private void SimulatedTimer(ShortTimerController controller, BarSize barSize)
{
while (controller.Active)
{
SendData(barSize);
System.Threading.Thread.Sleep(controller.Interval);
}
}
public RealTimeFromHistoricalDataSource(IHistoricalDataSource historicalDataSource,
DataLocation dataLocation, bool rthOnly, bool saveDataToStorage,
DateTime startingDate, DateTime endingDate, double?overrideTimerInterval = null)
{
Name = "Simulate real time from " + historicalDataSource.Name;
_dataLocation = dataLocation;
_rthOnly = rthOnly;
_saveDataToStorage = saveDataToStorage;
_startingDate = startingDate;
_endingDate = endingDate;
_historicalDataSource = historicalDataSource;
_historicalDataSource.Error += (sender, args) =>
{
_logger.Log(LogLevel.Error,
$"Error while requesting historical data for real time simulation: {args.ErrorCode} {args.ErrorMessage}");
};
_historicalDataSource.HistoricalDataArrived += (sender, args) =>
{
_historicalData.TryAdd(args.Request.RequestID, args.Data);
};
var barSizes = Enum.GetValues(typeof(BarSize)).Cast <BarSize>();
SimulatedTimerAsync caller = new SimulatedTimerAsync(SimulatedTimer);
foreach (var barSize in barSizes)
{
if (barSize > BarSize.OneDay)
{
break;
}
double interval = overrideTimerInterval ?? barSize.ToTimeSpan().TotalMilliseconds;
// The system is not able to simulate a timer with less than ca. 900 ms (dependes on the system).
// It will be moustly higher than the expected waiting time. So we simulate the timer as a loop here.
if (interval < 1000)
{
ShortTimerController controller = new ShortTimerController {
Active = false, Interval = (int)interval, Caller = caller
};
_shortTimers.TryAdd(barSize, controller);
}
else
{
var timer = new Timer(interval);
timer.Elapsed += TimerElapsed;
_timers.TryAdd(barSize, timer);
}
}
}
