public void Dispose()
{
if (_disposed)
{
return;
}
Stop();
_syncLock.EnterWriteLock();
try
{
_stopEvent.DisposeSafely();
_lightTeamLogicExecutor.DisposeSafely();
_darkTeamLogicExecutor.DisposeSafely();
_makeMoveEvent.DisposeSafely();
_disposed = true;
}
finally
{
_syncLock.ExitWriteLock();
}
_syncLock.DisposeSafely();
}
/// <summary>
/// Initializes the data feed for the specified job and algorithm
/// </summary>
public void Initialize(IAlgorithm algorithm,
AlgorithmNodePacket job,
IResultHandler resultHandler,
IMapFileProvider mapFileProvider,
IFactorFileProvider factorFileProvider,
IDataProvider dataProvider,
IDataFeedSubscriptionManager subscriptionManager,
IDataFeedTimeProvider dataFeedTimeProvider,
IDataChannelProvider dataChannelProvider)
{
if (!(job is LiveNodePacket))
{
throw new ArgumentException("The LiveTradingDataFeed requires a LiveNodePacket.");
}
_cancellationTokenSource = new CancellationTokenSource();
_job = (LiveNodePacket)job;
_timeProvider = dataFeedTimeProvider.TimeProvider;
_dataProvider = dataProvider;
_mapFileProvider = mapFileProvider;
_factorFileProvider = factorFileProvider;
_channelProvider = dataChannelProvider;
_frontierTimeProvider = dataFeedTimeProvider.FrontierTimeProvider;
_customExchange = new BaseDataExchange("CustomDataExchange")
{
SleepInterval = 10
};
_subscriptions = subscriptionManager.DataFeedSubscriptions;
_dataQueueHandler = GetDataQueueHandler();
_dataQueueHandler?.SetJob(_job);
// run the custom data exchange
var manualEvent = new ManualResetEventSlim(false);
Task.Factory.StartNew(() =>
{
manualEvent.Set();
_customExchange.Start(_cancellationTokenSource.Token);
}, TaskCreationOptions.LongRunning);
manualEvent.Wait();
manualEvent.DisposeSafely();
IsActive = true;
}
/// <summary>
/// Free resources
/// </summary>
public override void Dispose()
{
_newLiveDataEmitted.Set();
_newLiveDataEmitted?.DisposeSafely();
_realTimeScheduleEventService?.DisposeSafely();
}
