remove: NseMarketDataConverter (QuantConnect#7863)

ebengtso · Mar 25, 2024 · 229caf4 · 229caf4
1 parent 82b327b
commit 229caf4
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Showing 4 changed files with 4 additions and 230 deletions.
diff --git a/Configuration/ToolboxArgumentParser.cs b/Configuration/ToolboxArgumentParser.cs
@@ -39,12 +39,11 @@ public static class ToolboxArgumentParser
                                                      + "/FxcmDownloader or FDL/FxcmVolumeDownload or FVDL/GoogleDownloader or GDL/IBDownloader or IBDL"
                                                      + "/OandaDownloader or ODL"
                                                      + "/AlgoSeekFuturesConverter or ASFC"
-                                                     + "/IVolatilityEquityConverter or IVEC/KaikoDataConverter or KDC/NseMarketDataConverter or NMDC"
+                                                     + "/IVolatilityEquityConverter or IVEC/KaikoDataConverter or KDC"
                                                      + "/CoarseUniverseGenerator or CUG/\n"
                                                      + "RandomDataGenerator or RDG\n"
                                                      + "Example 1: --app=DDL\n"
-                                                     + "Example 2: --app=NseMarketDataConverter\n"
-                                                     + "Example 3: --app=RDG"),
+                                                     + "Example 2: --app=RDG"),
                 new CommandLineOption("tickers", CommandOptionType.MultipleValue, "[REQUIRED ALL downloaders] "
                                                                                   + "--tickers=SPY,AAPL,etc"),
                 new CommandLineOption("resolution", CommandOptionType.SingleValue, "[REQUIRED ALL downloaders (except CDL) and IVolatilityEquityConverter]"
@@ -57,10 +56,8 @@ public static class ToolboxArgumentParser
                 new CommandLineOption("exchange", CommandOptionType.SingleValue, "[REQUIRED for CryptoiqDownloader] [Optional for KaikoDataConverter] The exchange to process, if not defined, all exchanges will be processed."),
                 new CommandLineOption("date", CommandOptionType.SingleValue, "[REQUIRED for AlgoSeekFuturesConverter, AlgoSeekOptionsConverter, KaikoDataConverter]"
                                                                              + "Date for the option bz files: --date=yyyyMMdd"),
-                new CommandLineOption("source-dir", CommandOptionType.SingleValue, "[REQUIRED for IVolatilityEquityConverter, KaikoDataConverter,"
-                                                                                   + " NseMarketDataConverter]"),
-                new CommandLineOption("destination-dir", CommandOptionType.SingleValue, "[REQUIRED for IVolatilityEquityConverter, "
-                                                                                        + "NseMarketDataConverter]"),
+                new CommandLineOption("source-dir", CommandOptionType.SingleValue, "[REQUIRED for IVolatilityEquityConverter, KaikoDataConverter]"),
+                new CommandLineOption("destination-dir", CommandOptionType.SingleValue, "[REQUIRED for IVolatilityEquityConverter]"),
                 new CommandLineOption("source-meta-dir", CommandOptionType.SingleValue, "[REQUIRED for IVolatilityEquityConverter]"),
                 new CommandLineOption("start", CommandOptionType.SingleValue, "[REQUIRED for RandomDataGenerator. Format yyyyMMdd Example: --start=20010101]"),
                 new CommandLineOption("end", CommandOptionType.SingleValue, "[REQUIRED for RandomDataGenerator. Format yyyyMMdd Example: --end=20020101]"),

diff --git a/ToolBox/NseMarketDataConverter/NseMarketDataConverterProgram.cs b/ToolBox/NseMarketDataConverter/NseMarketDataConverterProgram.cs
diff --git a/ToolBox/Program.cs b/ToolBox/Program.cs
@@ -21,7 +21,6 @@
 using QuantConnect.ToolBox.DukascopyDownloader;
 using QuantConnect.ToolBox.IVolatilityEquityConverter;
 using QuantConnect.ToolBox.KaikoDataConverter;
-using QuantConnect.ToolBox.NseMarketDataConverter;
 using QuantConnect.ToolBox.RandomDataGenerator;
 using QuantConnect.Util;
 using System;
@@ -106,11 +105,6 @@ var factorFileProvider
                                                                      GetParameterOrExit(optionsObject, "date"),
                                                                      GetParameterOrDefault(optionsObject, "exchange", string.Empty));
                         break;
-                    case "nmdc":
-                    case "nsemarketdataconverter":
-                        NseMarketDataConverterProgram.NseMarketDataConverter(GetParameterOrExit(optionsObject, "source-dir"),
-                                                                             GetParameterOrExit(optionsObject, "destination-dir"));
-                        break;
                     case "cug":
                     case "coarseuniversegenerator":
                         CoarseUniverseGeneratorProgram.CoarseUniverseGenerator();

diff --git a/ToolBox/README.md b/ToolBox/README.md
@@ -51,9 +51,6 @@ Example: --app=DukascopyDownloader --tickers=SPY,AAPL --resolution=Daily --from-
 		- **'--market='** the exchange the data represents.
 		- **'--tick-type=Quote/Trade'** the tick type being processed. Case insensitive.
 		- **'--source-dir='** path to the raw Kaiko data.
-	- NseMarketDataConverter or NMDC
-		- **'--source-dir='** source directory of unzipped NSE data.
-		- **'--destination-dir='** directory where Lean Data is located "Lean/Data".
 	- QuantQuoteConverter or QQC
 		- **'--source-dir='** directory where your QuantQuote order is extracted.
 		- **'--destination-dir='** directory where Lean Data is located "Lean/Data".