public KlineArrayFileProvider(IOptionsMonitor <HistoricalDataPaths> hdp, IConfiguration configuration, HistoricalDataChunkRangeProvider rangeProvider)
{
HistoricalDataPaths = hdp.CurrentValue;
HistoricalDataPaths.CreateIfMissing();
RangeProvider = rangeProvider;
Console.WriteLine($"HistoricalDataPaths.BaseDir: {HistoricalDataPaths.BaseDir}");
}
protected override Task <bool> CanGetImpl <T>(TimeFrame timeFrame, string symbol, DateTime start, DateTime endExclusive, HistoricalDataQueryParameters retrieveOptions)
{
var chunks = HistoricalDataChunkRangeProvider.GetBarChunks(start, endExclusive, timeFrame);
foreach (var chunk in chunks)
{
}
//throw new NotImplementedException(); // TODO
return(Task.FromResult(true));
}
protected override async Task <T[]?> GetImpl <T>(TimeFrame timeFrame, string symbol, DateTime start, DateTime endExclusive, HistoricalDataQueryParameters retrieveParameters)
{
HistoricalDataMemoryCacheKey?memoryCacheKey;
if (Options.UseMemoryCache)
{
memoryCacheKey = new HistoricalDataMemoryCacheKey
{
Type = typeof(T),
Symbol = symbol,
Start = start,
EndExclusive = endExclusive,
Exchange = retrieveParameters.Exchange,
ExchangeArea = retrieveParameters.ExchangeArea,
};
if (ManualSingleton <HistoricalDataMemoryCache <T> > .GuaranteedInstance.Dict.TryGetValue(memoryCacheKey, out var value))
{
Logger.LogTrace($"[cache hit] {memoryCacheKey}"); // TODO TOTELEMETRY - counter for memory cache hit
return(value);
}
}
else
{
memoryCacheKey = null;
Logger.LogTrace($"[CACHE MISS] {timeFrame} {symbol} {start} {endExclusive}"); // TODO TOTELEMETRY - counter for memory cache miss
}
if (LocalNetwork != null)
{
T[]? result;
foreach (var c in LocalNetwork)
{
result = await c.Get <T>(timeFrame, symbol, start, endExclusive, retrieveParameters).ConfigureAwait(false);
OnResult(result);
return(result);
}
}
var chunks = HistoricalDataChunkRangeProvider.GetBarChunks(start, endExclusive, timeFrame);
var lists = new List <T[]>();
int totalBars = 0;
foreach (var chunk in chunks)
{
var chunkData = await GetChunkImpl <T>(timeFrame, symbol, chunk.Item1, chunk.Item2, retrieveParameters).ConfigureAwait(false);
lists.Add(chunkData);
totalBars += chunkData.Length;
}
//if (retrieveOptions.OptimizeForBacktest && result.Count > 1)
//{
var combined = new List <T>(totalBars);
foreach (var list in lists)
{
combined.AddRange(list);
}
var combinedArray = combined.ToArray();
OnResult(combinedArray);
void OnResult(T[]?result)
{
if (Options.UseMemoryCache)
{
ManualSingleton <HistoricalDataMemoryCache <T> > .GuaranteedInstance.Dict[memoryCacheKey] = result;
}
}
return(combinedArray);
//}
}
public CompositeHistoricalDataProvider2(ILogger <CompositeHistoricalDataProvider2> logger, IOptionsMonitor <HistoricalDataProvider2Options> options, HistoricalDataChunkRangeProvider historicalDataChunkRangeProvider, IServiceProvider serviceProvider)
{
Logger = logger;
Options = options.CurrentValue;
LocalDiskSources = serviceProvider.GetService <IEnumerable <ILocalDiskHistoricalDataSource2> >();
LocalDiskWriter = serviceProvider.GetService <ILocalDiskHistoricalDataWriter>();
LocalNetwork = serviceProvider.GetService <IEnumerable <ILocalNetworkHistoricalDataSource2> >();
}
