/// <summary>
/// Reads the specified <paramref name="source"/>
/// </summary>
/// <param name="source">The source to be read</param>
/// <returns>An <see cref="IEnumerable{BaseData}"/> that contains the data in the source</returns>
public override IEnumerable <BaseData> Read(SubscriptionDataSource source)
{
SubscriptionDataSourceReader.CheckRemoteFileCache();
IStreamReader reader = null;
try
{
reader = CreateStreamReader(source);
if (reader == null)
{
yield break;
}
var raw = "";
while (!reader.EndOfStream)
{
BaseDataCollection instances = null;
try
{
raw = reader.ReadLine();
var result = _factory.Reader(_config, raw, _date, IsLiveMode);
instances = result as BaseDataCollection;
if (instances == null && !reader.ShouldBeRateLimited)
{
OnInvalidSource(source, new Exception("Reader must generate a BaseDataCollection with the FileFormat.Collection"));
continue;
}
}
catch (Exception err)
{
OnReaderError(raw, err);
if (!reader.ShouldBeRateLimited)
{
continue;
}
}
if (IsLiveMode
// this shouldn't happen, rest reader is the only one to be rate limited
// and in live mode, but just in case...
|| instances == null && reader.ShouldBeRateLimited)
{
// in live trading these data points will be unrolled at the
// 'LiveCustomDataSubscriptionEnumeratorFactory' level
yield return(instances);
}
else
{
foreach (var instance in instances.Data)
{
if (instance != null && instance.EndTime != default(DateTime))
{
yield return(instance);
}
}
}
}
}
finally
{
reader.DisposeSafely();
}
}
