Roman Yavnikov
87a65451ea
* feat: parsing of universe file path for different security types * fix: market position in parsing of universe file refactor: add example of universes file path in xml description method * test:feat: parsing of universe path * rename: return variable in ParseUniversePath * feat: extension to create history request internally * feat: entity DataUniverseDownloaderGetParameters * config: downloaderDataProvider project * feat: create DataUniverseDownloadConfig in download project * feat: run universe downloader in DownloaderProvider * test:fix: missing using test:remove: parameter ctor of DataDownloadConfig * refactor: run Universe downloader in Main * feat: GetUniverseFileName by processingDate * refactor: CreateDataUniverseDownloaderGetParameters with using Start and EndDate refactor: exception message in DataUniverseDownloadConfig * feat: new out argument in TryParsePath's LeanData * feat: RunUniverseDownloader in DownloadDataProvider * feat: DerivativeUniverseData to write csv file feat: extension to download universe data with different parameters * remove: log warn which path when get universe file path * refactor: DataUniverseDownloaderGetParameters feat: run Download Universes file in DownloaderDataProvider internally * refactor: overload TryParsePath only with 4 parameters * remove: editconfig file in DownloaderDataProvider * remove: validation on null parameters * rename: typo DateType to DataType * refactor: use endDate in ctor DataUniverseDownloaderGetParameters refactor: use UnderlyingSymbol from base class Symbol property remove: CreateDataUniverseDownloaderGetParameters() refactor: put LoadSymbol in base class clean/remove: DataUniverseDownloadConfig * refactor: use Time.EachTradeableDay in CreateDataDownloaderGetParameters remove: CheckMarketOpenStatus * fix: RunUniverseDownloader with EndUtc in DownloaderDataProvider * refactor: GetUniverseFullFilePath * remove: validate historyData like Any * fix: use date from parsing path in DownloaderDataProvider * feat: download QuoteBar for Universe file feat: handle QuoteBar in DerivativeUniverseData refactor: filter option in final dictionary * revert: CreateHistoryRequest() in DownloaderExtensions * feat: use optional parameter SecurityExchangeHours in DataUniverseDownloaderGetParameters refactor: DataUniverseDownloaderGetParameters refactor: use Log.Debug instead Log.Trace to prevent spamming * fix: ordering of download universe data revert: parameter ctor in DataDownloadConfig revert:test: use parameter ctor instead of Config.Set * clean: extra `usings` * fix: Get DataType in DataDownloadConfig feat: new ctor in BaseDataDownloadConfig
61 lines
2.4 KiB
C#
61 lines
2.4 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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*/
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using QuantConnect.Data.UniverseSelection;
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namespace QuantConnect.DownloaderDataProvider.Launcher.Models;
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/// <summary>
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/// Represents the configuration for downloading data for a universe of securities.
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/// </summary>
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public sealed class DataUniverseDownloadConfig : BaseDataDownloadConfig
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{
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/// <summary>
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/// Gets the type of data universe download.
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/// </summary>
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public override Type DataType { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="DataUniverseDownloadConfig"/> class using configuration settings.
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/// </summary>
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/// <exception cref="ArgumentException">Thrown when an unsupported security type is specified.</exception>
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public DataUniverseDownloadConfig()
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{
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Resolution = Resolution.Daily;
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DataType = GetDataUniverseType(SecurityType);
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}
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/// <summary>
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/// Retrieves the corresponding data universe type based on the specified security type.
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/// </summary>
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/// <param name="securityType">The security type for which the data universe type is determined.</param>
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/// <returns>The corresponding <see cref="Type"/> of the data universe.</returns>
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/// <exception cref="NotImplementedException">
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/// Thrown when the specified <paramref name="securityType"/> is not supported.
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/// </exception>
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private static Type GetDataUniverseType(SecurityType securityType)
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{
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switch (securityType)
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{
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case SecurityType.Option:
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case SecurityType.IndexOption:
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return typeof(OptionUniverse);
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default:
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throw new NotImplementedException($"DataUniverseDownloadConfig.GetDataUniverseType(): The data universe type for SecurityType '{securityType}' is not implemented.");
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}
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}
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}
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