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  • 9171 a14f8f1f47
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    Refactors SecurityCache to Support Access to Tick of Different Type (#4621)

    frostbyte_neo 发布于 2020-08-24 13:37:50 +00:00 | 2837 次提交 在此版本后已推送到 master

    • Refactors SecurityCache to Support Access to Tick of Different Type

    Adds two read-only lists of BaseData to save the last list of Tick of TickType.Trade and TickType.Quote. Changes methods accordingly to get and set these lists.

    • Addresses Peer Review

    The assignment of _lastData is moved to keep the current behavior of not beeing set with fill forward data.
    Reset and ShareTypeCacheInstance implements the new class objects.

    Adds unit tests for Reset and ShareTypeCacheInstance.

    • Only Cache Non Fill-Forward Data

    Undo changes that made AddData cache non fill-forward data.

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