public void CacheTest()
{
var taks = new Task <ProtocolTests>[] { new Task <ProtocolTests>(() => null) };
var type = taks.GetType();
var fullName = type.Name;
//var genericType = type.GetGenericTypeDefinition();
//var genericFullname = genericType.FullName;
//var gt = type.GenericTypeArguments[0];
//var gf = gt.FullName;
var element = type.GetElementType()?.FullName;
var cache = new Cache();
var watch = Stopwatch.StartNew();
var seed = ByteArray.New(18).Bytes;
for (int i = 0; i < 1000000; i++)
{
var key = ByteArray.Create(seed);
if (!cache.Contains(key))
{
cache.AddData(key, seed, 0, seed.Length);
}
cache.TryGetData(key, out var b);
}
watch.Stop();
}
/// <summary>
/// Update any security properties based on the latest market data and time
/// </summary>
/// <param name="data">New data packet from LEAN</param>
public void SetMarketPrice(BaseData data)
{
//Add new point to cache:
if (data == null) return;
Cache.AddData(data);
UpdateConsumersMarketPrice(data);
}
/// <summary>
/// Update any security properties based on the lastest market data and time
/// </summary>
/// <param name="data">New data packet from LEAN</param>
public void SetMarketPrice(BaseData data)
{
//Add new point to cache:
if (data == null)
{
return;
}
Cache.AddData(data);
Holdings.UpdateMarketPrice(data.Value);
}
/// <summary>
/// Update any security properties based on the latest market data and time
/// </summary>
/// <param name="data">New data packet from LEAN</param>
public void SetMarketPrice(BaseData data)
{
//Add new point to cache:
if (data == null)
{
return;
}
Cache.AddData(data);
Holdings.UpdateMarketPrice(Price);
VolatilityModel.Update(this, data);
}
/// <summary>
/// Update the Market Online Calculations:
/// </summary>
/// <param name="data">New Data packet:</param>
/// <param name="frontier">time frontier / where we are in time.</param>
public void Update(DateTime frontier, BaseData data)
{
//Update the Exchange/Timer:
Exchange.SetDateTimeFrontier(frontier);
//Add new point to cache:
if (data != null)
{
Cache.AddData(data);
Holdings.UpdatePrice(data.Value);
}
}
/// <summary>
/// Update any security properties based on the lastest market data and time
/// </summary>
/// <param name="data">New data packet from LEAN</param>
/// <param name="frontier">Time frontier / where we are in time.</param>
public void SetMarketPrice(DateTime frontier, BaseData data)
{
//Update the Exchange/Timer:
Exchange.SetDateTimeFrontier(frontier);
//Add new point to cache:
if (data == null)
{
return;
}
Cache.AddData(data);
Holdings.UpdateMarketPrice(data.Value);
}
/// <summary>
/// Update any security properties based on the latest realtime data and time
/// </summary>
/// <param name="data">New data packet from LEAN</param>
public void SetRealTimePrice(BaseData data)
{
//Add new point to cache:
if (data == null)
{
return;
}
Cache.AddData(data);
if (data is OpenInterest || data.Price == 0m)
{
return;
}
Holdings.UpdateMarketPrice(Price);
}
/// <summary>
/// Update the Market Online Calculations:
/// </summary>
/// <param name="data">New Data packet:</param>
/// <param name="frontier"></param>
public void Update(DateTime frontier, MarketData data)
{
//Update the Exchange/Timer:
Exchange.SetDateTimeFrontier(frontier);
//Update the Holdings Copy of Price Variable:
Holdings.UpdatePrice(Close);
//Add new point to cache:
if (data != null)
{
Cache.AddData(data);
}
//Update Online Calculations:
}
public void AddData(DataObject data)
{
_cache.AddData(data);
}
