public CandleSourceEnumerator(CandleSeries series, DateTimeOffset from, DateTimeOffset to, IEnumerable <TSource> sources, Func <TValue, DateTimeOffset> processing, Action stopped)
{
if (series == null)
{
throw new ArgumentNullException(nameof(series));
}
if (from >= to)
{
throw new ArgumentOutOfRangeException(nameof(to), to, LocalizedStrings.Str635Params.Put(from));
}
if (sources == null)
{
throw new ArgumentNullException(nameof(sources));
}
if (processing == null)
{
throw new ArgumentNullException(nameof(processing));
}
if (stopped == null)
{
throw new ArgumentNullException(nameof(stopped));
}
var info = new List <SourceInfo>();
var requestRanges = new List <Range <DateTimeOffset> >(new[] { new Range <DateTimeOffset>(from, to) });
foreach (var group in sources.GroupBy(s => s.SpeedPriority).OrderBy(g => g.Key))
{
foreach (var source in group)
{
foreach (var supportedRange in source.GetSupportedRanges(series))
{
var index = 0;
while (index < requestRanges.Count)
{
var requestRange = requestRanges[index];
var intersectedRange = requestRange.Intersect(supportedRange);
if (intersectedRange != null)
{
info.Add(new SourceInfo(source, intersectedRange));
requestRanges.Remove(requestRange);
var results = requestRange.Exclude(supportedRange).ToArray();
requestRanges.InsertRange(index, results);
index += results.Length;
}
else
{
index++;
}
}
}
}
}
SourceInfo prevInfo = null;
foreach (var i in info.OrderBy(i => i.Range.Min))
{
if (prevInfo == null)
{
_sources.Enqueue(i);
prevInfo = i;
}
else
{
if (prevInfo.Source == i.Source)
{
prevInfo.ExtendRange(i.Range);
}
else
{
_sources.Enqueue(i);
prevInfo = i;
}
}
}
_series = series;
_processing = processing;
_stopped = stopped;
}