/*
* 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.Collections.Concurrent;
using System.Linq;
using QuantConnect.Interfaces;
namespace QuantConnect.Data.Auxiliary
{
///
/// Implementation of IPrimaryExchangeProvider from map files.
///
public class MapFilePrimaryExchangeProvider : IPrimaryExchangeProvider
{
private readonly IMapFileProvider _mapFileProvider;
private readonly ConcurrentDictionary _primaryExchangeBySid;
///
/// Constructor for Primary Exchange Provider from MapFiles
///
/// MapFile to use
public MapFilePrimaryExchangeProvider(IMapFileProvider mapFileProvider)
{
_mapFileProvider = mapFileProvider;
_primaryExchangeBySid = new ConcurrentDictionary();
}
///
/// Gets the primary exchange for a given security identifier
///
/// The security identifier to get the primary exchange for
/// Returns the primary exchange or null if not found
public Exchange GetPrimaryExchange(SecurityIdentifier securityIdentifier)
{
Exchange primaryExchange;
if (!_primaryExchangeBySid.TryGetValue(securityIdentifier, out primaryExchange))
{
var mapFile = _mapFileProvider.Get(AuxiliaryDataKey.Create(securityIdentifier))
.ResolveMapFile(securityIdentifier.Symbol, securityIdentifier.Date);
if (mapFile != null && mapFile.Any())
{
primaryExchange = mapFile.Last().PrimaryExchange;
}
_primaryExchangeBySid[securityIdentifier] = primaryExchange;
}
return primaryExchange;
}
}
}