/// <summary>
/// Updates the current time of this time keeper
/// </summary>
/// <param name="utcDateTime">The current time in UTC</param>
internal void UpdateTime(DateTime utcDateTime)
{
// redefine the lazy conversion each time this is set
_localTime = new Lazy<DateTime>(() => utcDateTime.ConvertTo(DateTimeZone.Utc, _timeZone));
if (TimeUpdated != null)
{
TimeUpdated(this, new TimeUpdatedEventArgs(_localTime.Value, TimeZone));
}
}
/// <summary>
/// Updates the current time of this time keeper
/// </summary>
/// <param name="utcDateTime">The current time in UTC</param>
internal void UpdateTime(DateTime utcDateTime)
{
// redefine the lazy conversion each time this is set
_localTime = new Lazy<DateTime>(() => utcDateTime.ConvertTo(DateTimeZone.Utc, _timeZone));
}
/// <summary>
/// Initializes a new instance of the <see cref="LocalTimeKeeper"/> class
/// </summary>
/// <param name="utcDateTime">The current time in UTC</param>
/// <param name="timeZone">The time zone</param>
internal LocalTimeKeeper(DateTime utcDateTime, DateTimeZone timeZone)
{
_timeZone = timeZone;
_localTime = new Lazy<DateTime>(() => utcDateTime.ConvertTo(DateTimeZone.Utc, _timeZone));
}
public void convert_datetime_to_datetimeoffset()
{
var dt = new DateTime(2000, 1, 1);
dt.ConvertTo<DateTimeOffset>().Should().Be(new DateTimeOffset(dt));
}
/// <summary>
/// Define an enumerable date range of tradeable dates but expressed in a different time zone.
/// </summary>
/// <remarks>
/// This is mainly used to bridge the gap between exchange time zone and data time zone for file written to disk. The returned
/// enumerable of dates is gauranteed to be the same size or longer than those generated via <see cref="EachTradeableDay(ICollection{Security},DateTime,DateTime)"/>
/// </remarks>
/// <param name="exchange">The exchange hours</param>
/// <param name="from">The start time in the exchange time zone</param>
/// <param name="thru">The end time in the exchange time zone (inclusive of the final day)</param>
/// <param name="timeZone">The timezone to project the dates into (inclusive of the final day)</param>
/// <param name="includeExtendedMarketHours">True to include extended market hours trading in the search, false otherwise</param>
/// <returns></returns>
public static IEnumerable<DateTime> EachTradeableDayInTimeZone(SecurityExchangeHours exchange, DateTime from, DateTime thru, DateTimeZone timeZone, bool includeExtendedMarketHours = true)
{
var currentExchangeTime = from;
thru = thru.Date.AddDays(1); // we want to include the full thru date
while (currentExchangeTime < thru)
{
// take steps of max size of one day in the data time zone
var currentInTimeZone = currentExchangeTime.ConvertTo(exchange.TimeZone, timeZone);
var currentInTimeZoneEod = currentInTimeZone.Date.AddDays(1);
// don't pass the end
if (currentInTimeZoneEod.ConvertTo(timeZone, exchange.TimeZone) > thru)
{
currentInTimeZoneEod = thru.ConvertTo(exchange.TimeZone, timeZone);
}
// perform market open checks in the exchange time zone
var currentExchangeTimeEod = currentInTimeZoneEod.ConvertTo(timeZone, exchange.TimeZone);
if (exchange.IsOpen(currentExchangeTime, currentExchangeTimeEod, includeExtendedMarketHours))
{
yield return currentInTimeZone.Date;
}
currentExchangeTime = currentInTimeZoneEod.ConvertTo(timeZone, exchange.TimeZone);
}
}
public void ConvertTo_NullableDateTime_ReturnsValue()
{
DateTime? value = new DateTime(1900, 1, 1);
DateTime sample = value.ConvertTo<DateTime>();
sample.IsEqualTo(new DateTime(1900, 1, 1), "Incorrect value returned.");
}
/// <summary>
/// A time period has lapsed, trigger a save/queue of the current value of data.
/// </summary>
/// <param name="utcTriggerTime">The time we're triggering this archive for</param>
/// <param name="fillForward">Data stream is a fillforward type</param>
public void TriggerArchive(DateTime utcTriggerTime, bool fillForward)
{
var localTriggerTime = utcTriggerTime.ConvertTo(TimeZones.Utc, _config.TimeZone);
lock (_lock)
{
try
{
//When there's nothing to do:
if (_data == null && !fillForward)
{
Log.Debug("StreamStore.TriggerArchive(): No data to store, and not fill forward: " + Symbol);
}
if (_data != null)
{
//Create clone and reset original
Log.Debug("StreamStore.TriggerArchive(): Enqueued new data: S:" + _data.Symbol + " V:" + _data.Value);
_previousData = _data.Clone();
_queue.Enqueue(_data.Clone());
_data = null;
}
else if (fillForward && _data == null && _previousData != null)
{
// the time is actually the end time of a bar, check to see if the start time
// is within market hours, which is really just checking the _previousData's EndTime
if (!_security.Exchange.IsOpenDuringBar(localTriggerTime - _increment, localTriggerTime, _config.ExtendedMarketHours))
{
Log.Debug("StreamStore.TriggerArchive(): Exchange is closed: " + Symbol);
return;
}
//There was no other data in this timer period, and this is a fillforward subscription:
Log.Debug("StreamStore.TriggerArchive(): Fillforward, Previous Enqueued: S:" + _previousData.Symbol + " V:" + _previousData.Value);
var cloneForward = _previousData.Clone(true);
cloneForward.Time = _previousData.Time.Add(_increment);
_queue.Enqueue(cloneForward);
_previousData = cloneForward.Clone();
}
}
catch (Exception err)
{
Log.Error("StreamStore.TriggerAchive(fillforward): Failed to archive: " + err.Message);
}
}
}
