Ronit Jain
f129ab1a09
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
* add gdax exchange info downloader * add downloader method to program] * fetch currency description * change definition to include headers * use extension method to make request * remove log from test * replace WebRequest * cleanup * use relevant name * implement IExchangeInfoDownloader for bitfinex, initial commit * add default values * use default market value * use correct attribute for lotsize * don't skip missing values * handle multiple downloaders * add gdax and bitfinex exchange downloader * follow LEAN data directory structure * update SPDB * order tickers * order tickers * add exchange info downloader test template * delete files * update SPDB * use currency mapping * update bitfinex symbols * update currency mapping * sort result after old currency symbols are used * use market of the respective brokerage * no more unknown symbol * change minimum order size value * direct conversion possible * update bitfinex symbols * change user-agent * add test for indirect conversion * update stats
82 lines
3.1 KiB
C#
82 lines
3.1 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 QuantConnect.Configuration;
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using QuantConnect.Data;
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using QuantConnect.Logging;
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using QuantConnect.Util;
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using System;
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using System.Collections.Generic;
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namespace QuantConnect.ToolBox.BitfinexDownloader
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{
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public static class BitfinexDownloaderProgram
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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 BitfinexDownloader(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("BitfinexDownloader ERROR: '--tickers=' or '--resolution=' parameter is missing");
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Console.WriteLine("--tickers=eg BTCUSD");
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Console.WriteLine("--resolution=Second/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.ToLowerInvariant() == "all";
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var resolutions = allResolutions ?
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new[] { Resolution.Minute, Resolution.Hour, Resolution.Daily } :
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new[] { (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 BitfinexDataDownloader())
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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 = downloader.GetSymbol(ticker);
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foreach (var castResolution in resolutions)
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{
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var data = downloader.Get(new DataDownloaderGetParameters(symbol, castResolution, fromDate, toDate));
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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(data);
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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 BitfinexExchangeInfoDownloader())
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.Run();
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}
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}
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}
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