void RecalcBar(AggregateBar bar)
{
l.Info("RecalcBar " + bar.Number);
Lock.AcquireWriterLock(1000);
try
{
bar.Clear();
m_TickBars.Lock.AcquireReaderLock(1000);
try
{
IBar tick = m_TickBars.First;
while (tick != null)
{
if (TimeAlignment(tick.DT) == bar.DT)
{
bar.AddTick(tick);
}
tick = m_TickBars.GetNext(tick);
}
}
finally
{
m_TickBars.Lock.ReleaseReaderLock();
}
}
finally
{
Lock.ReleaseWriterLock();
}
}
void m_TickBars_NewBarEvent(object sender, BarsEventArgs e) // TODO возможная оптимизация (слишком часто вызываю TimeAlignment(e.bar.dt))
{
if (l.IsDebugEnabled)
{
l.Debug(debKey + "m_TickBars_NewBarEvent новый тик " + e.bar);
}
Lock.AcquireWriterLock(1000);
try
{
AggregateBar bar = FindBar(e.bar.DT) as AggregateBar;
if (bar == null)
{
int timeAlignment = TimeAlignment(e.bar.DT);
if (l.IsDebugEnabled)
{
l.Debug(debKey + "m_TickBars_NewBarEvent Создаю новый бар " + DateTime2Int.DateTime(timeAlignment));
}
bar = new AggregateBar(timeAlignment, timeAlignment + scale.interval - 1, e.bar.Number, e.bar.Close, e.bar.Close, e.bar.Close, e.bar.Close, e.bar.Volume);
bars.Add(bar);
EventHandler <BarsEventArgs> ev = NewBarEvent;
if (ev != null)
{
ev(this, new BarsEventArgs(this, bar));
}
}
else
{
l.Debug(debKey + "m_TickBars_NewBarEvent Добавляю тик в бар");
if ((m_LastTick != null) &&
((m_LastTick.DT > e.bar.DT) ||
((m_LastTick.DT == e.bar.DT) && (m_LastTick.Number > e.bar.Number))))
{
l.Debug(debKey + "Тики пришли не по порядку. Пересчитываю весь бар");
RecalcBar(bar);
}
else
{
bar.AddTick(e.bar);
}
m_LastTick = e.bar;
EventHandler <BarsEventArgs> changeBarEvent = ChangeBarEvent;
if (changeBarEvent != null)
{
changeBarEvent(this, new BarsEventArgs(this, bar));
}
}
}
finally
{
Lock.ReleaseWriterLock();
}
}
void RecalcBar(AggregateBar bar)
{
l.Info("RecalcBar " + bar.Number);
Lock.AcquireWriterLock(1000);
try
{
bar.Clear();
m_TickBars.Lock.AcquireReaderLock(1000);
try
{
IBar tick = m_TickBars.First;
while (tick != null)
{
if (TimeAlignment(tick.DT) == bar.DT)
bar.AddTick(tick);
tick = m_TickBars.GetNext(tick);
}
}
finally
{
m_TickBars.Lock.ReleaseReaderLock();
}
}
finally
{
Lock.ReleaseWriterLock();
}
}
// TODO возможная оптимизация (слишком часто вызываю TimeAlignment(e.bar.dt))
void m_TickBars_NewBarEvent(object sender, BarsEventArgs e)
{
if(l.IsDebugEnabled)
l.Debug(debKey+"m_TickBars_NewBarEvent новый тик " + e.bar);
Lock.AcquireWriterLock(1000);
try
{
AggregateBar bar = FindBar(e.bar.DT) as AggregateBar;
if (bar == null)
{
int timeAlignment = TimeAlignment(e.bar.DT);
if (l.IsDebugEnabled)
l.Debug(debKey + "m_TickBars_NewBarEvent Создаю новый бар " + DateTime2Int.DateTime(timeAlignment) );
bar = new AggregateBar(timeAlignment, timeAlignment + scale.interval - 1, e.bar.Number, e.bar.Close, e.bar.Close, e.bar.Close, e.bar.Close, e.bar.Volume);
bars.Add(bar);
EventHandler<BarsEventArgs> ev = NewBarEvent;
if (ev != null)
ev(this, new BarsEventArgs(this,bar));
}
else
{
l.Debug(debKey + "m_TickBars_NewBarEvent Добавляю тик в бар");
if ((m_LastTick != null) &&
((m_LastTick.DT > e.bar.DT)
|| ((m_LastTick.DT == e.bar.DT) && (m_LastTick.Number > e.bar.Number))))
{
l.Debug(debKey + "Тики пришли не по порядку. Пересчитываю весь бар");
RecalcBar(bar);
}
else
bar.AddTick(e.bar);
m_LastTick = e.bar;
EventHandler<BarsEventArgs> changeBarEvent = ChangeBarEvent;
if (changeBarEvent != null)
changeBarEvent(this, new BarsEventArgs(this,bar));
}
}
finally
{
Lock.ReleaseWriterLock();
}
}
