/*
* 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 Newtonsoft.Json;
using QuantConnect.Util;
using QuantConnect.Interfaces;
using QuantConnect.Configuration;
using System.Collections.Generic;
namespace QuantConnect.Lean.Engine.DataFeeds
{
///
/// This data provider will wrap and use multiple data providers internally in the provided order
///
public class CompositeDataProvider : IDataProvider
{
///
/// Event raised each time data fetch is finished (successfully or not)
///
public event EventHandler NewDataRequest;
private readonly List _dataProviders;
///
/// Creates a new instance and initialize data providers used
///
public CompositeDataProvider()
{
_dataProviders = new List();
var dataProvidersConfig = Config.Get("composite-data-providers");
if (!string.IsNullOrEmpty(dataProvidersConfig))
{
var dataProviders = JsonConvert.DeserializeObject>(dataProvidersConfig);
foreach (var dataProvider in dataProviders)
{
_dataProviders.Add(Composer.Instance.GetExportedValueByTypeName(dataProvider));
}
if (_dataProviders.Count == 0)
{
throw new ArgumentException("CompositeDataProvider(): requires at least 1 valid data provider in 'composite-data-providers'");
}
}
else
{
throw new ArgumentException("CompositeDataProvider(): requires 'composite-data-providers' to be set with a valid type name");
}
_dataProviders.ForEach(x => x.NewDataRequest += OnNewDataRequest);
}
///
/// Retrieves data to be used in an algorithm
///
/// A string representing where the data is stored
/// A of the data requested
public Stream Fetch(string key)
{
for (var i = 0; i < _dataProviders.Count; i++)
{
var result = _dataProviders[i].Fetch(key);
if (result != null)
{
return result;
}
}
return null;
}
///
/// Event invocator for the event
///
private void OnNewDataRequest(object sender, DataProviderNewDataRequestEventArgs e)
{
NewDataRequest?.Invoke(this, e);
}
}
}