wehub-resource-sync
557 lines
21 KiB
C#
557 lines
21 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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using System;
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using System.IO;
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using Ionic.Zip;
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using Ionic.Zlib;
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using System.Linq;
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using System.Threading;
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using QuantConnect.Util;
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using QuantConnect.Logging;
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using QuantConnect.Interfaces;
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using System.Collections.Generic;
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using QuantConnect.Configuration;
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using System.Collections.Concurrent;
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namespace QuantConnect.Lean.Engine.DataFeeds
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{
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/// <summary>
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/// File provider implements optimized zip archives caching facility. Cache is thread safe.
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/// </summary>
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public class ZipDataCacheProvider : IDataCacheProvider
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{
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private readonly double _cacheSeconds;
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// ZipArchive cache used by the class
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private readonly ConcurrentDictionary<string, CachedZipFile> _zipFileCache = new ConcurrentDictionary<string, CachedZipFile>();
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private readonly IDataProvider _dataProvider;
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private readonly Timer _cacheCleaner;
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/// <summary>
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/// Property indicating the data is temporary in nature and should not be cached.
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/// </summary>
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public bool IsDataEphemeral { get; }
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/// <summary>
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/// Constructor that sets the <see cref="IDataProvider"/> used to retrieve data
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/// </summary>
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public ZipDataCacheProvider(IDataProvider dataProvider, bool isDataEphemeral = true, double cacheTimer = double.NaN)
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{
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IsDataEphemeral = isDataEphemeral;
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_cacheSeconds = double.IsNaN(cacheTimer) ? Config.GetDouble("zip-data-cache-provider", 10) : cacheTimer;
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_dataProvider = dataProvider;
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_cacheCleaner = new Timer(state => CleanCache(), null, TimeSpan.FromSeconds(_cacheSeconds), Timeout.InfiniteTimeSpan);
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}
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/// <summary>
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/// Does not attempt to retrieve any data
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/// </summary>
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public Stream Fetch(string key)
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{
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LeanData.ParseKey(key, out var filename, out var entryName);
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// handles zip files
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if (filename.EndsWith(".zip", StringComparison.InvariantCulture))
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{
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Stream stream = null;
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try
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{
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CachedZipFile existingZip;
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if (!_zipFileCache.TryGetValue(filename, out existingZip))
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{
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stream = CacheAndCreateEntryStream(filename, entryName);
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}
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else
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{
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try
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{
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lock (existingZip)
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{
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if (existingZip.Disposed)
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{
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// bad luck, thread race condition
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// it was disposed and removed after we got it
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// so lets create it again and add it
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stream = CacheAndCreateEntryStream(filename, entryName);
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}
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else
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{
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existingZip.Refresh();
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stream = CreateEntryStream(existingZip, entryName, filename);
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}
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}
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}
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catch (Exception exception)
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{
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if (exception is ZipException || exception is ZlibException)
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{
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Log.Error("ZipDataCacheProvider.Fetch(): Corrupt zip file/entry: " + filename + "#" + entryName + " Error: " + exception);
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}
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else throw;
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}
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}
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return stream;
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}
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catch (Exception err)
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{
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Log.Error(err, "Inner try/catch");
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stream?.DisposeSafely();
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return null;
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}
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}
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else
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{
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// handles text files
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return _dataProvider.Fetch(filename);
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}
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}
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/// <summary>
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/// Store the data in the cache.
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/// </summary>
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/// <param name="key">The source of the data, used as a key to retrieve data in the cache</param>
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/// <param name="data">The data as a byte array</param>
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public void Store(string key, byte[] data)
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{
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LeanData.ParseKey(key, out var fileName, out var entryName);
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// We only support writing to zips with this provider, we also need an entryName to write
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// Return silently because RemoteFileSubscriptionStreamReader depends on this function not throwing.
