/// <summary>
/// Checks that the factor file exists on disk, and if it does, loads it into memory
/// </summary>
private FactorFile GetFactorFile(Symbol symbol, string permtick, string market)
{
if (FactorFile.HasScalingFactors(permtick, market))
{
var factorFile = FactorFile.Read(permtick, market);
_cache.AddOrUpdate(symbol, factorFile, (s, c) => factorFile);
return(factorFile);
}
// return null if not found
return(null);
}
/// <summary>
/// Checks that the factor file exists on disk, and if it does, loads it into memory
/// </summary>
private FactorFile GetFactorFile(Symbol symbol, string permtick, string market)
{
FactorFile factorFile = null;
if (FactorFile.HasScalingFactors(permtick, market))
{
factorFile = FactorFile.Read(permtick, market);
_cache.AddOrUpdate(symbol, factorFile, (s, c) => factorFile);
}
else
{
// add null value to the cache, we don't want to check the disk multiple times
// but keep existing value if it exists, just in case
_cache.AddOrUpdate(symbol, factorFile, (s, oldValue) => oldValue);
}
return(factorFile);
}
/// <summary>
/// Checks that the factor file exists on disk, and if it does, loads it into memory
/// </summary>
private FactorFile GetFactorFile(Symbol symbol, string permtick, string market)
{
FactorFile factorFile = null;
var path = Path.Combine(Globals.CacheDataFolder, "equity", market, "factor_files", permtick.ToLowerInvariant() + ".csv");
var factorFileStream = _dataProvider.Fetch(path);
if (factorFileStream != null)
{
factorFile = FactorFile.Read(permtick, factorFileStream);
factorFileStream.DisposeSafely();
_cache.AddOrUpdate(symbol, factorFile, (s, c) => factorFile);
}
else
{
// add null value to the cache, we don't want to check the disk multiple times
// but keep existing value if it exists, just in case
_cache.AddOrUpdate(symbol, factorFile, (s, oldValue) => oldValue);
}
return(factorFile);
}
private static FactorFile GetTestFactorFile(string symbol, DateTime reference)
{
var file = new FactorFile(symbol, new List<FactorFileRow>
{
new FactorFileRow(reference, 1, 1),
new FactorFileRow(reference.AddDays(-7), .9m, 1), // dividend
new FactorFileRow(reference.AddDays(-14), .8m, 1), // dividend
new FactorFileRow(reference.AddDays(-21), .8m, .5m), // split
new FactorFileRow(reference.AddDays(-90), .8m, .25m), // split
new FactorFileRow(reference.AddDays(-365), .7m, .125m) // split+dividend
});
return file;
}