/* * 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.Logging; using QuantConnect.Util; using QuantConnect.Configuration; namespace QuantConnect.ToolBox.IEX { public static class IEXDownloaderProgram { /// /// Primary entry point to the program. /// public static void IEXDownloader(IList tickers, string resolution, DateTime fromDate, DateTime toDate) { if (resolution.IsNullOrEmpty() || tickers.IsNullOrEmpty()) { Console.WriteLine("IEXDownloader ERROR: '--tickers=' or '--resolution=' parameter is missing"); Console.WriteLine("--tickers=eg SPY,AAPL"); Console.WriteLine("--resolution=Minute/Daily"); Environment.Exit(1); } try { // Load settings from command line var castResolution = (Resolution)Enum.Parse(typeof(Resolution), resolution); // Load settings from config.json var dataDirectory = Config.Get("data-directory", "../../../Data"); var startDate = fromDate.ConvertToUtc(TimeZones.NewYork); var endDate = toDate.ConvertToUtc(TimeZones.NewYork); // Create an instance of the downloader const string market = Market.USA; var securityType = SecurityType.Equity; using (var downloader = new IEXDataDownloader()) { foreach (var ticker in tickers) { // Download the data var symbolObject = Symbol.Create(ticker, securityType, market); var data = downloader.Get(symbolObject, castResolution, startDate, endDate).ToArray(); if (data.Length == 0) { continue; } // Save the data var writer = new LeanDataWriter(castResolution, symbolObject, dataDirectory); writer.Write(data); } } } catch (Exception err) { Log.Error(err); } Console.ReadLine(); } } }