/// <summary>
/// Performs additional initialization steps after algorithm initialization
/// </summary>
protected virtual void PostInitialize()
{
SubscriptionSynchronizer.SubscriptionFinished += (sender, subscription) =>
{
SubscriptionManager.RemoveSubscription(subscription.Configuration);
Log.Debug("Synchronizer.SubscriptionFinished(): Finished subscription:" +
$"{subscription.Configuration} at {FrontierTimeProvider.GetUtcNow()} UTC");
};
// this is set after the algorithm initializes
_dateTimeZone = Algorithm.TimeZone;
TimeSliceFactory = new TimeSliceFactory(_dateTimeZone);
SubscriptionSynchronizer.SetTimeSliceFactory(TimeSliceFactory);
}
private void PostInitialize()
{
_subscriptionSynchronizer.SubscriptionFinished += (sender, subscription) =>
{
_subscriptionManager.RemoveSubscription(subscription.Configuration);
Log.Debug("Synchronizer.SubscriptionFinished(): Finished subscription:" +
$"{subscription.Configuration} at {FrontierTimeProvider.GetUtcNow()} UTC");
};
// this is set after the algorithm initializes
_dateTimeZone = _algorithm.TimeZone;
_timeSliceFactory = new TimeSliceFactory(_dateTimeZone);
_subscriptionSynchronizer.SetTimeSliceFactory(_timeSliceFactory);
if (!_liveMode)
{
// GetTimeProvider() will call GetInitialFrontierTime() which
// will consume added subscriptions so we need to do this after initialization
TimeProvider = GetTimeProvider();
_subscriptionSynchronizer.SetTimeProvider(TimeProvider);
}
}
