//---------- API
#region public DataSourceAlgorithm(Dictionary<DataSourceValue, string> info)
/// <summary>
/// Create and initialize new data source for algorithm quotes.
/// </summary>
/// <param name="info">info dictionary</param>
public DataSourceAlgorithm(Dictionary <DataSourceParam, string> info) : base(info)
{
if (!Info.ContainsKey(DataSourceParam.symbolAlgo))
{
throw new Exception(string.Format("{0}: {1} missing mandatory symbolAlgo key", GetType().Name, info[DataSourceParam.nickName]));
}
var items = info[DataSourceParam.symbolAlgo].Split(",").ToList();
var algoName = items[0];
var algoParam = items.Count > 1 ? items[1] : null;
_algo = (Algorithm)AlgorithmLoader.InstantiateAlgorithm(algoName);
if (_algo == null)
{
throw new Exception(string.Format("DataSourceAlgorithm: failed to instantiate algorithm {0}", info[DataSourceParam.nickName2]));
}
_algo.SubclassedParam = algoParam;
Info[DataSourceParam.name] = _algo.Name;
// by default, we run the data source through the cache,
// if it was instantiated from an info dictionary
// Info[DataSourceParam.allowSync] = "true";
}
//---------- API
#region public DataSourceAlgorithm(Dictionary<DataSourceValue, string> info)
/// <summary>
/// Create and initialize new data source for algorithm quotes.
/// </summary>
/// <param name="info">info dictionary</param>
public DataSourceAlgorithm(Dictionary <DataSourceParam, string> info) : base(info)
{
_algoName = Info[DataSourceParam.dataFeed]
.Split(':')
.Last();
var algo = (SubclassableAlgorithm)AlgorithmLoader.InstantiateAlgorithm(_algoName);
if (algo == null)
{
throw new Exception(string.Format("DataSourceAlgorithm: failed to instantiate algorithm {0}", _algoName));
}
Info[DataSourceParam.name] = algo.Name;
}
/// <summary>
/// Load data into memory.
/// </summary>
/// <param name="startTime">start of load range</param>
/// <param name="endTime">end of load range</param>
override public void LoadData(DateTime startTime, DateTime endTime)
{
var cacheKey = new CacheId(null, "", 0,
_algoName.GetHashCode(),
startTime.GetHashCode(),
endTime.GetHashCode());
List <Bar> retrievalFunction()
{
try
{
DateTime t1 = DateTime.Now;
Output.WriteLine(string.Format("DataSourceAlgorithm: generating data for {0}...", Info[DataSourceParam.nickName]));
var algo = (SubclassableAlgorithm)AlgorithmLoader.InstantiateAlgorithm(_algoName);
algo.SubclassedStartTime = startTime;
algo.SubclassedEndTime = endTime;
algo.ParentDataSource = this;
algo.SubclassedData = new List <Bar>();;
algo.Run();
DateTime t2 = DateTime.Now;
Output.WriteLine(string.Format("DataSourceAlgorithm: finished after {0:F1} seconds", (t2 - t1).TotalSeconds));
return(algo.SubclassedData);
}
catch
{
throw new Exception("DataSourceAlgorithm: failed to run sub-classed algorithm " + _algoName);
}
}
List <Bar> data = Cache <List <Bar> > .GetData(cacheKey, retrievalFunction);
if (data.Count == 0)
{
throw new Exception(string.Format("DataSourceNorgate: no data for {0}", Info[DataSourceParam.nickName]));
}
Data = data;
}
