119 lines
4.9 KiB
C#
119 lines
4.9 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.Collections.Generic;
|
|
using System.Linq;
|
|
using NodaTime;
|
|
using QuantConnect.Interfaces;
|
|
|
|
namespace QuantConnect
|
|
{
|
|
/// <summary>
|
|
/// Provides a means of centralizing time for various time zones.
|
|
/// </summary>
|
|
public class TimeKeeper : ITimeKeeper
|
|
{
|
|
private DateTime _utcDateTime;
|
|
|
|
private readonly Dictionary<string, LocalTimeKeeper> _localTimeKeepers;
|
|
|
|
/// <summary>
|
|
/// Gets the current time in UTC
|
|
/// </summary>
|
|
public DateTime UtcTime
|
|
{
|
|
get { return _utcDateTime; }
|
|
}
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="TimeKeeper"/> class at the specified
|
|
/// UTC time and for the specified time zones. Each time zone specified will cause the
|
|
/// creation of a <see cref="LocalTimeKeeper"/> to handle conversions for that time zone.
|
|
/// </summary>
|
|
/// <param name="utcDateTime">The initial time</param>
|
|
/// <param name="timeZones">The time zones used to instantiate <see cref="LocalTimeKeeper"/> instances.</param>
|
|
public TimeKeeper(DateTime utcDateTime, params DateTimeZone[] timeZones)
|
|
: this(utcDateTime, timeZones ?? Enumerable.Empty<DateTimeZone>())
|
|
{
|
|
}
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="TimeKeeper"/> class at the specified
|
|
/// UTC time and for the specified time zones. Each time zone specified will cause the
|
|
/// creation of a <see cref="LocalTimeKeeper"/> to handle conversions for that time zone.
|
|
/// </summary>
|
|
/// <param name="utcDateTime">The initial time</param>
|
|
/// <param name="timeZones">The time zones used to instantiate <see cref="LocalTimeKeeper"/> instances.</param>
|
|
public TimeKeeper(DateTime utcDateTime, IEnumerable<DateTimeZone> timeZones)
|
|
{
|
|
_utcDateTime = utcDateTime;
|
|
_localTimeKeepers = timeZones.Distinct().Select(x => new LocalTimeKeeper(utcDateTime, x)).ToDictionary(x => x.TimeZone.Id);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Sets the current UTC time for this time keeper and the attached child <see cref="LocalTimeKeeper"/> instances.
|
|
/// </summary>
|
|
/// <param name="utcDateTime">The current time in UTC</param>
|
|
public virtual void SetUtcDateTime(DateTime utcDateTime)
|
|
{
|
|
_utcDateTime = utcDateTime;
|
|
foreach (var timeZone in _localTimeKeepers)
|
|
{
|
|
timeZone.Value.UpdateTime(utcDateTime);
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Gets the local time in the specified time zone. If the specified <see cref="DateTimeZone"/>
|
|
/// has not already been added, this will throw a <see cref="KeyNotFoundException"/>.
|
|
/// </summary>
|
|
/// <param name="timeZone">The time zone to get local time for</param>
|
|
/// <returns>The local time in the specifed time zone</returns>
|
|
public DateTime GetTimeIn(DateTimeZone timeZone)
|
|
{
|
|
return GetLocalTimeKeeper(timeZone).LocalTime;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Gets the <see cref="LocalTimeKeeper"/> instance for the specified time zone
|
|
/// </summary>
|
|
/// <param name="timeZone">The time zone whose <see cref="LocalTimeKeeper"/> we seek</param>
|
|
/// <returns>The <see cref="LocalTimeKeeper"/> instance for the specified time zone</returns>
|
|
public LocalTimeKeeper GetLocalTimeKeeper(DateTimeZone timeZone)
|
|
{
|
|
LocalTimeKeeper localTimeKeeper;
|
|
if (!_localTimeKeepers.TryGetValue(timeZone.Id, out localTimeKeeper))
|
|
{
|
|
localTimeKeeper = new LocalTimeKeeper(UtcTime, timeZone);
|
|
_localTimeKeepers[timeZone.Id] = localTimeKeeper;
|
|
}
|
|
return localTimeKeeper;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Adds the specified time zone to this time keeper
|
|
/// </summary>
|
|
/// <param name="timeZone"></param>
|
|
public void AddTimeZone(DateTimeZone timeZone)
|
|
{
|
|
if (!_localTimeKeepers.ContainsKey(timeZone.Id))
|
|
{
|
|
_localTimeKeepers[timeZone.Id] = new LocalTimeKeeper(_utcDateTime, timeZone);
|
|
}
|
|
}
|
|
}
|
|
}
|