protected override sealed void OnTermination()
{
GOnTermination();
if (_fm != null)
{
_fm.Dispose();
_fm = null;
}
}
protected override sealed void OnStartUp()
{
if (BarsPeriod.Id == PeriodType.Volume)
{
_maxVolume = BarsPeriod.Value;
}
if (BarsPeriod.Id == PeriodType.Tick)
{
_maxTick = BarsPeriod.Value;
}
_fm = (IGDataManager)Activator.CreateInstance(GDataManagerList.Type[_iDataManager]);
_fm.Initialize(BarsArray[0].Instrument.FullName, _writeData, this);
GOnStartUp();
}
static GDataManagerList()
{
var types = from t in Assembly.GetExecutingAssembly().GetTypes()
where t.IsClass && !t.IsAbstract && (t.GetInterface(typeof(IGDataManager).Name) != null)
select t;
foreach (var type in types)
{
IGDataManager instance = (IGDataManager)Activator.CreateInstance(type);
Name.Add((string)(type.GetProperty("Name").GetValue(instance, null)));
Writable.Add((bool)(type.GetProperty("IsWritable").GetValue(instance, null)));
MillisecCompliant.Add((bool)(type.GetProperty("IsMillisecCompliant").GetValue(instance, null)));
Type.Add(type);
instance.Dispose();
}
}
protected override sealed void OnBarUpdate()
{
GOnBarUpdate();
if (BarsInProgress == 0)
{
if (Historical)
{
MasterInstrument MI = Bars.Instrument.MasterInstrument;
if ((Bars.FirstBarOfSession || (BarsPeriod.Id == PeriodType.Day)) && (MI.InstrumentType == InstrumentType.Future) && (MI.MergePolicy != MergePolicy.DoNotMerge) && !_writeData && !Bars.Instrument.FullName.Contains("##-##"))
{
_RolloverContract();
}
_OnBarUpdateHistorical();
}
else
{
if (_dataManagerNotDisposedOf)
{
if (!_writeData)
{
_fm.Dispose();
_fm = null;
_dataManagerNotDisposedOf = false;
}
}
_OnBarUpdateRealTime();
}
GOnBarUpdateDone();
}
}
