Colton Sellers
dd4da7ba95
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
* Create generic writing for LeanDataWriter, + notes on todos * Make Options Daily/Hourly data store by year * Refactor Generic Write * Permit hour and daily resolutions for options * Refactor writer to merge when needed with other files * Cleanup redundancies, run write tasks in parallel * Make needed classes/vars available * Update tests to reflect new naming convention for daily hourly options data * Add Byte[] overloads for ZipData functions in compression * Implemented Store() for ZipDataCacheProvider * Have LeanDataWriter use a DataCacheProvider * ZipDataCacheProvider cleanup * ZipDataCacheProvider tweaks, doesn't support storing non-zips * Test adjustments * Update LeanDataWriter to use Write instead of SaveDailyHourly/SaveMinuteSecond * Implement tests to verify DownloadAndSave behavior * Nit cleanup on DownloadAndSave tests * Fix for options daily/hourly underlying equity subscription read * Add daily/hourly options data and regressions * Add missing open interest for hourly * Fix writing of OpenInterest Daily/Hourly data * Update data * Fix Date typo in regression * Use daily algorithm to test delisting * Revisions part 1 * Expand test for DataCacheProviders; refactor DiskDataCacheProvider * nit - test adjustments * ZipDataCacheProvider test setup refactor * Adjust multithreaded read/write test; fixes for ZipDataCacheProvider * Move DiskDataCacheProvider to its own file and add write test * Remove _appendToZips; always overwrite entry or create zip * Add mapping regression for daily options * nit - add license to regression * Fix Tick write case where more than one data point for a DateTime * Fix data issue * Address review * Tweaks for tests * Stop Store() early if no entry name is given
47 lines
1.6 KiB
C#
47 lines
1.6 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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namespace QuantConnect.Interfaces
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{
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/// <summary>
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/// Defines a cache for data
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/// </summary>
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public interface IDataCacheProvider : IDisposable
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{
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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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bool IsDataEphemeral { get; }
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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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Stream Fetch(string key);
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/// <summary>
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/// Store the data in the cache
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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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void Store(string key, byte[] data);
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}
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}
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