private MapFileResolver GetMapFileResolver(string market)
{
if (market != QuantConnect.Market.USA.ToLowerInvariant())
{
// don't explode for other markets which request map files and we don't have
return(MapFileResolver.Empty);
}
var timestamp = DateTime.UtcNow.ConvertFromUtc(TimeZones.NewYork);
var todayNewYork = timestamp.Date;
var yesterdayNewYork = todayNewYork.AddDays(-1);
// start the search with yesterday, today's file will be available tomorrow
var count = 0;
var date = yesterdayNewYork;
do
{
var zipFileName = Path.Combine(Globals.DataFolder, MapFileZipHelper.GetMapFileZipFileName(market, date));
// Fetch a stream for our zip from our data provider
var stream = _dataProvider.Fetch(zipFileName);
// If we found a file we can read it
if (stream != null)
{
Log.Trace("LocalZipMapFileProvider.Get({0}): Fetched map files for: {1} NY", market, date.ToShortDateString());
var result = new MapFileResolver(MapFileZipHelper.ReadMapFileZip(stream));
stream.DisposeSafely();
return(result);
}
// prevent infinite recursion if something is wrong
if (count++ > 30)
{
throw new InvalidOperationException($"LocalZipMapFileProvider couldn't find any map files going all the way back to {date}");
}
date = date.AddDays(-1);
}while (true);
}
private MapFileResolver GetMapFileResolver(AuxiliaryDataKey auxiliaryDataKey)
{
var market = auxiliaryDataKey.Market;
var timestamp = DateTime.UtcNow.ConvertFromUtc(TimeZones.NewYork);
var todayNewYork = timestamp.Date;
var yesterdayNewYork = todayNewYork.AddDays(-1);
// start the search with yesterday, today's file will be available tomorrow
var count = 0;
var date = yesterdayNewYork;
do
{
var zipFileName = MapFileZipHelper.GetMapFileZipFileName(market, date, auxiliaryDataKey.SecurityType);
// Fetch a stream for our zip from our data provider
var stream = _dataProvider.Fetch(zipFileName);
// If we found a file we can read it
if (stream != null)
{
Log.Trace("LocalZipMapFileProvider.Get({0}): Fetched map files for: {1} NY", market, date.ToShortDateString());
var result = new MapFileResolver(MapFileZipHelper.ReadMapFileZip(stream, market, auxiliaryDataKey.SecurityType));
stream.DisposeSafely();
return(result);
}
// prevent infinite recursion if something is wrong
if (count++ > 30)
{
throw new InvalidOperationException($"LocalZipMapFileProvider couldn't find any map files going all the way back to {date}");
}
date = date.AddDays(-1);
}while (true);
}
