Jack Simonson
83 lines
3.3 KiB
C#
83 lines
3.3 KiB
C#
/*
|
|
* 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 QuantConnect.Brokerages.InteractiveBrokers;
|
|
using QuantConnect.Logging;
|
|
using QuantConnect.Util;
|
|
using QuantConnect.Configuration;
|
|
using QuantConnect.Data.Market;
|
|
using System.Linq;
|
|
|
|
namespace QuantConnect.ToolBox.IEX
|
|
{
|
|
public static class IEXDownloaderProgram
|
|
{
|
|
/// <summary>
|
|
/// Primary entry point to the program. This program only supports FOREX for now.
|
|
/// </summary>
|
|
public static void IEXDownloader(IList<string> tickers, string resolution, DateTime fromDate, DateTime toDate, string apiKey)
|
|
{
|
|
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);
|
|
}
|
|
if (apiKey.IsNullOrEmpty())
|
|
{
|
|
Console.WriteLine("QuandlBitfinexDownloader ERROR: '--api-key=' parameter is missing");
|
|
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;
|
|
SecurityType securityType = SecurityType.Equity;
|
|
|
|
using (var downloader = new IEXDataDownloader(apiKey = apiKey))
|
|
{
|
|
foreach (var ticker in tickers)
|
|
{
|
|
// Download the data
|
|
var symbolObject = Symbol.Create(ticker, securityType, market);
|
|
var data = downloader.Get(symbolObject, castResolution, startDate, endDate);
|
|
|
|
// Save the data
|
|
var writer = new LeanDataWriter(castResolution, symbolObject, dataDirectory);
|
|
writer.Write(data);
|
|
}
|
|
}
|
|
}
|
|
catch (Exception err)
|
|
{
|
|
Log.Error(err);
|
|
}
|
|
Console.ReadLine();
|
|
}
|
|
}
|
|
}
|