public IndexSeriesInfo(ICandleManager candleManager, Type candleType, IEnumerable <CandleSeries> innerSeries, DateTimeOffset?from, DateTimeOffset?to, IndexSecurity security, Action <Candle> processing, Action stopped)
{
if (innerSeries == null)
{
throw new ArgumentNullException(nameof(innerSeries));
}
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
_candleManager = candleManager ?? throw new ArgumentNullException(nameof(candleManager));
_innerSeries = innerSeries.ToHashSet();
_from = from;
_to = to;
_processing = processing ?? throw new ArgumentNullException(nameof(processing));
_stopped = stopped ?? throw new ArgumentNullException(nameof(stopped));
candleManager.Processing += OnInnerSourceProcessCandle;
candleManager.Stopped += OnInnerSourceStopped;
_builder = new IndexCandleBuilder(security, candleType, security.IgnoreErrors);
//_innerSeries.ForEach(s =>
//{
// s.ProcessCandle += OnInnerSourceProcessCandle;
// s.Stopped += OnInnerSourceStopped;
// _startedSeriesCount++;
//});
}
public IndexSeriesInfo(ICandleManager candleManager, IEnumerable <CandleSeries> innerSeries, DateTimeOffset from, DateTimeOffset to, IndexSecurity security, Action <Candle> processing, Action stopped)
{
if (candleManager == null)
{
throw new ArgumentNullException("candleManager");
}
if (innerSeries == null)
{
throw new ArgumentNullException("innerSeries");
}
if (security == null)
{
throw new ArgumentNullException("security");
}
if (processing == null)
{
throw new ArgumentNullException("processing");
}
if (stopped == null)
{
throw new ArgumentNullException("stopped");
}
_candleManager = candleManager;
_innerSeries = innerSeries;
_from = from;
_to = to;
_processing = processing;
_stopped = stopped;
_builder = new IndexCandleBuilder(security);
_innerSeries.ForEach(s =>
{
s.ProcessCandle += OnInnerSourceProcessCandle;
s.Stopped += OnInnerSourceStopped;
_startedSeriesCount++;
});
}
void ICandleSource <Candle> .Start(CandleSeries series, DateTimeOffset?from, DateTimeOffset?to)
{
if (series == null)
{
throw new ArgumentNullException(nameof(series));
}
var indexSecurity = (IndexSecurity)series.Security;
var basketInfo = new IndexSeriesInfo(_candleManager,
series.CandleType,
indexSecurity
.GetInnerSecurities(_securityProvider)
.Select(sec => new CandleSeries(series.CandleType, sec, IndexCandleBuilder.CloneArg(series.Arg, sec))
{
WorkingTime = series.WorkingTime.Clone(),
})
.ToArray(),
from, to, indexSecurity,
c =>
{
//if (c.Series == null)
//{
// c.Series = series;
// c.Source = this;
//}
_candleManager.Container.AddCandle(series, c);
Processing?.Invoke(series, c);
},
() => Stopped?.Invoke(series));
_info.Add(series, basketInfo);
basketInfo.Start();
}
