wehub-resource-sync
101 lines
4.6 KiB
C#
101 lines
4.6 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;
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using System.IO;
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using QuantConnect.Data;
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using QuantConnect.Logging;
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using QuantConnect.Interfaces;
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using QuantConnect.Configuration;
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namespace QuantConnect.Lean.Engine.DataFeeds
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{
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/// <summary>
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/// Provides a factory method for creating <see cref="ISubscriptionDataSourceReader"/> instances
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/// </summary>
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public static class SubscriptionDataSourceReader
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{
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private static readonly bool ShowMissingDataLogs = Config.GetBool("show-missing-data-logs", false);
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/// <summary>
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/// Creates a new <see cref="ISubscriptionDataSourceReader"/> capable of handling the specified <paramref name="source"/>
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/// </summary>
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/// <param name="source">The subscription data source to create a factory for</param>
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/// <param name="dataCacheProvider">Used to cache data</param>
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/// <param name="config">The configuration of the subscription</param>
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/// <param name="date">The date to be processed</param>
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/// <param name="isLiveMode">True for live mode, false otherwise</param>
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/// <param name="factory">The base data instance factory</param>
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/// <param name="dataProvider">The data provider to use</param>
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/// <returns>A new <see cref="ISubscriptionDataSourceReader"/> that can read the specified <paramref name="source"/></returns>
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public static ISubscriptionDataSourceReader ForSource(SubscriptionDataSource source, IDataCacheProvider dataCacheProvider, SubscriptionDataConfig config, DateTime date, bool isLiveMode, BaseData factory, IDataProvider dataProvider, IObjectStore objectStore)
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{
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ISubscriptionDataSourceReader reader;
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switch (source.Format)
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{
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case FileFormat.Csv:
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reader = new TextSubscriptionDataSourceReader(dataCacheProvider, config, date, isLiveMode, objectStore);
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break;
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case FileFormat.UnfoldingCollection:
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reader = new CollectionSubscriptionDataSourceReader(dataCacheProvider, config, date, isLiveMode, objectStore);
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break;
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case FileFormat.ZipEntryName:
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reader = new ZipEntryNameSubscriptionDataSourceReader(dataCacheProvider, config, date, isLiveMode);
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break;
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case FileFormat.Index:
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return new IndexSubscriptionDataSourceReader(dataCacheProvider, config, date, isLiveMode, dataProvider, objectStore);
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case FileFormat.FoldingCollection:
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reader = new BaseDataCollectionAggregatorReader(dataCacheProvider, config, date, isLiveMode, objectStore);
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break;
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default:
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throw new NotImplementedException("SubscriptionFactory.ForSource(" + source + ") has not been implemented yet.");
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}
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// wire up event handlers for logging missing files
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if (ShowMissingDataLogs && source.TransportMedium == SubscriptionTransportMedium.LocalFile)
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{
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if (!factory.IsSparseData())
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{
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reader.InvalidSource += (sender, args) => Log.Error($"SubscriptionDataSourceReader.InvalidSource(): File not found: {args.Source.Source}");
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}
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}
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return reader;
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}
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/// <summary>
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/// Creates cache directory if not existing and deletes old files from the cache
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/// </summary>
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public static void CheckRemoteFileCache()
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{
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// create cache directory if not existing
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if (!Directory.Exists(Globals.Cache)) Directory.CreateDirectory(Globals.Cache);
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var frontierToDelete = DateTime.Now.AddHours(-24);
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// clean old files out of the cache
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foreach (var file in Directory.EnumerateFiles(Globals.Cache))
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{
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if (File.GetCreationTime(file) < frontierToDelete) File.Delete(file);
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}
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}
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}
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}
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