/// <summary>
/// Primary entry point to the program
/// </summary>
public static void FxcmDownloader(IList <string> tickers, string resolution, DateTime startDate, DateTime endDate)
{
if (resolution.IsNullOrEmpty() || tickers.IsNullOrEmpty())
{
Console.WriteLine("FxcmDownloader ERROR: '--tickers=' or '--resolution=' parameter is missing");
Console.WriteLine("--tickers=eg EURUSD,USDJPY");
Console.WriteLine("--resolution=Second/Minute/Hour/Daily/All");
Environment.Exit(1);
}
try
{
Logger.getRootLogger().setLevel(Level.ERROR);
// BasicConfigurator.configure(new FileAppender(new SimpleLayout(), "FxcmDownloader.log", append: false));
var allResolutions = resolution.ToLowerInvariant() == "all";
var castResolution = allResolutions ? Resolution.Tick : (Resolution)Enum.Parse(typeof(Resolution), resolution);
endDate = endDate.AddDays(1).AddMilliseconds(-1);
// Load settings from config.json
var dataDirectory = Config.Get("data-directory", "../../../Data");
var server = Config.Get("fxcm-server", "http://www.fxcorporate.com/Hosts.jsp");
var terminal = Config.Get("fxcm-terminal", "Demo");
var userName = Config.Get("fxcm-user-name", "username");
var password = Config.Get("fxcm-password", "password");
// Download the data
const string market = Market.FXCM;
var downloader = new FxcmDataDownloader(server, terminal, userName, password);
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 symbol = Symbol.Create(ticker, securityType, market);
var data = downloader.Get(symbol, castResolution, startDate, endDate);
if (allResolutions)
{
var ticks = data.Cast <Tick>().ToList();
// Save the data (second resolution)
var writer = new LeanDataWriter(castResolution, symbol, dataDirectory);
writer.Write(ticks);
// Save the data (other resolutions)
foreach (var res in new[] { Resolution.Second, Resolution.Minute, Resolution.Hour, Resolution.Daily })
{
var resData = FxcmDataDownloader.AggregateTicks(symbol, ticks, res.ToTimeSpan());
writer = new LeanDataWriter(res, symbol, dataDirectory);
writer.Write(resData);
}
}
else
{
// Save the data (single resolution)
var writer = new LeanDataWriter(castResolution, symbol, dataDirectory);
writer.Write(data);
}
}
}
catch (Exception err)
{
Console.WriteLine(err);
Log.Error(err);
}
}
/// <summary>
/// Primary entry point to the program
/// </summary>
private static void Main(string[] args)
{
if (args.Length != 4)
{
Console.WriteLine("Usage: FxcmDownloader SYMBOLS RESOLUTION FROMDATE TODATE");
Console.WriteLine("SYMBOLS = eg EURUSD,USDJPY");
Console.WriteLine("RESOLUTION = Second/Minute/Hour/Daily/All");
Console.WriteLine("FROMDATE = yyyymmdd");
Console.WriteLine("TODATE = yyyymmdd");
Environment.Exit(1);
}
try
{
Logger.getRootLogger().setLevel(Level.ERROR);
BasicConfigurator.configure(new FileAppender(new SimpleLayout(), "FxcmDownloader.log", append: false));
// Load settings from command line
var tickers = args[0].Split(',');
var allResolutions = args[1].ToLower() == "all";
var resolution = allResolutions ? Resolution.Second : (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");
var server = Config.Get("fxcm-server", "http://www.fxcorporate.com/Hosts.jsp");
var terminal = Config.Get("fxcm-terminal", "Demo");
var userName = Config.Get("fxcm-user-name", "username");
var password = Config.Get("fxcm-password", "password");
// Download the data
const string market = "fxcm";
var downloader = new FxcmDataDownloader(server, terminal, userName, password);
foreach (var ticker in tickers)
{
var securityType = downloader.GetSecurityType(ticker);
var symbol = Symbol.Create(ticker, securityType, Market.FXCM);
if (!downloader.HasSymbol(ticker))
throw new ArgumentException("The symbol " + ticker + " is not available.");
var data = downloader.Get(symbol, securityType, resolution, startDate, endDate);
if (allResolutions)
{
var bars = data.Cast<TradeBar>().ToList();
// Save the data (second resolution)
var writer = new LeanDataWriter(securityType, resolution, symbol, dataDirectory, market);
writer.Write(bars);
// Save the data (other resolutions)
foreach (var res in new[] {Resolution.Minute, Resolution.Hour, Resolution.Daily})
{
var resData = FxcmDataDownloader.AggregateBars(symbol, bars, res.ToTimeSpan());
writer = new LeanDataWriter(securityType, res, symbol, dataDirectory, market);
writer.Write(resData);
}
}
else
{
// Save the data (single resolution)
var writer = new LeanDataWriter(securityType, resolution, symbol, dataDirectory, market);
writer.Write(data);
}
}
}
catch (Exception err)
{
Log.Error("FxcmDownloader(): Error: " + err.Message);
}
}
/// <summary>
/// Primary entry point to the program
/// </summary>
private static void Main(string[] args)
{
if (args.Length != 4)
{
Console.WriteLine("Usage: FxcmDownloader SYMBOLS RESOLUTION FROMDATE TODATE");
Console.WriteLine("SYMBOLS = eg EURUSD,USDJPY");
Console.WriteLine("RESOLUTION = Second/Minute/Hour/Daily/All");
Console.WriteLine("FROMDATE = yyyymmdd");
Console.WriteLine("TODATE = yyyymmdd");
Environment.Exit(1);
}
try
{
Logger.getRootLogger().setLevel(Level.ERROR);
BasicConfigurator.configure(new FileAppender(new SimpleLayout(), "FxcmDownloader.log", append: false));
// Load settings from command line
var tickers = args[0].Split(',');
var allResolutions = args[1].ToLower() == "all";
var resolution = allResolutions ? Resolution.Second : (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");
var server = Config.Get("fxcm-server", "http://www.fxcorporate.com/Hosts.jsp");
var terminal = Config.Get("fxcm-terminal", "Demo");
var userName = Config.Get("fxcm-user-name", "username");
var password = Config.Get("fxcm-password", "password");
// Download the data
const string market = "fxcm";
var downloader = new FxcmDataDownloader(server, terminal, userName, password);
foreach (var ticker in tickers)
{
var securityType = downloader.GetSecurityType(ticker);
var symbol = Symbol.Create(ticker, securityType, Market.FXCM);
if (!downloader.HasSymbol(ticker))
{
throw new ArgumentException("The symbol " + ticker + " is not available.");
}
var data = downloader.Get(symbol, securityType, resolution, startDate, endDate);
if (allResolutions)
{
var bars = data.Cast <TradeBar>().ToList();
// Save the data (second resolution)
var writer = new LeanDataWriter(securityType, resolution, symbol, dataDirectory, market);
writer.Write(bars);
// Save the data (other resolutions)
foreach (var res in new[] { Resolution.Minute, Resolution.Hour, Resolution.Daily })
{
var resData = FxcmDataDownloader.AggregateBars(symbol, bars, res.ToTimeSpan());
writer = new LeanDataWriter(securityType, res, symbol, dataDirectory, market);
writer.Write(resData);
}
}
else
{
// Save the data (single resolution)
var writer = new LeanDataWriter(securityType, resolution, symbol, dataDirectory, market);
writer.Write(data);
}
}
}
catch (Exception err)
{
Log.Error("FxcmDownloader(): Error: " + err.Message);
}
}