wehub-resource-sync
108 lines
4.1 KiB
C#
108 lines
4.1 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 System.Linq;
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using QuantConnect.Securities;
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using QuantConnect.Configuration;
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namespace QuantConnect.ToolBox
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{
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/// <summary>
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/// Base tool for pulling data from a remote source and updating existing csv file.
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/// </summary>
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public class ExchangeInfoUpdater
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{
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private readonly IExchangeInfoDownloader _eidl;
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public ExchangeInfoUpdater(IExchangeInfoDownloader eidl)
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{
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_eidl = eidl;
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}
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/// <summary>
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/// Update existing symbol properties database
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/// </summary>
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public void Run()
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{
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var directory = Path.Combine(Globals.DataFolder, "symbol-properties");
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var file = Path.Combine(directory, "symbol-properties-database.csv");
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var baseOutputDirectory = Config.Get("temp-output-directory", "/temp-output-directory");
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var tempOutputDirectory = Directory.CreateDirectory(Path.Combine(baseOutputDirectory, "symbol-properties"));
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var tmp = Path.Combine(tempOutputDirectory.FullName, "symbol-properties-database.csv");
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if (File.Exists(tmp))
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{
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file = tmp;
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}
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else if (!File.Exists(file))
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{
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throw new FileNotFoundException("Unable to locate symbol properties file: " + file);
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}
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// Read file data before to escape from clash if file == tmp
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// Dispose off enumerator to free up resource
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var fileLines = File.ReadLines(file).ToList();
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using (var writer = new StreamWriter(tmp))
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{
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var fetch = false;
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var filter = $"{_eidl.Market},";
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foreach (var line in fileLines)
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{
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if (!line.StartsWithInvariant(filter, true))
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{
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writer.WriteLine(line);
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}
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else if (!fetch)
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{
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WriteData(writer);
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fetch = true;
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}
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}
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if (!fetch)
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{
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writer.WriteLine(Environment.NewLine);
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WriteData(writer);
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}
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}
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}
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private void WriteData(StreamWriter writer)
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{
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var existingSymbolPropertiesDatabase = SymbolPropertiesDatabase.FromDataFolder();
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var entryPerSymbol = _eidl.Get().ToDictionary(newLine => {
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var splitted = newLine.Split(',');
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return new SecurityDatabaseKey(splitted[0], splitted[1], (SecurityType)Enum.Parse(typeof(SecurityType), splitted[2], true));
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});
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foreach (var existingEntry in existingSymbolPropertiesDatabase.GetSymbolPropertiesList(_eidl.Market))
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{
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if (!entryPerSymbol.ContainsKey(existingEntry.Key))
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{
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// let's keep any existing which is no longer available, to take into account for delistings/removals
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entryPerSymbol[existingEntry.Key] = $"{existingEntry.Key.Market},{existingEntry.Key.Symbol},{existingEntry.Key.SecurityType.ToLower()},{existingEntry.Value}";
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}
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}
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foreach (var upd in entryPerSymbol.OrderBy(x => x.Key.SecurityType).ThenBy(x => x.Key.Symbol))
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{
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writer.WriteLine(upd.Value);
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}
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}
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}
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}
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