/* * 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 { /// /// Default file provider functionality that retrieves data from disc to be used in an algorithm /// public class DefaultDataProvider : IDataProvider, IDisposable { private bool _oneTimeWarningLog; /// /// Event raised each time data fetch is finished (successfully or not) /// public event EventHandler NewDataRequest; /// /// Retrieves data from disc to be used in an algorithm /// /// A string representing where the data is stored /// A of the data requested public virtual Stream Fetch(string key) { var success = true; var errorMessage = string.Empty; try { return new FileStream(FileExtension.ToNormalizedPath(key), FileMode.Open, FileAccess.Read, FileShare.Read); } catch (Exception exception) { success = false; errorMessage = exception.Message; if (exception is DirectoryNotFoundException) { if (!_oneTimeWarningLog) { _oneTimeWarningLog = true; Logging.Log.Debug($"DefaultDataProvider.Fetch(): DirectoryNotFoundException: please review data paths, current 'Globals.DataFolder': {Globals.DataFolder}"); } return null; } else if (exception is FileNotFoundException) { return null; } throw; } finally { OnNewDataRequest(new DataProviderNewDataRequestEventArgs(key, success, errorMessage)); } } /// /// 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 public void Dispose() { // } /// /// Event invocator for the event /// protected virtual void OnNewDataRequest(DataProviderNewDataRequestEventArgs e) { NewDataRequest?.Invoke(this, e); } } }