public void Setup()
{
var start = new DateTime(2020, 1, 1);
var end = new DateTime(2020, 1, 2);
// initialize using a seed for deterministic tests
_symbol = Symbol.Create("AAPL", SecurityType.Equity, Market.USA);
_security = new Security(
SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork),
new SubscriptionDataConfig(typeof(TradeBar),
_symbol,
Resolution.Minute,
TimeZones.NewYork,
TimeZones.NewYork,
true, true, false),
new Cash(Currencies.USD, 0, 0),
SymbolProperties.GetDefault(Currencies.USD),
ErrorCurrencyConverter.Instance,
RegisteredSecurityDataTypesProvider.Null,
new SecurityCache()
);
_security.SetMarketPrice(new Tick(start, _security.Symbol, 100, 100));
_security.SetMarketPrice(new OpenInterest(start, _security.Symbol, 10000));
_tickGenerator = new TickGenerator(
new RandomDataGeneratorSettings()
{
Start = start,
End = end
},
_tickTypesPerSecurityType[_symbol.SecurityType].ToArray(),
_security,
new RandomValueGenerator());
}
/// <summary>
/// Initializes a new instance of the <see cref="MidiClock"/> with the specified
/// value indicating whether first tick should be generated immediately after clock started, and
/// tick generator.
/// </summary>
/// <param name="startImmediately">A value indicating whether first tick should be generated
/// immediately after clock started.</param>
/// <param name="tickGenerator">Tick generator used as timer firing at the specified interval. Null for
/// no tick generator.</param>
public MidiClock(bool startImmediately, ITickGenerator tickGenerator)
{
_startImmediately = startImmediately;
_tickGenerator = tickGenerator;
if (_tickGenerator != null)
{
_tickGenerator.TickGenerated += OnTickGenerated;
}
}
public TickManagerImpl(ITickGenerator tickGenerator)
{
if (RuntimeInformation.IsOSPlatform(OSPlatform.Windows))
{
TimeBeginPeriod(1);
}
_tickFrequency = Stopwatch.Frequency;
_tickGenerator = tickGenerator;
long nanoSecondsPerSecond = TimeSpan.FromSeconds(1).GetNanoSeconds();
if (_tickFrequency <= nanoSecondsPerSecond)
{
_maxTick = _tickFrequency * (long.MaxValue / nanoSecondsPerSecond);
_maxTimeSpan = TimeSpan.FromNanoSeconds(long.MaxValue);
}
else
{
_maxTick = long.MaxValue;
_maxTimeSpan = TimeSpan.FromSeconds(long.MaxValue / _tickFrequency);
}
}
// Todo: Use configuration object if/when more options are added
internal OsState(HorizonClient horizonClient, ITickGenerator tickGenerator)
{
Hos = horizonClient;
ResourceManager = new OsResourceManager(tickGenerator);
}
public TickManager(ITickGenerator tickGenerator) => _impl = new TickManagerImpl(tickGenerator);
// Todo: Use configuration object if/when more options are added
public OsResourceManager(ITickGenerator tickGenerator)
{
TickManager = new TickManager(tickGenerator);
}