/// <summary>
/// Set the time for the realtime event handler.
/// </summary>
/// <param name="time">Current time.</param>
public void SetTime(DateTime time)
{
// poke each event to see if it has fired, be sure to invoke these in time order
foreach (var scheduledEvent in GetScheduledEventsSortedByTime())
{
_isolatorLimitProvider.Consume(scheduledEvent, time);
}
}
/// <summary>
/// Set the time for the realtime event handler.
/// </summary>
/// <param name="time">Current time.</param>
public void SetTime(DateTime time)
{
var scheduledEvents = GetScheduledEventsSortedByTime();
// the first element is always the next
while (scheduledEvents.Count > 0 && scheduledEvents[0].NextEventUtcTime <= time)
{
_isolatorLimitProvider.Consume(scheduledEvents[0], time, _timeMonitor);
SortFirstElement(scheduledEvents);
}
}
/// <summary>
/// Execute the live realtime event thread montioring.
/// It scans every second monitoring for an event trigger.
/// </summary>
private void Run()
{
IsActive = true;
// continue thread until cancellation is requested
while (!_cancellationTokenSource.IsCancellationRequested)
{
var time = DateTime.UtcNow;
// pause until the next second
var nextSecond = time.RoundUp(TimeSpan.FromSeconds(1));
var delay = Convert.ToInt32((nextSecond - time).TotalMilliseconds);
Thread.Sleep(delay < 0 ? 1 : delay);
// poke each event to see if it should fire, we order by unique id to be deterministic
foreach (var kvp in ScheduledEvents.OrderBySafe(pair => pair.Value))
{
var scheduledEvent = kvp.Key;
try
{
_isolatorLimitProvider.Consume(scheduledEvent, time, _timeMonitor);
}
catch (Exception exception)
{
Algorithm.SetRuntimeError(exception, $"Scheduled event: '{scheduledEvent.Name}' at {time}");
}
}
}
IsActive = false;
Log.Trace("LiveTradingRealTimeHandler.Run(): Exiting thread... Exit triggered: " + _cancellationTokenSource.IsCancellationRequested);
}
/// <summary>
/// Set the time for the realtime event handler.
/// </summary>
/// <param name="time">Current time.</param>
public void SetTime(DateTime time)
{
var scheduledEvents = GetScheduledEventsSortedByTime();
// the first element is always the next
while (scheduledEvents.Count > 0 && scheduledEvents[0].NextEventUtcTime <= time)
{
try
{
_isolatorLimitProvider.Consume(scheduledEvents[0], time, _timeMonitor);
}
catch (Exception exception)
{
Algorithm.SetRuntimeError(exception, $"Scheduled event: '{scheduledEvents[0].Name}' at {time}");
break;
}
SortFirstElement(scheduledEvents);
}
}
/// <summary>
/// Convenience method for invoking a scheduled event's Scan method inside the <see cref="IsolatorLimitResultProvider"/>
/// </summary>
public static void Consume(
this IIsolatorLimitResultProvider isolatorLimitProvider,
ScheduledEvent scheduledEvent,
DateTime scanTimeUtc
)
{
// perform initial filtering to prevent starting a task when not necessary
if (scheduledEvent.NextEventUtcTime > scanTimeUtc)
{
return;
}
var timeProvider = RealTimeProvider.Instance;
isolatorLimitProvider.Consume(timeProvider, () => scheduledEvent.Scan(scanTimeUtc));
}
/// <summary>
/// Execute the live realtime event thread montioring.
/// It scans every second monitoring for an event trigger.
/// </summary>
public void Run()
{
IsActive = true;
// continue thread until cancellation is requested
while (!_cancellationTokenSource.IsCancellationRequested)
{
var time = DateTime.UtcNow;
// pause until the next second
var nextSecond = time.RoundUp(TimeSpan.FromSeconds(1));
var delay = Convert.ToInt32((nextSecond - time).TotalMilliseconds);
Thread.Sleep(delay < 0 ? 1 : delay);
// poke each event to see if it should fire, we order by unique id to be deterministic
foreach (var kvp in ScheduledEvents.OrderBy(pair => pair.Value))
{
var scheduledEvent = kvp.Key;
try
{
_isolatorLimitProvider.Consume(scheduledEvent, time);
}
catch (ScheduledEventException scheduledEventException)
{
var errorMessage = "LiveTradingRealTimeHandler.Run(): There was an error in a scheduled " +
$"event {scheduledEvent.Name}. The error was {scheduledEventException.Message}";
Log.Error(scheduledEventException, errorMessage);
ResultHandler.RuntimeError(errorMessage);
// Errors in scheduled event should be treated as runtime error
// Runtime errors should end Lean execution
Algorithm.RunTimeError = new Exception(errorMessage);
}
}
}
IsActive = false;
Log.Trace("LiveTradingRealTimeHandler.Run(): Exiting thread... Exit triggered: " + _cancellationTokenSource.IsCancellationRequested);
}
