/// <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 = 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")); _mapFileProvider = Composer.Instance.GetExportedValueByTypeName <IMapFileProvider>(Config.Get("map-file-provider", "LocalDiskMapFileProvider")); _mapFileProvider.Initialize(_dataProvider); }
/// <summary> /// Initialize our providers, called by AssemblyInitialize.cs so all tests /// can access initialized providers /// </summary> public static void Initialize() { lock (DataProvider) { if (_initialized) { return; } _initialized = true; MapFileProvider.Initialize(DataProvider); FactorFileProvider.Initialize(MapFileProvider, DataProvider); } }
/// <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); }
/// <summary> /// Initialize our providers, called by AssemblyInitialize.cs so all tests /// can access initialized providers /// </summary> public static void Initialize() { MapFileProvider.Initialize(DataProvider); FactorFileProvider.Initialize(MapFileProvider, DataProvider); }