private MarketDataSnapshotProcessor(ManageableMarketDataSnapshot snapshot, RemoteEngineContext remoteEngineContext, SnapshotLiveDataStreamInvalidater liveDataStream)
{
_snapshot = snapshot;
_financialClient = remoteEngineContext.CreateFinancialClient();
_marketDataSnapshotMaster = _financialClient.MarketDataSnapshotMaster;
_liveDataStream = liveDataStream;
_temporarySnapshotUid = new Lazy<UniqueId>(() => _marketDataSnapshotMaster.Add(new MarketDataSnapshotDocument(null, GetShallowCloneSnapshot())).UniqueId);
_snapshotDataStream = new Lazy<SnapshotDataStreamInvalidater>(() => new SnapshotDataStreamInvalidater(_liveDataStream, remoteEngineContext, _temporarySnapshotUid.Value));
}
private MarketDataSnapshotProcessor(ManageableMarketDataSnapshot snapshot, RemoteEngineContext remoteEngineContext, SnapshotLiveDataStreamInvalidater liveDataStream)
{
_snapshot = snapshot;
_financialClient = remoteEngineContext.CreateFinancialClient();
_marketDataSnapshotMaster = _financialClient.MarketDataSnapshotMaster;
_liveDataStream = liveDataStream;
_temporarySnapshotUid = new Lazy <UniqueId>(() => _marketDataSnapshotMaster.Add(new MarketDataSnapshotDocument(null, GetShallowCloneSnapshot())).UniqueId);
_snapshotDataStream = new Lazy <SnapshotDataStreamInvalidater>(() => new SnapshotDataStreamInvalidater(_liveDataStream, remoteEngineContext, _temporarySnapshotUid.Value));
}
internal static MarketDataSnapshotProcessor Create(RemoteEngineContext context, ViewDefinition definition, CancellationToken ct)
{
using (var liveDataStream = new LiveDataStream(definition.Name, context))
{
ManageableMarketDataSnapshot snapshot = liveDataStream.GetNewSnapshotForUpdate(ct);
//NOTE: we could consider reusing the LiveDataStream, but server side will share the processer
return(new MarketDataSnapshotProcessor(context, snapshot));
}
}
public ViewDefinition CreateViewDefinition(RemoteEngineContext context, ValueRequirement valueRequirement)
{
var viewDefinition = new ViewDefinition(TestUtils.GetUniqueName());
viewDefinition.CalculationConfigurationsByName.Add("Default", new ViewCalculationConfiguration("Default", new List<ValueRequirement> { valueRequirement }, new Dictionary<string, HashSet<Tuple<string, ValueProperties>>>()));
using (var remoteClient = context.CreateFinancialClient())
{
var uid = remoteClient.ViewDefinitionRepository.AddViewDefinition(new AddViewDefinitionRequest(viewDefinition));
viewDefinition.UniqueID = uid;
}
_createdViews.Enqueue(Tuple.Create(context, viewDefinition.Name));
return viewDefinition;
}
internal MarketDataSnapshotProcessor(RemoteEngineContext remoteEngineContext, ManageableMarketDataSnapshot snapshot)
: this(snapshot, remoteEngineContext, new SnapshotLiveDataStreamInvalidater(snapshot, remoteEngineContext))
{
}
public MarketDataSnapshotManager(RemoteEngineContext remoteEngineContext)
{
_remoteEngineContext = remoteEngineContext;
}
public MarketDataSnapshotManager(RemoteEngineContext remoteEngineContext)
{
_remoteEngineContext = remoteEngineContext;
}
internal MarketDataSnapshotProcessor(RemoteEngineContext remoteEngineContext, ManageableMarketDataSnapshot snapshot)
: this(snapshot, remoteEngineContext, new SnapshotLiveDataStreamInvalidater(snapshot, remoteEngineContext))
{
}
internal static MarketDataSnapshotProcessor Create(RemoteEngineContext context, ViewDefinition definition, CancellationToken ct)
{
using (var liveDataStream = new LiveDataStream(definition.Name, context))
{
ManageableMarketDataSnapshot snapshot = liveDataStream.GetNewSnapshotForUpdate(ct);
//NOTE: we could consider reusing the LiveDataStream, but server side will share the processer
return new MarketDataSnapshotProcessor(context, snapshot);
}
}
