Implement Download Project in Lean

Common/DataDownloaderGetParameters.cs

@@ -63,5 +63,11 @@ public DataDownloaderGetParameters(Symbol symbol, Resolution resolution, DateTim
             EndUtc = endUtc;
             TickType = tickType ?? TickType.Trade;
         }
+
+        /// <summary>
+        /// Returns a string representation of the <see cref="DataDownloaderGetParameters"/> object.
+        /// </summary>
+        /// <returns>A string representing the object's properties.</returns>
+        public override string ToString() => $"Symbol: {Symbol}, Resolution: {Resolution}, StartUtc: {StartUtc}, EndUtc: {EndUtc}, TickType: {TickType}";
     }
 }

Dockerfile

@@ -19,6 +19,7 @@ COPY ./Lean/Data/ /Lean/Data/
 COPY ./Lean/Launcher/bin/Debug/ /Lean/Launcher/bin/Debug/
 COPY ./Lean/Optimizer.Launcher/bin/Debug/ /Lean/Optimizer.Launcher/bin/Debug/
 COPY ./Lean/Report/bin/Debug/ /Lean/Report/bin/Debug/
+COPY ./Lean/DownloaderDataProvider/bin/Debug/ /Lean/DownloaderDataProvider/bin/Debug/
 
 # Can override with '-w'
 WORKDIR /Lean/Launcher/bin/Debug

DownloaderDataProvider/DataDownloadConfig.cs

@@ -0,0 +1,145 @@
+/*
+ * 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 System.Globalization;
+using QuantConnect.Configuration;
+using QuantConnect.DownloaderDataProvider.Launcher.Models.Constants;
+
+namespace QuantConnect.DownloaderDataProvider.Launcher
+{
+    /// <summary>
+    /// Represents the configuration for data download.
+    /// </summary>
+    public struct DataDownloadConfig
+    {
+        /// <summary>
+        /// The tick type as a string.
+        /// </summary>
+        private string _tickType;
+
+        /// <summary>
+        /// The security type as a string.
+        /// </summary>
+        private string _securityType;
+
+        /// <summary>
+        /// The resolution as a string.
+        /// </summary>
+        private string _resolution;
+
+        /// <summary>
+        /// The start date as a string.
+        /// </summary>
+        private string _startDate;
+
+        /// <summary>
+        /// The end date as a string.
+        /// </summary>
+        private string _endDate;
+
+        /// <summary>
+        /// Type of tick data to download.
+        /// </summary>
+        public TickType TickType { get => ParseEnum<TickType>(_tickType); }
+
+        /// <summary>
+        /// Type of security for which data is to be downloaded.
+        /// </summary>
+        public SecurityType SecurityType { get => ParseEnum<SecurityType>(_securityType); }
+
+        /// <summary>
+        /// Resolution of the downloaded data.
+        /// </summary>
+        public Resolution Resolution { get => ParseEnum<Resolution>(_resolution); }
+
+        /// <summary>
+        /// Start date for the data download.
+        /// </summary>
+        public DateTime StartDate { get => DateTime.ParseExact(_startDate, DateFormat.EightCharacter, CultureInfo.InvariantCulture); }
+
+        /// <summary>
+        /// End date for the data download.
+        /// </summary>
+        public DateTime EndDate { get => DateTime.ParseExact(_endDate, DateFormat.EightCharacter, CultureInfo.InvariantCulture); }
+
+        /// <summary>
+        /// Market name for which the data is to be downloaded.
+        /// </summary>
+        public string MarketName { get; }
+
+        /// <summary>
+        /// List of symbols for which data is to be downloaded.
+        /// </summary>
+        public List<Symbol> Symbols { get; } = new();
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="DataDownloadConfig"/> struct.
+        /// </summary>
+        /// <param name="parameters">Dictionary containing the parameters for data download.</param>
+        public DataDownloadConfig()
+        {
+            _tickType = Config.Get(DownloaderCommandArguments.CommandDataType).ToString() ?? string.Empty;
+            _securityType = Config.Get(DownloaderCommandArguments.CommandSecurityType).ToString() ?? string.Empty;
+            _resolution = Config.Get(DownloaderCommandArguments.CommandResolution).ToString() ?? string.Empty;
+
+            _startDate = Config.Get(DownloaderCommandArguments.CommandStartDate).ToString() ?? string.Empty;
+            _endDate = Config.Get(DownloaderCommandArguments.CommandEndDate).ToString() ?? string.Empty;
+
+            MarketName = Config.Get(DownloaderCommandArguments.CommandMarketName).ToString()?.ToLower() ?? Market.USA;
+
+            if (!Market.SupportedMarkets().Contains(MarketName))
+            {
+                throw new ArgumentException($"The specified market '{MarketName}' is not supported. Supported markets are: {string.Join(", ", Market.SupportedMarkets())}.");
+            }
+
+            foreach (var ticker in (Config.GetValue<Dictionary<string, string>>(DownloaderCommandArguments.CommandTickers))!.Keys)
+            {
+                Symbols.Add(Symbol.Create(ticker, SecurityType, MarketName));
+            }
+        }
+
+        /// <summary>
+        /// Returns a string representation of the <see cref="DataDownloadConfig"/> struct.
+        /// </summary>
+        /// <returns>A string representation of the <see cref="DataDownloadConfig"/> struct.</returns>
+        public override string ToString()
+        {
+            return $"TickType: {TickType}, " +
+                   $"SecurityType: {SecurityType}, " +
+                   $"Resolution: {Resolution}, " +
+                   $"StartDate: {StartDate:yyyyMMdd}, " +
+                   $"EndDate: {EndDate:yyyyMMdd}, " +
+                   $"MarketName: {MarketName}, " +
+                   $"Symbols: {string.Join(", ", Symbols.Select(s => s.ToString()))}";
+        }
+
+        /// <summary>
+        /// Parses a string value to an enum of type <typeparamref name="TEnum"/>.
+        /// </summary>
+        /// <typeparam name="TEnum">The enum type to parse to.</typeparam>
+        /// <param name="value">The string value to parse.</param>
+        /// <returns>The parsed enum value.</returns>
+        private TEnum ParseEnum<TEnum>(string value) where TEnum : struct, Enum
+        {
+            if (!Enum.TryParse(value, true, out TEnum result) || !Enum.IsDefined(typeof(TEnum), result))
+            {
+                throw new ArgumentException($"Invalid {typeof(TEnum).Name} specified. Please provide a valid {typeof(TEnum).Name}.");
+            }
+
+            return result;
+        }
+    }
+}

