public void Download(MarketModel model, SettingModel settings) { if (model == null) { throw new ArgumentNullException(nameof(model)); } if (settings == null) { throw new ArgumentNullException(nameof(settings)); } Config.Set("map-file-provider", "QuantConnect.Data.Auxiliary.LocalDiskMapFileProvider"); Config.Set("data-directory", settings.DataFolder); switch (model.Access) { case MarketModel.AccessType.Demo: Config.Set("fxcm-terminal", "Demo"); break; case MarketModel.AccessType.Real: Config.Set("fxcm-terminal", "Real"); break; } Config.Set("fxcm-user-name", model.Login); Config.Set("fxcm-password", model.Password); string resolution = model.Resolution.Equals(Resolution.Tick) ? "all" : model.Resolution.ToString(); DateTime fromDate = model.LastDate.Date; if (fromDate < DateTime.Today) { IList <string> symbols = model.Symbols.Select(m => m.Name).ToList(); FxcmDownloaderProgram.FxcmDownloader(symbols, resolution, fromDate, fromDate); model.LastDate = fromDate.AddDays(1); } model.Active = model.LastDate < DateTime.Today; }
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) { 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; } } }