Martin-Molinero
f3c386663b
* Update projects to use .NET 5.0, the successor to .NET Core
* Fix ambiguous errors. Add IBAutomator net5
* Remove FXCM
* Upgrade IBAutomater to v1.0.51
ignored, and an empty message aborts the commit.
* Fix rebase
- Fix ambiguous Index
- Remove StrategyCapacity.cs
- Update System.Threading.Tasks.Extensionsy
* Remove unrequired references
* Fixes
- Travis will use dotnet, not nunit nor mono
- Remove mono from foundation image
- Fix python setup in research
- Fix unit tests
* Don't call ReadKey when input is redirected
* Fix ConsoleLeanOptimizer
* Research fixes
* Update comment
* Add vsdbg to Dockerfile
* Fixes
- Revert dockerfile FROM custom changes
- Adjust and fix regression algorithms
- Option assignment will be deterministic in the order
- 'Rolling Averaged Population' is calculated using doubles, updating
expected values.
- Update readme, removing references to mono
- Add missing Py.Gil lock
* Replace ICSharp with .NET Interactive
* Fixes after rebase
* CSharp research fixes
- Adding new Initialize.csx that pre loads all assemblies
- Adjusting template research file
- Moving steps in dockerfilejupyter
- Fix unit tests and regression tests after rebase
Co-authored-by: Gerardo Salazar <gsalaz9800@gmail.com>
Co-authored-by: Stefano Raggi <stefano.raggi67@gmail.com>
Co-authored-by: Jasper van Merle <jaspervmerle@gmail.com>
Lean Data ToolBox
Lean Home | Documentation | Download Lean
Introduction
Lean Engine is an open-source algorithmic trading engine built for easy strategy research, backtesting and live trading. We integrate with common data providers and brokerages so you can quickly deploy algorithmic trading strategies.
The ToolBox project is a command line program which wraps over 15 tools.
Usage
Each tool requires a different set of parameters, the only required argument is '--app=', which defines the target tool and is case insensitive.
Help information is available using the '--help' parameter.
Example: --app=YahooDownloader --tickers=SPY,AAPL --resolution=Daily --from-date=yyyyMMdd-HH:mm:ss --to-date=yyyyMMdd-HH:mm:ss
Available downloaders
- '--app='
- GDAXDownloader or GDAXDL
- CryptoiqDownloader or CDL
- DukascopyDownloader or DDL
- FxcmDownloader or FDL
- FxcmVolumeDownload or FVDL
- IBDownloader or IBDL
- KrakenDownloader or KDL
- OandaDownloader or ODL
- QuandlBitfinexDownloader or QBDL
- YahooDownloader or YDL
- IEXDownloader or IEXDL
- BitfinexDownloader or BFXDL
- BinanceDownloader or MBXDL
- PolygonDownloader or PDL
- '--from-date=yyyyMMdd-HH:mm:ss' required
- '--tickers=SPY,AAPL,etc' required, except for QuandlBitfinexDownloader (QBDL)
- '--resolution=Tick/Second/Minute/Hour/Daily/All' required, except for QuandlBitfinexDownloader (QBDL), CryptoiqDownloader (CDL). Case sensitive. Not all downloaders support all resolutions, send empty for more information.
- '--to-date=yyyyMMdd-HH:mm:ss' optional. If not provided 'DateTime.UtcNow' will be used
Available Converters
- '--app='
- AlgoSeekFuturesConverter or ASFC
- '--date=yyyyMMdd' reference date.
- AlgoSeekOptionsConverter or ASOC
- '--date=yyyyMMdd' reference date.
- CoinApiDataConverter or CADC
- '--source-dir=' path to the raw CoinAPI data.
- IVolatilityEquityConverter or IVEC
- '--source-dir=' source archived IVolatility data.
- '--source-meta-dir=' source archived IVolatility meta data.
- '--destination-dir=' directory where Lean Data is located "Lean/Data".
- '--resolution=Minute/Hour/Daily' resolution of your IVolatility data. Case insensitive.
- KaikoDataConverter or KDC
- '--market=' the exchange the data represents.
- '--tick-type=Quote/Trade' the tick type being processed. Case insensitive.
- '--source-dir=' path to the raw Kaiko data.
- NseMarketDataConverter or NMDC
- '--source-dir=' source directory of unzipped NSE data.
- '--destination-dir=' directory where Lean Data is located "Lean/Data".
- QuantQuoteConverter or QQC
- '--source-dir=' directory where your QuantQuote order is extracted.
- '--destination-dir=' directory where Lean Data is located "Lean/Data".
- '--resolution=' resolution of the QuantQuote data.
- AlgoSeekFuturesConverter or ASFC
Other tools
- '--app='
- CoarseUniverseGenerator or CUG