720 lines
27 KiB
C#
720 lines
27 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.Collections;
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using System.Collections.Concurrent;
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using System.Collections.Generic;
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using System.IO;
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using System.Linq;
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using System.Text.RegularExpressions;
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using System.Threading;
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using QuantConnect.Configuration;
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using QuantConnect.Interfaces;
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using QuantConnect.Logging;
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using QuantConnect.Packets;
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using QuantConnect.Storage;
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using QuantConnect.Util;
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namespace QuantConnect.Lean.Engine.Storage
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{
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/// <summary>
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/// A local disk implementation of <see cref="IObjectStore"/>.
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/// </summary>
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public class LocalObjectStore : IObjectStore
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{
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private AlgorithmMode _algorithmMode;
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/// <summary>
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/// Gets the maximum storage limit in bytes
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/// </summary>
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public long MaxSize => Controls?.StorageLimit ?? 0;
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/// <summary>
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/// Gets the maximum number of files allowed
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/// </summary>
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public int MaxFiles => Controls?.StorageFileCount ?? 0;
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/// <summary>
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/// No read permissions error message
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/// </summary>
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protected const string NoReadPermissionsError = "The current user does not have permission to read from the organization Object Store." +
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" Please contact your organization administrator to request permission.";
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/// <summary>
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/// No write permissions error message
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/// </summary>
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protected const string NoWritePermissionsError = "The current user does not have permission to write to the organization Object Store." +
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" Please contact your organization administrator to request permission.";
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/// <summary>
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/// No delete permissions error message
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/// </summary>
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protected const string NoDeletePermissionsError = "The current user does not have permission to delete objects from the organization Object Store." +
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" Please contact your organization administrator to request permission.";
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/// <summary>
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/// Event raised each time there's an error
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/// </summary>
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public event EventHandler<ObjectStoreErrorRaisedEventArgs> ErrorRaised;
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/// <summary>
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/// Gets the default object store location
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/// </summary>
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public static string DefaultObjectStore { get; set; } = Path.GetFullPath(Config.Get("object-store-root", "./storage"));
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/// <summary>
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/// Flag indicating the state of this object storage has changed since the last <seealso cref="Persist"/> invocation
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/// </summary>
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private bool _isDirty;
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private readonly Lock _dirtyLock = new();
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private bool IsDirty
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{
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get
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{
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lock (_dirtyLock)
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{
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return _isDirty;
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}
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}
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set
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{
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lock (_dirtyLock)
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{
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if (value && !_isDirty && _persistenceTimer != null)
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{
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// schedule if not scheduled and we should
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try
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{
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_persistenceTimer.Change(Time.GetSecondUnevenWait(Controls.PersistenceIntervalSeconds * 1000), 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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_isDirty = value;
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}
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}
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}
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private Timer _persistenceTimer;
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private Regex _pathRegex = new(@"^\.?[a-zA-Z0-9\\/_#\-\$= ]+\.?[a-zA-Z0-9]*$", RegexOptions.Compiled);
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private readonly ConcurrentDictionary<string, ObjectStoreEntry> _storage = new();
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private readonly object _persistLock = new object();
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/// <summary>
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/// Provides access to the controls governing behavior of this instance, such as the persistence interval
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/// </summary>
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protected Controls Controls { get; private set; }
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/// <summary>
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/// The root storage folder for the algorithm
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/// </summary>
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protected string AlgorithmStorageRoot { get; private set; }
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/// <summary>
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/// The file handler instance to use
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/// </summary>
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protected FileHandler FileHandler { get; set; } = new();
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/// <summary>
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/// Initializes the object store
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/// </summary>
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/// <param name="userId">The user id</param>
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/// <param name="projectId">The project id</param>
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/// <param name="userToken">The user token</param>
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/// <param name="controls">The job controls instance</param>
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/// <param name="algorithmMode">The algorithm mode</param>
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public virtual void Initialize(int userId, int projectId, string userToken, Controls controls, AlgorithmMode algorithmMode)
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{
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AlgorithmStorageRoot = StorageRoot();
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// create the root path if it does not exist
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var directoryInfo = FileHandler.CreateDirectory(AlgorithmStorageRoot);
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// full name will return a normalized path which is later easier to compare
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AlgorithmStorageRoot = directoryInfo.FullName;
