wehub-resource-sync
84 lines
3.3 KiB
C#
84 lines
3.3 KiB
C#
/*
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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.IO;
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using System.Threading;
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using QuantConnect.Logging;
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using QuantConnect.Interfaces;
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using System.Collections.Concurrent;
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namespace QuantConnect.Data.Auxiliary
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{
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/// <summary>
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/// Provides a default implementation of <see cref="IMapFileProvider"/> that reads from
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/// the local disk
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/// </summary>
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public class LocalDiskMapFileProvider : IMapFileProvider
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{
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private static int _wroteTraceStatement;
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private readonly ConcurrentDictionary<AuxiliaryDataKey, MapFileResolver> _cache;
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private IDataProvider _dataProvider;
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/// <summary>
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/// Creates a new instance of the <see cref="LocalDiskFactorFileProvider"/>
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/// </summary>
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public LocalDiskMapFileProvider()
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{
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_cache = new ConcurrentDictionary<AuxiliaryDataKey, MapFileResolver>();
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}
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/// <summary>
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/// Initializes our MapFileProvider by supplying our dataProvider
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/// </summary>
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/// <param name="dataProvider">DataProvider to use</param>
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public void Initialize(IDataProvider dataProvider)
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{
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_dataProvider = dataProvider;
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}
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/// <summary>
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/// Gets a <see cref="MapFileResolver"/> representing all the map
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/// files for the specified market
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/// </summary>
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/// <param name="auxiliaryDataKey">Key used to fetch a map file resolver. Specifying market and security type</param>
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/// <returns>A <see cref="MapFileRow"/> containing all map files for the specified market</returns>
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public MapFileResolver Get(AuxiliaryDataKey auxiliaryDataKey)
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{
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return _cache.GetOrAdd(auxiliaryDataKey, GetMapFileResolver);
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}
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private MapFileResolver GetMapFileResolver(AuxiliaryDataKey key)
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{
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var securityType = key.SecurityType;
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var market = key.Market;
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var mapFileDirectory = Globals.GetDataFolderPath(MapFile.GetRelativeMapFilePath(market, securityType));
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if (!Directory.Exists(mapFileDirectory))
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{
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// only write this message once per application instance
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if (Interlocked.CompareExchange(ref _wroteTraceStatement, 1, 0) == 0)
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{
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Log.Error($"LocalDiskMapFileProvider.GetMapFileResolver({market}): " +
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$"The specified directory does not exist: {mapFileDirectory}"
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);
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}
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return MapFileResolver.Empty;
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}
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return new MapFileResolver(MapFile.GetMapFiles(mapFileDirectory, market, securityType, _dataProvider));
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}
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}
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}
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