Files
quantconnect--lean/Engine/DataFeeds/DefaultDataProvider.cs
Martin Molinero 81974b3fb3 Address reviews
2019-11-20 17:20:33 -03:00

59 lines
2.0 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;
using System.IO;
using QuantConnect.Interfaces;
namespace QuantConnect.Lean.Engine.DataFeeds
{
/// <summary>
/// Default file provider functionality that does not attempt to retrieve any data
/// </summary>
public class DefaultDataProvider : IDataProvider, IDisposable
{
/// <summary>
/// Retrieves data from disc to be used in an algorithm
/// </summary>
/// <param name="key">A string representing where the data is stored</param>
/// <returns>A <see cref="Stream"/> of the data requested</returns>
public Stream Fetch(string key)
{
try
{
return new FileStream(key, FileMode.Open, FileAccess.Read, FileShare.Read);
}
catch (Exception exception)
{
if (exception is DirectoryNotFoundException
|| exception is FileNotFoundException)
{
return null;
}
throw;
}
}
/// <summary>
/// The stream created by this type is passed up the stack to the IStreamReader
/// The stream is closed when the StreamReader that wraps this stream is disposed</summary>
public void Dispose()
{
//
}
}
}