/*
* 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 QuantConnect.Data;
using QuantConnect.Interfaces;
using System.Collections.Generic;
using QuantConnect.Lean.Engine.DataFeeds.Transport;
namespace QuantConnect.Lean.Engine.DataFeeds
{
///
/// Provides an implementation of that reads zip entry names
///
public class ZipEntryNameSubscriptionDataSourceReader : BaseSubscriptionDataSourceReader
{
private readonly IDataCacheProvider _dataProvider;
private readonly SubscriptionDataConfig _config;
private readonly DateTime _date;
private readonly bool _isLiveMode;
private readonly BaseData _factory;
///
/// Initializes a new instance of the class
///
/// Used to fetch data
/// The subscription's configuration
/// The date this factory was produced to read data for
/// True if we're in live mode, false for backtesting
public ZipEntryNameSubscriptionDataSourceReader(IDataCacheProvider dataProvider, SubscriptionDataConfig config, DateTime date, bool isLiveMode)
: base(dataProvider, isLiveMode, null)
{
_date = date;
_config = config;
_isLiveMode = isLiveMode;
_dataProvider = dataProvider;
_factory = config.GetBaseDataInstance();
}
///
/// Reads the specified
///
/// The source to be read
/// An that contains the data in the source
public override IEnumerable Read(SubscriptionDataSource source)
{
var fileName = source.Source;
if (source.TransportMedium == SubscriptionTransportMedium.RemoteFile)
{
using var reader = CreateStreamReader(source) as RemoteFileSubscriptionStreamReader;
if (reader != null)
{
fileName = reader.LocalFileName;
}
}
List entryNames;
try
{
entryNames = _dataProvider.GetZipEntries(fileName);
}
catch (Exception err)
{
OnInvalidSource(source, err);
yield break;
}
foreach (var entryFileName in entryNames)
{
var instance = _factory.Reader(_config, entryFileName, _date, _isLiveMode);
if (instance != null && instance.EndTime != default(DateTime))
{
yield return instance;
}
}
}
///
/// Event invocator for the event
///
/// The that was invalid
/// The exception if one was raised, otherwise null
private void OnInvalidSource(SubscriptionDataSource source, Exception exception)
{
OnInvalidSource(source, exception);
}
}
}