloader(tickers, resolution, fromDate, toDate);
break;
case "secdl":
case "secdownloader":
var equityFolder = Path.Combine(Globals.DataFolder, "equity", Market.USA);
var secFolder = Path.Combine(Globals.DataFolder, "alternative", "sec");
SECDataDownloaderProgram.SECDataDownloader(
GetParameterOrDefault(optionsObject, "source-dir", Path.Combine(secFolder, "raw-sec")),
GetParameterOrDefault(optionsObject, "destination-dir", secFolder),
fromDate,
toDate,
GetParameterOrDefault(
optionsObject,
"source-meta-dir",
Path.Combine(equityFolder, "daily")
)
);
break;
case "ecdl":
case "estimizeconsensusdownloader":
EstimizeConsensusDataDownloaderProgram.EstimizeConsensusDataDownloader();
break;
case "eedl":
case "estimizeestimatedownloader":
EstimizeEstimateDataDownloaderProgram.EstimizeEstimateDataDownloader();
break;
case "erdl":
case "estimizereleasedownloader":
EstimizeReleaseDataDownloaderProgram.EstimizeReleaseDataDownloader();
break;
default:
PrintMessageAndExit(1, "ERROR: Unrecognized --app value");
break;
}
}
else
{
switch (targetApp)
{
case "asfc":
case "algoseekfuturesconverter":
AlgoSeekFuturesProgram.AlgoSeekFuturesConverter(GetParameterOrExit(optionsObject, "date"));
break;
case "asoc":
case "algoseekoptionsconverter":
AlgoSeekOptionsConverterProgram.AlgoSeekOptionsConverter(GetParameterOrExit(optionsObject, "date"));
break;
case "ivec":
case "ivolatilityequityconverter":
IVolatilityEquityConverterProgram.IVolatilityEquityConverter(GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "source-meta-dir"),
GetParameterOrExit(optionsObject, "destination-dir"),
GetParameterOrExit(optionsObject, "resolution"));
break;
case "kdc":
case "kaikodataconverter":
KaikoDataConverterProgram.KaikoDataConverter(GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "date"),
GetParameterOrDefault(optionsObject, "exchange", string.Empty));
break;
case "cadc":
case "coinapidataconverter":
CoinApiDataConverterProgram.CoinApiDataProgram(GetParameterOrExit(optionsObject, "date"), GetParameterOrExit(optionsObject, "market"),
GetParameterOrExit(optionsObject, "source-dir"), GetParameterOrExit(optionsObject, "destination-dir"));
break;
case "nmdc":
case "nsemarketdataconverter":
NseMarketDataConverterProgram.NseMarketDataConverter(GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "destination-dir"));
break;
case "qqc":
case "quantquoteconverter":
QuantQuoteConverterProgram.QuantQuoteConverter(GetParameterOrExit(optionsObject, "destination-dir"),
GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "resolution"));
break;
case "cug":
case "coarseuniversegenerator":
CoarseUniverseGeneratorProgram.CoarseUniverseGenerator();
break;
case "rdg":
case "randomdatagenerator":
RandomDataGeneratorProgram.RandomDataGenerator(
GetParameterOrExit(optionsObject, "start"),
GetParameterOrExit(optionsObject, "end"),
GetParameterOrExit(optionsObject, "symbol-count"),
GetParameterOrDefault(optionsObject, "market", null),
GetParameterOrDefault(optionsObject, "security-type", "Equity"),
GetParameterOrDefault(optionsObject, "resolution", "Minute"),
GetParameterOrDefault(optionsObject, "data-density", "Dense"),
GetParameterOrDefault(optionsObject, "include-coarse", "true"),
GetParameterOrDefault(optionsObject, "quote-trade-ratio", "1"),
GetParameterOrDefault(optionsObject, "random-seed", null),
GetParameterOrDefault(optionsObject, "ipo-percentage", "5.0"),
GetParameterOrDefault(optionsObject, "rename-percentage", "30.0"),
