wehub-resource-sync
118 lines
4.4 KiB
C#
118 lines
4.4 KiB
C#
/*
|
|
* 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 System;
|
|
using System.Threading;
|
|
using QuantConnect.Util;
|
|
using System.Collections.Generic;
|
|
|
|
namespace QuantConnect.Lean.Engine.DataFeeds
|
|
{
|
|
/// <summary>
|
|
/// Allows to setup a real time scheduled event, internally using a <see cref="Thread"/>,
|
|
/// that is guaranteed to trigger at or after the requested time, never before.
|
|
/// </summary>
|
|
/// <remarks>This class is of value because <see cref="Timer"/> could fire the
|
|
/// event before time.</remarks>
|
|
public class RealTimeScheduleEventService : IDisposable
|
|
{
|
|
private readonly Thread _pulseThread;
|
|
private readonly Queue<DateTime> _work;
|
|
private readonly ManualResetEvent _event;
|
|
private readonly CancellationTokenSource _tokenSource;
|
|
|
|
/// <summary>
|
|
/// Event fired when the scheduled time is past
|
|
/// </summary>
|
|
public event EventHandler NewEvent;
|
|
|
|
/// <summary>
|
|
/// Creates a new instance
|
|
/// </summary>
|
|
/// <param name="timeProvider">The time provider to use</param>
|
|
public RealTimeScheduleEventService(ITimeProvider timeProvider)
|
|
{
|
|
_tokenSource = new CancellationTokenSource();
|
|
_event = new ManualResetEvent(false);
|
|
_work = new Queue<DateTime>();
|
|
_pulseThread = new Thread(() =>
|
|
{
|
|
while (!_tokenSource.Token.IsCancellationRequested)
|
|
{
|
|
DateTime nextUtcScheduledEvent;
|
|
lock (_work)
|
|
{
|
|
_work.TryDequeue(out nextUtcScheduledEvent);
|
|
}
|
|
|
|
if (nextUtcScheduledEvent == default)
|
|
{
|
|
_event.WaitOne(_tokenSource.Token);
|
|
_event.Reset();
|
|
if (_tokenSource.Token.IsCancellationRequested)
|
|
{
|
|
return;
|
|
}
|
|
continue;
|
|
}
|
|
|
|
// testing has shown that it sometimes requires more than one loop
|
|
var diff = nextUtcScheduledEvent - timeProvider.GetUtcNow();
|
|
while (diff.Ticks > 0)
|
|
{
|
|
_tokenSource.Token.WaitHandle.WaitOne(diff);
|
|
|
|
diff = nextUtcScheduledEvent - timeProvider.GetUtcNow();
|
|
|
|
if (_tokenSource.Token.IsCancellationRequested)
|
|
{
|
|
return;
|
|
}
|
|
}
|
|
|
|
NewEvent?.Invoke(this, EventArgs.Empty);
|
|
}
|
|
}) { IsBackground = true, Name = "RealTimeScheduleEventService" };
|
|
_pulseThread.Start();
|
|
}
|
|
|
|
/// <summary>
|
|
/// Schedules a new event
|
|
/// </summary>
|
|
/// <param name="dueTime">The desired due time</param>
|
|
/// <param name="utcNow">Current utc time</param>
|
|
/// <remarks>Scheduling a new event will try to disable previous scheduled event,
|
|
/// but it is not guaranteed.</remarks>
|
|
public void ScheduleEvent(TimeSpan dueTime, DateTime utcNow)
|
|
{
|
|
lock (_work)
|
|
{
|
|
_work.Enqueue(utcNow + dueTime);
|
|
_event.Set();
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Disposes of the underlying <see cref="Timer"/> instance
|
|
/// </summary>
|
|
public void Dispose()
|
|
{
|
|
_pulseThread.StopSafely(TimeSpan.FromSeconds(1), _tokenSource);
|
|
_tokenSource.DisposeSafely();
|
|
_event.DisposeSafely();
|
|
}
|
|
}
|
|
}
|