{ "cells": [ { "cell_type": "code", "execution_count": 1, "metadata": {}, "outputs": [], "source": [ "import os\n", "os.chdir('D:/REPOS/LeanVersions/Lean/ToolBox/bin/Debug/Visualizer')" ] }, { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [], "source": [ "spot_markets_cases = ['D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/daily/xauusd.zip',\n", " 'D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/hour/xauusd.zip',\n", " 'D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/minute/xauusd/20140501_quote.zip',\n", " 'D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/second/xauusd/20140501_quote.zip',\n", " 'D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/tick/xauusd/20140501_quote.zip',\n", " 'D:/REPOS/LeanVersions/Lean/Data/crypto/gdax/daily/btcusd_quote.zip',\n", " 'D:/REPOS/LeanVersions/Lean/Data/crypto/gdax/minute/btceur/20180404_trade.zip',\n", " 'D:/REPOS/LeanVersions/Lean/Data/crypto/gdax/second/btcusd/20161007_quote.zip',\n", " 'D:/REPOS/LeanVersions/Lean/Data/equity/usa/daily/aapl.zip',\n", " 'D:/REPOS/LeanVersions/Lean/Data/equity/usa/hour/bac.zip',\n", " 'D:/REPOS/LeanVersions/Lean/Data/equity/usa/minute/aapl/20140605_trade.zip',\n", " 'D:/REPOS/LeanVersions/Lean/Data/equity/usa/second/aig/20131007_trade.zip',\n", " 'D:/REPOS/LeanVersions/Lean/Data/equity/usa/tick/aig/20131007_trade.zip',\n", " 'D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/daily/eurgbp.zip',\n", " 'D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/hour/eurusd.zip',\n", " 'D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/minute/eurusd/20140501_quote.zip',\n", " 'D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/second/eurusd/20140501_quote.zip',\n", " 'D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/tick/eurusd/20140501_quote.zip'\n", " ]" ] }, { "cell_type": "code", "execution_count": 3, "metadata": {}, "outputs": [], "source": [ "base_cli = 'python QuantConnect.Visualizer.py'\n", "base_output_folder = 'C:/Users/jjd/Pictures/Testing/'" ] }, { "cell_type": "code", "execution_count": 4, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/daily/xauusd.zip\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/hour/xauusd.zip\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/minute/xauusd/20140501_quote.zip\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/second/xauusd/20140501_quote.zip\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/tick/xauusd/20140501_quote.zip\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/crypto/gdax/daily/btcusd_quote.zip\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/crypto/gdax/minute/btceur/20180404_trade.zip\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/crypto/gdax/second/btcusd/20161007_quote.zip\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/equity/usa/daily/aapl.zip\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/equity/usa/hour/bac.zip\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/equity/usa/minute/aapl/20140605_trade.zip\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/equity/usa/second/aig/20131007_trade.zip\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/equity/usa/tick/aig/20131007_trade.zip\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/daily/eurgbp.zip\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/hour/eurusd.zip\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/minute/eurusd/20140501_quote.zip\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/second/eurusd/20140501_quote.zip\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/tick/eurusd/20140501_quote.zip\n" ] } ], "source": [ "for case in spot_markets_cases:\n", " security = case.split('/')[5]\n", " resolution = case.split('/')[7]\n", " cli = f'{base_cli} {case}'\n", " print (f'Running {cli}')\n", " os.system(cli)" ] }, { "cell_type": "code", "execution_count": 5, "metadata": {}, "outputs": [], "source": [ "futures_new_implementation = [\n", " ['D:/REPOS/LeanVersions/Lean/Data/future/usa/minute/es/20131008_quote.zip', '20131008_es_minute_quote_201312.csv'],\n", " ['D:/REPOS/LeanVersions/Lean/Data/future/usa/minute/gc/20131010_trade.zip', '20131010_gc_minute_trade_201312.csv'],\n", " ['D:/REPOS/LeanVersions/Lean/Data/future/usa/tick/gc/20131009_quote.zip', '20131009_gc_tick_quote_201406.csv'],\n", " ['D:/REPOS/LeanVersions/Lean/Data/future/usa/tick/gc/20131009_trade.zip', '20131009_gc_tick_trade_201312.csv'],\n", " ['D:/REPOS/LeanVersions/Lean/Data/future/usa/minute/es/20131010_openinterest.zip', '20131010_es_minute_openinterest_201312.csv'],\n", " ['D:/REPOS/LeanVersions/Lean/Data/future/usa/tick/gc/20131009_openinterest.zip', '20131009_gc_tick_openinterest_201310.csv'],\n", " ['D:/REPOS/LeanVersions/Lean/Data/option/usa/minute/aapl/20140606_quote_american.zip', '20140606_aapl_minute_quote_american_put_7500000_20141018.csv'],\n", " ['D:/REPOS/LeanVersions/Lean/Data/option/usa/minute/aapl/20140606_trade_american.zip', '20140606_aapl_minute_trade_american_call_6475000_20140606.csv'],\n", " ['D:/REPOS/LeanVersions/Lean/Data/option/usa/minute/goog/20151224_openinterest_american.zip', '20151224_goog_minute_openinterest_american_call_3000000_20160115.csv']\n", "]" ] }, { "cell_type": "code", "execution_count": 6, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/future/usa/minute/es/20131008_quote.zip#20131008_es_minute_quote_201312.csv\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/future/usa/minute/gc/20131010_trade.zip#20131010_gc_minute_trade_201312.csv\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/future/usa/tick/gc/20131009_quote.zip#20131009_gc_tick_quote_201406.csv\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/future/usa/tick/gc/20131009_trade.zip#20131009_gc_tick_trade_201312.csv\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/future/usa/minute/es/20131010_openinterest.zip#20131010_es_minute_openinterest_201312.csv\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/future/usa/tick/gc/20131009_openinterest.zip#20131009_gc_tick_openinterest_201310.csv\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/option/usa/minute/aapl/20140606_quote_american.zip#20140606_aapl_minute_quote_american_put_7500000_20141018.csv\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/option/usa/minute/aapl/20140606_trade_american.zip#20140606_aapl_minute_trade_american_call_6475000_20140606.csv\n", "Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/option/usa/minute/goog/20151224_openinterest_american.zip#20151224_goog_minute_openinterest_american_call_3000000_20160115.csv\n" ] } ], "source": [ "for case in futures_new_implementation:\n", " resolution = case[0].split('/')[7]\n", " security = case[0].split('/')[5]\n", " if 'quote' in case[0]:\n", " bar_type = 'quote'\n", " elif 'trade' in case[0]:\n", " bar_type = 'trade'\n", " else:\n", " bar_type = 'openinterest'\n", " cli = f'{base_cli} {case[0]}#{case[1]}'\n", " print (f'Running {cli}')\n", " os.system(cli)" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.6.3" } }, "nbformat": 4, "nbformat_minor": 2 }