GetParameterOrDefault(optionsObject, "splits-percentage", "15.0"),
GetParameterOrDefault(optionsObject, "dividends-percentage", "60.0"),
GetParameterOrDefault(optionsObject, "dividend-every-quarter-percentage", "30.0")
);
break;
default:
PrintMessageAndExit(1, "ERROR: Unrecognized --app value");
break;
}
}
}
public static void Main(string[] args)
{
Log.DebuggingEnabled = Config.GetBool("debug-mode");
var destinationDir = Config.Get("results-destination-folder");
if (!string.IsNullOrEmpty(destinationDir))
{
Directory.CreateDirectory(destinationDir);
Log.FilePath = Path.Combine(destinationDir, "log.txt");
}
Log.LogHandler = Composer.Instance.GetExportedValueByTypeName <ILogHandler>(Config.Get("log-handler", "CompositeLogHandler"));
var optionsObject = ToolboxArgumentParser.ParseArguments(args);
if (optionsObject.Count == 0)
{
PrintMessageAndExit();
}
var targetApp = GetParameterOrExit(optionsObject, "app").ToLowerInvariant();
if (targetApp.Contains("download") || targetApp.EndsWith("dl"))
{
var fromDate = Parse.DateTimeExact(GetParameterOrExit(optionsObject, "from-date"), "yyyyMMdd-HH:mm:ss");
var resolution = optionsObject.ContainsKey("resolution") ? optionsObject["resolution"].ToString() : "";
var market = optionsObject.ContainsKey("market") ? optionsObject["market"].ToString() : "";
var securityType = optionsObject.ContainsKey("security-type") ? optionsObject["security-type"].ToString() : "";
var tickers = ToolboxArgumentParser.GetTickers(optionsObject);
var toDate = optionsObject.ContainsKey("to-date")
? Parse.DateTimeExact(optionsObject["to-date"].ToString(), "yyyyMMdd-HH:mm:ss")
: DateTime.UtcNow;
switch (targetApp)
{
case "zdl":
case "zerodhadownloader":
ZerodhaDataDownloaderProgram.ZerodhaDataDownloader(tickers, market, resolution, securityType, fromDate, toDate);
break;
case "gdaxdl":
case "gdaxdownloader":
GDAXDownloaderProgram.GDAXDownloader(tickers, resolution, fromDate, toDate);
break;
case "cdl":
case "cryptoiqdownloader":
CryptoiqDownloaderProgram.CryptoiqDownloader(tickers, GetParameterOrExit(optionsObject, "exchange"), fromDate, toDate);
break;
case "ddl":
case "dukascopydownloader":
DukascopyDownloaderProgram.DukascopyDownloader(tickers, resolution, fromDate, toDate);
break;
case "ibdl":
case "ibdownloader":
IBDownloaderProgram.IBDownloader(tickers, resolution, fromDate, toDate);
break;
case "iexdl":
case "iexdownloader":
IEXDownloaderProgram.IEXDownloader(tickers, resolution, fromDate, toDate);
break;
case "iqfdl":
case "iqfeeddownloader":
IQFeedDownloaderProgram.IQFeedDownloader(tickers, resolution, fromDate, toDate);
break;
case "kdl":
case "krakendownloader":
KrakenDownloaderProgram.KrakenDownloader(tickers, resolution, fromDate, toDate);
break;
case "odl":
case "oandadownloader":
OandaDownloaderProgram.OandaDownloader(tickers, resolution, fromDate, toDate);
break;
case "qbdl":
case "quandlbitfinexdownloader":
QuandlBitfinexDownloaderProgram.QuandlBitfinexDownloader(fromDate, GetParameterOrExit(optionsObject, "api-key"));
break;
case "ydl":
case "yahoodownloader":
YahooDownloaderProgram.YahooDownloader(tickers, resolution, fromDate, toDate);
break;
case "bfxdl":
case "bitfinexdownloader":
BitfinexDownloaderProgram.BitfinexDownloader(tickers, resolution, fromDate, toDate);
break;
case "mbxdl":
case "binancedownloader":
BinanceDownloaderProgram.DataDownloader(tickers, resolution, fromDate, toDate);
break;
case "pdl":
case "polygondownloader":
PolygonDownloaderProgram.PolygonDownloader(
tickers,
