public bool TryAdd(TickIO tickIO)
{
if (!isInitialized)
{
throw new ApplicationException("Please initialized TickWriter first.");
}
TickBinary tick = tickIO.Extract();
return(writeQueue.TryEnqueue(ref tick));
}
public bool TryAdd(TickIO tickIO)
{
if (!isInitialized)
{
throw new ApplicationException("Please initialized TickWriter first.");
}
TickBinary tick = tickIO.Extract();
var result = writeQueue.TryEnqueue(ref tick);
if (result)
{
Interlocked.Increment(ref appendCounter);
}
return(result);
}
public bool OnEvent(SymbolInfo symbol, int eventType, object eventDetail)
{
bool result = false;
if (isDisposed)
{
return(false);
}
try {
switch ((EventType)eventType)
{
case EventType.Tick:
TickBinary binary = (TickBinary)eventDetail;
result = tickQueue.TryEnqueue(ref binary);
break;
case EventType.EndHistorical:
result = tickQueue.TryEnqueue(EventType.EndHistorical, symbol);
break;
case EventType.StartRealTime:
result = tickQueue.TryEnqueue(EventType.StartRealTime, symbol);
break;
case EventType.EndRealTime:
result = tickQueue.TryEnqueue(EventType.EndRealTime, symbol);
break;
case EventType.StartBroker:
result = tickQueue.TryEnqueue(EventType.StartBroker, symbol);
break;
case EventType.EndBroker:
result = tickQueue.TryEnqueue(EventType.EndBroker, symbol);
break;
case EventType.Error:
result = tickQueue.TryEnqueue(EventType.Error, symbol);
break;
case EventType.Terminate:
result = tickQueue.TryEnqueue(EventType.Terminate, symbol);
break;
case EventType.LogicalFill:
case EventType.StartHistorical:
case EventType.Initialize:
case EventType.Open:
case EventType.Close:
case EventType.PositionChange:
default:
break;
}
} catch (QueueException) {
log.Warn("Already terminated.");
}
return(result);
}
public bool OnHistorical(SymbolInfo symbol)
{
try {
return(tickQueue.TryEnqueue(EventType.StartHistorical, symbol));
} catch (QueueException) {
// Queue was already ended.
}
return(true);
}
public bool OnEvent(SymbolInfo symbol, int eventType, object eventDetail)
{
bool result = false;
try {
switch ((EventType)eventType)
{
case EventType.Tick:
TickBinaryBox binary = (TickBinaryBox)eventDetail;
result = readQueue.TryEnqueue(ref binary.TickBinary);
if (result)
{
tickPool.Free(binary);
}
break;
case EventType.EndHistorical:
result = readQueue.TryEnqueue(EventType.EndHistorical, symbol);
break;
case EventType.StartRealTime:
result = readQueue.TryEnqueue(EventType.StartRealTime, symbol);
break;
case EventType.EndRealTime:
result = readQueue.TryEnqueue(EventType.EndRealTime, symbol);
break;
case EventType.Error:
result = readQueue.TryEnqueue(EventType.Error, symbol);
break;
case EventType.Terminate:
result = readQueue.TryEnqueue(EventType.Terminate, symbol);
break;
case EventType.LogicalFill:
case EventType.StartHistorical:
case EventType.Initialize:
case EventType.Open:
case EventType.Close:
case EventType.PositionChange:
default:
// Skip these event types.
result = true;
break;
}
} catch (QueueException) {
log.Warn("Already terminated.");
}
return(result);
}
public void EnQueueItemTest()
{
TickBinary tick = new TickBinary();
TickIO tickIO = Factory.TickUtil.TickIO();
long start = Factory.TickCount;
for (int i = 0; i < 10; i++)
{
Assert.IsTrue(queue.TryEnqueue(ref tick));
}
long stop = Factory.TickCount;
log.Notice("Enqueue elapsed time is " + (stop - start) + "ms");
start = Factory.TickCount;
for (int i = 0; i < 10; i++)
{
Assert.IsTrue(queue.TryDequeue(ref tick));
}
stop = Factory.TickCount;
log.Notice("Dequeue elapsed time is " + (stop - start) + "ms");
}
