public void AddSecurity(DataFactory factory)
{
_securitites.Add(factory);
}
public void AddTickData(DataFactory factory, SortedDictionary<uint, MarketState> state, DateTime stateTime)
{
if (AllMktsInitialized)
{
if (!Markets.ContainsKey(stateTime))
{
Markets.Add(stateTime, new Dictionary<Security, SortedDictionary<uint, MarketState>>());
}
lock (Markets[stateTime])
{
Dictionary<Security, SortedDictionary<uint, MarketState>> allMarketsAtTime = Markets[stateTime];
foreach (DataFactory f in _securitites)
{
// no market data for this security, for this time stamp exists
if (!allMarketsAtTime.ContainsKey(f.SecurityObj))
{
SortedDictionary<uint, MarketState> mktData = factory.Equals(f) ? state : f.GetLatestOrBefore(stateTime);
allMarketsAtTime.Add(f.SecurityObj, mktData);
}
else // market data for this security, for this time stamp exists already
{
if (factory.Equals(f))
{
allMarketsAtTime[f.SecurityObj] = state;
}
}
}
if (_lastState < stateTime) _lastState = stateTime;
}
}
}
public void AddSecurity(DataFactory factory)
{
_securitites.Add(factory);
}