GetParameterOrExit(optionsObject, "security-type"),
GetParameterOrExit(optionsObject, "market"),
resolution,
fromDate,
toDate);
break;
case "avdl":
case "alphavantagedownloader":
AlphaVantageDownloaderProgram.AlphaVantageDownloader(
tickers,
resolution,
fromDate,
toDate,
GetParameterOrExit(optionsObject, "api-key")
);
break;
default:
PrintMessageAndExit(1, "ERROR: Unrecognized --app value");
break;
}
}
else if (targetApp.Contains("updater") || targetApp.EndsWith("spu"))
{
switch (targetApp)
{
case "mbxspu":
case "binancesymbolpropertiesupdater":
BinanceDownloaderProgram.ExchangeInfoDownloader();
break;
default:
PrintMessageAndExit(1, "ERROR: Unrecognized --app value");
break;
}
}
else
{
switch (targetApp)
{
case "asfc":
case "algoseekfuturesconverter":
AlgoSeekFuturesProgram.AlgoSeekFuturesConverter(GetParameterOrExit(optionsObject, "date"));
break;
case "asoc":
case "algoseekoptionsconverter":
AlgoSeekOptionsConverterProgram.AlgoSeekOptionsConverter(GetParameterOrExit(optionsObject, "date"));
break;
case "ivec":
case "ivolatilityequityconverter":
IVolatilityEquityConverterProgram.IVolatilityEquityConverter(GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "source-meta-dir"),
GetParameterOrExit(optionsObject, "destination-dir"),
GetParameterOrExit(optionsObject, "resolution"));
break;
case "kdc":
case "kaikodataconverter":
KaikoDataConverterProgram.KaikoDataConverter(GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "date"),
GetParameterOrDefault(optionsObject, "exchange", string.Empty));
break;
case "cadc":
case "coinapidataconverter":
CoinApiDataConverterProgram.CoinApiDataProgram(GetParameterOrExit(optionsObject, "date"),
GetParameterOrExit(optionsObject, "source-dir"), GetParameterOrExit(optionsObject, "destination-dir"));
break;
case "nmdc":
case "nsemarketdataconverter":
NseMarketDataConverterProgram.NseMarketDataConverter(GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "destination-dir"));
break;
case "qqc":
case "quantquoteconverter":
QuantQuoteConverterProgram.QuantQuoteConverter(GetParameterOrExit(optionsObject, "destination-dir"),
GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "resolution"));
break;
case "cug":
case "coarseuniversegenerator":
CoarseUniverseGeneratorProgram.CoarseUniverseGenerator();
break;
case "rdg":
case "randomdatagenerator":
RandomDataGeneratorProgram.RandomDataGenerator(
GetParameterOrExit(optionsObject, "start"),
GetParameterOrExit(optionsObject, "end"),
GetParameterOrExit(optionsObject, "symbol-count"),
GetParameterOrDefault(optionsObject, "market", null),
GetParameterOrDefault(optionsObject, "security-type", "Equity"),
GetParameterOrDefault(optionsObject, "resolution", "Minute"),
GetParameterOrDefault(optionsObject, "data-density", "Dense"),
GetParameterOrDefault(optionsObject, "include-coarse", "true"),
GetParameterOrDefault(optionsObject, "quote-trade-ratio", "1"),
GetParameterOrDefault(optionsObject, "random-seed", null),
GetParameterOrDefault(optionsObject, "ipo-percentage", "5.0"),
GetParameterOrDefault(optionsObject, "rename-percentage", "30.0"),
GetParameterOrDefault(optionsObject, "splits-percentage", "15.0"),
GetParameterOrDefault(optionsObject, "dividends-percentage", "60.0"),
GetParameterOrDefault(optionsObject, "dividend-every-quarter-percentage", "30.0")
);
break;
default:
PrintMessageAndExit(1, "ERROR: Unrecognized --app value");
break;
}
}
}
public static void Main(string[] args)
{
var optionsObject = ToolboxArgumentParser.ParseArguments(args);
