/// <summary>
/// Primary entry point to the program
/// </summary>
static void Main(string[] args)
{
if (args.Length != 4)
{
Console.WriteLine("Usage: OandaDownloader SYMBOL RESOLUTION FROMDATE TODATE");
Console.WriteLine("SYMBOL = eg EURUSD");
Console.WriteLine("RESOLUTION = Second/Minute/Hour/Daily");
Console.WriteLine("FROMDATE = yyyymmdd");
Console.WriteLine("TODATE = yyyymmdd");
Environment.Exit(1);
}
try
{
// Load settings from command line
var symbol = args[0];
var resolution = (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 accessToken = Config.Get("access-token", "73eba38ad5b44778f9a0c0fec1a66ed1-44f47f052c897b3e1e7f24196bbc071f");
var accountId = Convert.ToInt32(Config.Get("account-id", "621396"));
// Download the data
var downloader = new OandaDataDownloader(accessToken, accountId);
if (!downloader.HasSymbol(symbol))
{
throw new ArgumentException("The symbol " + symbol + " is not available.");
}
var securityType = downloader.GetSecurityType(symbol);
var data = downloader.Get(new Symbol(symbol), securityType, resolution, startDate, endDate);
// Save the data
var writer = new LeanDataWriter(securityType, resolution, symbol, dataDirectory, "oanda");
writer.Write(data);
}
catch (Exception err)
{
Log.Error("OandaDownloader(): Error: " + err.Message);
}
}
/// <summary>
/// Primary entry point to the program
/// </summary>
static void Main(string[] args)
{
if (args.Length != 4)
{
Console.WriteLine("Usage: OandaDownloader SYMBOL RESOLUTION FROMDATE TODATE");
Console.WriteLine("SYMBOL = eg EURUSD");
Console.WriteLine("RESOLUTION = Second/Minute/Hour/Daily");
Console.WriteLine("FROMDATE = yyyymmdd");
Console.WriteLine("TODATE = yyyymmdd");
Environment.Exit(1);
}
try
{
// Load settings from command line
var symbol = args[0];
var resolution = (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 accessToken = Config.Get("access-token", "73eba38ad5b44778f9a0c0fec1a66ed1-44f47f052c897b3e1e7f24196bbc071f");
var accountId = Convert.ToInt32(Config.Get("account-id", "621396"));
// Download the data
var downloader = new OandaDataDownloader(accessToken, accountId);
if (!downloader.HasSymbol(symbol))
throw new ArgumentException("The symbol " + symbol + " is not available.");
var securityType = downloader.GetSecurityType(symbol);
var data = downloader.Get(new Symbol(symbol), securityType, resolution, startDate, endDate);
// Save the data
var writer = new LeanDataWriter(securityType, resolution, symbol, dataDirectory, "oanda");
writer.Write(data);
}
catch (Exception err)
{
Log.Error("OandaDownloader(): Error: " + err.Message);
}
}
/// <summary>
/// Primary entry point to the program
/// </summary>
static void Main(string[] args)
{
if (args.Length != 4)
{
Console.WriteLine("Usage: OandaDownloader SYMBOL 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
{
// Load settings from command line
var symbols = 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 accessToken = Config.Get("access-token", "73eba38ad5b44778f9a0c0fec1a66ed1-44f47f052c897b3e1e7f24196bbc071f");
var accountId = Convert.ToInt32(Config.Get("account-id", "621396"));
// Download the data
const string market = "oanda";
var downloader = new OandaDataDownloader(accessToken, accountId);
foreach (var symbol in symbols)
{
if (!downloader.HasSymbol(symbol))
{
throw new ArgumentException("The symbol " + symbol + " is not available.");
}
}
foreach (var symbol in symbols)
{
var securityType = downloader.GetSecurityType(symbol);
var data = downloader.Get(new Symbol(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 = AggregateBars(new Symbol(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("OandaDownloader(): Error: " + err.Message);
}
}
/// <summary>
/// Primary entry point to the program
/// </summary>
static void Main(string[] args)
{
if (args.Length != 4)
{
Console.WriteLine("Usage: OandaDownloader SYMBOL 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
{
// Load settings from command line
var symbols = 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 accessToken = Config.Get("access-token", "73eba38ad5b44778f9a0c0fec1a66ed1-44f47f052c897b3e1e7f24196bbc071f");
var accountId = Convert.ToInt32(Config.Get("account-id", "621396"));
// Download the data
const string market = "oanda";
var downloader = new OandaDataDownloader(accessToken, accountId);
foreach (var symbol in symbols)
{
if (!downloader.HasSymbol(symbol))
throw new ArgumentException("The symbol " + symbol + " is not available.");
}
foreach (var symbol in symbols)
{
var securityType = downloader.GetSecurityType(symbol);
var data = downloader.Get(new Symbol(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 = AggregateBars(new Symbol(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("OandaDownloader(): Error: " + err.Message);
}
}
/// <summary>
/// Primary entry point to the program
/// </summary>
public static void OandaDownloader(IList <string> tickers, string resolution, DateTime startDate, DateTime endDate)
{
if (resolution.IsNullOrEmpty() || tickers.IsNullOrEmpty())
{
Console.WriteLine("OandaDownloader 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
{
// Load settings from command line
var allResolutions = resolution.ToLowerInvariant() == "all";
var castResolution = allResolutions ? Resolution.Second : (Resolution)Enum.Parse(typeof(Resolution), resolution);
// Load settings from config.json
var dataDirectory = Config.Get("data-directory", "../../../Data");
var accessToken = Config.Get("oanda-access-token", "73eba38ad5b44778f9a0c0fec1a66ed1-44f47f052c897b3e1e7f24196bbc071f");
var accountId = Config.Get("oanda-account-id", "621396");
// Create an instance of the downloader
const string market = Market.Oanda;
var downloader = new OandaDataDownloader(accessToken, accountId);
foreach (var ticker in tickers)
{
if (!downloader.HasSymbol(ticker))
{
throw new ArgumentException("The ticker " + ticker + " is not available.");
}
}
foreach (var ticker in tickers)
{
// Download the data
var securityType = downloader.GetSecurityType(ticker);
var symbol = Symbol.Create(ticker, securityType, market);
var data = downloader.Get(symbol, castResolution, startDate, endDate);
if (allResolutions)
{
var bars = data.Cast <QuoteBar>().ToList();
// Save the data (second resolution)
var writer = new LeanDataWriter(castResolution, symbol, dataDirectory);
writer.Write(bars);
// Save the data (other resolutions)
foreach (var res in new[] { Resolution.Minute, Resolution.Hour, Resolution.Daily })
{
var resData = downloader.AggregateBars(symbol, bars, 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)
{
Log.Error(err);
}
}