chore: import upstream snapshot with attribution
This commit is contained in:
wehub-resource-sync
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System;
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using System.Linq;
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using QuantConnect.Interfaces;
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using System.Collections.Generic;
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namespace QuantConnect.Data.Auxiliary
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{
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/// <summary>
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/// Represents a single row in a map_file. This is a csv file ordered as {date, mapped symbol}
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/// </summary>
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public class MapFileRow : IEquatable<MapFileRow>
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{
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/// <summary>
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/// Gets the date associated with this data
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/// </summary>
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public DateTime Date { get; }
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/// <summary>
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/// Gets the mapped symbol
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/// </summary>
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public string MappedSymbol { get; }
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/// <summary>
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/// Gets the mapped symbol
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/// </summary>
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public Exchange PrimaryExchange { get; }
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/// <summary>
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/// Gets the securities mapping mode associated to this mapping row
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/// </summary>
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public DataMappingMode? DataMappingMode { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="MapFileRow"/> class.
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/// </summary>
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public MapFileRow(DateTime date, string mappedSymbol, string primaryExchange,
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string market = QuantConnect.Market.USA, SecurityType securityType = SecurityType.Equity, DataMappingMode? dataMappingMode = null)
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: this(date, mappedSymbol, primaryExchange.GetPrimaryExchange(securityType, market), dataMappingMode)
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{ }
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/// <summary>
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/// Initializes a new instance of the <see cref="MapFileRow"/> class.
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/// </summary>
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public MapFileRow(DateTime date, string mappedSymbol, Exchange primaryExchange = null, DataMappingMode? dataMappingMode = null)
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{
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Date = date;
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MappedSymbol = mappedSymbol.LazyToUpper();
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PrimaryExchange = primaryExchange ?? Exchange.UNKNOWN;
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DataMappingMode = dataMappingMode;
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}
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/// <summary>
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/// Reads in the map_file for the specified equity symbol
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/// </summary>
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public static IEnumerable<MapFileRow> Read(string file, string market, SecurityType securityType, IDataProvider dataProvider)
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{
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return dataProvider.ReadLines(file)
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.Where(l => !string.IsNullOrWhiteSpace(l))
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.Select(s => {
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try
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{
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return Parse(s, market, securityType);
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}
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catch (ArgumentException)
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{
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// skip unrecognized mapping modes for backwards compatibility
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return null;
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}
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})
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.Where(row => row != null);
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}
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/// <summary>
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/// Parses the specified line into a MapFileRow
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/// </summary>
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public static MapFileRow Parse(string line, string market, SecurityType securityType)
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{
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var csv = line.Split(',');
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var primaryExchange = Exchange.UNKNOWN;
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DataMappingMode? mappingMode = null;
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if (csv.Length >= 3)
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{
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primaryExchange = csv[2].GetPrimaryExchange(securityType, market);
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}
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if (csv.Length >= 4)
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{
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mappingMode = csv[3].ParseDataMappingMode();
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}
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return new MapFileRow(DateTime.ParseExact(csv[0], DateFormat.EightCharacter, null), csv[1], primaryExchange, mappingMode);
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}
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#region Equality members
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/// <summary>
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/// Indicates whether the current object is equal to another object of the same type.
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/// </summary>
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/// <returns>
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/// true if the current object is equal to the <paramref name="other"/> parameter; otherwise, false.
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/// </returns>
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/// <param name="other">An object to compare with this object.</param>
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public bool Equals(MapFileRow other)
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{
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if (ReferenceEquals(null, other)) return false;
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if (ReferenceEquals(this, other)) return true;
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return Date.Equals(other.Date) &&
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string.Equals(MappedSymbol, other.MappedSymbol) &&
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string.Equals(PrimaryExchange, other.PrimaryExchange) &&
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DataMappingMode == other.DataMappingMode;
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}
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/// <summary>
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/// Determines whether the specified <see cref="T:System.Object"/> is equal to the current <see cref="T:System.Object"/>.
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/// </summary>
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/// <returns>
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/// true if the specified object is equal to the current object; otherwise, false.
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/// </returns>
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/// <param name="obj">The object to compare with the current object. </param><filterpriority>2</filterpriority>
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public override bool Equals(object obj)
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{
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if (ReferenceEquals(null, obj)) return false;
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if (ReferenceEquals(this, obj)) return true;
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if (obj.GetType() != this.GetType()) return false;
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return Equals((MapFileRow)obj);
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}
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/// <summary>
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/// Serves as a hash function for a particular type.
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/// </summary>
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/// <returns>
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/// A hash code for the current <see cref="T:System.Object"/>.
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/// </returns>
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/// <filterpriority>2</filterpriority>
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public override int GetHashCode()
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{
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unchecked
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{
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return (Date.GetHashCode() * 397) ^
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(MappedSymbol != null ? MappedSymbol.GetHashCode() : 0) ^
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(DataMappingMode != null ? DataMappingMode.GetHashCode() : 0) ^
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(PrimaryExchange.GetHashCode());
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}
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}
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/// <summary>
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/// Determines whether or not the two instances are equal
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/// </summary>
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public static bool operator ==(MapFileRow left, MapFileRow right)
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{
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return Equals(left, right);
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}
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/// <summary>
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/// Determines whether or not the two instances are not equal
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/// </summary>
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public static bool operator !=(MapFileRow left, MapFileRow right)
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{
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return !Equals(left, right);
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}
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#endregion
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/// <summary>
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/// Writes this row to csv format
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/// </summary>
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public string ToCsv()
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{
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var encodedExchange = string.Empty;
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if (PrimaryExchange == Exchange.UNKNOWN)
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{
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if (DataMappingMode != null)
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{
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// be lazy, only add a comma if we have a mapping mode after
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encodedExchange = ",";
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}
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}
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else
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{
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encodedExchange = $",{PrimaryExchange.Code}";
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}
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var mappingMode = DataMappingMode != null ? $",{(int)DataMappingMode}" : string.Empty;
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return $"{Date.ToStringInvariant(DateFormat.EightCharacter)},{MappedSymbol.ToLowerInvariant()}{encodedExchange}{mappingMode}";
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}
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/// <summary>
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/// Convert this row into string form
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/// </summary>
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/// <returns>resulting string</returns>
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public override string ToString()
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{
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var mainExchange = PrimaryExchange == Exchange.UNKNOWN ? string.Empty : $" - {PrimaryExchange}";
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var mappingMode = DataMappingMode != null ? $" - {DataMappingMode}" : string.Empty;
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return Date.ToShortDateString() + ": " + MappedSymbol + mainExchange + mappingMode;
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}
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}
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}
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