if (optionsObject.Count == 0)
{
PrintMessageAndExit();
}
var targetApp = GetParameterOrExit(optionsObject, "app").ToLower();
if (targetApp.Contains("download") || targetApp.EndsWith("dl"))
{
var fromDate = DateTime.ParseExact(GetParameterOrExit(optionsObject, "from-date"), "yyyyMMdd-HH:mm:ss", CultureInfo.InvariantCulture);
var resolution = optionsObject.ContainsKey("resolution") ? optionsObject["resolution"].ToString() : "";
var tickers = optionsObject.ContainsKey("tickers")
? (optionsObject["tickers"] as Dictionary <string, object>)?.Keys.ToList()
: new List <string>();
var toDate = optionsObject.ContainsKey("to-date")
? DateTime.ParseExact(optionsObject["to-date"].ToString(), "yyyyMMdd-HH:mm:ss", CultureInfo.InvariantCulture)
: DateTime.UtcNow;
switch (targetApp)
{
case "gdaxdl":
case "gdaxdownloader":
GDAXDownloaderProgram.GDAXDownloader(tickers, resolution, fromDate, toDate);
break;
case "cdl":
case "cryptoiqdownloader":
CryptoiqDownloaderProgram.CryptoiqDownloader(tickers, GetParameterOrExit(optionsObject, "exchange"), fromDate, toDate);
break;
case "ddl":
case "dukascopydownloader":
DukascopyDownloaderProgram.DukascopyDownloader(tickers, resolution, fromDate, toDate);
break;
case "fdl":
case "fxcmdownloader":
FxcmDownloaderProgram.FxcmDownloader(tickers, resolution, fromDate, toDate);
break;
case "fvdl":
case "fxcmvolumedownload":
FxcmVolumeDownloadProgram.FxcmVolumeDownload(tickers, resolution, fromDate, toDate);
break;
case "gdl":
case "googledownloader":
GoogleDownloaderProgram.GoogleDownloader(tickers, resolution, fromDate, toDate);
break;
case "ibdl":
case "ibdownloader":
IBDownloaderProgram.IBDownloader(tickers, resolution, fromDate, toDate);
break;
case "iexdl":
case "iexdownloader":
IEXDownloaderProgram.IEXDownloader(tickers, resolution, fromDate, toDate);
break;
case "kdl":
case "krakendownloader":
KrakenDownloaderProgram.KrakenDownloader(tickers, resolution, fromDate, toDate);
break;
case "odl":
case "oandadownloader":
OandaDownloaderProgram.OandaDownloader(tickers, resolution, fromDate, toDate);
break;
case "qbdl":
case "quandlbitfinexdownloader":
QuandlBitfinexDownloaderProgram.QuandlBitfinexDownloader(fromDate, GetParameterOrExit(optionsObject, "api-key"));
break;
case "ydl":
case "yahoodownloader":
YahooDownloaderProgram.YahooDownloader(tickers, resolution, fromDate, toDate);
break;
case "bfxdl":
case "bitfinexdownloader":
BitfinexDownloaderProgram.BitfinexDownloader(tickers, resolution, fromDate, toDate);
break;
default:
PrintMessageAndExit(1, "ERROR: Unrecognized --app value");
break;
}
}
else
{
switch (targetApp)
{
case "asfc":
case "algoseekfuturesconverter":
AlgoSeekFuturesProgram.AlgoSeekFuturesConverter(GetParameterOrExit(optionsObject, "date"));
break;
case "asoc":
case "algoseekoptionsconverter":
AlgoSeekOptionsConverterProgram.AlgoSeekOptionsConverter(GetParameterOrExit(optionsObject, "date"));
break;
case "ivec":
case "ivolatilityequityconverter":
IVolatilityEquityConverterProgram.IVolatilityEquityConverter(GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "source-meta-dir"),
GetParameterOrExit(optionsObject, "destination-dir"),
GetParameterOrExit(optionsObject, "resolution"));
break;
case "kdc":
case "kaikodataconverter":
KaikoDataConverterProgram.KaikoDataConverter(GetParameterOrExit(optionsObject, "market"),
GetParameterOrExit(optionsObject, "tick-type"),
GetParameterOrExit(optionsObject, "source-dir"));
break;
case "nmdc":
