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.github/workflows/build.yml

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steps:
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- uses: actions/checkout@v2
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- name: Build
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run: dotnet build /p:Configuration=Release /v:quiet /p:WarningLevel=1 MyCustomDataType.sln
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- name: BuildDataSource
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run: dotnet build ./QuantConnect.DataSource.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1
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- name: BuildTests
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run: dotnet build ./tests/Tests.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1
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- name: Run Tests
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run: dotnet test ./Tests/bin/Release/net5.0/Tests.dll
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run: dotnet test ./tests/bin/Release/net5.0/Tests.dll

DataConverterScript/PythonConverterScript.py

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DataProcessing/DataProcessing.csproj

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DataProcessing/Program.cs

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DataProcessing/VendorDataDownloaderConverter.cs

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using NodaTime;
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using ProtoBuf;
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using System.IO;
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using QuantConnect;
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using QuantConnect.Data;
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using System.Collections.Generic;
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namespace QuantConnect.DataLibrary
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namespace QuantConnect.DataSource
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{
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/// <summary>
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/// Example custom data type

MyCustomDataType.sln

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<PropertyGroup>
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<TargetFramework>net5.0</TargetFramework>
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<RootNamespace>QuantConnect.DataLibrary</RootNamespace>
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<RootNamespace>QuantConnect.DataSource</RootNamespace>
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</PropertyGroup>
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<ItemGroup>
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<PackageReference Include="Newtonsoft.Json" Version="12.0.3" />
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</ItemGroup>
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<ItemGroup>
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<Compile Remove="tests\**" />
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<EmbeddedResource Remove="tests\**" />
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<None Remove="tests\**" />
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<Compile Remove="Demonstration.cs" />
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<Compile Remove="Demostration.cs" />
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<None Remove=".gitignore" />
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<None Remove="process.sample.ipynb" />
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<None Remove="process.sample.py" />
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<None Remove="process.sample.sh" />
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</ItemGroup>
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</Project>

README.md

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The solution targets dotnet 5, for installation instructions please follow [dotnet download](https://dotnet.microsoft.com/download).
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The data downloader and converter script can be developed in different ways: Python script, C# or Python jupyter notebook or even a bash script.
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The data downloader and converter script can be developed in different ways: Python script, Python jupyter notebook or even a bash script.
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- The python script should be compatible with python 3.6.8
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- C# notebook will run using [dotnet interactive](https://github.com/dotnet/interactive)
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- Bash script will run on Ubuntu Bionic
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Specifically, the enviroment where these scripts will be run is [quantconnect/research](https://hub.docker.com/repository/docker/quantconnect/research) based on [quantconnect/lean:foundation](https://hub.docker.com/repository/docker/quantconnect/lean).
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TODO:
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##### Python Notebook
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##### CSharp Notebook
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##### Python Script
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##### Bash Script
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