public void CleanFuturesFromMemory(DateTime date)
{
lock (cleanObjLock)
{
List <Future> remove = new List <Future>();
foreach (Future f in _futureIdDB.Values)
{
if (f.LastTradeDate < date)
{
remove.Add(f);
}
}
DateTime[] dts = _currentFutureDB.Keys.ToArray();
foreach (DateTime dt in dts)
{
if (dt <= date)
{
Future[] cfs = _currentFutureDB[dt].Values.ToArray();
foreach (Future cf in cfs)
{
Instrument.CleanMemory(cf);
Security.CleanMemory(cf);
cf.NextFuture.PreviousFuture = null;
Instrument und = cf.Underlying;
if (_currentFutureDB[dt].ContainsKey(und.ID))
{
_mainTables[_currentFutureDB[dt][und.ID].ID] = null;
_currentFutureDB[dt][und.ID] = null;
_currentFutureDB[dt].Remove(und.ID);
}
}
_currentFutureDB[dt] = null;
_currentFutureDB.Remove(dt);
}
}
foreach (Future f in remove)
{
Instrument.CleanMemory(f);
Security.CleanMemory(f);
if (_futureIdDB.ContainsKey(f.ID))
{
_mainTables[f.ID] = null;
_futureIdDB[f.ID] = null;
_futureIdDB.Remove(f.ID);
}
}
}
}