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if (!fileName.EndsWith(".zip", StringComparison.InvariantCulture) || entryName == null)
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{
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return;
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}
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// Only allow one thread at a time to modify our cache
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lock (_zipFileCache)
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{
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// If its not in the cache, and can not be cached we need to create it
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if (!_zipFileCache.TryGetValue(fileName, out var cachedZip) && !Cache(fileName, out cachedZip))
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{
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// Create the zip, if successful, cache it for later use
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if (Compression.ZipCreateAppendData(fileName, entryName, data))
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{
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Cache(fileName, out _);
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}
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else
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{
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throw new InvalidOperationException($"Failed to store data {fileName}#{entryName}");
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}
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return;
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}
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lock (cachedZip)
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{
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if (cachedZip.Disposed)
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{
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// if disposed and we have the lock means it's not in the dictionary anymore, let's assert it
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// but there is a window for another thread to add a **new/different** instance which is okay
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// we will pick it up on the store call bellow
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if (_zipFileCache.TryGetValue(fileName, out var existing) && ReferenceEquals(existing, cachedZip))
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{
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Log.Error($"ZipDataCacheProvider.Store(): unexpected cache state for {fileName}");
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throw new InvalidOperationException(
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"LEAN entered an unexpected state. Please contact support@quantconnect.com so we may debug this further.");
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}
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Store(key, data);
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}
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else
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{
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cachedZip.WriteEntry(entryName, data);
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}
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}
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}
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}
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/// <summary>
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/// Returns a list of zip entries in a provided zip file
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/// </summary>
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public List<string> GetZipEntries(string zipFile)
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{
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if (!_zipFileCache.TryGetValue(zipFile, out var cachedZip))
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{
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if (!Cache(zipFile, out cachedZip))
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{
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throw new ArgumentException($"Failed to get zip entries from {zipFile}");
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}
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}
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lock (cachedZip)
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{
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cachedZip.Refresh();
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return cachedZip.EntryCache.Keys.ToList();
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}
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}
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/// <summary>
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/// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
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/// </summary>
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/// <filterpriority>2</filterpriority>
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public void Dispose()
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{
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// stop the cache cleaner timer
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_cacheCleaner.DisposeSafely();
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CachedZipFile zip;
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foreach (var zipFile in _zipFileCache)
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{
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if (_zipFileCache.TryRemove(zipFile.Key, out zip))
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{
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zip.DisposeSafely();
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}
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}
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}
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/// <summary>
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/// Remove items in the cache that are older than the cutoff date
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/// </summary>
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private void CleanCache()
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{
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var utcNow = DateTime.UtcNow;
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try
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{
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var clearCacheIfOlderThan = utcNow.AddSeconds(-_cacheSeconds);
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// clean all items that that are older than CacheSeconds than the current date
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foreach (var zip in _zipFileCache)
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{
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if (zip.Value.Uncache(clearCacheIfOlderThan))
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{
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// only clear items if they are not being used
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if (Monitor.TryEnter(zip.Value))
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{
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try
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{
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// we first dispose it since if written it will refresh the file on disk and we don't
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// want anyone reading it directly which should be covered by the entry being in the cache
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// and us holding the instance lock
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zip.Value.Dispose();
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// removing it from the cache
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_zipFileCache.TryRemove(zip.Key, out _);
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}
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finally
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{
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Monitor.Exit(zip.Value);
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}
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}
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}
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}
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}
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finally
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{
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try
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{
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var nextDueTime = Time.GetSecondUnevenWait((int)Math.Ceiling(_cacheSeconds * 1000));
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_cacheCleaner.Change(nextDueTime, Timeout.Infinite);
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}
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catch (ObjectDisposedException)
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{
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// ignored disposed
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}
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}
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}
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private Stream CacheAndCreateEntryStream(string filename, string entryName)
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{
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Stream stream = null;
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var dataStream = _dataProvider.Fetch(filename);
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if (dataStream != null)
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{
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try
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{
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var newItem = new CachedZipFile(dataStream, DateTime.UtcNow, filename);
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// here we don't need to lock over the cache item
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// because it was still not added in the cache
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stream = CreateEntryStream(newItem, entryName, filename);
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if (!_zipFileCache.TryAdd(filename, newItem))
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{
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// some other thread could of added it already, lets dispose ours
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newItem.Dispose();
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}
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}
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catch (Exception exception)
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{
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// don't leak the file stream!