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Controls = controls;
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_algorithmMode = algorithmMode;
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// if <= 0 we disable periodic persistence and make it synchronous
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if (Controls.PersistenceIntervalSeconds > 0)
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{
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_persistenceTimer = new Timer(_ => Persist(), null, Controls.PersistenceIntervalSeconds * 1000, Timeout.Infinite);
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}
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Log.Trace($"LocalObjectStore.Initialize(): Storage Root: {directoryInfo.FullName}. StorageFileCount {controls.StorageFileCount}. StorageLimit {BytesToMb(controls.StorageLimit)}MB. StoragePermissions {Controls.StorageAccess}");
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}
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/// <summary>
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/// Storage root path
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/// </summary>
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protected virtual string StorageRoot()
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{
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return DefaultObjectStore;
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}
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/// <summary>
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/// Loads objects from the AlgorithmStorageRoot into the ObjectStore
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/// </summary>
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private IEnumerable<ObjectStoreEntry> GetObjectStoreEntries(bool loadContent)
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{
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HashSet<string> _yielded = [];
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if (Controls.StorageAccess.Read)
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{
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foreach (var kvp in _storage)
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{
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if (!loadContent || kvp.Value.Data != null)
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{
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// let's first serve what we already have in memory because it might include files which are not on disk yet
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_yielded.Add(kvp.Key);
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yield return kvp.Value;
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}
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}
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foreach (var file in FileHandler.EnumerateFiles(AlgorithmStorageRoot, "*", SearchOption.AllDirectories, out var rootFolder))
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{
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var path = NormalizePath(file.FullName.RemoveFromStart(rootFolder));
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if (!_yielded.Add(path))
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{
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continue;
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}
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ObjectStoreEntry objectStoreEntry;
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if (loadContent)
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{
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if (!_storage.TryGetValue(path, out objectStoreEntry) || objectStoreEntry.Data == null)
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{
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if (TryCreateObjectStoreEntry(file.FullName, path, out objectStoreEntry))
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{
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// load file if content is null or not present, we prioritize the version we have in memory
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yield return _storage[path] = objectStoreEntry;
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}
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}
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}
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else
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{
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if (!_storage.ContainsKey(path))
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{
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// we do not read the file contents yet, just the name. We read the contents on demand
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yield return _storage[path] = new ObjectStoreEntry(path, null);
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}
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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 the file paths present in the object store. This is specially useful not to load the object store into memory
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/// </summary>
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public ICollection<string> Keys
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{
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get
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{
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return GetObjectStoreEntries(loadContent: false).Select(objectStoreEntry => objectStoreEntry.Path).ToList();
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}
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}
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/// <summary>
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/// Will clear the object store state cache. This is useful when the object store is used concurrently by nodes which want to share information
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/// </summary>
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public void Clear()
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{
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// write to disk anything pending first
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Persist();
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_storage.Clear();
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}
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/// <summary>
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/// Determines whether the store contains data for the specified path
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/// </summary>
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/// <param name="path">The object path</param>
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/// <returns>True if the key was found</returns>
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public bool ContainsKey(string path)
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{
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if (path == null)
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{
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throw new ArgumentNullException(nameof(path));
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}
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if (!Controls.StorageAccess.Read)
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{
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throw new InvalidOperationException($"LocalObjectStore.ContainsKey(): {NoReadPermissionsError}");
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}
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path = NormalizePath(path);
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if (_storage.ContainsKey(path))
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{
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return true;
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}
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// if we don't have the file but it exists, be friendly and register it
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var filePath = PathForKey(path);
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if (FileHandler.Exists(filePath))
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{
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_storage[path] = new ObjectStoreEntry(path, null);
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return true;
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}
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return false;
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}
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/// <summary>
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/// Returns the object data for the specified path
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/// </summary>
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/// <param name="path">The object path</param>
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/// <returns>A byte array containing the data</returns>
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public byte[] ReadBytes(string path)
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{
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// Ensure we have the key, also takes care of null or improper access
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if (!ContainsKey(path))
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{
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throw new KeyNotFoundException($"Object with path '{path}' was not found in the current project. " +
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"Please use ObjectStore.ContainsKey(key) to check if an object exists before attempting to read."
