/// <summary>
/// Initializes a new instance of the <see cref="QuoteBarBuilderEnumerator"/> class
/// </summary>
/// <param name="barSize">The quote bar size to produce</param>
/// <param name="timeZone">The time zone the raw data is time stamped in</param>
/// <param name="timeProvider">The time provider instance used to determine when bars are completed and
/// can be emitted</param>
/// <param name="liveMode">True if we're running in live mode, false for backtest mode</param>
/// <param name="newDataAvailableHandler">The event handler for a new available data point</param>
public QuoteBarBuilderEnumerator(TimeSpan barSize, DateTimeZone timeZone, ITimeProvider timeProvider, bool liveMode, EventHandler newDataAvailableHandler = null)
{
_barSize = barSize;
_timeZone = timeZone;
_timeProvider = timeProvider;
_queue = new ConcurrentQueue <QuoteBar>();
_liveMode = liveMode;
_newDataAvailableHandler = newDataAvailableHandler ?? ((s, e) => { });
if (liveMode)
{
_realTimeScheduleEventService = new RealTimeScheduleEventService(timeProvider);
_realTimeScheduleEventService.NewEvent += _newDataAvailableHandler;
}
}
public void Accuracy()
{
var scheduledEventService = new RealTimeScheduleEventService(RealTimeProvider.Instance);
EventHandler handler = (_, __) =>
{
Log.Trace($"{DateTime.UtcNow:O}");
var now = DateTime.UtcNow;
var nextEventTime = now.RoundDown(TimeSpan.FromSeconds(1)).Add(TimeSpan.FromSeconds(1) + TimeSpan.FromMilliseconds(101));
scheduledEventService.ScheduleEvent(nextEventTime - now, now);
};
scheduledEventService.NewEvent += handler;
handler(this, null);
Thread.Sleep(5000);
scheduledEventService.DisposeSafely();
}
