public void ClearClosedOperations(TimeSpan keepRange)
{
var timeLimit = Time - keepRange;
foreach (var op in ClosedOperations.Where(op => op.LastInvestmentTime < timeLimit).ToArray())
{
_ClosedOperations.Remove(op);
}
}
public void SaveNonVolatileVars()
{
lock (DbLock)
{
//save my internal state
BsonDocument state = new BsonDocument();
state["_id"] = "TradingAlgoState";
state["State"] = Db.Mapper.Serialize(State);
//Save derived state
state["DerivedClassState"] = Db.Mapper.Serialize(GetState());
//save module states
state["Sentry"] = Db.Mapper.Serialize(Sentry.GetState());
state["Allocator"] = Db.Mapper.Serialize(Allocator.GetState());
state["Executor"] = Db.Mapper.Serialize(Executor.GetState());
state["RiskManager"] = Db.Mapper.Serialize(RiskManager.GetState());
Db.GetCollection("State").Upsert(state);
foreach (var symData in SymbolsData.Values)
{
Db.GetCollection <SymbolData>("SymbolsData").Upsert(symData);
}
Db.BeginTrans();
foreach (var op in ActiveOperations.Where(op => op.IsChanged))
{
DbActiveOperations.Upsert(op);
}
foreach (var op in ClosedOperations.Where(op => op.IsChanged))
{
DbClosedOperations.Upsert(op);
}
Db.Commit();
Db.Checkpoint();
}
}