/// <summary>
/// When simulating, this method will load all of the needed nodes for simulating a live feed/stream.
/// </summary>
private void PrepareSimDayNodes()
{
if (AlgoTraderState.IsSim)
{
// load up today's nodes for StreamManager to pretend to add nodes by using today's nodes
int amount = 100;
Stopwatch sw = new Stopwatch();
sw.Start();
object lockObj = new object();
for (int m = 0; m < Global.State.AllSymbols.Count; m += amount)
{
Parallel.For(0, amount, new ParallelOptions {
MaxDegreeOfParallelism = 30
}, n =>
{
if (m + n < Global.State.AllSymbols.Count)
{
// NodesData nodes = null;
NodesData nodes = DataMethods.GetCachedDayNodesData(Global.State.AllSymbols[m + n], AlgoTraderState.CurrentDay, Interval.HalfSecond, justCache: false);
// NodesData nodesData = DataMethods.GetCachedDayNodesData(Global.State.AllSymbols[m + n], CurrentDay, Interval.HalfSecond, computeNodes: true, justCache: false);
// no need to ComputeGaps because it's 1 day... trusting well formatted data
lock (lockObj)
{
AlgoTraderShared.SimDayNodes.Add(Global.State.AllSymbols[m + n], nodes);
//nodes.Add(Global.State.AllSymbols[m + n], DataMethods.GetCachedDayNodesData(Global.State.AllSymbols[m + n], CurrentDay, Interval.HalfSecond, computeNodes: true, justCache: false));
}
TC.Log.AddLine("Loaded " + Global.State.AllSymbols[m + n] + " stock nodes for stream manager");
}
});
if (!TC.CheckNotStopped())
{
break;
}
}
sw.Stop();
TC.Log.AddLine("Finished loading sim nodes for stream manager in " + UC.MillisecondsToSeconds(sw.ElapsedMilliseconds, 3) + " sec(s). That's " + ((decimal)Global.State.AllSymbols.Count / UC.MillisecondsToSeconds(sw.ElapsedMilliseconds, 3)) + " per sec.");
}
}
public static void BuildMinuteDayNodes(ThreadControl tc)
{
// this should be called AFTER updated yesterday's ticks AND data tracker no data days updated
List <string> symbols = new List <string>(Global.State.AllSymbols);
symbols.Shuffle();
symbols.Remove("spy");
symbols.Remove("aapl");
symbols.Add("spy");
symbols.Add("aapl");
symbols.Reverse();
ZonedDateTime ie = SystemClock.Instance.GetCurrentInstant().InZone(UCDT.TimeZones.Eastern);
// set the current date to yesterday via eastern timezone just to be safe
DateTime dt = new DateTime(ie.Year, ie.Month, ie.Day, 0, 0, 0, DateTimeKind.Unspecified).AddDays(-20);
DateTime firstDataDay = Global.State.DataTracker.DataDays[0].DT;
while (dt > firstDataDay && tc.CheckNotStopped())
{
FD fd = new FD(dt);
Parallel.For(0, symbols.Count, new ParallelOptions {
MaxDegreeOfParallelism = 20
}, n =>
{
if (DataMethods.DayNodesDataCacheable(symbols[n], fd))
{
Stopwatch sw = new Stopwatch();
sw.Start();
NodesData nodes = DataMethods.GetCachedDayNodesData(symbols[n], fd, Interval.HalfSecond, computeNodes: false, justCache: true);
sw.Stop();
tc.Log.AddLine("[" + symbols[n] + "] " + fd.ToString() + " Done. Took " + UC.MillisecondsToSeconds(sw.ElapsedMilliseconds, 2) + " sec(s)");
}
else
{
tc.Log.AddLine("[" + symbols[n] + "] " + fd.ToString() + ". Not cacheable.");
}
});
dt = dt.AddDays(-1);
}
}