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USEnergy.cs
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/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using QuantConnect.Data;
using System;
using System.Collections.Generic;
using System.IO;
namespace QuantConnect.DataSource
{
/// <summary>
/// United States Energy Information Administration (EIA). This loads U.S. Energy data from QuantConnect's cache.
/// </summary>
public partial class USEnergy : BaseData
{
/// <summary>
/// Data source ID
/// </summary>
public static int DataSourceId { get; } = 2031;
/// <summary>
/// Determines the location of the data
/// </summary>
/// <param name="config">Subscription configuration</param>
/// <param name="date">Date</param>
/// <param name="isLiveMode">Is live mode</param>
/// <returns>Location of the data as a SubscriptionDataSource</returns>
public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
{
var localFilePath = Path.Combine(
Globals.DataFolder,
"alternative",
"usenergy",
$"{config.Symbol.Value.ToLowerInvariant()}.csv");
return new SubscriptionDataSource(localFilePath, SubscriptionTransportMedium.LocalFile);
}
/// <summary>
/// Parses the data from the line provided and loads it into LEAN
/// </summary>
/// <param name="config">Subscription configuration</param>
/// <param name="line">Line of data</param>
/// <param name="date">Date</param>
/// <param name="isLiveMode">Is live mode</param>
/// <returns>New instance of USEnergy</returns>
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
{
var csv = line.Split(',');
return new USEnergy
{
Symbol = config.Symbol,
Value = Parse.Decimal(csv[1]),
Time = Parse.DateTimeExact(csv[0], "yyyyMMdd")
};
}
/// <summary>
/// Clones the data
/// </summary>
/// <returns>A clone of the object</returns>
public override BaseData Clone()
{
return new USEnergy
{
Symbol = Symbol,
Value = Value,
Time = Time
};
}
/// <summary>
/// Indicates whether the data source is tied
/// to an underlying symbol and requires that corporate
/// events be applied to it as well, such as renames and delistings
/// </summary>
/// <returns>false</returns>
public override bool RequiresMapping()
{
return false;
}
/// <summary>
/// Indicates whether the data is sparse.
/// If true, we disable logging for missing files
/// </summary>
/// <returns>true</returns>
public override bool IsSparseData()
{
return true;
}
/// <summary>
/// Converts the instance to string
/// </summary>
public override string ToString()
{
return $"{Symbol} - {Value}";
}
/// <summary>
/// Gets the default resolution for this data and security type
/// </summary>
public override Resolution DefaultResolution()
{
return Resolution.Daily;
}
/// <summary>
/// Gets the supported resolution for this data and security type
/// </summary>
public override List<Resolution> SupportedResolutions()
{
return DailyResolution;
}
}
}