quantconnect--lean/Common/Data/SubscriptionDataSource.cs

/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using System;
using System.Linq;
using System.Collections.Generic;
using Python.Runtime;
using static QuantConnect.StringExtensions;

namespace QuantConnect.Data
{
    /// <summary>
    /// Represents the source location and transport medium for a subscription
    /// </summary>
    public class SubscriptionDataSource : IEquatable<SubscriptionDataSource>
    {
        private readonly static IReadOnlyList<KeyValuePair<string, string>> _empty = new List<KeyValuePair<string, string>>();

        /// <summary>
        /// Specifies whether the data source should be sorted.
        /// <c>If False</c>, data will be returned in the original order, <c>else</c> it will be ordered by time.
        /// </summary>
        public bool Sort { get; set; }

        /// <summary>
        /// Identifies where to get the subscription's data from
        /// </summary>
        public string Source { get; init; }

        /// <summary>
        /// Identifies the format of the data within the source
        /// </summary>
        public FileFormat Format { get; init; }

        /// <summary>
        /// Identifies the transport medium used to access the data, such as a local or remote file, or a polling rest API
        /// </summary>
        public SubscriptionTransportMedium TransportMedium { get; init; }

        /// <summary>
        /// Gets the header values to be used in the web request.
        /// </summary>
        public IReadOnlyList<KeyValuePair<string, string>> Headers { get; init; }

        /// <summary>
        /// Initializes a new instance of the <see cref="SubscriptionDataSource"/> class.
        /// </summary>
        /// <param name="source">The subscription's data source location</param>
        public SubscriptionDataSource(string source)
            : this(source, GetDefaultSubscriptionTransportMedium(source), FileFormat.Csv)
        {
        }

        /// <summary>
        /// Initializes a new instance of the <see cref="SubscriptionDataSource"/> class.
        /// </summary>
        /// <param name="source">The subscription's data source location</param>
        /// <param name="transportMedium">The transport medium to be used to retrieve the subscription's data from the source</param>
        public SubscriptionDataSource(string source, SubscriptionTransportMedium transportMedium)
            : this(source, transportMedium, FileFormat.Csv)
        {
        }

        /// <summary>
        /// Initializes a new instance of the <see cref="SubscriptionDataSource"/> class.
        /// </summary>
        /// <param name="source">The subscription's data source location</param>
        /// <param name="transportMedium">The transport medium to be used to retrieve the subscription's data from the source</param>
        /// <param name="format">The format of the data within the source</param>
        public SubscriptionDataSource(string source, SubscriptionTransportMedium transportMedium, FileFormat format)
            : this(source, transportMedium, format, (IEnumerable<KeyValuePair<string, string>>)null)
        {
        }

        /// <summary>
        /// Initializes a new instance of the <see cref="SubscriptionDataSource"/> class with <see cref="SubscriptionTransportMedium.Rest"/>
        /// including the specified header values
        /// </summary>
        /// <param name="source">The subscription's data source location</param>
        /// <param name="transportMedium">The transport medium to be used to retrieve the subscription's data from the source</param>
        /// <param name="format">The format of the data within the source</param>
        /// <param name="headers">The headers to be used for this source</param>
        public SubscriptionDataSource(string source, SubscriptionTransportMedium transportMedium, FileFormat format, IEnumerable<KeyValuePair<string, string>> headers)
        {
            Source = source;
            Format = format;
            TransportMedium = transportMedium;
            Headers = headers?.ToList() ?? _empty;
        }

        /// <summary>
        /// Initializes a new instance of the <see cref="SubscriptionDataSource"/> class with <see cref="SubscriptionTransportMedium.Rest"/>
        /// including the specified header values as a Python dictionary.
        /// </summary>
        /// <param name="source">The subscription's data source location</param>
        /// <param name="transportMedium">The transport medium to be used to retrieve the subscription's data from the source</param>
        /// <param name="format">The format of the data within the source</param>
        /// <param name="headers">The Python dictionary containing the headers to be used for this source</param>
        public SubscriptionDataSource(string source, SubscriptionTransportMedium transportMedium, FileFormat format, PyObject headers)
            : this(source, transportMedium, format, headers == null ? null : headers.ConvertToDictionary<string, string>())
        {
        }

        /// <summary>
        /// Indicates whether the current object is equal to another object of the same type.
        /// </summary>
        /// <returns>
        /// true if the current object is equal to the <paramref name="other"/> parameter; otherwise, false.
        /// </returns>
        /// <param name="other">An object to compare with this object.</param>
        public bool Equals(SubscriptionDataSource other)
        {
            if (ReferenceEquals(null, other)) return false;
            if (ReferenceEquals(this, other)) return true;
            return string.Equals(Source, other.Source)
                && TransportMedium == other.TransportMedium
                && Headers.SequenceEqual(other.Headers);
        }

        /// <summary>
        /// Determines whether the specified instance is equal to the current instance.
        /// </summary>
        /// <returns>
        /// true if the specified object  is equal to the current object; otherwise, false.
        /// </returns>
        /// <param name="obj">The object to compare with the current object. </param><filterpriority>2</filterpriority>
        public override bool Equals(object obj)
        {
            if (ReferenceEquals(null, obj)) return false;
            if (ReferenceEquals(this, obj)) return true;
            if (obj.GetType() != GetType()) return false;
            return Equals((SubscriptionDataSource) obj);
        }

        /// <summary>
        /// Serves as a hash function for a particular type.
        /// </summary>
        /// <returns>
        /// A hash code for the current <see cref="T:System.Object"/>.
        /// </returns>
        /// <filterpriority>2</filterpriority>
        public override int GetHashCode()
        {
            unchecked
            {
                return ((Source != null ? Source.GetHashCode() : 0)*397) ^ (int) TransportMedium;
            }
        }

        /// <summary>
        /// Indicates whether the current object is equal to another object of the same type.
        /// </summary>
        /// <param name="left">The <see cref="SubscriptionDataSource"/> instance on the left of the operator</param>
        /// <param name="right">The <see cref="SubscriptionDataSource"/> instance on the right of the operator</param>
        /// <returns>True if the two instances are considered equal, false otherwise</returns>
        public static bool operator ==(SubscriptionDataSource left, SubscriptionDataSource right)
        {
            return Equals(left, right);
        }

        /// <summary>
        /// Indicates whether the current object is not equal to another object of the same type.
        /// </summary>
        /// <param name="left">The <see cref="SubscriptionDataSource"/> instance on the left of the operator</param>
        /// <param name="right">The <see cref="SubscriptionDataSource"/> instance on the right of the operator</param>
        /// <returns>True if the two instances are not considered equal, false otherwise</returns>
        public static bool operator !=(SubscriptionDataSource left, SubscriptionDataSource right)
        {
            return !Equals(left, right);
        }

        /// <summary>
        /// Returns a string that represents the current object.
        /// </summary>
        /// <returns>
        /// A string that represents the current object.
        /// </returns>
        /// <filterpriority>2</filterpriority>
        public override string ToString()
        {
            return Invariant($"{TransportMedium}: {Format} {Source}");
        }

        /// <summary>
        /// Gets the default transport medium for the specified source
        /// </summary>
        private static SubscriptionTransportMedium GetDefaultSubscriptionTransportMedium(string source)
        {
            if (source.StartsWith("http://", StringComparison.OrdinalIgnoreCase) ||
                source.StartsWith("https://", StringComparison.OrdinalIgnoreCase))
            {
                return SubscriptionTransportMedium.RemoteFile;
            }
            return SubscriptionTransportMedium.LocalFile;
        }
    }
}