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dataStream.DisposeSafely();
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if (exception is ZipException || exception is ZlibException)
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{
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Log.Error("ZipDataCacheProvider.Fetch(): Corrupt zip file/entry: " + filename + "#" + entryName + " Error: " + exception);
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}
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else throw;
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}
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}
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return stream;
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}
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/// <summary>
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/// Create a stream of a specific ZipEntry
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/// </summary>
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/// <param name="zipFile">The zipFile containing the zipEntry</param>
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/// <param name="entryName">The name of the entry</param>
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/// <param name="fileName">The name of the zip file on disk</param>
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/// <returns>A <see cref="Stream"/> of the appropriate zip entry</returns>
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private Stream CreateEntryStream(CachedZipFile zipFile, string entryName, string fileName)
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{
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ZipEntryCache entryCache;
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if (entryName == null)
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{
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entryCache = zipFile.EntryCache.FirstOrDefault().Value;
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}
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else
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{
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zipFile.EntryCache.TryGetValue(entryName, out entryCache);
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}
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if (entryCache is { Modified: true })
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{
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// we want to read an entry in the zip that has be edited, we need to start over
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// because of the zip library else it blows up, we need to call 'Save'
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zipFile.Dispose();
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_zipFileCache.Remove(fileName, out _);
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return CacheAndCreateEntryStream(fileName, entryName);
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}
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var entry = entryCache?.Entry;
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if (entry != null)
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{
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var stream = new MemoryStream();
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try
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{
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stream.SetLength(entry.UncompressedSize);
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}
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catch (ArgumentOutOfRangeException)
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{
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// The needed size of the MemoryStream is longer than allowed.
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// just read the data directly from the file.
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// Note that we cannot use entry.OpenReader() because only one OpenReader
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// can be open at a time without causing corruption.
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// We must use fileName instead of zipFile.Name,
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// because zipFile is initialized from a stream and not a file.
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var zipStream = new ZipInputStream(fileName);
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var zipEntry = zipStream.GetNextEntry();
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// The zip file was empty!
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if (zipEntry == null)
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{
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return null;
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}
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// Null entry name, return the first.
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if (entryName == null)
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{
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return zipStream;
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}
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// Non-default entry name, return matching one if it exists, otherwise null.
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while (zipEntry != null)
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{
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if (string.Compare(zipEntry.FileName, entryName, StringComparison.OrdinalIgnoreCase) == 0)
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{
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return zipStream;
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}
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zipEntry = zipStream.GetNextEntry();
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}
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}
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// extract directly into the stream
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entry.Extract(stream);
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stream.Position = 0;
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return stream;
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}
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return null;
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}
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/// <summary>
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/// Cache a Zip
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/// </summary>
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/// <param name="filename">Zip to cache</param>
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/// <param name="cachedZip">The resulting CachedZipFile</param>
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/// <returns></returns>
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private bool Cache(string filename, out CachedZipFile cachedZip)
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{
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cachedZip = null;
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var dataStream = _dataProvider.Fetch(filename);
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if (dataStream != null)
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{
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try
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{
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cachedZip = new CachedZipFile(dataStream, DateTime.UtcNow, filename);
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if (!_zipFileCache.TryAdd(filename, cachedZip))
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{
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// some other thread could of added it already, lets dispose ours
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cachedZip.Dispose();
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return _zipFileCache.TryGetValue(filename, out cachedZip);
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}
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return true;
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}
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catch (Exception exception)
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{
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if (exception is ZipException || exception is ZlibException)
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{
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Log.Error("ZipDataCacheProvider.Fetch(): Corrupt zip file/entry: " + filename + " Error: " + exception);
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}
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else throw;
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}
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dataStream.Dispose();
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}
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return false;
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}
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/// <summary>
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/// Type for storing zipfile in cache
