/// <summary>
/// Checks that the factor file exists on disk, and if it does, loads it into memory
/// </summary>
private IFactorProvider GetFactorFile(Symbol symbol, string permtick)
{
var path = Path.Combine(Globals.CacheDataFolder, symbol.SecurityType.SecurityTypeToLower(), symbol.ID.Market, "factor_files", permtick.ToLowerInvariant() + ".csv");
var factorFile = PriceScalingExtensions.SafeRead(permtick, _dataProvider.ReadLines(path), symbol.SecurityType);
_cache.AddOrUpdate(symbol, factorFile, (s, c) => factorFile);
return(factorFile);
}
/// <summary>
/// Reads the zip bytes as text and parses as FactorFileRows to create FactorFiles
/// </summary>
public static IEnumerable <KeyValuePair <Symbol, IFactorProvider> > ReadFactorFileZip(Stream file, MapFileResolver mapFileResolver, string market, SecurityType securityType)
{
if (file == null || file.Length == 0)
{
return(new Dictionary <Symbol, IFactorProvider>());
}
var keyValuePairs = (
from kvp in Compression.Unzip(file)
let filename = kvp.Key
let lines = kvp.Value
let factorFile = PriceScalingExtensions.SafeRead(Path.GetFileNameWithoutExtension(filename), lines, securityType)
let mapFile = mapFileResolver.GetByPermtick(factorFile.Permtick)
where mapFile != null
select new KeyValuePair <Symbol, IFactorProvider>(GetSymbol(mapFile, market, securityType), factorFile)
);
return(keyValuePairs);
}
