wehub-resource-sync
56 lines
2.3 KiB
Markdown
56 lines
2.3 KiB
Markdown
 Lean Data ToolBox
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=========
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[](https://www.quantconnect.com/slack)
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[Lean Home][1] | [Documentation][2] | [Download Lean][3]
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----------
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## Introduction ##
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Lean Engine is an open-source algorithmic trading engine built for easy strategy research, backtesting and live trading. We integrate with common data providers and brokerages so you can quickly deploy algorithmic trading strategies.
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The ToolBox project is a command line program which wraps over 15 tools.
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## Usage
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Each tool requires a different set of parameters, the only **required argument is '--app='**, which defines the target tool and is case insensitive.
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Help information is available using the '--help' parameter.
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Example: --app=RandomDataGenerator --tickers=SPY,AAPL --resolution=Daily --from-date=yyyyMMdd-HH:mm:ss --to-date=yyyyMMdd-HH:mm:ss
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#### Available downloaders
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- **'--app='**
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- GDAXDownloader or GDAXDL
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- IBDownloader or IBDL
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- BitfinexDownloader or BFXDL
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- **'--from-date=yyyyMMdd-HH:mm:ss'** required
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- **'--tickers=SPY,AAPL,etc'** required
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- **'--resolution=Tick/Second/Minute/Hour/Daily/All'** required. **Case sensitive. Not all downloaders support all resolutions**, send empty for more information.
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- **'--to-date=yyyyMMdd-HH:mm:ss'** optional. If not provided 'DateTime.UtcNow' will be used
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#### Available Converters
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- **'--app='**
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- AlgoSeekFuturesConverter or ASFC
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- **'--date=yyyyMMdd'** reference date.
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- AlgoSeekOptionsConverter or ASOC
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- **'--date=yyyyMMdd'** reference date.
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- KaikoDataConverter or KDC
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- **'--market='** the exchange the data represents.
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- **'--tick-type=Quote/Trade'** the tick type being processed. Case insensitive.
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- **'--source-dir='** path to the raw Kaiko data.
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- QuantQuoteConverter or QQC
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- **'--source-dir='** directory where your QuantQuote order is extracted.
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- **'--destination-dir='** directory where Lean Data is located "Lean/Data".
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- **'--resolution='** resolution of the QuantQuote data.
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#### Other tools
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- **'--app='**
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- CoarseUniverseGenerator or CUG
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[1]: https://lean.quantconnect.com "Lean Open Source Home Page"
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[2]: https://lean.quantconnect.com/docs "Lean Documentation"
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[3]: https://github.com/QuantConnect/Lean/archive/master.zip
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