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Program.cs
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/*
* 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 System.Globalization;
using QuantConnect.Configuration;
using QuantConnect.Logging;
namespace QuantConnect.ToolBox.QuandlBitfinexDownloader
{
class Program
{
/// <summary>
/// Quandl Bitfinex Toolbox Project For LEAN Algorithmic Trading Engine.
/// </summary>
static void Main(string[] args)
{
if (args.Length != 2)
{
Console.WriteLine("Usage: Downloader FROMDATE APIKEY");
Console.WriteLine("FROMDATE = yyyymmdd");
Environment.Exit(1);
}
try
{
// Load settings from config.json
var dataDirectory = Config.Get("data-directory", "../../../Data");
var scaleFactor = Config.GetInt("bitfinex-scale-factor", 100);
// Create an instance of the downloader
const string market = Market.Bitfinex;
var downloader = new QuandlBitfinexDownloader(args[1], scaleFactor);
// Download the data
var symbol = Symbol.Create("BTCUSD", SecurityType.Forex, market);
var data = downloader.Get(symbol, Resolution.Daily, DateTime.ParseExact(args[0], "yyyyMMdd", CultureInfo.CurrentCulture), DateTime.UtcNow);
// Save the data
var writer = new LeanDataWriter(Resolution.Daily, symbol, dataDirectory, TickType.Quote);
writer.Write(data);
}
catch (Exception err)
{
Log.Error(err);
}
}
}
}