/*
* 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 System.Linq;
using QuantConnect.Securities;
using QuantConnect.Configuration;
namespace QuantConnect.ToolBox
{
///
/// Base tool for pulling data from a remote source and updating existing csv file.
///
public class ExchangeInfoUpdater
{
private readonly IExchangeInfoDownloader _eidl;
public ExchangeInfoUpdater(IExchangeInfoDownloader eidl)
{
_eidl = eidl;
}
///
/// Update existing symbol properties database
///
public void Run()
{
var directory = Path.Combine(Globals.DataFolder, "symbol-properties");
var file = Path.Combine(directory, "symbol-properties-database.csv");
var baseOutputDirectory = Config.Get("temp-output-directory", "/temp-output-directory");
var tempOutputDirectory = Directory.CreateDirectory(Path.Combine(baseOutputDirectory, "symbol-properties"));
var tmp = Path.Combine(tempOutputDirectory.FullName, "symbol-properties-database.csv");
if (File.Exists(tmp))
{
file = tmp;
}
else if (!File.Exists(file))
{
throw new FileNotFoundException("Unable to locate symbol properties file: " + file);
}
// Read file data before to escape from clash if file == tmp
// Dispose off enumerator to free up resource
var fileLines = File.ReadLines(file).ToList();
using (var writer = new StreamWriter(tmp))
{
var fetch = false;
var filter = $"{_eidl.Market},";
foreach (var line in fileLines)
{
if (!line.StartsWithInvariant(filter, true))
{
writer.WriteLine(line);
}
else if (!fetch)
{
WriteData(writer);
fetch = true;
}
}
if (!fetch)
{
writer.WriteLine(Environment.NewLine);
WriteData(writer);
}
}
}
private void WriteData(StreamWriter writer)
{
var existingSymbolPropertiesDatabase = SymbolPropertiesDatabase.FromDataFolder();
var entryPerSymbol = _eidl.Get().ToDictionary(newLine => {
var splitted = newLine.Split(',');
return new SecurityDatabaseKey(splitted[0], splitted[1], (SecurityType)Enum.Parse(typeof(SecurityType), splitted[2], true));
});
foreach (var existingEntry in existingSymbolPropertiesDatabase.GetSymbolPropertiesList(_eidl.Market))
{
if (!entryPerSymbol.ContainsKey(existingEntry.Key))
{
// let's keep any existing which is no longer available, to take into account for delistings/removals
entryPerSymbol[existingEntry.Key] = $"{existingEntry.Key.Market},{existingEntry.Key.Symbol},{existingEntry.Key.SecurityType.ToLower()},{existingEntry.Value}";
}
}
foreach (var upd in entryPerSymbol.OrderBy(x => x.Key.SecurityType).ThenBy(x => x.Key.Symbol))
{
writer.WriteLine(upd.Value);
}
}
}
}