/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using System; using System.Collections.Generic; using System.Linq; using QuantConnect.Configuration; using QuantConnect.Data.Market; using QuantConnect.Logging; using QuantConnect.Util; namespace QuantConnect.ToolBox.OandaDownloader { public static class OandaDownloaderProgram { /// /// Primary entry point to the program /// public static void OandaDownloader(IList 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.ToLower() == "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("access-token", "73eba38ad5b44778f9a0c0fec1a66ed1-44f47f052c897b3e1e7f24196bbc071f"); var accountId = Config.Get("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().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); } } } }