/*
* 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 NodaTime;
using QuantConnect.Data;
using System;
using System.Collections.Generic;
using System.IO;
using ProtoBuf;
namespace QuantConnect.Data.Custom.IconicTypes
{
///
/// Data type that is indexed, i.e. a file that points to another file containing the contents
/// we're looking for in a Symbol.
///
[ProtoContract(SkipConstructor = true)]
public class IndexedLinkedData2 : IndexedBaseData
{
///
/// Example data property
///
[ProtoMember(55)]
public int Count { get; set; }
///
/// Determines the actual source from an index contained within a ticker folder
///
/// Subscription configuration
/// Date
/// File to load data from
/// Is live mode
/// SubscriptionDataSource pointing to the article
public override SubscriptionDataSource GetSourceForAnIndex(SubscriptionDataConfig config, DateTime date, string index, bool isLiveMode)
{
return new SubscriptionDataSource(
Path.Combine("TestData",
"indexlinked2",
"content",
$"{date.ToStringInvariant(DateFormat.EightCharacter)}.zip#{index}"
),
SubscriptionTransportMedium.LocalFile,
FileFormat.Csv
);
}
///
/// Gets the source of the index file
///
/// Configuration object
/// Date of this source file
/// Is live mode
/// SubscriptionDataSource indicating where data is located and how it's stored
public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
{
if (isLiveMode)
{
throw new NotImplementedException("Live mode not supported");
}
return new SubscriptionDataSource(
Path.Combine(
"TestData",
"indexlinked2",
config.Symbol.Value.ToLowerInvariant(),
$"{date.ToStringInvariant(DateFormat.EightCharacter)}.csv"
),
SubscriptionTransportMedium.LocalFile,
FileFormat.Index
);
}
///
/// Creates an instance from a line of JSON containing article information read from the `content` directory
///
/// Subscription configuration
/// Line of data
/// Date
/// Is live mode
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
{
return new IndexedLinkedData2
{
Count = 10,
Symbol = config.Symbol,
EndTime = date
};
}
///
/// Indicates whether the data source is sparse.
/// If false, it will disable missing file logging.
///
/// true
public override bool IsSparseData()
{
return true;
}
///
/// Indicates whether the data source can undergo
/// rename events/is tied to equities.
///
/// true
public override bool RequiresMapping()
{
return true;
}
///
/// Set the data time zone to UTC
///
/// Time zone as UTC
public override DateTimeZone DataTimeZone()
{
return TimeZones.Utc;
}
///
/// Sets the default resolution to Second
///
/// Resolution.Second
public override Resolution DefaultResolution()
{
return Resolution.Daily;
}
///
/// Gets a list of all the supported Resolutions
///
/// All resolutions
public override List SupportedResolutions()
{
return DailyResolution;
}
}
}