예제 #1
0
        /// <summary>
        /// Loads an existing Lean zip file into a SortedDictionary
        /// </summary>
        private bool TryLoadFile(string fileName, string entryName, DateTime date, out SortedDictionary <DateTime, string> rows)
        {
            rows = new SortedDictionary <DateTime, string>();

            using (var stream = _dataCacheProvider.Fetch($"{fileName}#{entryName}"))
            {
                if (stream == null)
                {
                    return(false);
                }

                using (var reader = new StreamReader(stream))
                {
                    string line;
                    while ((line = reader.ReadLine()) != null)
                    {
                        rows[LeanData.ParseTime(line, date, _resolution)] = line;
                    }
                }

                return(true);
            }
        }