/// <summary>
/// Gets a <see cref="FactorFile"/> instance for the specified symbol, or null if not found
/// </summary>
/// <param name="symbol">The security's symbol whose factor file we seek</param>
/// <returns>The resolved factor file, or null if not found</returns>
public IFactorProvider Get(Symbol symbol)
{
symbol = symbol.GetFactorFileSymbol();
IFactorProvider factorFile;
if (_cache.TryGetValue(symbol, out factorFile))
{
return(factorFile);
}
// we first need to resolve the map file to get a permtick, that's how the factor files are stored
var mapFileResolver = _mapFileProvider.Get(AuxiliaryDataKey.Create(symbol));
if (mapFileResolver == null)
{
return(GetFactorFile(symbol, symbol.Value));
}
var mapFile = mapFileResolver.ResolveMapFile(symbol);
if (mapFile.IsNullOrEmpty())
{
return(GetFactorFile(symbol, symbol.Value));
}
return(GetFactorFile(symbol, mapFile.Permtick));
}
/// <summary>
/// Helper method to resolve the mapping file to use.
/// </summary>
/// <remarks>This method is aware of the data type being added for <see cref="SecurityType.Base"/>
/// to the <see cref="SecurityIdentifier.Symbol"/> value</remarks>
/// <param name="mapFileProvider">The map file provider</param>
/// <param name="dataConfig">The configuration to fetch the map file for</param>
/// <returns>The mapping file to use</returns>
public static MapFile ResolveMapFile(this IMapFileProvider mapFileProvider, SubscriptionDataConfig dataConfig)
{
var resolver = MapFileResolver.Empty;
if (dataConfig.TickerShouldBeMapped())
{
resolver = mapFileProvider.Get(AuxiliaryDataKey.Create(dataConfig.Symbol));
}
return(resolver.ResolveMapFile(dataConfig.Symbol, dataConfig.Type.Name, dataConfig.DataMappingMode));
}
/// <summary>
/// Gets the primary exchange for a given security identifier
/// </summary>
/// <param name="securityIdentifier">The security identifier to get the primary exchange for</param>
/// <returns>Returns the primary exchange or null if not found</returns>
public Exchange GetPrimaryExchange(SecurityIdentifier securityIdentifier)
{
Exchange primaryExchange;
if (!_primaryExchangeBySid.TryGetValue(securityIdentifier, out primaryExchange))
{
var mapFile = _mapFileProvider.Get(AuxiliaryDataKey.Create(securityIdentifier))
.ResolveMapFile(securityIdentifier.Symbol, securityIdentifier.Date);
if (mapFile != null && mapFile.Any())
{
primaryExchange = mapFile.Last().PrimaryExchange;
}
_primaryExchangeBySid[securityIdentifier] = primaryExchange;
}
return(primaryExchange);
}
/// <summary>
/// Gets a <see cref="FactorFile"/> instance for the specified symbol, or null if not found
/// </summary>
/// <param name="symbol">The security's symbol whose factor file we seek</param>
/// <returns>The resolved factor file, or null if not found</returns>
public IFactorProvider Get(Symbol symbol)
{
symbol = symbol.GetFactorFileSymbol();
var key = AuxiliaryDataKey.Create(symbol);
lock (_lock)
{
if (!_seededMarket.ContainsKey(key))
{
HydrateFactorFileFromLatestZip(key);
_seededMarket[key] = true;
}
IFactorProvider factorFile;
if (!_factorFiles.TryGetValue(symbol, out factorFile))
{
// Could not find factor file for symbol
Log.Error($"LocalZipFactorFileProvider.Get({symbol}): No factor file found.");
_factorFiles[symbol] = factorFile = symbol.GetEmptyFactorFile();
}
return(factorFile);
}
}