/// <summary>
/// Write the in memory queues to the disk.
/// </summary>
/// <param name="frontierTime">Current foremost tick time</param>
/// <param name="finalFlush">Indicates is this is the final push to disk at the end of the data</param>
public void FlushBuffer(DateTime frontierTime, bool finalFlush)
{
//Force the consolidation if time has past the bar
_consolidator.Scan(frontierTime);
// If this is the final packet dump it to the queue
if (finalFlush && _consolidator.WorkingData != null)
{
_queue.Enqueue(_consolidator.WorkingData);
}
}
/// <summary>
/// Advances the enumerator to the next element of the collection.
/// </summary>
/// <returns>
/// true if the enumerator was successfully advanced to the next element; false if the enumerator has passed the end of the collection.
/// </returns>
/// <exception cref="T:System.InvalidOperationException">The collection was modified after the enumerator was created. </exception><filterpriority>2</filterpriority>
public bool MoveNext()
{
if (!_queue.TryDequeue(out _current) && _isPeriodBase)
{
_consolidated = false;
lock (_consolidator)
{
// if there is a working bar we will try to pull it out if the time is right, each consolidator knows when it's right
var localTime = _timeProvider.GetUtcNow().ConvertFromUtc(_timeZone);
_consolidator.Scan(localTime);
}
if (_consolidated)
{
_queue.TryDequeue(out _current);
}
}
// even if we don't have data to return, we haven't technically
// passed the end of the collection, so always return true until
// the enumerator is explicitly disposed or ended
return(true);
}
/// <summary>
/// Write the in memory queues to the disk.
/// </summary>
/// <param name="frontierTime">Current foremost tick time</param>
/// <param name="finalFlush">Indicates is this is the final push to disk at the end of the data</param>
public void FlushBuffer(DateTime frontierTime, bool finalFlush)
{
//Force the consolidation if time has past the bar
_consolidator.Scan(frontierTime);
// If this is the final packet dump it to the queue
if (finalFlush)
{
if (_consolidator.WorkingData != null)
{
_streamWriter.WriteLine(LeanData.GenerateLine(_consolidator.WorkingData, SecurityType.Future, Resolution));
}
_streamWriter.Flush();
_streamWriter.Close();
_streamWriter = null;
Interlocked.Add(ref _curFileCount, -1);
if (_curFileCount % 1000 == 0)
{
Log.Trace("Closed some files: {0}", _curFileCount);
}
}
}