Colton Sellers
ab6027723f
Build & Test Lean / build (push) Has been cancelled
* Use lean data key as param for request * key -> filePath rename and some cleanup * Refactor * Add Organizations Endpoints * Add some organization api wrapper objects * Address namespace issue * Reorganize Api Test into seperate files using one ApiTestBase * Add Organization tests * Use capitalized "API" test namespace to reduce amount of file changes * Add License to test base * Update /data endpoint functions and response objects * Update ApiDataProvider Logic * Handle deserialization of organization products * Simplify converter * Only throw for equity requests when not subscribed to map/factor files * Add missing header * Make arguement exception * Api adjustments * Add Zip factor and map file providers - Common project will now reference Compression project and not the other way round. - Adding Zip FactorFile and MapFile providers * Refactor FactorFileProvider to use DataProvider to fetch files * Use resulting MinimumDate in construction of FactorFile * Nit FactorFile comments and arrangement * Refactor MapFileProviders to use DataProvider for fetching files * Refactor ZipFileProvider * Clean up * Refactor Backtesting Future/Option chain providers to use dataprovider * Fixes for data/ endpoints and test adjustments * Response objects adjustments/cleanups * ApiDateProvider fixes and testing * Add LocalZipFactorFileTests * Update ApiDataProvider download test to verify stream is not null * Implement posting of agreement summary and signed time * Mark all Api related tests as explicit and document details on running * Clarify default token on ApiTestBase * Adjust summary * Update Api responses for QCC, except org products which are sold in USD * Implement cache expiration for zip MapFile and FactorFiles. Adding unit tests * Fix multiple markets for ZipFactorFile provider * Use Symbol as cache key * Api.cs review * Dispose of factorFileStream after reading * Use zip.EntryFileNames * Address a few reviews * Few more fixes * Address Api Review * Add Job Org id to config * Minor tweaks * Compare with invariant culture * Fixes Option Universe selection * ZipEntryNameSubscriptionDataSourceReader will use IDataProvider * Fix research * Fix null reference exception * Make duplicate log debug Co-authored-by: Martin-Molinero <martin@quantconnect.com>
59 lines
2.0 KiB
C#
59 lines
2.0 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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/// 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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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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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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}
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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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}
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}
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