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>
68 lines
2.7 KiB
C#
68 lines
2.7 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 QuantConnect.Util;
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using QuantConnect.Data;
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using QuantConnect.Logging;
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using System.Collections.Generic;
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namespace QuantConnect.ToolBox.AlphaVantageDownloader
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{
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public static class AlphaVantageDownloaderProgram
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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 AlphaVantageDownloader(List<string> tickers, string resolution, DateTime fromDate, DateTime toDate, string apiKey)
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{
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if (resolution.IsNullOrEmpty() || tickers.IsNullOrEmpty())
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{
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Console.WriteLine("AlphaVantageDownloader ERROR: '--tickers=' or '--resolution=' parameter is missing");
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Console.WriteLine("--tickers=eg SPY,AAPL");
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Console.WriteLine("--resolution=Minute/Hour/Daily");
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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 castResolution = (Resolution)Enum.Parse(typeof(Resolution), resolution);
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var startDate = fromDate.ConvertToUtc(TimeZones.NewYork);
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var endDate = toDate.ConvertToUtc(TimeZones.NewYork);
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// fix end date
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endDate = new DateTime(Math.Min(endDate.Ticks, DateTime.Now.AddDays(-1).Ticks));
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using (var downloader = new AlphaVantageDataDownloader(apiKey))
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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 symbol = Symbol.Create(ticker, SecurityType.Equity, Market.USA);
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var data = downloader.Get(new DataDownloaderGetParameters(symbol, castResolution, startDate, endDate));
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// Save the data
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var writer = new LeanDataWriter(castResolution, symbol, Globals.DataFolder);
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writer.Write(data);
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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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}
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