/*
* 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();
}
}
}