private void RemoveSecurityFromUniverse(
List <PendingRemovalsManager.RemovedMember> removedMembers,
DateTime dateTimeUtc,
DateTime algorithmEndDateUtc)
{
if (removedMembers == null)
{
return;
}
foreach (var removedMember in removedMembers)
{
var universe = removedMember.Universe;
var member = removedMember.Security;
// safe to remove the member from the universe
universe.RemoveMember(dateTimeUtc, member);
foreach (var subscription in universe.GetSubscriptionRequests(member, dateTimeUtc, algorithmEndDateUtc,
_algorithm.SubscriptionManager.SubscriptionDataConfigService))
{
if (_dataManager.RemoveSubscription(subscription.Configuration, universe))
{
_internalSubscriptionManager.RemovedSubscriptionRequest(subscription);
member.IsTradable = false;
// We need to mark this security as untradeable while it has no data subscription
// it is expected that this function is called while in sync with the algo thread,
// so we can make direct edits to the security here.
// We only clear the cache once the subscription is removed from the data stack
member.Cache.Reset();
}
}
}
}
private void RemoveSecurityFromUniverse(
List <PendingRemovalsManager.RemovedMember> removedMembers,
List <Security> removals,
DateTime dateTimeUtc,
DateTime algorithmEndDateUtc)
{
if (removedMembers == null)
{
return;
}
foreach (var removedMember in removedMembers)
{
var universe = removedMember.Universe;
var member = removedMember.Security;
// safe to remove the member from the universe
universe.RemoveMember(dateTimeUtc, member);
// we need to mark this security as untradeable while it has no data subscription
// it is expected that this function is called while in sync with the algo thread,
// so we can make direct edits to the security here
member.Cache.Reset();
foreach (var subscription in universe.GetSubscriptionRequests(member, dateTimeUtc, algorithmEndDateUtc,
_algorithm.SubscriptionManager.SubscriptionDataConfigService))
{
if (subscription.IsUniverseSubscription)
{
removals.Remove(member);
}
else
{
if (_dataManager.RemoveSubscription(subscription.Configuration, universe))
{
_internalSubscriptionManager.RemovedSubscriptionRequest(subscription);
member.IsTradable = false;
// remove symbol mappings for symbols removed from universes // TODO : THIS IS BAD!
// only remove from cache if there is no universe using this data configuration
SymbolCache.TryRemove(member.Symbol);
}
}
}
}
}