Data collector is a module that developed for collecting data mainly from Dukascopy. It will download by date range. It is part of the AlgoTrading project.
Source support:
- Dukascopy
Output format:
- parquet
- csv (in development)
- Require Python >= 3.6, pip3. It doesn't test with other versions.
- Run the following command to install all nescessary packages:
pip install -r requirements.txt
- How to run the program
- Step-by-step bullets
python main.py -c 'EURUSD' -s '2020-01-01' -e '2020-12-31' -d 'tickdata' -n 4
The command above will download the data from 2020-01-01 to 2020-12-31 and save in the tickdata folder.
Folder tickdata structure in the format: tickdata/{currency}/{YYYY}/{MM}/{YYYY}-{MM}-{DD}/{HH}.parquet
Contributors names and contact info
- @Quan Pham Owner and contributer
- 0.1
- Initial Release
This project is licensed under the MIT License - see the LICENSE.md file for details
Updating...