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