wehub-resource-sync
80 lines
2.8 KiB
C#
80 lines
2.8 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;
|
|
|
|
namespace QuantConnect.Lean.Engine.DataFeeds
|
|
{
|
|
/// <summary>
|
|
/// Live time provide which supports an initial warmup period using the given time provider <see cref="SubscriptionFrontierTimeProvider"/>, used by the <see cref="LiveSynchronizer"/>
|
|
/// </summary>
|
|
public class LiveTimeProvider : ITimeProvider
|
|
{
|
|
private DateTime _previous;
|
|
private readonly DateTime _liveStart;
|
|
private readonly ITimeProvider _realTime;
|
|
private ITimeProvider _warmupTimeProvider;
|
|
|
|
/// <summary>
|
|
/// Creates a new instance
|
|
/// </summary>
|
|
/// <param name="realTime">Real time provider</param>
|
|
public LiveTimeProvider(ITimeProvider realTime)
|
|
{
|
|
_realTime = realTime;
|
|
_liveStart = _realTime.GetUtcNow();
|
|
}
|
|
|
|
/// <summary>
|
|
/// Fully initializes this instance providing the initial warmup time provider to use
|
|
/// </summary>
|
|
/// <param name="warmupTimeProvider">The warmup provider to use</param>
|
|
public void Initialize(ITimeProvider warmupTimeProvider)
|
|
{
|
|
_warmupTimeProvider = warmupTimeProvider;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Gets the current time in UTC
|
|
/// </summary>
|
|
/// <returns>The current time in UTC</returns>
|
|
public DateTime GetUtcNow()
|
|
{
|
|
if(ReferenceEquals(_realTime, _warmupTimeProvider))
|
|
{
|
|
// warmup ended
|
|
return _realTime.GetUtcNow();
|
|
}
|
|
|
|
if (_warmupTimeProvider == null)
|
|
{
|
|
// don't let any live data point through until we are fully initialized
|
|
return Time.BeginningOfTime;
|
|
}
|
|
|
|
var newTime = _warmupTimeProvider.GetUtcNow();
|
|
if (_previous == newTime || newTime >= _liveStart)
|
|
{
|
|
// subscription time provider swap ended, start using live
|
|
_warmupTimeProvider = _realTime;
|
|
return GetUtcNow();
|
|
}
|
|
_previous = newTime;
|
|
return newTime;
|
|
}
|
|
}
|
|
}
|