/// <summary>
/// Creates an enumerator to read the specified request
/// </summary>
/// <param name="request">The subscription request to be read</param>
/// <param name="dataFileProvider">Provider used to get data when it is not present on disk</param>
/// <returns>An enumerator reading the subscription request</returns>
public IEnumerator<BaseData> CreateEnumerator(SubscriptionRequest request, IDataFileProvider dataFileProvider)
{
var tradableDays = _tradableDaysProvider(request);
var fineFundamental = new FineFundamental();
var fineFundamentalConfiguration = new SubscriptionDataConfig(request.Configuration, typeof(FineFundamental), request.Security.Symbol);
return (
from date in tradableDays
let fineFundamentalSource = GetSource(fineFundamental, fineFundamentalConfiguration, date)
let fineFundamentalFactory = SubscriptionDataSourceReader.ForSource(fineFundamentalSource, dataFileProvider, fineFundamentalConfiguration, date, false)
let fineFundamentalForDate = (FineFundamental)fineFundamentalFactory.Read(fineFundamentalSource).FirstOrDefault()
select new FineFundamental
{
DataType = MarketDataType.Auxiliary,
Symbol = request.Configuration.Symbol,
Time = date,
CompanyReference = fineFundamentalForDate != null ? fineFundamentalForDate.CompanyReference : new CompanyReference(),
SecurityReference = fineFundamentalForDate != null ? fineFundamentalForDate.SecurityReference : new SecurityReference(),
FinancialStatements = fineFundamentalForDate != null ? fineFundamentalForDate.FinancialStatements : new FinancialStatements(),
EarningReports = fineFundamentalForDate != null ? fineFundamentalForDate.EarningReports : new EarningReports(),
OperationRatios = fineFundamentalForDate != null ? fineFundamentalForDate.OperationRatios : new OperationRatios(),
EarningRatios = fineFundamentalForDate != null ? fineFundamentalForDate.EarningRatios : new EarningRatios(),
ValuationRatios = fineFundamentalForDate != null ? fineFundamentalForDate.ValuationRatios : new ValuationRatios()
}
).GetEnumerator();
}
/// <summary>
/// Returns a SubscriptionDataSource for the FineFundamental class,
/// returning data from a previous date if not available for the requested date
/// </summary>
private SubscriptionDataSource GetSource(FineFundamental fine, SubscriptionDataConfig config, DateTime date)
{
var source = fine.GetSource(config, date, false);
var fileName = date.ToString("yyyyMMdd");
if (!File.Exists(source.Source))
{
if (_lastUsedFileName == null)
{
// find first file date
var path = Path.GetDirectoryName(source.Source) ?? string.Empty;
if (string.IsNullOrEmpty(path) || !Directory.Exists(path))
return source;
var firstFileName = Path.GetFileNameWithoutExtension(Directory.GetFiles(path, "*.zip").OrderBy(x => x).First());
var firstDate = DateTime.ParseExact(firstFileName, "yyyyMMdd", CultureInfo.InvariantCulture);
// requested date before first date, return current invalid source anyway
if (date < firstDate)
return source;
// requested date after first date, save date of first existing file
_lastUsedFileName = firstFileName;
// loop back in time until we find an existing file
while (string.CompareOrdinal(fileName, _lastUsedFileName) > 0)
{
// get previous date
date = date.AddDays(-1);
// get file name for this date
source = fine.GetSource(config, date, false);
fileName = Path.GetFileNameWithoutExtension(source.Source);
if (!File.Exists(source.Source))
continue;
// we found the file, save its name and return the source
_lastUsedFileName = fileName;
break;
}
}
else
{
// return source for last existing file date
date = DateTime.ParseExact(_lastUsedFileName, "yyyyMMdd", CultureInfo.InvariantCulture);
source = fine.GetSource(config, date, false);
}
}
else
{
_lastUsedFileName = fileName;
}
return source;
}