/*
* 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.Brokerages.Bitfinex;
using QuantConnect.Configuration;
using QuantConnect.Data.Market;
using QuantConnect.Logging;
using QuantConnect.Util;
namespace QuantConnect.ToolBox.BitfinexDownloader
{
public static class BitfinexDownloaderProgram
{
///
/// Primary entry point to the program.
///
public static void BitfinexDownloader(IList tickers, string resolution, DateTime fromDate, DateTime toDate)
{
if (resolution.IsNullOrEmpty() || tickers.IsNullOrEmpty())
{
Console.WriteLine("BitfinexDownloader ERROR: '--tickers=' or '--resolution=' parameter is missing");
Console.WriteLine("--tickers=eg BTCUSD");
Console.WriteLine("--resolution=Second/Minute/Hour/Daily/All");
Environment.Exit(1);
}
try
{
var allResolutions = resolution.ToLowerInvariant() == "all";
var resolutions = allResolutions ?
new[] { Resolution.Minute, Resolution.Hour, Resolution.Daily } :
new[] { (Resolution)Enum.Parse(typeof(Resolution), resolution) };
// Load settings from config.json
var dataDirectory = Config.Get("data-folder", "../../../Data");
using (var downloader = new BitfinexDataDownloader())
{
foreach (var ticker in tickers)
{
// Download the data
var symbol = downloader.GetSymbol(ticker);
foreach (var castResolution in resolutions)
{
var data = downloader.Get(symbol, castResolution, fromDate, toDate);
// Save the data (single resolution)
var writer = new LeanDataWriter(castResolution, symbol, dataDirectory);
writer.Write(data);
}
}
}
}
catch (Exception err)
{
Log.Error(err);
}
}
}
}