DownloaderDataProvider/DownloaderDataProviderArgumentParser.cs

@@ -0,0 +1,55 @@
+/*
+ * 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 McMaster.Extensions.CommandLineUtils;
+using QuantConnect.DownloaderDataProvider.Launcher.Models.Constants;
+
+namespace QuantConnect.DownloaderDataProvider.Launcher;
+
+public static class DownloaderDataProviderArgumentParser
+{
+    private const string ApplicationName = "QuantConnect.DownloaderDataProvider.exe";
+    private const string ApplicationDescription = "Welcome to Lean Downloader Data Provider! 🚀 Easily download historical data from various sources with our user-friendly application. Start exploring financial data effortlessly!";
+    private const string ApplicationHelpText = "Hm...";
+
+    private static readonly List<CommandLineOption> Options = new List<CommandLineOption>
+    {
+        new CommandLineOption(DownloaderCommandArguments.CommandDownloaderDataDownloader, CommandOptionType.SingleValue),
+        new CommandLineOption(DownloaderCommandArguments.CommandDataType, CommandOptionType.SingleValue),
+        new CommandLineOption(DownloaderCommandArguments.CommandTickers, CommandOptionType.MultipleValue),
+        new CommandLineOption(DownloaderCommandArguments.CommandSecurityType, CommandOptionType.SingleValue),
+        new CommandLineOption(DownloaderCommandArguments.CommandMarketName, CommandOptionType.SingleValue),
+        new CommandLineOption(DownloaderCommandArguments.CommandResolution, CommandOptionType.SingleValue),
+        new CommandLineOption(DownloaderCommandArguments.CommandStartDate, CommandOptionType.SingleValue),
+        new CommandLineOption(DownloaderCommandArguments.CommandEndDate, CommandOptionType.SingleValue)
+    };
+
+    /// <summary>
+    /// Parses the command-line arguments and returns a dictionary containing parsed values.
+    /// </summary>
+    /// <param name="args">An array of command-line arguments.</param>
+    /// <returns>A dictionary containing parsed values from the command-line arguments.</returns>
+    /// <remarks>
+    /// The <paramref name="args"/> parameter should contain the command-line arguments to be parsed.
+    /// The method uses the ApplicationParser class to parse the arguments based on the ApplicationName, 
+    /// ApplicationDescription, ApplicationHelpText, and Options properties.
+    /// </remarks>
+    public static Dictionary<string, object> ParseArguments(string[] args)
+    {
+        return ApplicationParser.Parse(ApplicationName, ApplicationDescription, ApplicationHelpText, args, Options);
+    }
+}

DownloaderDataProvider/Models/Constants/DownloaderCommandArguments.cs

@@ -0,0 +1,37 @@
+/*
+ * 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.
+*/
+
+namespace QuantConnect.DownloaderDataProvider.Launcher.Models.Constants
+{
+    public sealed class DownloaderCommandArguments
+    {
+        public const string CommandDownloaderDataDownloader = "data-downloader";
+
+        public const string CommandDataType = "data-type";
+
+        public const string CommandTickers = "tickers";
+
+        public const string CommandSecurityType = "security-type";
+
+        public const string CommandMarketName = "market";
+
+        public const string CommandResolution = "resolution";
+
+        public const string CommandStartDate = "start-date";
+
+        public const string CommandEndDate = "end-date";
+    }
+}