/*
* 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);
}
}
}