wehub-resource-sync
121 lines
4.1 KiB
C#
121 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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*/
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using System;
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using System.IO;
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using Ionic.Zip;
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using System.Linq;
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using QuantConnect.Util;
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using QuantConnect.Logging;
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using QuantConnect.Interfaces;
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using System.Collections.Generic;
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namespace QuantConnect.Lean.Engine.DataFeeds
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{
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/// <summary>
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/// Default implementation of the <see cref="IDataCacheProvider"/>
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/// Does not cache data. If the data is a zip, the first entry is returned
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/// </summary>
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public class SingleEntryDataCacheProvider : IDataCacheProvider
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{
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private readonly IDataProvider _dataProvider;
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private ZipFile _zipFile;
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private Stream _zipFileStream;
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/// <summary>
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/// Property indicating the data is temporary in nature and should not be cached.
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/// </summary>
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public bool IsDataEphemeral { get; }
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/// <summary>
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/// Constructor that takes the <see cref="IDataProvider"/> to be used to retrieve data
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/// </summary>
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public SingleEntryDataCacheProvider(IDataProvider dataProvider, bool isDataEphemeral = true)
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{
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_dataProvider = dataProvider;
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IsDataEphemeral = isDataEphemeral;
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}
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/// <summary>
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/// Fetch data from the cache
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/// </summary>
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/// <param name="key">A string representing the key of the cached data</param>
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/// <returns>An <see cref="Stream"/> of the cached data</returns>
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public Stream Fetch(string key)
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{
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LeanData.ParseKey(key, out var filePath, out var entryName);
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var stream = _dataProvider.Fetch(filePath);
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if (filePath.EndsWith(".zip") && stream != null)
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{
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// get the first entry from the zip file
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try
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{
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var entryStream = Compression.UnzipStream(stream, out _zipFile, entryName);
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// save the file stream so it can be disposed later
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_zipFileStream = stream;
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return entryStream;
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}
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catch (ZipException exception)
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{
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Log.Error("SingleEntryDataCacheProvider.Fetch(): Corrupt file: " + key + " Error: " + exception);
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stream.DisposeSafely();
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return null;
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}
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}
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return stream;
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}
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/// <summary>
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/// Not implemented
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/// </summary>
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/// <param name="key">The source of the data, used as a key to retrieve data in the cache</param>
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/// <param name="data">The data to cache as a byte array</param>
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public void Store(string key, byte[] data)
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{
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//
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}
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/// <summary>
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/// Returns a list of zip entries in a provided zip file
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/// </summary>
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public List<string> GetZipEntries(string zipFile)
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{
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var stream = _dataProvider.Fetch(zipFile);
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if (stream == null)
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{
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throw new ArgumentException($"Failed to create source stream {zipFile}");
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}
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var entryNames = Compression.GetZipEntryFileNames(stream).ToList();
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stream.DisposeSafely();
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return entryNames;
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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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_zipFile?.DisposeSafely();
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_zipFileStream?.DisposeSafely();
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}
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}
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}
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