chore: import upstream snapshot with attribution
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wehub-resource-sync
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using QuantConnect.Logging;
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namespace QuantConnect.Scheduling
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{
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/// <summary>
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/// Real time self scheduling event
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/// </summary>
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public class ScheduledEvent : IDisposable
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{
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/// <summary>
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/// Gets the default time before market close end of trading day events will fire
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/// </summary>
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public static readonly TimeSpan SecurityEndOfDayDelta = TimeSpan.FromMinutes(10);
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/// <summary>
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/// Gets the default time before midnight end of day events will fire
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/// </summary>
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public static readonly TimeSpan AlgorithmEndOfDayDelta = TimeSpan.FromMinutes(2);
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private bool _needsMoveNext;
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private bool _endOfScheduledEvents;
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private readonly Action<string, DateTime> _callback;
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private readonly IEnumerator<DateTime> _orderedEventUtcTimes;
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/// <summary>
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/// Event that fires each time this scheduled event happens
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/// </summary>
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public event Action<string, DateTime> EventFired;
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/// <summary>
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/// Gets or sets whether this event is enabled
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/// </summary>
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public bool Enabled
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{
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get; set;
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}
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/// <summary>
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/// Gets or sets whether this event will log each time it fires
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/// </summary>
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internal bool IsLoggingEnabled
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{
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get; set;
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}
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/// <summary>
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/// Gets the next time this scheduled event will fire in UTC
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/// </summary>
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public DateTime NextEventUtcTime
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{
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get
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{
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if (_endOfScheduledEvents)
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{
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return DateTime.MaxValue;
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}
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if (_needsMoveNext)
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{
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_needsMoveNext = false;
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_endOfScheduledEvents = !_orderedEventUtcTimes.MoveNext();
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return NextEventUtcTime;
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}
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return _orderedEventUtcTimes.Current;
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}
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}
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/// <summary>
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/// Gets an identifier for this event
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/// </summary>
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public string Name { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="ScheduledEvent"/> class
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/// </summary>
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/// <param name="name">An identifier for this event</param>
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/// <param name="eventUtcTime">The date time the event should fire</param>
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/// <param name="callback">Delegate to be called when the event time passes</param>
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public ScheduledEvent(string name, DateTime eventUtcTime, Action<string, DateTime> callback = null)
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: this(name, new[] { eventUtcTime }.AsEnumerable().GetEnumerator(), callback)
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="ScheduledEvent"/> class
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/// </summary>
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/// <param name="name">An identifier for this event</param>
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/// <param name="orderedEventUtcTimes">An enumerable that emits event times</param>
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/// <param name="callback">Delegate to be called each time an event passes</param>
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public ScheduledEvent(string name, IEnumerable<DateTime> orderedEventUtcTimes, Action<string, DateTime> callback = null)
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: this(name, orderedEventUtcTimes.GetEnumerator(), callback)
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="ScheduledEvent"/> class
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/// </summary>
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/// <param name="name">An identifier for this event</param>
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/// <param name="orderedEventUtcTimes">An enumerator that emits event times</param>
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/// <param name="callback">Delegate to be called each time an event passes</param>
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public ScheduledEvent(string name, IEnumerator<DateTime> orderedEventUtcTimes, Action<string, DateTime> callback = null)
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{
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Name = name;
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Enabled = true;
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_callback = callback;
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// we don't move next until we are requested, this allows the algorithm to support the warmup period correctly
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_needsMoveNext = true;
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_orderedEventUtcTimes = orderedEventUtcTimes;
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}
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/// <summary>Serves as the default hash function. </summary>
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/// <returns>A hash code for the current object.</returns>
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/// <filterpriority>2</filterpriority>
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public override int GetHashCode()
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{
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return Name.GetHashCode();
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}
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/// <summary>Determines whether the specified object is equal to the current object.</summary>
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/// <returns>true if the specified object is equal to the current object; otherwise, false.</returns>
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/// <param name="obj">The object to compare with the current object. </param>
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/// <filterpriority>2</filterpriority>
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public override bool Equals(object obj)
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{
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return !ReferenceEquals(null, obj) && ReferenceEquals(this, obj);
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}
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/// <summary>
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/// Scans this event and fires the callback if an event happened
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/// </summary>
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/// <param name="utcTime">The current time in UTC</param>
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internal void Scan(DateTime utcTime)
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{
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if (_endOfScheduledEvents)
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{
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return;
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}
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do
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{
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if (_needsMoveNext)
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{
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// if we've passed an event or are just priming the pump, we need to move next
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if (!_orderedEventUtcTimes.MoveNext())
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{
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if (IsLoggingEnabled)
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{
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Log.Trace($"ScheduledEvent.{Name}: Completed scheduled events.");
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}
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_endOfScheduledEvents = true;
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return;
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}
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if (IsLoggingEnabled)
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{
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Log.Trace($"ScheduledEvent.{Name}: Next event: {_orderedEventUtcTimes.Current.ToStringInvariant(DateFormat.UI)} UTC");
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}
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}
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// if time has passed our event
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if (utcTime >= _orderedEventUtcTimes.Current)
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{
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if (IsLoggingEnabled)
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{
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Log.Trace($"ScheduledEvent.{Name}: Firing at {utcTime.ToStringInvariant(DateFormat.UI)} UTC " +
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$"Scheduled at {_orderedEventUtcTimes.Current.ToStringInvariant(DateFormat.UI)} UTC"
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);
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}
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// fire the event
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OnEventFired(_orderedEventUtcTimes.Current);
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_needsMoveNext = true;
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}
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else
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{
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// we haven't passed the event time yet, so keep waiting on this Current
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_needsMoveNext = false;
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}
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}
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// keep checking events until we pass the current time, this will fire
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// all 'skipped' events back to back in order, perhaps this should be handled
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// in the real time handler
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while (_needsMoveNext);
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}
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/// <summary>
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/// Fast forwards this schedule to the specified time without invoking the events
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/// </summary>
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/// <param name="utcTime">Frontier time</param>
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internal void SkipEventsUntil(DateTime utcTime)
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{
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do
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{
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// zoom through the enumerator until we get to the desired time
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if (utcTime <= NextEventUtcTime)
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{
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if (IsLoggingEnabled)
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{
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Log.Trace($"ScheduledEvent.{Name}: Skipped events before {utcTime.ToStringInvariant(DateFormat.UI)}. " +
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$"Next event: {_orderedEventUtcTimes.Current.ToStringInvariant(DateFormat.UI)}"
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);
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}
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return;
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}
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}
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while (_orderedEventUtcTimes.MoveNext());
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if (IsLoggingEnabled)
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{
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Log.Trace($"ScheduledEvent.{Name}: Exhausted event stream during skip until {utcTime.ToStringInvariant(DateFormat.UI)}");
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}
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_endOfScheduledEvents = true;
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}
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/// <summary>
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/// Will return the ScheduledEvents name
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/// </summary>
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public override string ToString()
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{
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return $"{Name}";
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}
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/// <summary>
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/// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
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/// </summary>
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/// <filterpriority>2</filterpriority>
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void IDisposable.Dispose()
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{
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_orderedEventUtcTimes.Dispose();
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}
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/// <summary>
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/// Event invocator for the <see cref="EventFired"/> event
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/// </summary>
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/// <param name="triggerTime">The event's time in UTC</param>
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protected void OnEventFired(DateTime triggerTime)
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{
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// don't fire the event if we're turned off
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if (!Enabled) return;
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_callback?.Invoke(Name, _orderedEventUtcTimes.Current);
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EventFired?.Invoke(Name, triggerTime);
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}
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}
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}
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