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);
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}
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path = NormalizePath(path);
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if (!_storage.TryGetValue(path, out var objectStoreEntry) || objectStoreEntry.Data == null)
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{
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var filePath = PathForKey(path);
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if (TryCreateObjectStoreEntry(filePath, path, out objectStoreEntry))
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{
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// if there is no data in the cache and the file exists on disk let's load it
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_storage[path] = objectStoreEntry;
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}
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}
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return objectStoreEntry?.Data;
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}
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/// <summary>
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/// Saves the object data for the specified path
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/// </summary>
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/// <param name="path">The object path</param>
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/// <param name="contents">The object data</param>
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/// <returns>True if the save operation was successful</returns>
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public bool SaveBytes(string path, byte[] contents)
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{
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if (path == null)
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{
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throw new ArgumentNullException(nameof(path));
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}
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else if (!Controls.StorageAccess.Write)
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{
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throw new InvalidOperationException($"LocalObjectStore.SaveBytes(): {NoWritePermissionsError}");
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}
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else if (!_pathRegex.IsMatch(path))
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{
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throw new ArgumentException($"LocalObjectStore: path is not supported: '{path}'");
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}
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else if (path.Count(c => c == '/') > 100 || path.Count(c => c == '\\') > 100)
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{
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// just in case
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throw new ArgumentException($"LocalObjectStore: path is not supported: '{path}'");
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}
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// after we check the regex
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path = NormalizePath(path);
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if (InternalSaveBytes(path, contents)
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// only persist if we actually stored some new data, else can skip
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&& contents != null)
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{
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IsDirty = true;
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// if <= 0 we disable periodic persistence and make it synchronous
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if (Controls.PersistenceIntervalSeconds <= 0)
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{
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Persist();
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}
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return true;
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}
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return false;
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}
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/// <summary>
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/// Won't trigger persist nor will check storage write permissions, useful on initialization since it allows read only permissions to load the object store
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/// </summary>
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protected bool InternalSaveBytes(string path, byte[] contents)
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{
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if (!IsWithinStorageLimit(path, contents))
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{
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return false;
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}
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// Add the dirty entry
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var entry = _storage[path] = new ObjectStoreEntry(path, contents);
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entry.SetDirty();
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return true;
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}
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/// <summary>
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/// Validates storage limits are respected on a new save operation
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/// </summary>
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protected virtual bool IsWithinStorageLimit(string path, byte[] contents)
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{
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// Before saving confirm we are abiding by the control rules
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// Start by counting our file and its length
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var fileCount = 1;
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var expectedStorageSizeBytes = contents?.Length ?? 0L;
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foreach (var kvp in GetObjectStoreEntries(loadContent: false))
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{
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if (path.Equals(kvp.Path))
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{
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// Skip we have already counted this above
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// If this key was already in storage it will be replaced.
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}
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else
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{
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fileCount++;
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if (kvp.Data != null)
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{
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// if the data is in memory use it
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expectedStorageSizeBytes += kvp.Data.Length;
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}
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else
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{
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expectedStorageSizeBytes += FileHandler.TryGetFileLength(PathForKey(kvp.Path));
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}
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}
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}
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if (fileCount > MaxFiles)
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{
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var message = $"You have reached the ObjectStore limit for files it can save: {fileCount}/{MaxFiles}. " +
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$"Unable to save the new file. You can find the limit with the ObjectStore.{nameof(ObjectStore.MaxFiles)} property.";
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Log.Error($"LocalObjectStore.InternalSaveBytes(): {message} File: '{path}'");
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return HandleStorageLimitExceeded(message);
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}
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// Verify we are within Storage limit
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if (expectedStorageSizeBytes > MaxSize)
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{
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var message = $"You have reached the ObjectStore storage capacity limit: {BytesToMb(expectedStorageSizeBytes)}MB/{BytesToMb(MaxSize)}MB. " +
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$"Unable to save the new file. You can find the limit with the ObjectStore.{nameof(ObjectStore.MaxSize)} property.";
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Log.Error($"LocalObjectStore.InternalSaveBytes(): {message} File: '{path}'");
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return HandleStorageLimitExceeded(message);
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}
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return true;
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}
