wehub-resource-sync
128 lines
6.8 KiB
C#
128 lines
6.8 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.Interfaces;
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using QuantConnect.Logging;
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using QuantConnect.ToolBox.AlgoSeekFuturesConverter;
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using QuantConnect.ToolBox.CoarseUniverseGenerator;
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using QuantConnect.ToolBox.KaikoDataConverter;
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using QuantConnect.ToolBox.RandomDataGenerator;
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using QuantConnect.Util;
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using System;
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using System.IO;
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using static QuantConnect.Configuration.ApplicationParser;
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namespace QuantConnect.ToolBox
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{
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public class Program
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{
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public static void Main(string[] args)
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{
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Log.DebuggingEnabled = Config.GetBool("debug-mode");
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var destinationDir = Config.Get("results-destination-folder");
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if (!string.IsNullOrEmpty(destinationDir))
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{
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Directory.CreateDirectory(destinationDir);
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Log.FilePath = Path.Combine(destinationDir, "log.txt");
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}
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Log.LogHandler = Composer.Instance.GetExportedValueByTypeName<ILogHandler>(Config.Get("log-handler", "CompositeLogHandler"));
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var optionsObject = ToolboxArgumentParser.ParseArguments(args);
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if (optionsObject.Count == 0)
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{
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PrintMessageAndExit();
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}
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var dataProvider
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= Composer.Instance.GetExportedValueByTypeName<IDataProvider>(Config.Get("data-provider", "DefaultDataProvider"));
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var mapFileProvider
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= Composer.Instance.GetExportedValueByTypeName<IMapFileProvider>(Config.Get("map-file-provider", "LocalDiskMapFileProvider"));
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var factorFileProvider
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= Composer.Instance.GetExportedValueByTypeName<IFactorFileProvider>(Config.Get("factor-file-provider", "LocalDiskFactorFileProvider"));
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mapFileProvider.Initialize(dataProvider);
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factorFileProvider.Initialize(mapFileProvider, dataProvider);
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var targetApp = GetParameterOrExit(optionsObject, "app").ToLowerInvariant();
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if (targetApp.Contains("download") || targetApp.EndsWith("dl"))
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{
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var fromDate = Parse.DateTimeExact(GetParameterOrExit(optionsObject, "from-date"), "yyyyMMdd-HH:mm:ss");
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var resolution = optionsObject.ContainsKey("resolution") ? optionsObject["resolution"].ToString() : "";
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var market = optionsObject.ContainsKey("market") ? optionsObject["market"].ToString() : "";
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var securityType = optionsObject.ContainsKey("security-type") ? optionsObject["security-type"].ToString() : "";
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var tickers = ToolboxArgumentParser.GetTickers(optionsObject);
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var toDate = optionsObject.ContainsKey("to-date")
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? Parse.DateTimeExact(optionsObject["to-date"].ToString(), "yyyyMMdd-HH:mm:ss")
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: DateTime.UtcNow;
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switch (targetApp)
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{
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default:
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PrintMessageAndExit(1, "ERROR: Unrecognized --app value");
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break;
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}
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}
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else
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{
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switch (targetApp)
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{
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case "asfc":
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case "algoseekfuturesconverter":
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AlgoSeekFuturesProgram.AlgoSeekFuturesConverter(GetParameterOrExit(optionsObject, "date"));
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break;
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case "kdc":
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case "kaikodataconverter":
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KaikoDataConverterProgram.KaikoDataConverter(GetParameterOrExit(optionsObject, "source-dir"),
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GetParameterOrExit(optionsObject, "date"),
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GetParameterOrDefault(optionsObject, "exchange", string.Empty));
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break;
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case "cug":
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case "coarseuniversegenerator":
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CoarseUniverseGeneratorProgram.CoarseUniverseGenerator();
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break;
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case "rdg":
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case "randomdatagenerator":
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var tickers = ToolboxArgumentParser.GetTickers(optionsObject);
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RandomDataGeneratorProgram.RandomDataGenerator(
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GetParameterOrExit(optionsObject, "start"),
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GetParameterOrExit(optionsObject, "end"),
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GetParameterOrDefault(optionsObject, "symbol-count", null),
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GetParameterOrDefault(optionsObject, "market", null),
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GetParameterOrDefault(optionsObject, "security-type", "Equity"),
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GetParameterOrDefault(optionsObject, "resolution", "Minute"),
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GetParameterOrDefault(optionsObject, "data-density", "Dense"),
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GetParameterOrDefault(optionsObject, "include-coarse", "true"),
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GetParameterOrDefault(optionsObject, "quote-trade-ratio", "1"),
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GetParameterOrDefault(optionsObject, "random-seed", null),
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GetParameterOrDefault(optionsObject, "ipo-percentage", "5.0"),
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GetParameterOrDefault(optionsObject, "rename-percentage", "30.0"),
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GetParameterOrDefault(optionsObject, "splits-percentage", "15.0"),
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GetParameterOrDefault(optionsObject, "dividends-percentage", "60.0"),
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GetParameterOrDefault(optionsObject, "dividend-every-quarter-percentage", "30.0"),
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GetParameterOrDefault(optionsObject, "option-price-engine", "BaroneAdesiWhaleyApproximationEngine"),
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GetParameterOrDefault(optionsObject, "volatility-model-resolution", "Daily"),
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GetParameterOrDefault(optionsObject, "chain-symbol-count", "1"),
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tickers
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);
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break;
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default:
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PrintMessageAndExit(1, "ERROR: Unrecognized --app value");
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break;
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}
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}
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}
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}
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}
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