/// <summary>
/// Thread entry point for asynchronous processing
/// </summary>
public virtual void Run()
{
if (_isNotFrameworkAlgorithm)
{
return;
}
IsActive = true;
_cancellationTokenSource = new CancellationTokenSource();
// run main loop until canceled, will clean out work queues separately
while (!_cancellationTokenSource.IsCancellationRequested)
{
try
{
ProcessAsynchronousEvents();
}
catch (Exception err)
{
Log.Error(err);
throw;
}
Thread.Sleep(1);
}
// finish alpha scoring analysis
_alphaQueue.ProcessUntilEmpty(item => AlphaManager.Step(item.FrontierTimeUtc, item.SecurityValues, item.GeneratedAlphas));
// send final alpha scoring updates before we exit
var alphas = AlphaManager.GetUpdatedContexts().Select(context => context.Alpha).ToList();
_messages.Enqueue(new AlphaResultPacket(AlgorithmId, Job.UserId, alphas));
// finish sending packets
_messages.ProcessUntilEmpty(packet => _messagingHandler.Send(packet));
// persist alphas at exit
StoreAlphas();
Log.Trace("DefaultAlphaHandler.Run(): Ending Thread...");
IsActive = false;
}
/// <summary>
/// Performs asynchronous processing, including broadcasting of alphas to messaging handler
/// </summary>
protected void ProcessAsynchronousEvents()
{
// step the alpha manager forward in time
AlphaQueueItem item;
while (_alphaQueue.TryDequeue(out item))
{
AlphaManager.Step(item.FrontierTimeUtc, item.SecurityValues, item.GeneratedAlphas);
}
// send alpha upate messages
Packet packet;
while (_messages.TryDequeue(out packet))
{
_messagingHandler.Send(packet);
}
// persist generated alphas to storage
if (DateTime.UtcNow > _nextPersistenceUpdate)
{
StoreAlphas();
_nextPersistenceUpdate = DateTime.UtcNow + PersistenceUpdateInterval;
}
// push updated alphas through messaging handler
if (DateTime.UtcNow > _nextMessagingUpdate)
{
var alphas = AlphaManager.GetUpdatedContexts().Select(context => context.Alpha).ToList();
if (alphas.Count > 0)
{
_messages.Enqueue(new AlphaResultPacket
{
AlgorithmId = AlgorithmId,
Alphas = alphas
});
}
_nextMessagingUpdate = DateTime.UtcNow + MessagingUpdateInterval;
}
}