/// <summary>
/// Initializes the instance of the Synchronizer class
/// </summary>
public override void Initialize(
IAlgorithm algorithm,
IDataFeedSubscriptionManager dataFeedSubscriptionManager)
{
base.Initialize(algorithm, dataFeedSubscriptionManager);
// the time provider, is the real time provider
_timeProvider = GetTimeProvider();
_frontierTimeProvider = new LiveTimeProvider(realTime: TimeProvider);
// the synchronizer will use our '_frontierTimeProvider' which initially during warmup will be using
// the base time provider which is the subscription based time provider (like backtesting)
// once wawrmup finishes it will start using the realtime provider
SubscriptionSynchronizer.SetTimeProvider(_frontierTimeProvider);
// attach event handlers to subscriptions
dataFeedSubscriptionManager.SubscriptionAdded += (sender, subscription) =>
{
subscription.NewDataAvailable += OnSubscriptionNewDataAvailable;
};
dataFeedSubscriptionManager.SubscriptionRemoved += (sender, subscription) =>
{
subscription.NewDataAvailable -= OnSubscriptionNewDataAvailable;
};
_realTimeScheduleEventService = new RealTimeScheduleEventService(new RealTimeProvider());
// this schedule event will be our time pulse
_realTimeScheduleEventService.NewEvent += (sender, args) => _newLiveDataEmitted.Set();
}
/// <summary>
/// Initializes the instance of the Synchronizer class
/// </summary>
public override void Initialize(
IAlgorithm algorithm,
IDataFeedSubscriptionManager dataFeedSubscriptionManager)
{
base.Initialize(algorithm, dataFeedSubscriptionManager);
_timeProvider = GetTimeProvider();
SubscriptionSynchronizer.SetTimeProvider(TimeProvider);
// attach event handlers to subscriptions
dataFeedSubscriptionManager.SubscriptionAdded += (sender, subscription) =>
{
subscription.NewDataAvailable += OnSubscriptionNewDataAvailable;
};
dataFeedSubscriptionManager.SubscriptionRemoved += (sender, subscription) =>
{
subscription.NewDataAvailable -= OnSubscriptionNewDataAvailable;
};
_realTimeScheduleEventService = new RealTimeScheduleEventService(new RealTimeProvider());
// this schedule event will be our time pulse
_realTimeScheduleEventService.NewEvent += (sender, args) => _newLiveDataEmitted.Set();
}
