remove: duplicate validation from downloader

QuantConnect · Feb 26, 2024 · 69e8e20 · 69e8e20
1 parent 4c2f7fa
commit 69e8e20
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Showing 2 changed files with 19 additions and 26 deletions.
diff --git a/QuantConnect.CoinAPI/CoinAPIDataDownloader.cs b/QuantConnect.CoinAPI/CoinAPIDataDownloader.cs
@@ -35,22 +35,10 @@ public CoinAPIDataDownloader()
 
         public IEnumerable<BaseData>? Get(DataDownloaderGetParameters dataDownloaderGetParameters)
         {
-            if (dataDownloaderGetParameters.TickType != TickType.Trade)
-            {
-                Log.Error($"{nameof(CoinAPIDataDownloader)}.{nameof(Get)}: Not supported data type - {dataDownloaderGetParameters.TickType}. " +
-                    $"Currently available support only for historical of type - {nameof(TickType.Trade)}");
-                return null;
-            }
-
-            if (dataDownloaderGetParameters.EndUtc < dataDownloaderGetParameters.StartUtc)
-            {
-                Log.Error($"{nameof(CoinAPIDataDownloader)}.{nameof(Get)}:InvalidDateRange. The history request start date must precede the end date, no history returned");
-                return null;
-            }
-
             var symbol = dataDownloaderGetParameters.Symbol;
 
-            var historyRequests = new HistoryRequest(
+            var history = _historyProvider.GetHistory(
+                new HistoryRequest(
                     startTimeUtc: dataDownloaderGetParameters.StartUtc,
                     endTimeUtc: dataDownloaderGetParameters.EndUtc,
                     dataType: typeof(TradeBar),
@@ -62,25 +50,16 @@ public CoinAPIDataDownloader()
                     includeExtendedMarketHours: true,
                     isCustomData: false,
                     dataNormalizationMode: DataNormalizationMode.Raw,
-                    tickType: TickType.Trade);
-
-            var history = _historyProvider.GetHistory(historyRequests);
+                    tickType: TickType.Trade)
+                );
 
             // historyRequest contains wrong data request
             if (history == null)
             {
                 return null;
             }
 
-            return GetHistoryInSlice(history);
-        }
-
-        private IEnumerable<BaseData> GetHistoryInSlice(IEnumerable<BaseData> history)
-        {
-            foreach (var slice in history)
-            {
-                yield return slice;
-            }
+            return history.Select(slice => slice);
         }
 
         public void Dispose()

diff --git a/QuantConnect.CoinAPI/CoinApiDataHistoryProvider.cs b/QuantConnect.CoinAPI/CoinApiDataHistoryProvider.cs
@@ -47,6 +47,10 @@ public partial class CoinApiDataProvider
         /// </summary>
         private bool _invalidResolutionTypeWarningFired;
 
+        /// <summary>
+        /// Indicates whether a warning for an invalid start time has been fired, where the start time is greater than or equal to the end time in UTC.
+        /// </summary>
+        private bool _invalidStartTimeWarningFired;
 
         public override void Initialize(HistoryProviderInitializeParameters parameters)
         {
@@ -108,6 +112,16 @@ public override void Initialize(HistoryProviderInitializeParameters parameters)
                 return null;
             }
 
+            if (historyRequest.EndTimeUtc < historyRequest.StartTimeUtc)
+            {
+                if (!_invalidStartTimeWarningFired)
+                {
+                    Log.Error($"{nameof(CoinAPIDataDownloader)}.{nameof(GetHistory)}:InvalidDateRange. The history request start date must precede the end date, no history returned");
+                    _invalidStartTimeWarningFired = true;
+                }
+                return null;
+            }
+
             return GetHistory(historyRequest.Symbol,
                 historyRequest.Resolution,
                 historyRequest.StartTimeUtc,