/// <summary>
/// Primary entry point to the program.
/// </summary>
public static void DataDownloader(IList <string> tickers, string resolution, DateTime fromDate, DateTime toDate)
{
if (resolution.IsNullOrEmpty() || tickers.IsNullOrEmpty())
{
Console.WriteLine("BinanceDownloader ERROR: '--tickers=' or '--resolution=' parameter is missing");
Console.WriteLine("--tickers=eg BTCUSD");
Console.WriteLine("--resolution=Minute/Hour/Daily/All");
Environment.Exit(1);
}
try
{
var allResolutions = resolution.Equals("all", StringComparison.OrdinalIgnoreCase);
var castResolution = allResolutions ? Resolution.Minute : (Resolution)Enum.Parse(typeof(Resolution), resolution);
// Load settings from config.json
var dataDirectory = Config.Get("data-folder", "../../../Data");
using (var downloader = new BinanceDataDownloader())
{
foreach (var ticker in tickers)
{
// Download the data
var startDate = fromDate;
var symbol = downloader.GetSymbol(ticker);
var data = downloader.Get(symbol, castResolution, fromDate, toDate);
var bars = data.Cast <TradeBar>().ToList();
// Save the data (single resolution)
var writer = new LeanDataWriter(castResolution, symbol, dataDirectory);
writer.Write(bars);
if (allResolutions)
{
// Save the data (other resolutions)
foreach (var res in new[] { Resolution.Hour, Resolution.Daily })
{
var resData = LeanData.AggregateTradeBars(bars, symbol, res.ToTimeSpan());
writer = new LeanDataWriter(res, symbol, dataDirectory);
writer.Write(resData);
}
}
}
}
}
catch (Exception err)
{
Log.Error(err);
}
}