private void RunOnNewQuote(HistoricalData data)
{
try
{
var msc = DateTime.UtcNow;
if (Code is IndicatorBase)
{
var indicator = Code as IndicatorBase;
var res = indicator.Calculate();
var seconds = (DateTime.UtcNow - msc);
var seriesLength = indicator.Series.Select(series => series.Length).ToList();
var maxRecords = seriesLength.Count > 0 ? seriesLength.Max() : 0;
RaiseOutput(String
.Format(" > On new quote run: series count - {0}, records count - {1}, {2} items recalculated, time: {3}",
indicator.Series.Count, maxRecords, res, seconds.ToString("g")));
}
else if (Code is SignalBase)
{
var signal = Code as SignalBase;
if (signal.StartMethod != StartMethod.NewQuote || !signal.IsReadyToRun)
{
return;
}
if (signal.StartMethod == StartMethod.Once && _prevExecution != DateTime.MinValue)
{
return;
}
_prevExecution = DateTime.UtcNow;
signal.Start(ToCodeSelection(data));
var seconds = (DateTime.UtcNow - msc);
RaiseOutput(" > On new quote start, time: " + seconds.ToString("g"));
var alerts = Code.GetActualAlerts();
alerts.AddRange(((SimulationBroker)_broker).ActivityLog);
foreach (var alert in alerts)
{
RaiseOutput(" - Alert: " + alert);
}
}
}
catch (Exception ex)
{
RaiseOutput(ex.ToString());
throw;
}
}
