Feras Salim
d6e3890db9
ToolBox support for converting Ivolatility equity data to Lean TradeBar format for min,hour,day resolutions. Also adds Gzip stream reader to list of supported zip formats.
70 lines
2.4 KiB
C#
70 lines
2.4 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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namespace QuantConnect.ToolBox
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{
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/// <summary>
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/// Defines how to open/close a source file
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/// </summary>
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public interface IStreamProvider : IDisposable
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{
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/// <summary>
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/// Opens the specified source as read to be consumed stream
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/// </summary>
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/// <param name="source">The source file to be opened</param>
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/// <returns>The stream representing the specified source</returns>
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IEnumerable<Stream> Open(string source);
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/// <summary>
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/// Closes the specified source file stream
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/// </summary>
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/// <param name="source">The source file to be closed</param>
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void Close(string source);
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}
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/// <summary>
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/// Provides factor method for creating an <see cref="IStreamProvider"/> from a file name
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/// </summary>
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public static class StreamProvider
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{
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/// <summary>
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/// Creates a new <see cref="IStreamProvider"/> capable of reading a file with the specified extenson
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/// </summary>
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/// <param name="extension">The file extension</param>
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/// <returns>A new stream provider capable of reading files with the specified extension</returns>
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public static IStreamProvider ForExtension(string extension)
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{
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var ext = Path.GetExtension(extension);
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if (ext == ".zip")
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{
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return new ZipStreamProvider();
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}
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if (ext == ".bz2")
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{
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return new Bz2StreamProvider();
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}
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if (ext == ".gz")
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{
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return new GzipStreamProvider();
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}
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return new FileStreamProvider();
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}
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}
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} |