/// <summary>
/// Update all registered group runtime metric according to the value of depended metric value
/// </summary>
/// <param name="manager">the runtime metric manager which manages all metrics depended by the group runtime metrics</param>
private void UpdateMetrics(IRuntimeMetricManager manager)
{
if (manager != _manager)
{
throw new InvalidProgramException();
}
for (int i = 0; i < _metrics.Count; ++i)
{
IGroupRuntimeMetric metric = _metrics[i];
int[] tradingObjectIndices = _tradingObjects[i];
int[] dependedMetricIndices = _dependedMetrics[i];
if (dependedMetricIndices.Length == 0)
{
continue;
}
IRuntimeMetric[][] runtimeMetrics = new IRuntimeMetric[dependedMetricIndices.Length][];
for (int j = 0; j < runtimeMetrics.Length; ++j)
{
IRuntimeMetric[] fullMetrics = manager.GetMetrics(dependedMetricIndices[j]);
IRuntimeMetric[] subMetrics = new IRuntimeMetric[tradingObjectIndices.Length];
for (int k = 0; k < tradingObjectIndices.Length; ++k)
{
subMetrics[k] = fullMetrics[tradingObjectIndices[k]];
}
runtimeMetrics[j] = subMetrics;
}
// update metric
metric.Update(runtimeMetrics);
}
// call observers if any
foreach (var observer in _observers)
{
observer.Observe(this);
}
}
public int RegisterMetric(IGroupRuntimeMetric metric)
{
if (metric == null)
{
throw new ArgumentNullException();
}
var dependedMetricIndices = metric.DependedRawMetrics
.Select(s => _manager.RegisterMetric(s))
.ToArray();
_dependedMetrics.Add(dependedMetricIndices);
var tradingObjectIndices = metric.TradingObjects
.Select(t => t.Index)
.ToArray();
_tradingObjects.Add(tradingObjectIndices);
_metrics.Add(metric);
return(_metrics.Count - 1);
}