case "nsemarketdataconverter":
NseMarketDataConverterProgram.NseMarketDataConverter(GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "destination-dir"));
break;
case "qqc":
case "quantquoteconverter":
QuantQuoteConverterProgram.QuantQuoteConverter(GetParameterOrExit(optionsObject, "destination-dir"),
GetParameterOrExit(optionsObject, "source-dir"),
GetParameterOrExit(optionsObject, "resolution"));
break;
case "cug":
case "coarseuniversegenerator":
CoarseUniverseGeneratorProgram.CoarseUniverseGenerator();
break;
default:
PrintMessageAndExit(1, "ERROR: Unrecognized --app value");
break;
}
}
}
public static void RandomDataGenerator(
string startDateString,
string endDateString,
string symbolCountString,
string market,
string securityTypeString,
string resolutionString,
string dataDensityString,
string includeCoarseString,
string quoteTradeRatioString,
string randomSeed,
string hasIpoPercentageString,
string hasRenamePercentageString,
string hasSplitsPercentageString,
string hasDividendsPercentageString,
string dividendEveryQuarterPercentageString,
string optionPriceEngineName,
string volatilityModelResolutionString,
string chainSymbolCountString,
List <string> tickers
)
{
var settings = RandomDataGeneratorSettings.FromCommandLineArguments(
startDateString,
endDateString,
symbolCountString,
market,
securityTypeString,
resolutionString,
dataDensityString,
includeCoarseString,
quoteTradeRatioString,
randomSeed,
hasIpoPercentageString,
hasRenamePercentageString,
hasSplitsPercentageString,
hasDividendsPercentageString,
dividendEveryQuarterPercentageString,
optionPriceEngineName,
volatilityModelResolutionString,
chainSymbolCountString,
tickers
);
if (settings.Start.Year < 1998)
{
Log.Error($"RandomDataGeneratorProgram(): Required parameter --start must be at least 19980101");
Environment.Exit(1);
}
var securityManager = new SecurityManager(new TimeKeeper(settings.Start, new[] { TimeZones.Utc }));
var securityService = new SecurityService(
new CashBook(),
MarketHoursDatabase.FromDataFolder(),
SymbolPropertiesDatabase.FromDataFolder(),
new SecurityInitializerProvider(new FuncSecurityInitializer(security =>
{
// init price
security.SetMarketPrice(new Tick(settings.Start, security.Symbol, 100, 100));
security.SetMarketPrice(new OpenInterest(settings.Start, security.Symbol, 10000));
// from settings
security.VolatilityModel = new StandardDeviationOfReturnsVolatilityModel(settings.VolatilityModelResolution);
// from settings
if (security is Option option)
{
option.PriceModel = OptionPriceModels.Create(settings.OptionPriceEngineName, Statistics.PortfolioStatistics.GetRiskFreeRate());
}
})),
RegisteredSecurityDataTypesProvider.Null,
new SecurityCacheProvider(
new SecurityPortfolioManager(securityManager, new SecurityTransactionManager(null, securityManager))),
new MapFilePrimaryExchangeProvider(Composer.Instance.GetExportedValueByTypeName <IMapFileProvider>(Config.Get("map-file-provider", "LocalDiskMapFileProvider")))
);
securityManager.SetSecurityService(securityService);
var generator = new RandomDataGenerator();
generator.Init(settings, securityManager);
generator.Run();
if (settings.IncludeCoarse && settings.SecurityType == SecurityType.Equity)
{
Log.Trace("RandomDataGeneratorProgram(): Launching coarse data generator...");
CoarseUniverseGeneratorProgram.CoarseUniverseGenerator();
}
if (!Console.IsInputRedirected)
{
Log.Trace("RandomDataGeneratorProgram(): Press any key to exit...");
Console.ReadKey();
}
}
