/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. * */ using System; using System.Collections; using System.Collections.Concurrent; using System.Collections.Generic; using System.Threading; using System.Threading.Tasks; namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators { /// /// An implementation of that relies on the /// method being called and only ends when /// is called /// /// The item type yielded by the enumerator public class EnqueueableEnumerator : IEnumerator { private T _current; private T _lastEnqueued; private volatile bool _end; private volatile bool _disposed; private readonly bool _isBlocking; private readonly int _timeout; private readonly object _lock = new object(); private readonly BlockingCollection _blockingCollection; private int _count; private int _lowerThreshold; private Action _produce; private Task _producer; /// /// Gets the current number of items held in the internal queue /// public int Count { get { lock (_lock) { if (_end) return 0; return _blockingCollection.Count; } } } /// /// Gets the last item that was enqueued /// public T LastEnqueued { get { return _lastEnqueued; } } /// /// Returns true if the enumerator has finished and will not accept any more data /// public bool HasFinished { get { return _end || _disposed; } } /// /// Initializes a new instance of the class /// /// Specifies whether or not to use the blocking behavior public EnqueueableEnumerator(bool blocking = false) { _blockingCollection = new BlockingCollection(); _isBlocking = blocking; _timeout = blocking ? Timeout.Infinite : 0; } /// /// Enqueues the new data into this enumerator /// /// The data to be enqueued public void Enqueue(T data) { lock (_lock) { if (_end) return; _blockingCollection.Add(data); _lastEnqueued = data; } } /// /// Signals the enumerator to stop enumerating when the items currently /// held inside are gone. No more items will be added to this enumerator. /// public void Stop() { lock (_lock) { if (_end) return; // no more items can be added, so no need to wait anymore _blockingCollection.CompleteAdding(); _end = true; } } /// /// Advances the enumerator to the next element of the collection. /// /// /// true if the enumerator was successfully advanced to the next element; false if the enumerator has passed the end of the collection. /// /// The collection was modified after the enumerator was created. 2 public bool MoveNext() { TriggerProducer(); T current; if (!_blockingCollection.TryTake(out current, _timeout)) { _current = default(T); // if the enumerator has blocking behavior and there is no more data, it has ended if (_isBlocking) { lock (_lock) { _end = true; } } return !_end; } _current = current; // even if we don't have data to return, we haven't technically // passed the end of the collection, so always return true until // the enumerator is explicitly disposed or ended return true; } /// /// Sets the enumerator to its initial position, which is before the first element in the collection. /// /// The collection was modified after the enumerator was created. 2 public void Reset() { throw new NotImplementedException("EnqueableEnumerator.Reset() has not been implemented yet."); } /// /// Gets the element in the collection at the current position of the enumerator. /// /// /// The element in the collection at the current position of the enumerator. /// public T Current { get { return _current; } } /// /// Gets the current element in the collection. /// /// /// The current element in the collection. /// /// 2 object IEnumerator.Current { get { return Current; } } /// /// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. /// /// 2 public void Dispose() { lock (_lock) { if (_disposed) return; Stop(); if (_blockingCollection != null) _blockingCollection.Dispose(); _disposed = true; } } /// /// Sets the production and the lower threshold production trigger. /// Will also start the first producer /// /// The used to produce more items /// The threshold used to determine /// if a new producer has to start public void SetProducer(Action produce, int lowerThreshold) { _producer = Task.Run(produce); _produce = produce; _lowerThreshold = lowerThreshold; } /// /// If the action was set , /// this method will generate a new task to execute the action /// when items are less than , the enumerator is not finished /// and previous already finished running. /// private void TriggerProducer() { if (_produce != null && !HasFinished && _producer.IsCompleted && _lowerThreshold > _count--) { // we use local count for the outside if, for performance, and adjust here _count = Count; if (_lowerThreshold > _count) { _producer = Task.Run(_produce); } } } } }