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private bool HandleStorageLimitExceeded(string message)
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{
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if (_algorithmMode == AlgorithmMode.Research)
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{
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throw new StorageLimitExceededException(message);
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}
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else
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{
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OnErrorRaised(new StorageLimitExceededException(message));
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return false;
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}
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}
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/// <summary>
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/// Deletes the object data for the specified path
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/// </summary>
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/// <param name="path">The object path</param>
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/// <returns>True if the delete operation was successful</returns>
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public bool Delete(string path)
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{
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if (path == null)
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{
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throw new ArgumentNullException(nameof(path));
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}
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if (!Controls.StorageAccess.Delete)
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{
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throw new InvalidOperationException($"LocalObjectStore.Delete(): {NoDeletePermissionsError}");
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}
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path = NormalizePath(path);
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var wasInCache = _storage.TryRemove(path, out var _);
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var filePath = PathForKey(path);
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if (FileHandler.Exists(filePath))
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{
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try
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{
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FileHandler.Delete(filePath);
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return true;
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}
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catch
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{
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// This try sentence is to prevent a race condition with the Delete within the PersisData() method
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}
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}
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return wasInCache;
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}
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/// <summary>
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/// Returns the file path for the specified path
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/// </summary>
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/// <remarks>If the key is not already inserted it will just return a path associated with it
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/// and add the key with null value</remarks>
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/// <param name="path">The object path</param>
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/// <returns>The path for the file</returns>
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public virtual string GetFilePath(string path)
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{
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// Ensure we have an object for that key
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if (!ContainsKey(path))
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{
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// Add a key with null value to tell Persist() not to delete the file created in the path associated
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// with this key and not update it with the value associated with the key(null)
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SaveBytes(path, null);
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}
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else
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{
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// Persist to ensure pur files are up to date
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Persist();
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}
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// Fetch the path to file and return it
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var normalizedPathKey = PathForKey(path);
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var parent = Directory.GetParent(normalizedPathKey);
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if (parent != null && parent.FullName != AlgorithmStorageRoot)
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{
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// let's create the parent folder if it's not the root storage and it does not exist
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if (!FileHandler.DirectoryExists(parent.FullName))
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{
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FileHandler.CreateDirectory(parent.FullName);
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}
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}
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return normalizedPathKey;
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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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public virtual void Dispose()
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{
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Log.Trace("LocalObjectStore.Dispose(): start...");
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try
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{
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if (_persistenceTimer != null)
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{
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_persistenceTimer.Change(Timeout.Infinite, Timeout.Infinite);
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var tmp = _persistenceTimer;
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// stop persist from rescheduling timer
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_persistenceTimer = null;
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Persist();
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tmp.DisposeSafely();
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}
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}
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catch (Exception err)
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{
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Log.Error(err, "Error deleting storage directory.");
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}
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Log.Trace("LocalObjectStore.Dispose(): end");
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}
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/// <summary>Returns an enumerator that iterates through the collection.</summary>
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/// <returns>A <see cref="T:System.Collections.Generic.IEnumerator`1" /> that can be used to iterate through the collection.</returns>
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/// <filterpriority>1</filterpriority>
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public IEnumerator<KeyValuePair<string, byte[]>> GetEnumerator()
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{
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return GetObjectStoreEntries(loadContent: true).Select(objectStore => new KeyValuePair<string, byte[]>(objectStore.Path, objectStore.Data)).GetEnumerator();
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}
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/// <summary>Returns an enumerator that iterates through a collection.</summary>
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/// <returns>An <see cref="T:System.Collections.IEnumerator" /> object that can be used to iterate through the collection.</returns>
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/// <filterpriority>2</filterpriority>
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IEnumerator IEnumerable.GetEnumerator()
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{
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return GetEnumerator();
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}
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/// <summary>
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/// Get's a file path for a given path.
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/// Internal use only because it does not guarantee the existence of the file.
