wehub-resource-sync
89 lines
3.7 KiB
C#
89 lines
3.7 KiB
C#
/*
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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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using System;
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using QuantConnect.Scheduling;
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namespace QuantConnect
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{
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/// <summary>
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/// Provides access to the <see cref="NullIsolatorLimitResultProvider"/> and extension methods supporting <see cref="ScheduledEvent"/>
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/// </summary>
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public static class IsolatorLimitResultProvider
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{
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/// <summary>
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/// Provides access to a null implementation of <see cref="IIsolatorLimitResultProvider"/>
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/// </summary>
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public static readonly IIsolatorLimitResultProvider Null = new NullIsolatorLimitResultProvider();
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/// <summary>
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/// Convenience method for invoking a scheduled event's Scan method inside the <see cref="IsolatorLimitResultProvider"/>
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/// </summary>
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public static void Consume(
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this IIsolatorLimitResultProvider isolatorLimitProvider,
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ScheduledEvent scheduledEvent,
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DateTime scanTimeUtc,
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TimeMonitor timeMonitor
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)
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{
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// perform initial filtering to prevent starting a task when not necessary
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if (scheduledEvent.NextEventUtcTime > scanTimeUtc)
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{
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return;
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}
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var timeProvider = RealTimeProvider.Instance;
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isolatorLimitProvider.Consume(timeProvider, () => scheduledEvent.Scan(scanTimeUtc), timeMonitor);
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}
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/// <summary>
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/// Executes the provided code block and while the code block is running, continually consume from
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/// the limit result provided one token each minute. This function allows the code to run for the
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/// first full minute without requesting additional time from the provider. Following that, every
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/// minute an additional one minute will be requested from the provider.
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/// </summary>
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/// <remarks>
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/// This method exists to support scheduled events, and as such, intercepts any errors raised via the
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/// provided code and wraps them in a <see cref="ScheduledEventException"/>. If in the future this is
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/// usable elsewhere, consider refactoring to handle the errors in a different fashion.
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/// </remarks>
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public static void Consume(
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this IIsolatorLimitResultProvider isolatorLimitProvider,
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ITimeProvider timeProvider,
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Action code,
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TimeMonitor timeMonitor
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)
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{
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var consumer = new TimeConsumer
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{
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IsolatorLimitProvider = isolatorLimitProvider,
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TimeProvider = timeProvider
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};
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timeMonitor.Add(consumer);
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code();
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consumer.Finished = true;
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}
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private sealed class NullIsolatorLimitResultProvider : IIsolatorLimitResultProvider
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{
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private static readonly IsolatorLimitResult OK = new IsolatorLimitResult(TimeSpan.Zero, string.Empty);
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public void RequestAdditionalTime(int minutes) { }
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public IsolatorLimitResult IsWithinLimit() { return OK; }
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public bool TryRequestAdditionalTime(int minutes) { return true; }
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}
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}
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} |