/// <summary>
/// Get's the security definitions using a lazy initialization
/// </summary>
private IEnumerable <SecurityDefinition> GetSecurityDefinitions()
{
if (_securityDefinitions != null)
{
return(_securityDefinitions);
}
if (!SecurityDefinition.TryRead(_dataProvider, _securitiesDefinitionKey, out _securityDefinitions))
{
_securityDefinitions = new List <SecurityDefinition>();
Log.Error($"SecurityDefinitionSymbolResolver(): No security definitions data loaded from file: {_securitiesDefinitionKey}");
}
return(_securityDefinitions);
}
/// <summary>
/// Creates an instance of the symbol resolver
/// </summary>
/// <param name="dataProvider">Data provider used to obtain symbol mappings data</param>
/// <param name="securitiesDefinitionKey">Location to read the securities definition data from</param>
public SecurityDefinitionSymbolResolver(IDataProvider dataProvider = null, string securitiesDefinitionKey = null)
{
securitiesDefinitionKey ??= Path.Combine(Globals.DataFolder, "symbol-properties", "security-database.csv");
_dataProvider = dataProvider ??
Composer.Instance.GetExportedValueByTypeName <IDataProvider>(
Config.Get("data-provider", "QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider"));
if (!SecurityDefinition.TryRead(_dataProvider, securitiesDefinitionKey, out _securityDefinitions))
{
Log.Error($"SecurityDefinitionSymbolResolver(): No security definitions data loaded from file: {securitiesDefinitionKey}");
}
_mapFileProvider = Composer.Instance.GetExportedValueByTypeName <IMapFileProvider>(Config.Get("map-file-provider", "LocalDiskMapFileProvider"));
_mapFileProvider.Initialize(_dataProvider);
}