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/// </summary>
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protected string PathForKey(string path)
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{
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return Path.Combine(AlgorithmStorageRoot, NormalizePath(path));
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}
|
|
|
|
/// <summary>
|
|
/// Invoked periodically to persist the object store's contents
|
|
/// </summary>
|
|
private void Persist()
|
|
{
|
|
// Acquire the persist lock
|
|
lock (_persistLock)
|
|
{
|
|
try
|
|
{
|
|
// If there are no changes we are fine
|
|
if (!IsDirty)
|
|
{
|
|
return;
|
|
}
|
|
IsDirty = false;
|
|
|
|
if (!PersistData())
|
|
{
|
|
IsDirty = true;
|
|
}
|
|
}
|
|
catch (Exception err)
|
|
{
|
|
Log.Error("LocalObjectStore.Persist()", err);
|
|
OnErrorRaised(err);
|
|
}
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Overridable persistence function
|
|
/// </summary>
|
|
/// <returns>True if persistence was successful, otherwise false</returns>
|
|
protected virtual bool PersistData()
|
|
{
|
|
try
|
|
{
|
|
// Write our store data to disk
|
|
// Skip the key associated with null values. They are not linked to a file yet or not loaded
|
|
// Also skip fails which are not flagged as dirty
|
|
foreach (var kvp in _storage)
|
|
{
|
|
if (kvp.Value.Data != null && kvp.Value.IsDirty)
|
|
{
|
|
var filePath = PathForKey(kvp.Key);
|
|
// directory might not exist for custom prefix
|
|
var parentDirectory = Path.GetDirectoryName(filePath);
|
|
if (!FileHandler.DirectoryExists(parentDirectory))
|
|
{
|
|
FileHandler.CreateDirectory(parentDirectory);
|
|
}
|
|
FileHandler.WriteAllBytes(filePath, kvp.Value.Data);
|
|
|
|
// clear the dirty flag
|
|
kvp.Value.SetClean();
|
|
|
|
// This kvp could have been deleted by the Delete() method
|
|
if (!_storage.Contains(kvp))
|
|
{
|
|
try
|
|
{
|
|
FileHandler.Delete(filePath);
|
|
}
|
|
catch
|
|
{
|
|
// This try sentence is to prevent a race condition with the Delete() method
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
return true;
|
|
}
|
|
catch (Exception err)
|
|
{
|
|
Log.Error(err, "LocalObjectStore.PersistData()");
|
|
OnErrorRaised(err);
|
|
return false;
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Event invocator for the <see cref="ErrorRaised"/> event
|
|
/// </summary>
|
|
protected virtual void OnErrorRaised(Exception error)
|
|
{
|
|
ErrorRaised?.Invoke(this, new ObjectStoreErrorRaisedEventArgs(error));
|
|
}
|
|
|
|
/// <summary>
|
|
/// Converts a number of bytes to megabytes as it's more human legible
|
|
/// </summary>
|
|
private static double BytesToMb(long bytes)
|
|
{
|
|
return bytes / 1024.0 / 1024.0;
|
|
}
|
|
|
|
private static string NormalizePath(string path)
|
|
{
|
|
if (string.IsNullOrEmpty(path))
|
|
{
|
|
return path;
|
|
}
|
|
return path.TrimStart('.').TrimStart('/', '\\').Replace('\\', '/');
|
|
}
|
|
|
|
private bool TryCreateObjectStoreEntry(string filePath, string path, out ObjectStoreEntry objectStoreEntry)
|
|
{
|
|
var count = 0;
|
|
do
|
|
{
|
|
count++;
|
|
try
|
|
{
|
|
if (FileHandler.Exists(filePath))
|
|
{
|
|
objectStoreEntry = new ObjectStoreEntry(path, FileHandler.ReadAllBytes(filePath));
|
|
return true;
|
|
}
|
|
objectStoreEntry = null;
|
|
return false;
|
|
}
|
|
catch (Exception)
|
|
{
|
|
if (count > 3)
|
|
{
|
|
throw;
|
|
}
|
|
else
|
|
{
|
|
// let's be resilient and retry, avoid race conditions, someone updating it or just random io failure
|
|
Thread.Sleep(250);
|
|
}
|
|
}
|
|
} while (true);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Helper class to hold the state of an object store file
|
|
/// </summary>
|
|
private class ObjectStoreEntry
|
|
{
|
|
private long _isDirty;
|
|
public byte[] Data { get; }
|
|
public string Path { get; }
|
|
public bool IsDirty => Interlocked.Read(ref _isDirty) != 0;
|
|
public ObjectStoreEntry(string path, byte[] data)
|
|
{
|
|
Path = path;
|
|
Data = data;
|
|
}
|
|
public void SetDirty()
|
|
{
|
|
// flag as dirty
|
|
Interlocked.CompareExchange(ref _isDirty, 1, 0);
|
|
}
|
|
public void SetClean()
|
|
{
|
|
Interlocked.CompareExchange(ref _isDirty, 0, 1);
|
|
}
|
|
}
|
|
}
|
|
}
|