Martin-Molinero
66552b49bd
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Add new DownloaderDataProvider - Moving LeanDataWrite and IDataDownloader to common project - Add new BaseDataDownloaderDataProvider with concurrency helper method - Add new DownloaderDataProvider which will use a IDataDownloader or IBrokerage implementation as data source * Add support for downloading symbol chains data
94 lines
3.6 KiB
C#
94 lines
3.6 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 System;
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using System.Linq;
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using QuantConnect.Data;
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using QuantConnect.Util;
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using QuantConnect.Logging;
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using QuantConnect.Data.Market;
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using System.Collections.Generic;
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using QuantConnect.Configuration;
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namespace QuantConnect.ToolBox.BinanceDownloader
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{
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public static class BinanceDownloaderProgram
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{
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/// <summary>
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/// Primary entry point to the program.
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/// </summary>
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public static void DataDownloader(IList<string> tickers, string resolution, DateTime fromDate, DateTime toDate)
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{
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if (resolution.IsNullOrEmpty() || tickers.IsNullOrEmpty())
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{
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Console.WriteLine("BinanceDownloader ERROR: '--tickers=' or '--resolution=' parameter is missing");
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Console.WriteLine("--tickers=eg BTCUSD");
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Console.WriteLine("--resolution=Minute/Hour/Daily/All");
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Environment.Exit(1);
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}
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try
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{
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var allResolutions = resolution.Equals("all", StringComparison.OrdinalIgnoreCase);
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var castResolution = allResolutions ? Resolution.Minute : (Resolution)Enum.Parse(typeof(Resolution), resolution);
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// Load settings from config.json
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var dataDirectory = Config.Get("data-folder", "../../../Data");
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using (var downloader = new BinanceDataDownloader())
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{
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foreach (var ticker in tickers)
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{
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// Download the data
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var startDate = fromDate;
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var symbol = downloader.GetSymbol(ticker);
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var data = downloader.Get(symbol, castResolution, fromDate, toDate);
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var bars = data.Cast<TradeBar>().ToList();
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// Save the data (single resolution)
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var writer = new LeanDataWriter(castResolution, symbol, dataDirectory);
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writer.Write(bars);
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if (allResolutions)
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{
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// Save the data (other resolutions)
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foreach (var res in new[] { Resolution.Hour, Resolution.Daily })
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{
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var resData = downloader.AggregateBars(symbol, bars, res.ToTimeSpan());
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writer = new LeanDataWriter(res, symbol, dataDirectory);
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writer.Write(resData);
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}
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}
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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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/// <summary>
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/// Endpoint for downloading exchange info
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/// </summary>
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public static void ExchangeInfoDownloader()
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{
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new ExchangeInfoUpdater(new BinanceExchangeInfoDownloader())
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.Run();
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}
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}
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}
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