Martin Molinero
f976ffa099
- For backtesting the algorithm thread will sequentially process pending order requests - Adding new non blocking `BusyCollection` - Updating `UpdateOrderRegressionAlgorithm` that suffered of a race condition: it supposed `OnOrderEvent` would be called after the call to `Transactions.AddOrder()` was finished
77 lines
2.8 KiB
C#
77 lines
2.8 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System;
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using System.Collections.Generic;
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using System.Threading;
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namespace QuantConnect.Interfaces
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{
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/// <summary>
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/// Interface used to handle items being processed and communicate busy state
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/// </summary>
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/// <typeparam name="T">The item type being processed</typeparam>
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public interface IBusyCollection<T> : IDisposable
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{
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/// <summary>
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/// Gets a wait handle that can be used to wait until this instance is done
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/// processing all of it's item
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/// </summary>
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WaitHandle WaitHandle { get; }
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/// <summary>
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/// Gets the number of items held within this collection
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/// </summary>
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int Count { get; }
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/// <summary>
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/// Returns true if processing, false otherwise
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/// </summary>
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bool IsBusy { get; }
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/// <summary>
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/// Adds the items to this collection
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/// </summary>
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/// <param name="item">The item to be added</param>
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void Add(T item);
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/// <summary>
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/// Adds the items to this collection
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/// </summary>
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/// <param name="item">The item to be added</param>
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/// <param name="cancellationToken">A cancellation token to observer</param>
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void Add(T item, CancellationToken cancellationToken);
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/// <summary>
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/// Marks the collection as not accepting any more additions
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/// </summary>
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void CompleteAdding();
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/// <summary>
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/// Provides a consuming enumerable for items in this collection.
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/// </summary>
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/// <returns>An enumerable that removes and returns items from the collection</returns>
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IEnumerable<T> GetConsumingEnumerable();
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/// <summary>
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/// Provides a consuming enumerable for items in this collection.
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/// </summary>
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/// <param name="cancellationToken">A cancellation token to observer</param>
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/// <returns>An enumerable that removes and returns items from the collection</returns>
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IEnumerable<T> GetConsumingEnumerable(CancellationToken cancellationToken);
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}
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}
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