/*
* 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.IO;
using System.Threading;
using QuantConnect.Logging;
using QuantConnect.Interfaces;
using System.Collections.Concurrent;
namespace QuantConnect.Data.Auxiliary
{
///
/// Provides a default implementation of that reads from
/// the local disk
///
public class LocalDiskMapFileProvider : IMapFileProvider
{
private static int _wroteTraceStatement;
private readonly ConcurrentDictionary _cache;
private IDataProvider _dataProvider;
///
/// Creates a new instance of the
///
public LocalDiskMapFileProvider()
{
_cache = new ConcurrentDictionary();
}
///
/// Initializes our MapFileProvider by supplying our dataProvider
///
/// DataProvider to use
public void Initialize(IDataProvider dataProvider)
{
_dataProvider = dataProvider;
}
///
/// Gets a representing all the map
/// files for the specified market
///
/// Key used to fetch a map file resolver. Specifying market and security type
/// A containing all map files for the specified market
public MapFileResolver Get(AuxiliaryDataKey auxiliaryDataKey)
{
return _cache.GetOrAdd(auxiliaryDataKey, GetMapFileResolver);
}
private MapFileResolver GetMapFileResolver(AuxiliaryDataKey key)
{
var securityType = key.SecurityType;
var market = key.Market;
var mapFileDirectory = Globals.GetDataFolderPath(MapFile.GetRelativeMapFilePath(market, securityType));
if (!Directory.Exists(mapFileDirectory))
{
// only write this message once per application instance
if (Interlocked.CompareExchange(ref _wroteTraceStatement, 1, 0) == 0)
{
Log.Error($"LocalDiskMapFileProvider.GetMapFileResolver({market}): " +
$"The specified directory does not exist: {mapFileDirectory}"
);
}
return MapFileResolver.Empty;
}
return new MapFileResolver(MapFile.GetMapFiles(mapFileDirectory, market, securityType, _dataProvider));
}
}
}