public DatedDataCollectionGen<double> GetGenericSeries(DBFut_Chain chain_, uint numDaysBefore_ = 10, bool immOnly_ = true)
{
var key = getKey(chain_, numDaysBefore_, immOnly_);
if (m_cache.ContainsKey(key))
return m_cache[key];
lock (m_lockObject)
{
if (!m_cache.ContainsKey(key))
{
// attempt to get from disk cache else construct from scratch
var series = Singleton<DiscCache>.Instance.Read<DatedDataCollectionGen<double>>(key, DIR, false) ??
DBFut_Helper.RolledGenericFromReturns(
immOnly_ ? chain_.IMM_Contracts : chain_.ContractMetas,
numDaysBefore_).CopyForwardZeros();
m_cache[key] = series;
Singleton<DiscCache>.Instance.Write(key, DIR, series);
}
return m_cache[key];
}
}
private string getKey(DBFut_Chain chain_, uint numDaysBefore_, bool immOnly_)
{
return string.Format("FutGeneric_{0}_NumDays_{1}_IMMOnly_{2}", chain_.Name, numDaysBefore_, immOnly_);
}