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/// </summary>
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private class CachedZipFile : IDisposable
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{
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private ReferenceWrapper<DateTime> _dateCached;
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private readonly Stream _dataStream;
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private readonly string _filePath;
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private long _disposed;
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private long _modified;
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/// <summary>
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/// The ZipFile this object represents
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/// </summary>
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private readonly ZipFile _zipFile;
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/// <summary>
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/// Contains all entries of the zip file by filename
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/// </summary>
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public readonly Dictionary<string, ZipEntryCache> EntryCache = new (StringComparer.OrdinalIgnoreCase);
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/// <summary>
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/// Returns if this cached zip file is disposed
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/// </summary>
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public bool Disposed => Interlocked.Read(ref _disposed) != 0;
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/// <summary>
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/// Initializes a new instance of the <see cref="CachedZipFile"/>
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/// </summary>
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/// <param name="dataStream">Stream containing the zip file</param>
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/// <param name="utcNow">Current utc time</param>
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/// <param name="filePath">Path of the zip file</param>
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public CachedZipFile(Stream dataStream, DateTime utcNow, string filePath)
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{
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_dataStream = dataStream;
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_zipFile = ZipFile.Read(dataStream);
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_zipFile.UseZip64WhenSaving = Zip64Option.Always;
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foreach (var entry in _zipFile.Entries)
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{
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EntryCache[entry.FileName] = new ZipEntryCache{ Entry = entry };
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}
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_dateCached = new ReferenceWrapper<DateTime>(utcNow);
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_filePath = filePath;
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}
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/// <summary>
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/// Method used to check if this object was created before a certain time
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/// </summary>
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/// <param name="date">DateTime which is compared to the DateTime this object was created</param>
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/// <returns>Bool indicating whether this object is older than the specified time</returns>
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public bool Uncache(DateTime date)
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{
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return _dateCached.Value < date;
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}
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/// <summary>
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/// Write to this entry, will be updated on disk when uncached
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/// Meaning either when timer finishes or on dispose
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/// </summary>
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/// <param name="entryName">Entry to write this as</param>
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/// <param name="content">Content of the entry</param>
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public void WriteEntry(string entryName, byte[] content)
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{
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Interlocked.Increment(ref _modified);
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Refresh();
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// If the entry already exists remove it
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if (_zipFile.ContainsEntry(entryName))
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{
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_zipFile.RemoveEntry(entryName);
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EntryCache.Remove(entryName);
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}
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// Write this entry to zip file
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var newEntry = _zipFile.AddEntry(entryName, content);
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EntryCache.Add(entryName, new ZipEntryCache { Entry = newEntry, Modified = true });
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}
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/// <summary>
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/// We refresh our cache time when used to avoid it being clean up
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/// </summary>
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public void Refresh()
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{
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_dateCached = new ReferenceWrapper<DateTime>(DateTime.UtcNow);
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}
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/// <summary>
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/// Dispose of the ZipFile
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/// </summary>
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public void Dispose()
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{
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if (Interlocked.CompareExchange(ref _disposed, 1, 0) == 1)
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{
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// compare will return the original value, if it's already 1 means already being disposed off
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return;
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}
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// If we changed this zip we need to save
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string tempFileName = null;
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var modified = Interlocked.Read(ref _modified) != 0;
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if (modified)
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{
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// Write our changes to disk as temp
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tempFileName = Path.GetTempFileName();
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_zipFile.Save(tempFileName);
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}
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_zipFile?.DisposeSafely();
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_dataStream?.DisposeSafely();
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//After disposal we will move it to the final location
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if (modified && tempFileName != null)
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{
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File.Move(tempFileName, _filePath, true);
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}
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}
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}
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/// <summary>
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/// ZipEntry wrapper which handles flagging a modified entry
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/// </summary>
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private class ZipEntryCache
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{
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public ZipEntry Entry { get; set; }
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public bool Modified { get; set; }
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}
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}
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}
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