bmello4688
1d8243ecac
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Add tick type to data downloader get (price data) call in order for api's with rate limits to handle not making an api call at all. * Added DTO object to pass into data downloader get * Added missing header for new file * Address review. Minor tweaks Co-authored-by: Martin-Molinero <martin@quantconnect.com>
73 lines
2.9 KiB
C#
73 lines
2.9 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 QuantConnect.Data;
|
|
using QuantConnect.Util;
|
|
using QuantConnect.Logging;
|
|
using System.Collections.Generic;
|
|
using QuantConnect.Configuration;
|
|
|
|
namespace QuantConnect.ToolBox.BitfinexDownloader
|
|
{
|
|
public static class BitfinexDownloaderProgram
|
|
{
|
|
/// <summary>
|
|
/// Primary entry point to the program.
|
|
/// </summary>
|
|
public static void BitfinexDownloader(IList<string> tickers, string resolution, DateTime fromDate, DateTime toDate)
|
|
{
|
|
if (resolution.IsNullOrEmpty() || tickers.IsNullOrEmpty())
|
|
{
|
|
Console.WriteLine("BitfinexDownloader ERROR: '--tickers=' or '--resolution=' parameter is missing");
|
|
Console.WriteLine("--tickers=eg BTCUSD");
|
|
Console.WriteLine("--resolution=Second/Minute/Hour/Daily/All");
|
|
Environment.Exit(1);
|
|
}
|
|
try
|
|
{
|
|
var allResolutions = resolution.ToLowerInvariant() == "all";
|
|
var resolutions = allResolutions ?
|
|
new[] { Resolution.Minute, Resolution.Hour, Resolution.Daily } :
|
|
new[] { (Resolution)Enum.Parse(typeof(Resolution), resolution) };
|
|
|
|
// Load settings from config.json
|
|
var dataDirectory = Config.Get("data-folder", "../../../Data");
|
|
|
|
using (var downloader = new BitfinexDataDownloader())
|
|
{
|
|
foreach (var ticker in tickers)
|
|
{
|
|
// Download the data
|
|
var symbol = downloader.GetSymbol(ticker);
|
|
foreach (var castResolution in resolutions)
|
|
{
|
|
var data = downloader.Get(new DataDownloaderGetParameters(symbol, castResolution, fromDate, toDate));
|
|
|
|
// Save the data (single resolution)
|
|
var writer = new LeanDataWriter(castResolution, symbol, dataDirectory);
|
|
writer.Write(data);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
catch (Exception err)
|
|
{
|
|
Log.Error(err);
|
|
}
|
|
}
|
|
}
|
|
}
|