/* * 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 Ionic.Zip; using System.Linq; using QuantConnect.Util; using QuantConnect.Logging; using QuantConnect.Interfaces; using System.Collections.Generic; namespace QuantConnect.Lean.Engine.DataFeeds { /// /// Default implementation of the /// Does not cache data. If the data is a zip, the first entry is returned /// public class SingleEntryDataCacheProvider : IDataCacheProvider { private readonly IDataProvider _dataProvider; private ZipFile _zipFile; private Stream _zipFileStream; /// /// Property indicating the data is temporary in nature and should not be cached. /// public bool IsDataEphemeral { get; } /// /// Constructor that takes the to be used to retrieve data /// public SingleEntryDataCacheProvider(IDataProvider dataProvider, bool isDataEphemeral = true) { _dataProvider = dataProvider; IsDataEphemeral = isDataEphemeral; } /// /// Fetch data from the cache /// /// A string representing the key of the cached data /// An of the cached data public Stream Fetch(string key) { LeanData.ParseKey(key, out var filePath, out var entryName); var stream = _dataProvider.Fetch(filePath); if (filePath.EndsWith(".zip") && stream != null) { // get the first entry from the zip file try { var entryStream = Compression.UnzipStream(stream, out _zipFile, entryName); // save the file stream so it can be disposed later _zipFileStream = stream; return entryStream; } catch (ZipException exception) { Log.Error("SingleEntryDataCacheProvider.Fetch(): Corrupt file: " + key + " Error: " + exception); stream.DisposeSafely(); return null; } } return stream; } /// /// Not implemented /// /// The source of the data, used as a key to retrieve data in the cache /// The data to cache as a byte array public void Store(string key, byte[] data) { // } /// /// Returns a list of zip entries in a provided zip file /// public List GetZipEntries(string zipFile) { var stream = _dataProvider.Fetch(zipFile); if (stream == null) { throw new ArgumentException($"Failed to create source stream {zipFile}"); } var entryNames = Compression.GetZipEntryFileNames(stream).ToList(); stream.DisposeSafely(); return entryNames; } /// /// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. /// public void Dispose() { _zipFile?.DisposeSafely(); _zipFileStream?.DisposeSafely(); } } }