import os
os.chdir('D:/REPOS/LeanVersions/Lean/ToolBox/bin/Debug/Visualizer')
spot_markets_cases = ['D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/daily/xauusd.zip',
'D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/hour/xauusd.zip',
'D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/minute/xauusd/20140501_quote.zip',
'D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/second/xauusd/20140501_quote.zip',
'D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/tick/xauusd/20140501_quote.zip',
'D:/REPOS/LeanVersions/Lean/Data/crypto/gdax/daily/btcusd_quote.zip',
'D:/REPOS/LeanVersions/Lean/Data/crypto/gdax/minute/btceur/20180404_trade.zip',
'D:/REPOS/LeanVersions/Lean/Data/crypto/gdax/second/btcusd/20161007_quote.zip',
'D:/REPOS/LeanVersions/Lean/Data/equity/usa/daily/aapl.zip',
'D:/REPOS/LeanVersions/Lean/Data/equity/usa/hour/bac.zip',
'D:/REPOS/LeanVersions/Lean/Data/equity/usa/minute/aapl/20140605_trade.zip',
'D:/REPOS/LeanVersions/Lean/Data/equity/usa/second/aig/20131007_trade.zip',
'D:/REPOS/LeanVersions/Lean/Data/equity/usa/tick/aig/20131007_trade.zip',
'D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/daily/eurgbp.zip',
'D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/hour/eurusd.zip',
'D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/minute/eurusd/20140501_quote.zip',
'D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/second/eurusd/20140501_quote.zip',
'D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/tick/eurusd/20140501_quote.zip'
]
base_cli = 'python QuantConnect.Visualizer.py'
base_output_folder = 'C:/Users/jjd/Pictures/Testing/'
for case in spot_markets_cases:
security = case.split('/')[5]
resolution = case.split('/')[7]
cli = f'{base_cli} {case}'
print (f'Running {cli}')
os.system(cli)
Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/daily/xauusd.zip Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/hour/xauusd.zip Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/minute/xauusd/20140501_quote.zip Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/second/xauusd/20140501_quote.zip Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/cfd/oanda/tick/xauusd/20140501_quote.zip Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/crypto/gdax/daily/btcusd_quote.zip Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/crypto/gdax/minute/btceur/20180404_trade.zip Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/crypto/gdax/second/btcusd/20161007_quote.zip Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/equity/usa/daily/aapl.zip Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/equity/usa/hour/bac.zip Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/equity/usa/minute/aapl/20140605_trade.zip Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/equity/usa/second/aig/20131007_trade.zip Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/equity/usa/tick/aig/20131007_trade.zip Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/daily/eurgbp.zip Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/hour/eurusd.zip Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/minute/eurusd/20140501_quote.zip Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/second/eurusd/20140501_quote.zip Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/forex/fxcm/tick/eurusd/20140501_quote.zip
futures_new_implementation = [
['D:/REPOS/LeanVersions/Lean/Data/future/usa/minute/es/20131008_quote.zip', '20131008_es_minute_quote_201312.csv'],
['D:/REPOS/LeanVersions/Lean/Data/future/usa/minute/gc/20131010_trade.zip', '20131010_gc_minute_trade_201312.csv'],
['D:/REPOS/LeanVersions/Lean/Data/future/usa/tick/gc/20131009_quote.zip', '20131009_gc_tick_quote_201406.csv'],
['D:/REPOS/LeanVersions/Lean/Data/future/usa/tick/gc/20131009_trade.zip', '20131009_gc_tick_trade_201312.csv'],
['D:/REPOS/LeanVersions/Lean/Data/future/usa/minute/es/20131010_openinterest.zip', '20131010_es_minute_openinterest_201312.csv'],
['D:/REPOS/LeanVersions/Lean/Data/future/usa/tick/gc/20131009_openinterest.zip', '20131009_gc_tick_openinterest_201310.csv'],
['D:/REPOS/LeanVersions/Lean/Data/option/usa/minute/aapl/20140606_quote_american.zip', '20140606_aapl_minute_quote_american_put_7500000_20141018.csv'],
['D:/REPOS/LeanVersions/Lean/Data/option/usa/minute/aapl/20140606_trade_american.zip', '20140606_aapl_minute_trade_american_call_6475000_20140606.csv'],
['D:/REPOS/LeanVersions/Lean/Data/option/usa/minute/goog/20151224_openinterest_american.zip', '20151224_goog_minute_openinterest_american_call_3000000_20160115.csv']
]
for case in futures_new_implementation:
resolution = case[0].split('/')[7]
security = case[0].split('/')[5]
if 'quote' in case[0]:
bar_type = 'quote'
elif 'trade' in case[0]:
bar_type = 'trade'
else:
bar_type = 'openinterest'
cli = f'{base_cli} {case[0]}#{case[1]}'
print (f'Running {cli}')
os.system(cli)
Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/future/usa/minute/es/20131008_quote.zip#20131008_es_minute_quote_201312.csv Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/future/usa/minute/gc/20131010_trade.zip#20131010_gc_minute_trade_201312.csv Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/future/usa/tick/gc/20131009_quote.zip#20131009_gc_tick_quote_201406.csv Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/future/usa/tick/gc/20131009_trade.zip#20131009_gc_tick_trade_201312.csv Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/future/usa/minute/es/20131010_openinterest.zip#20131010_es_minute_openinterest_201312.csv Running python QuantConnect.Visualizer.py D:/REPOS/LeanVersions/Lean/Data/future/usa/tick/gc/20131009_openinterest.zip#20131009_gc_tick_openinterest_201310.csv 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 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 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