/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*/
using System.IO;
using QuantConnect.Logging;
using QuantConnect.Interfaces;
using QuantConnect.Configuration;
using System;
namespace QuantConnect.Lean.Engine.DataFeeds
{
///
/// A data provider that will check the processed data folder first
///
public class ProcessedDataProvider : IDataProvider, IDisposable
{
private readonly DefaultDataProvider _defaultDataProvider;
private readonly string _processedDataDirectory;
///
/// Ignored
///
public event EventHandler NewDataRequest;
///
/// Creates a new instance
///
public ProcessedDataProvider()
{
_defaultDataProvider = new();
_processedDataDirectory = Config.Get("processed-data-directory") ?? string.Empty;
Log.Trace($"ProcessedDataProvider(): processed data directory to use {_processedDataDirectory}, exists: {Directory.Exists(_processedDataDirectory)}");
}
///
/// Retrieves data from disc to be used in an algorithm
///
/// A string representing where the data is stored
/// A of the data requested
public Stream Fetch(string key)
{
Stream result = null;
// we will try the processed data folder first
if (_processedDataDirectory.Length != 0 && key.StartsWith(Globals.DataFolder, StringComparison.OrdinalIgnoreCase))
{
result = _defaultDataProvider.Fetch(Path.Combine(_processedDataDirectory, key.Remove(0, Globals.DataFolder.Length).TrimStart('/', '\\')));
if (result != null)
{
Log.Trace($"ProcessedDataProvider.Fetch({key}): fetched from processed data directory");
}
}
// fall back to existing data folder path
return result ?? _defaultDataProvider.Fetch(key);
}
///
/// Disposes of resources
///
public void Dispose()
{
Dispose(true);
GC.SuppressFinalize(this);
}
///
/// Disposes of the internal data provider
///
protected virtual void Dispose(bool disposing)
{
if (disposing)
{
_defaultDataProvider.Dispose();
}
}
}
}