private Tuple <ContractDetails_ViewModel, List <Bar> > DownloadPreviousCloses(ContractDetails_ViewModel cd_vm)
{
//Quote_ViewModel symVM = null;
List <Bar> closePricesList = null;
ContractDetails_ViewModel retCd_vm = cd_vm;
//symVM = QuotesList.FirstOrDefault(s => s.Symbol == cd_vm.Symbol);
//if (symVM != null)
//{
// // Little prob. to find a symbol previously added to the list:
// // First cancel the old:
// TwsData.DataFeeder.CancelRealTime(symVM.ReqId);
// QuoteRemoved?.Invoke(this, new Quote_EventArgs(symVM));
//}
//else
//{
Tuple <List <Bar>, TwsError> tuple = TwsData.DataFeeder.GetPreviousCloses(cd_vm.ContractDetails.Contract, 2);
closePricesList = tuple.Item1;
if (closePricesList == null || (closePricesList.Count < 1 || closePricesList.Count > 2))
{
// Not the right count, give up
retCd_vm = null;
}
else
{
closePricesList = tuple.Item1;
}
//}
// finally, if everything was ok, retCd_vm is valid, otherwise is null
return(new Tuple <ContractDetails_ViewModel, List <Bar> >(cd_vm, closePricesList));
}
public void AddTime(ContractDetails_ViewModel cd_vm)
{
string uniqueSymbol = cd_vm.UniqueName;
lock (dictionary_Lock)
{
openingHours[uniqueSymbol] = cd_vm;
StartTimer();
}
}
private async Task <Quote_ViewModel> PushQuoteToList(ContractDetails_ViewModel cd_vm, List <Bar> closePricesList)
{
Quote_ViewModel retQuote_vm;
retQuote_vm = new Quote_ViewModel(0, cd_vm);
retQuote_vm.SetClosedValues(closePricesList);
QuoteAdded?.Invoke(this, new Quote_EventArgs(retQuote_vm));
await Task.CompletedTask;
return(retQuote_vm);
}
//
// From IB, returns a ContractDetails for the specified contract.
// Normally only one contract should be received since at this point
// the presented contract data specifies all the fields
//
private Tuple <string, ContractDetails_ViewModel> DownloadContractDetails(ContractData contractData)
{
ContractDetails_ViewModel contractDetails_vm = null;
ContractDetails contractDetails = null;
contractDetails = TwsData.DataFeeder.GetContractDetailsList(contractData).FirstOrDefault();
if (contractDetails != null)
{
contractDetails_vm = new ContractDetails_ViewModel(contractDetails);
}
return(new Tuple <string, ContractDetails_ViewModel>(contractData.Symbol, contractDetails_vm));
}
//
// Called from ContractDetails_ViewModel when data about one contract has been received.
// When all ContractDetails are received, IsSearchingInProgress is set to false
//
private void ContractVM_EndPriceUpdate_Event(object sender, EventArgs e)
{
ContractDetails_ViewModel contractVM = sender as ContractDetails_ViewModel;
if (contractVM == null)
{
return;
}
contractVM.EndPriceUpdate_Event -= ContractVM_EndPriceUpdate_Event;
lock (countContractsUpdating_lock) { --countContractsUpdating; }
if (countContractsUpdating == 0)
{
IsSearchingInProgress = false;
}
}
private async Task StartSearch(string smb)
{
IsSearchingInProgress = true;
Contracts_List.Clear();
List <ContractDetails> contractDetailsList;
if (string.IsNullOrEmpty(smb))
{
contractDetailsList = TwsData.DataFeeder.GetContractDetailsList(new ContractData()
{
Symbol = this.Symbol, SecType = "STK"
});
}
else
{
contractDetailsList = TwsData.DataFeeder.GetContractDetailsList(new ContractData()
{
Symbol = smb, SecType = "STK"
});
}
foreach (ContractDetails cd in contractDetailsList)
{
ContractDetails_ViewModel contractVM = new ContractDetails_ViewModel(cd);
await dispatcher.InvokeAsync(() => Contracts_List.Add(contractVM));
contractVM.EndPriceUpdate_Event += ContractVM_EndPriceUpdate_Event;
Thread t = new Thread(new ThreadStart(contractVM.StartDownloadData));
t.Start();
lock (countContractsUpdating_lock)
{
++countContractsUpdating;
}
}
}
//
// Double click on contract will fire up ContractSelected_Event (to AddSymbol_ViewModel)
//
private async Task leftDoubleClicked()
{
if (SelectedReqId <= 0)
