private Yield SendTickToQueue()
{
try {
SymbolQueue inputQueue = symbolQueues[nextQueue];
if (!inputQueue.Receive(ref tick))
{
return(Yield.NoWork.Repeat);
}
inputQueue.NextTick = tick;
inputQueue.NextTick.Symbol = inputQueue.Symbol.BinaryIdentifier;
return(Yield.DidWork.Invoke(Process));
} catch (QueueException ex) {
if (ex.EntryType == EventType.EndHistorical)
{
symbolQueues.RemoveAt(nextQueue);
if (symbolQueues.Count <= 0)
{
if (!receiver.OnEvent(null, (int)EventType.Terminate, null))
{
throw new ApplicationException("Can't send Terminate.");
}
Factory.Parallel.CurrentTask.Stop();
}
}
else
{
throw new ApplicationException("Queue returned invalid entry type: " + ex.EntryType, ex);
}
}
return(Yield.NoWork.Repeat);
}
public void Add(SymbolInfo symbol, Provider provider, TimeStamp lastTime)
{
if (debug)
{
log.Debug("Add(" + symbol + "," + provider + ")");
}
SymbolQueue sq = new SymbolQueue(symbol, provider, lastTime);
this.symbolQueues.Add(sq);
}
private void ProcessStartup()
{
for (int i = 0; i < symbolQueues.Count; i++)
{
log.Notice("Initializing Symbol Input Queue for " + symbolQueues[i].Symbol);
SymbolQueue symbolQueue = symbolQueues[i];
symbolQueue.Receive(ref tick);
symbolQueue.NextTick = tick;
symbolQueue.NextTick.Symbol = symbolQueue.Symbol.BinaryIdentifier;
if (debug)
{
log.Debug("Initial tick has symbol '" + symbolQueue.NextTick.Symbol + "'");
}
}
if (!receiver.OnEvent(null, (int)EventType.StartRealTime, null))
{
throw new ApplicationException("Can't send StartRealTime.");
}
}