/// <summary>
/// Use the specified delegate to get the current date.
/// </summary>
/// <param name="now">New delegate, or <c>null</c> to reset to the <see cref="DateTime.Now"/>.</param>
/// <param name="utcNow">set DateTime.UtcNow</param>
public static IDisposable Setup(Func<DateTime> now = null, Func<DateTime> utcNow = null)
{
if (now == null && utcNow != null)
{
throw new ArgumentException($"{nameof(utcNow)} should be setuped with {nameof(now)}");
}
var old = TimeKeeper;
TimeKeeper = now == null ? CurrentTimeKeeper.Instance : new DefiniteTimeKeeper(now, utcNow);
return Disposable.Create(() => TimeKeeper = old);
}
/// <summary>
/// Use the specified delegate to get the current date.
/// </summary>
/// <param name="getter">New delegate, or <c>null</c> to reset to the <see cref="DateTime.Now"/>.</param>
public static IDisposable Setup(Func<DateTime> getter = null)
{
var oldKeeper = TimeKeeper;
TimeKeeper = getter == null ? CurrentTimeKeeper.Instance : new DefiniteTimeKeeper(getter);
return Disposable.Create(()=>TimeKeeper=oldKeeper);
}
public DataManagerStub(IDataFeed dataFeed, IAlgorithm algorithm, ITimeKeeper timeKeeper)
: this(dataFeed, algorithm, timeKeeper, MarketHoursDatabase.FromDataFolder(), SymbolPropertiesDatabase.FromDataFolder())
{
}
public DataManagerStub(IAlgorithm algorithm, ITimeKeeper timeKeeper)
: this(new NullDataFeed(), algorithm, timeKeeper)
{
}
public DataManagerStub(ITimeKeeper timeKeeper)
: this(new QCAlgorithm(), timeKeeper)
{
}
/// <summary>
/// Creates a new instance of the DataManager
/// </summary>
public DataManager(IDataFeed dataFeed, UniverseSelection universeSelection, IAlgorithmSettings algorithmSettings, ITimeKeeper timeKeeper)
{
_dataFeed = dataFeed;
UniverseSelection = universeSelection;
_algorithmSettings = algorithmSettings;
AvailableDataTypes = SubscriptionManager.DefaultDataTypes();
_timeKeeper = timeKeeper;
}
/// <summary>
/// Creates a new instance of the DataManager
/// </summary>
public DataManager(
IDataFeed dataFeed,
UniverseSelection universeSelection,
IAlgorithm algorithm,
ITimeKeeper timeKeeper,
MarketHoursDatabase marketHoursDatabase)
{
_dataFeed = dataFeed;
UniverseSelection = universeSelection;
UniverseSelection.SetDataManager(this);
_algorithmSettings = algorithm.Settings;
AvailableDataTypes = SubscriptionManager.DefaultDataTypes();
_timeKeeper = timeKeeper;
_marketHoursDatabase = marketHoursDatabase;
_liveMode = algorithm.LiveMode;
var liveStart = DateTime.UtcNow;
// wire ourselves up to receive notifications when universes are added/removed
algorithm.UniverseManager.CollectionChanged += (sender, args) =>
{
switch (args.Action)
{
case NotifyCollectionChangedAction.Add:
foreach (var universe in args.NewItems.OfType <Universe>())
{
var config = universe.Configuration;
var start = algorithm.LiveMode ? liveStart : algorithm.UtcTime;
var end = algorithm.LiveMode ? Time.EndOfTime
: algorithm.EndDate.ConvertToUtc(algorithm.TimeZone);
Security security;
if (!algorithm.Securities.TryGetValue(config.Symbol, out security))
{
// create a canonical security object if it doesn't exist
security = new Security(
_marketHoursDatabase.GetExchangeHours(config),
config,
algorithm.Portfolio.CashBook[algorithm.AccountCurrency],
SymbolProperties.GetDefault(algorithm.AccountCurrency),
algorithm.Portfolio.CashBook
);
}
AddSubscription(
new SubscriptionRequest(true,
universe,
security,
config,
start,
end));
}
break;
case NotifyCollectionChangedAction.Remove:
foreach (var universe in args.OldItems.OfType <Universe>())
{
// removing the subscription will be handled by the SubscriptionSynchronizer
// in the next loop as well as executing a UniverseSelection one last time.
if (!universe.DisposeRequested)
{
universe.Dispose();
}
}
break;
default:
throw new NotImplementedException("The specified action is not implemented: " + args.Action);
}
};
}
/// <summary>
/// Initialise the algorithm security manager with two empty dictionaries
/// </summary>
/// <param name="timeKeeper"></param>
public SecurityManager(ITimeKeeper timeKeeper)
{
_timeKeeper = timeKeeper;
_securityManager = new ConcurrentDictionary <Symbol, Security>();
}