static void FetchData()
{
var db = Database.GetProductionDatabase(MongoHostInfo.FromAppSettings());
var coll = db.MongoDatabase.GetCollection("DbBar");
coll.EnsureIndex(new IndexKeysBuilder().Ascending("Symbol", "Timestamp"));
var allBars = db.QueryAll <DbBar>(_ => true);
DateTime firstDate = DateTime.Parse("11/10/2001", null, DateTimeStyles.AdjustToUniversal);
DateTime lastDate = allBars.Any() ? allBars.OrderByDescending(x => x.Timestamp).First().Timestamp : firstDate;
var predicted = "DIA";
var firstFetchDate = lastDate.AddDays(1);
Console.WriteLine("Fetching from {0:MM/dd/yyyy} to today", firstFetchDate.Date);
VersaceDataFetching.DownloadData(predicted, firstFetchDate, DateTime.Now.Date);
Console.Write("Storing in mongo ...");
var allNewBars = new List <DbBar>();
foreach (var symbol in DataPreprocessing.GetTickers(predicted))
{
foreach (var dbBar in DataImport.LoadVersace(symbol).Select(x => new DbBar(db, symbol, x.Timestamp, x.Open, x.Low, x.High, x.Close, x.Volume)))
{
allNewBars.Add(dbBar);
}
}
db.StoreAll(allNewBars);
Console.WriteLine("done");
}
