/* * 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.Data; using QuantConnect.Logging; using QuantConnect.Interfaces; using QuantConnect.Configuration; namespace QuantConnect.Lean.Engine.DataFeeds { /// /// Provides a factory method for creating instances /// public static class SubscriptionDataSourceReader { private static readonly bool ShowMissingDataLogs = Config.GetBool("show-missing-data-logs", false); /// /// Creates a new capable of handling the specified /// /// The subscription data source to create a factory for /// Used to cache data /// The configuration of the subscription /// The date to be processed /// True for live mode, false otherwise /// The base data instance factory /// The data provider to use /// A new that can read the specified public static ISubscriptionDataSourceReader ForSource(SubscriptionDataSource source, IDataCacheProvider dataCacheProvider, SubscriptionDataConfig config, DateTime date, bool isLiveMode, BaseData factory, IDataProvider dataProvider, IObjectStore objectStore) { ISubscriptionDataSourceReader reader; switch (source.Format) { case FileFormat.Csv: reader = new TextSubscriptionDataSourceReader(dataCacheProvider, config, date, isLiveMode, objectStore); break; case FileFormat.UnfoldingCollection: reader = new CollectionSubscriptionDataSourceReader(dataCacheProvider, config, date, isLiveMode, objectStore); break; case FileFormat.ZipEntryName: reader = new ZipEntryNameSubscriptionDataSourceReader(dataCacheProvider, config, date, isLiveMode); break; case FileFormat.Index: return new IndexSubscriptionDataSourceReader(dataCacheProvider, config, date, isLiveMode, dataProvider, objectStore); case FileFormat.FoldingCollection: reader = new BaseDataCollectionAggregatorReader(dataCacheProvider, config, date, isLiveMode, objectStore); break; default: throw new NotImplementedException("SubscriptionFactory.ForSource(" + source + ") has not been implemented yet."); } // wire up event handlers for logging missing files if (ShowMissingDataLogs && source.TransportMedium == SubscriptionTransportMedium.LocalFile) { if (!factory.IsSparseData()) { reader.InvalidSource += (sender, args) => Log.Error($"SubscriptionDataSourceReader.InvalidSource(): File not found: {args.Source.Source}"); } } return reader; } /// /// Creates cache directory if not existing and deletes old files from the cache /// public static void CheckRemoteFileCache() { // create cache directory if not existing if (!Directory.Exists(Globals.Cache)) Directory.CreateDirectory(Globals.Cache); var frontierToDelete = DateTime.Now.AddHours(-24); // clean old files out of the cache foreach (var file in Directory.EnumerateFiles(Globals.Cache)) { if (File.GetCreationTime(file) < frontierToDelete) File.Delete(file); } } } }