144 lines
4.9 KiB
C#
144 lines
4.9 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*
|
|
*/
|
|
|
|
using System.IO;
|
|
using Ionic.Zip;
|
|
using System.Linq;
|
|
using QuantConnect.Util;
|
|
using QuantConnect.Logging;
|
|
using QuantConnect.Interfaces;
|
|
using System.Collections.Generic;
|
|
|
|
namespace QuantConnect.Data
|
|
{
|
|
/// <summary>
|
|
/// Simple data cache provider, writes and reads directly from disk
|
|
/// Used as default for <see cref="LeanDataWriter"/>
|
|
/// </summary>
|
|
public class DiskDataCacheProvider : IDataCacheProvider
|
|
{
|
|
private readonly KeyStringSynchronizer _synchronizer;
|
|
|
|
/// <summary>
|
|
/// Property indicating the data is temporary in nature and should not be cached.
|
|
/// </summary>
|
|
public bool IsDataEphemeral => false;
|
|
|
|
/// <summary>
|
|
/// Creates a new instance
|
|
/// </summary>
|
|
public DiskDataCacheProvider() : this(new KeyStringSynchronizer())
|
|
{
|
|
}
|
|
|
|
/// <summary>
|
|
/// Creates a new instance using the given synchronizer
|
|
/// </summary>
|
|
/// <param name="locker">The synchronizer instance to use</param>
|
|
public DiskDataCacheProvider(KeyStringSynchronizer locker)
|
|
{
|
|
_synchronizer = locker;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Fetch data from the cache
|
|
/// </summary>
|
|
/// <param name="key">A string representing the key of the cached data</param>
|
|
/// <returns>An <see cref="Stream"/> of the cached data</returns>
|
|
public Stream Fetch(string key)
|
|
{
|
|
LeanData.ParseKey(key, out var filePath, out var entryName);
|
|
|
|
return _synchronizer.Execute(filePath, () =>
|
|
{
|
|
if (!File.Exists(filePath))
|
|
{
|
|
return null;
|
|
}
|
|
|
|
try
|
|
{
|
|
using (var zip = ZipFile.Read(filePath))
|
|
{
|
|
ZipEntry entry;
|
|
if (entryName.IsNullOrEmpty())
|
|
{
|
|
// Return the first entry
|
|
entry = zip[0];
|
|
}
|
|
else
|
|
{
|
|
// Attempt to find our specific entry
|
|
if (!zip.ContainsEntry(entryName))
|
|
{
|
|
return null;
|
|
}
|
|
|
|
entry = zip[entryName];
|
|
}
|
|
|
|
// Extract our entry and return it
|
|
var stream = new MemoryStream();
|
|
entry.Extract(stream);
|
|
stream.Position = 0;
|
|
return stream;
|
|
}
|
|
}
|
|
catch (ZipException exception)
|
|
{
|
|
Log.Error("DiskDataCacheProvider.Fetch(): Corrupt file: " + key + " Error: " + exception);
|
|
return null;
|
|
}
|
|
});
|
|
}
|
|
|
|
/// <summary>
|
|
/// Store the data in the cache. Not implemented in this instance of the IDataCacheProvider
|
|
/// </summary>
|
|
/// <param name="key">The source of the data, used as a key to retrieve data in the cache</param>
|
|
/// <param name="data">The data as a byte array</param>
|
|
public void Store(string key, byte[] data)
|
|
{
|
|
LeanData.ParseKey(key, out var filePath, out var entryName);
|
|
|
|
_synchronizer.Execute(filePath, singleExecution: false, () =>
|
|
{
|
|
Compression.ZipCreateAppendData(filePath, entryName, data, true);
|
|
});
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a list of zip entries in a provided zip file
|
|
/// </summary>
|
|
public List<string> GetZipEntries(string zipFile)
|
|
{
|
|
return _synchronizer.Execute(zipFile, () =>
|
|
{
|
|
using var stream = new FileStream(FileExtension.ToNormalizedPath(zipFile), FileMode.Open, FileAccess.Read);
|
|
return Compression.GetZipEntryFileNames(stream).ToList();
|
|
});
|
|
}
|
|
|
|
/// <summary>
|
|
/// Dispose for this class
|
|
/// </summary>
|
|
public void Dispose()
|
|
{
|
|
//NOP
|
|
}
|
|
}
|
|
}
|