wehub-resource-sync
72 lines
2.7 KiB
C#
72 lines
2.7 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 System.Collections.Generic;
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namespace QuantConnect.Data.Auxiliary
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{
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/// <summary>
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/// Helper class for handling mapfile zip files
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/// </summary>
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public static class MapFileZipHelper
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{
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/// <summary>
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/// Gets the mapfile zip filename for the specified date
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/// </summary>
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public static string GetMapFileZipFileName(string market, DateTime date, SecurityType securityType)
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{
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return Path.Combine(Globals.DataFolder, MapFile.GetRelativeMapFilePath(market, securityType), $"map_files_{date:yyyyMMdd}.zip");
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}
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/// <summary>
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/// Reads the zip bytes as text and parses as MapFileRows to create MapFiles
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/// </summary>
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public static IEnumerable<MapFile> ReadMapFileZip(Stream file, string market, SecurityType securityType)
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{
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if (file == null || file.Length == 0)
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{
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return Enumerable.Empty<MapFile>();
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}
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var result = from kvp in Compression.Unzip(file)
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let filename = kvp.Key
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where filename.EndsWith(".csv", StringComparison.InvariantCultureIgnoreCase)
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let lines = kvp.Value.Where(line => !string.IsNullOrEmpty(line))
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let mapFile = SafeRead(filename, lines, market, securityType)
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select mapFile;
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return result;
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}
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/// <summary>
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/// Parses the contents as a MapFile, if error returns a new empty map file
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/// </summary>
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private static MapFile SafeRead(string filename, IEnumerable<string> contents, string market, SecurityType securityType)
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{
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var permtick = Path.GetFileNameWithoutExtension(filename);
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try
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{
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return new MapFile(permtick, contents.Select(s => MapFileRow.Parse(s, market, securityType)));
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}
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catch
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{
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return new MapFile(permtick, Enumerable.Empty<MapFileRow>());
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}
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}
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}
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}
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