def download(settings):
""" download all symbols """
#---------get subdirectories
dataDir = settings['dataRoot']
log.info('Data root is ' + dataDir)
subscriptions = settings['subscriptions']
symbols = settings['getSymbols']
#----------create objects
contracts = {}
csvData = {}
for symbol in symbols:
contracts[symbol] = createContract(
symbol,
secType=subscriptions[symbol]['secType'],
exchange=subscriptions[symbol]['exchange'])
csvData[symbol] = HistDataCsv(symbol, dataDir, autoCreateDir=True)
#-----------download---------
for symbol in symbols:
try:
getData(contracts[symbol], csvData[symbol])
except:
log.exception('Download failed')
def download(settings):
"""download all symbols"""
# ---------get subdirectories
dataDir = settings["dataRoot"]
log.info("Data root is " + dataDir)
subscriptions = settings["subscriptions"]
symbols = settings["getSymbols"]
# ----------create objects
contracts = {}
csvData = {}
for symbol in symbols:
contracts[symbol] = createContract(
symbol,
secType=subscriptions[symbol]["secType"],
exchange=subscriptions[symbol]["exchange"],
)
csvData[symbol] = HistDataCsv(symbol, dataDir, autoCreateDir=True)
# -----------download---------
for symbol in symbols:
try:
getData(contracts[symbol], csvData[symbol])
except:
log.exception("Download failed")
def testDownload():
""" used for testing """
contract = createContract('VXX')
#date = datetime.date(2016,10,6)
end = SETTINGS['lastTradingDate']
data = DL.requestData(contract,end,durationStr='6 M',barSizeSetting='1 day',whatToShow='TRADES')
data.to_csv('temp/testDownload.csv')
def testDownload():
"""used for testing"""
contract = createContract("VXX")
# date = datetime.date(2016,10,6)
end = SETTINGS["lastTradingDate"]
data = DL.requestData(contract,
end,
durationStr="6 M",
barSizeSetting="1 day",
whatToShow="TRADES")
data.to_csv("temp/testDownload.csv")