124 lines
4.5 KiB
C#
124 lines
4.5 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.Generic;
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using System.IO;
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using System.Linq;
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using QuantConnect.Logging;
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namespace QuantConnect.ToolBox
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{
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/// <summary>
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/// Processing harness used to read files in, parse them, and process them.
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/// </summary>
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public class RawFileProcessor : IDisposable
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{
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private DateTime? _start;
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private readonly IStreamProvider _streamProvider;
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private readonly IStreamParser _parser;
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private readonly IDataProcessor[] _processors;
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/// <summary>
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/// Gets or sets a name used for logging
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/// </summary>
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public string Name { get; set; }
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/// <summary>
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/// Initializes a new instance of the <see cref="RawFileProcessor"/> class
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/// </summary>
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public RawFileProcessor(IStreamProvider streamProvider, IStreamParser parser, params IDataProcessor[] processors)
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{
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_streamProvider = streamProvider;
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_parser = parser;
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_processors = processors;
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}
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/// <summary>
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/// Runs the raw file processor on the specified files
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/// </summary>
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/// <param name="name">A name for the processor used for logging</param>
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/// <param name="sources">The raw files to be processed</param>
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/// <param name="streamProvider">Instance capable of reading the sources into a stream</param>
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/// <param name="streamParser">Instance capable of parsing the provided stream</param>
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/// <param name="processors">The data processors to process the parsed data</param>
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/// <returns>True if the operation completed without error, otherwise false</returns>
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public static bool Run(string name, IEnumerable<string> sources, IStreamProvider streamProvider, IStreamParser streamParser, params IDataProcessor[] processors)
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{
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using (var processor = new RawFileProcessor(streamProvider, streamParser, processors) { Name = name })
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{
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foreach (var zip in sources)
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{
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try
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{
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processor.Process(zip);
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}
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catch (Exception err)
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{
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Log.Error(err);
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return false;
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}
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}
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}
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return true;
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}
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/// <summary>
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/// Perform processing on the specified source file
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/// </summary>
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/// <param name="source">The source file to be processed</param>
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public void Process(string source)
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{
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_start = _start ?? DateTime.UtcNow;
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// process the source file
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foreach (var stream in _streamProvider.Open(source))
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{
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using (stream)
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{
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foreach (var data in _parser.Parse(source, stream))
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{
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foreach (var processor in _processors)
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{
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processor.Process(data);
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}
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}
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}
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}
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Log.Trace("RawFileProcessor.Process({0}): Finished.", source);
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_streamProvider.Close(source);
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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 void Dispose()
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{
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_streamProvider.Dispose();
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_parser.Dispose();
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foreach (var processor in _processors)
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{
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processor.Dispose();
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}
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if (_start.HasValue)
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{
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var stop = DateTime.UtcNow;
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Log.Trace("RawFileProcessor.Dispose({0}): Elapsed {1}", Name, stop - _start);
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}
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}
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}
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} |