Hi Lavanya - I agree with Jenny's comments.. but incase you hold the key then..
I feel that proxy has got an edge over File adapter.. below few highlighted pt might help u taking your decision
-> File adapter is polling based.. i.e. Though your program generates the files, they won't get transferred immediately instead depends on the polling interval that you configure in the channel..
(Of course you can reduce the polling interval to make it realtime but which is a kind of alternative)
If you go with the proxy.. it makes your interface real time.. as you can push the messages to PI.. It won't be a two step approach like with the other...
-> In terms of Data volume.. performance.. Proxy communication always takes over File/FTP
Having said that
if you have a program which is already generating the files and if you just need to send them to SFTP server then instead of investing efforts in making it as a proxy interface...
just create a pass through interface as every one suggested..