Martin Molinero
95 lines
4.1 KiB
C#
95 lines
4.1 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using QuantConnect.Configuration;
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using QuantConnect.Logging;
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using QuantConnect.Util;
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namespace QuantConnect.ToolBox.FxcmVolumeDownload
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{
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public static class FxcmVolumeDownloadProgram
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{
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public static void FxcmVolumeDownload(IList<string> tickers, string resolution, DateTime startDate, DateTime endDate)
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{
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var isUpdate = false;
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if (resolution.IsNullOrEmpty())
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{
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if (!tickers.IsNullOrEmpty())
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{
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var _tickers = tickers.First().ToLower();
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if (_tickers == "all" || _tickers == "update")
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{
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if (_tickers == "update")
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{
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isUpdate = true;
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}
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tickers = new List<string> { "EURUSD","USDJPY","GBPUSD","USDCHF","EURCHF","AUDUSD","USDCAD",
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"NZDUSD","EURGBP","EURJPY","GBPJPY","EURAUD","EURCAD","AUDJPY" };
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resolution = "all";
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}
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}
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else
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{
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Console.WriteLine("Usage:\n\t" +
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"FxcmVolumeDownloader all\t will download data for all available pair for the three resolutions.\n\t" +
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"FxcmVolumeDownloader update\t will download just last day data for all pair and resolutions already downloaded.");
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Console.WriteLine("Usage: FxcmVolumeDownloader --tickers= --resolution= --from-date= --to-date=");
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Console.WriteLine("--tickers=eg EURUSD,USDJPY\n" +
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"\tAvailable pairs:\n" +
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"\tEURUSD, USDJPY, GBPUSD, USDCHF, EURCHF, AUDUSD, USDCAD,\n" +
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"\tNZDUSD, EURGBP, EURJPY, GBPJPY, EURAUD, EURCAD, AUDJPY");
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Console.WriteLine("--resolution=Minute/Hour/Daily/All");
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Environment.Exit(exitCode: 1);
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}
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}
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try
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{
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Log.DebuggingEnabled = true;
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Log.LogHandler = new CompositeLogHandler(new ConsoleLogHandler(), new FileLogHandler("FxcmFxVolumeDownloader.log", useTimestampPrefix: false));
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var resolutions = new[] { Resolution.Daily };
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if (resolution.ToLower() == "all")
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{
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resolutions = new[] { Resolution.Daily, Resolution.Hour, Resolution.Minute };
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}
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else
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{
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resolutions[0] = (Resolution)Enum.Parse(typeof(Resolution), resolution);
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}
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// Load settings from config.json
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var dataDirectory = Config.Get("data-directory", "../../../Data");
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var downloader = new FxcmVolumeDownloader(dataDirectory);
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foreach (var ticker in tickers)
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{
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var symbol = Symbol.Create(ticker, SecurityType.Base, Market.FXCM);
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foreach (var _resolution in resolutions)
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{
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downloader.Run(symbol, _resolution, startDate, endDate, isUpdate);
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}
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}
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}
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catch (Exception err)
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{
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Log.Error(err);
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}
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}
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}
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} |