Ricardo Andrés Marino Rojas
934a8e0a61
API Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
* Add ToValidPathMethod * Nit change * Add more unit tests * Improve implementation * Enhance implementation * Add more unit tests * Enhance implementation * Improve unit tests * Improve implementation * Nit changes * Adjust reading/writing methods * Fix bugs * Add Windows OS flag * Fix unit tests * Fix unit tests * Fix unit tests * Change FileStream() to SafeFileStream() * Fix bugs * Fix bugs * Nit changes * Nit changes * Add improvements * Missing file * Address requested changes * Address requested changes * Add missing test
78 lines
2.7 KiB
C#
78 lines
2.7 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 retrieves data from disc to be used in an algorithm
|
|
/// </summary>
|
|
public class DefaultDataProvider : IDataProvider, IDisposable
|
|
{
|
|
/// <summary>
|
|
/// Event raised each time data fetch is finished (successfully or not)
|
|
/// </summary>
|
|
public event EventHandler<DataProviderNewDataRequestEventArgs> NewDataRequest;
|
|
|
|
/// <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 virtual Stream Fetch(string key)
|
|
{
|
|
var success = true;
|
|
try
|
|
{
|
|
return new FileStream(FileExtension.ToNormalizedPath(key), FileMode.Open, FileAccess.Read, FileShare.Read);
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
success = false;
|
|
if (exception is DirectoryNotFoundException
|
|
|| exception is FileNotFoundException)
|
|
{
|
|
return null;
|
|
}
|
|
|
|
throw;
|
|
}
|
|
finally
|
|
{
|
|
OnNewDataRequest(new DataProviderNewDataRequestEventArgs(key, success));
|
|
}
|
|
}
|
|
|
|
/// <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()
|
|
{
|
|
//
|
|
}
|
|
|
|
/// <summary>
|
|
/// Event invocator for the <see cref="NewDataRequest"/> event
|
|
/// </summary>
|
|
protected virtual void OnNewDataRequest(DataProviderNewDataRequestEventArgs e)
|
|
{
|
|
NewDataRequest?.Invoke(this, e);
|
|
}
|
|
}
|
|
}
|