wehub-resource-sync
90 lines
3.2 KiB
C#
90 lines
3.2 KiB
C#
/*
|
|
* 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.IO;
|
|
using QuantConnect.Interfaces;
|
|
|
|
namespace QuantConnect.Lean.Engine.DataFeeds
|
|
{
|
|
/// <summary>
|
|
/// Default file provider functionality that retrieves data from disc to be used in an algorithm
|
|
/// </summary>
|
|
public class DefaultDataProvider : IDataProvider, IDisposable
|
|
{
|
|
private bool _oneTimeWarningLog;
|
|
|
|
/// <summary>
|
|
/// Event raised each time data fetch is finished (successfully or not)
|
|
/// </summary>
|
|
public event EventHandler<DataProviderNewDataRequestEventArgs> NewDataRequest;
|
|
|
|
/// <summary>
|
|
/// Retrieves data from disc to be used in an algorithm
|
|
/// </summary>
|
|
/// <param name="key">A string representing where the data is stored</param>
|
|
/// <returns>A <see cref="Stream"/> of the data requested</returns>
|
|
public virtual Stream Fetch(string key)
|
|
{
|
|
var success = true;
|
|
var errorMessage = string.Empty;
|
|
try
|
|
{
|
|
return new FileStream(FileExtension.ToNormalizedPath(key), FileMode.Open, FileAccess.Read, FileShare.Read);
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
success = false;
|
|
errorMessage = exception.Message;
|
|
if (exception is DirectoryNotFoundException)
|
|
{
|
|
if (!_oneTimeWarningLog)
|
|
{
|
|
_oneTimeWarningLog = true;
|
|
Logging.Log.Debug($"DefaultDataProvider.Fetch(): DirectoryNotFoundException: please review data paths, current 'Globals.DataFolder': {Globals.DataFolder}");
|
|
}
|
|
return null;
|
|
}
|
|
else if (exception is FileNotFoundException)
|
|
{
|
|
return null;
|
|
}
|
|
|
|
throw;
|
|
}
|
|
finally
|
|
{
|
|
OnNewDataRequest(new DataProviderNewDataRequestEventArgs(key, success, errorMessage));
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// The stream created by this type is passed up the stack to the IStreamReader
|
|
/// The stream is closed when the StreamReader that wraps this stream is disposed</summary>
|
|
public void Dispose()
|
|
{
|
|
//
|
|
}
|
|
|
|
/// <summary>
|
|
/// Event invocator for the <see cref="NewDataRequest"/> event
|
|
/// </summary>
|
|
protected virtual void OnNewDataRequest(DataProviderNewDataRequestEventArgs e)
|
|
{
|
|
NewDataRequest?.Invoke(this, e);
|
|
}
|
|
}
|
|
}
|