/// <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);
}
/// <summary>
/// Reads the zip bytes as text and parses as FactorFileRows to create FactorFiles
/// </summary>
public static IEnumerable <KeyValuePair <Symbol, FactorFile> > ReadFactorFileZip(Stream file, MapFileResolver mapFileResolver, string market)
{
if (file == null || file.Length == 0)
{
return(new Dictionary <Symbol, FactorFile>());
}
var keyValuePairs = (
from kvp in Compression.Unzip(file)
let filename = kvp.Key
let lines = kvp.Value
let factorFile = SafeRead(filename, lines)
let mapFile = mapFileResolver.GetByPermtick(factorFile.Permtick)
where mapFile != null
let sid = SecurityIdentifier.GenerateEquity(mapFile.FirstDate, mapFile.FirstTicker, market)
let symbol = new Symbol(sid, mapFile.Permtick)
select new KeyValuePair <Symbol, FactorFile>(symbol, factorFile)
);
return(keyValuePairs);
}
