示例#1
0
        /// <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);
            }
        }
示例#2
0
文件: Program.cs 项目: hittudiv/Lean
        /// <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);
            }
        }
示例#3
0
文件: Program.cs 项目: tzaavi/Lean
        /// <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);
            }
        }
示例#4
0
文件: Program.cs 项目: tzaavi/Lean
        /// <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);
            }
        }
示例#5
0
        /// <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);
            }
        }