ZipEntryName.cs

/*
 * 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.Util;
 
namespace QuantConnect.Data.Auxiliary
{
    /// <summary>
    /// Defines a data type that just produces data points from the zip entry names in a zip file
    /// </summary>
    public class ZipEntryName : BaseData
    {
        private DateTime _endTime;
 
        /// <summary>
        /// Initializes a new instance of the <see cref="ZipEntryName"/> class
        /// </summary>
        public ZipEntryName()
        {
            DataType = MarketDataType.Auxiliary;
        }
 
        /// <summary>
        /// Gets or sets the end time of this data
        /// </summary>
        public override DateTime EndTime
        {
            get
            {
                if (_endTime == default)
                {
                    // to be user friendly let's return Time if not set, like BaseData does
                    return Time;
                }
                return _endTime;
            }
            set
            {
                _endTime = value;
            }
        }
 
        /// <summary>
        /// Indicates whether this contains data that should be stored in the security cache
        /// </summary>
        /// <returns>Whether this contains data that should be stored in the security cache</returns>
        public override bool ShouldCacheToSecurity()
        {
            return false;
        }
 
        /// <summary>
        /// Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object
        /// each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone.
        /// </summary>
        /// <param name="config">Subscription data config setup object</param>
        /// <param name="line">Line of the source document</param>
        /// <param name="date">Date of the requested data</param>
        /// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
        /// <returns>Instance of the T:BaseData object generated by this line of the CSV</returns>
        public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
        {
            var symbol = LeanData.ReadSymbolFromZipEntry(config.Symbol, config.Resolution, line);
            return new ZipEntryName {Time = date, Symbol = symbol};
        }
 
        /// <summary>
        /// Return the URL string source of the file. This will be converted to a stream
        /// </summary>
        /// <param name="config">Configuration object</param>
        /// <param name="date">Date of this source file</param>
        /// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
        /// <returns>String URL of source file.</returns>
        public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
        {
            if (isLiveMode)
            {
                return new SubscriptionDataSource(string.Empty, SubscriptionTransportMedium.LocalFile);
            }
 
            var source = LeanData.GenerateZipFilePath(Globals.DataFolder, config.Symbol, date, config.Resolution, config.TickType);
            return new SubscriptionDataSource(source, SubscriptionTransportMedium.LocalFile, FileFormat.ZipEntryName);
        }
    }
}