{
return;
}
ContractDetails_ViewModel contractVM = Contracts_List.FirstOrDefault(c => c.ReqId == SelectedReqId);
if (contractVM.IsEnabled == false)
{
return;
}
// First cancel others ContractDetails requests
foreach (ContractDetails_ViewModel cdVm in Contracts_List)
{
cdVm.CancelPriceUpdate();
}
ContractSelected_Event?.Invoke(this, new ContractDetailsRecv_EventArgs(SelectedReqId, contractVM.ContractDetails));
await Close();
}
public async Task Run(List <ContractData> cDataList)
{
var taskSchedulerPair = new ConcurrentExclusiveSchedulerPair();
var exclusiveScheduler = new ConcurrentExclusiveSchedulerPair().ExclusiveScheduler;
var linkOptions = new DataflowLinkOptions {
PropagateCompletion = true
};
cancellationSource = new CancellationTokenSource();
if (SynchronizationContext.Current == null)
{
SynchronizationContext.SetSynchronizationContext(new SynchronizationContext());
}
CurrentTaskScheduler = TaskScheduler.FromCurrentSynchronizationContext();
downloadContractDetails = new TransformBlock <ContractData, Tuple <string, ContractDetails_ViewModel> >(contractData =>
{
return(DownloadContractDetails(contractData));
},
new ExecutionDataflowBlockOptions
{
CancellationToken = cancellationSource.Token,
MaxDegreeOfParallelism = -1,
TaskScheduler = taskSchedulerPair.ConcurrentScheduler
});
downloadPreviousCloses = new TransformBlock <Tuple <string, ContractDetails_ViewModel>, Tuple <ContractDetails_ViewModel, List <Bar> > >(inputTuple =>
{
return(DownloadPreviousCloses(inputTuple.Item2));
},
new ExecutionDataflowBlockOptions
{
CancellationToken = cancellationSource.Token,
MaxDegreeOfParallelism = -1,
TaskScheduler = taskSchedulerPair.ConcurrentScheduler
});
pushQuoteToList = new TransformBlock <Tuple <ContractDetails_ViewModel, List <Bar> >, Quote_ViewModel>(async inputTuple =>
{
ContractDetails_ViewModel cd_vm = inputTuple.Item1;
List <Bar> bars_List = inputTuple.Item2;
return(await PushQuoteToList(cd_vm, bars_List));
},
new ExecutionDataflowBlockOptions
{
CancellationToken = cancellationSource.Token,
MaxDegreeOfParallelism = -1,
TaskScheduler = CurrentTaskScheduler
});
startRealTime = new ActionBlock <Quote_ViewModel>(quote_vm =>
{
StartRealTime(quote_vm);
},
new ExecutionDataflowBlockOptions
{
CancellationToken = cancellationSource.Token,
MaxDegreeOfParallelism = -1,
TaskScheduler = CurrentTaskScheduler
});
Predicate <Tuple <string, ContractDetails_ViewModel> > checkNullContractDetails = cd_vm => cd_vm.Item2 != null;
downloadContractDetails.LinkTo(downloadPreviousCloses, linkOptions, checkNullContractDetails);
// Discard if downloaded ContractDetails is null
downloadContractDetails.LinkTo(DataflowBlock.NullTarget <Tuple <string, ContractDetails_ViewModel> >(), linkOptions, cd_vm => !checkNullContractDetails(cd_vm));
downloadPreviousCloses.LinkTo(pushQuoteToList, linkOptions, output => (output.Item2 != null && output.Item2.Count > 0));
downloadPreviousCloses.LinkTo(DataflowBlock.NullTarget <Tuple <ContractDetails_ViewModel, List <Bar> > >(), linkOptions, output => (output.Item2 == null || output.Item2.Count == 0));
pushQuoteToList.LinkTo(startRealTime, linkOptions, quoteVM => quoteVM != null);
pushQuoteToList.LinkTo(DataflowBlock.NullTarget <Quote_ViewModel>(), linkOptions, quoteVM => quoteVM == null);
cDataList.ForEach(cData => { downloadContractDetails.Post(cData); });
downloadContractDetails.Complete();
try
{
// Asynchronously wait for the pipeline to complete processing and for
// the progress bars to update.
await Task.WhenAll(
downloadContractDetails.Completion,
downloadPreviousCloses.Completion,
startRealTime.Completion,
pushQuoteToList.Completion);
}
catch (OperationCanceledException)
{
}
}
public Quote_ViewModel(int reqId, ContractDetails_ViewModel cDetails)
{
ReqId = reqId;
ContractDetails = cDetails;
IsTabSelected = true;
}
