Jhonathan Abreu
55b09a1ea6
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* Data monitor (FIRST TEST) * Calculate data request frequency in data monitor * Detecting universe data usage in data monitor * Json data monitor report generation * Data monitor refactor * Log and store data monitor report * Data monitor report tests * Clean up * Clean up * Address changes request * Address changes request * Wire data monitor only for backtest, not for live or research * Minor tweaks * Some minor tweaks Co-authored-by: Martin-Molinero <martin@quantconnect.com>
78 lines
2.7 KiB
C#
78 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 QuantConnect.Interfaces;
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namespace QuantConnect.Lean.Engine.DataFeeds
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{
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/// <summary>
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/// Default file provider functionality that retrieves data from disc to be used in an algorithm
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/// </summary>
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public class DefaultDataProvider : IDataProvider, IDisposable
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{
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/// <summary>
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/// Event raised each time data fetch is finished (successfully or not)
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/// </summary>
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public event EventHandler<DataProviderNewDataRequestEventArgs> NewDataRequest;
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/// <summary>
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/// Retrieves data from disc to be used in an algorithm
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/// </summary>
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/// <param name="key">A string representing where the data is stored</param>
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/// <returns>A <see cref="Stream"/> of the data requested</returns>
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public virtual Stream Fetch(string key)
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{
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var success = true;
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try
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{
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return new FileStream(key, FileMode.Open, FileAccess.Read, FileShare.Read);
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}
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catch (Exception exception)
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{
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success = false;
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if (exception is DirectoryNotFoundException
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|| exception is FileNotFoundException)
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{
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return null;
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}
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throw;
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}
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finally
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{
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OnNewDataRequest(new DataProviderNewDataRequestEventArgs(key, success));
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}
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}
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/// <summary>
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/// The stream created by this type is passed up the stack to the IStreamReader
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/// The stream is closed when the StreamReader that wraps this stream is disposed</summary>
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public void Dispose()
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{
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//
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}
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/// <summary>
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/// Event invocator for the <see cref="NewDataRequest"/> event
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/// </summary>
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protected virtual void OnNewDataRequest(DataProviderNewDataRequestEventArgs e)
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{
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NewDataRequest?.Invoke(this, e);
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}
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}
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}
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