Martin Molinero
19701461cc
- C# `Timer` can sometimes be triggered before the expected due time. Implementing `RealTimeScheduleEventService` that will guarantee a scheduled event due time is respected and the event never happens before time.
90 lines
3.5 KiB
C#
90 lines
3.5 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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using System;
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using System.Threading;
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using System.Threading.Tasks;
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using QuantConnect.Util;
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namespace QuantConnect.Lean.Engine.DataFeeds
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{
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/// <summary>
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/// Allows to setup a real time scheduled event, internally using a <see cref="Timer"/>,
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/// that is guaranteed to trigger at or after the requested time, never before.
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/// </summary>
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/// <remarks>This class is of value because <see cref="Timer"/> could fire the
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/// event before time.</remarks>
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public class RealTimeScheduleEventService : IDisposable
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{
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private readonly Timer _timer;
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private readonly Ref<DateTime> _nextUtcScheduledEvent;
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/// <summary>
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/// Event fired when the scheduled time is past
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/// </summary>
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public event EventHandler NewEvent;
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/// <summary>
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/// Creates a new instance
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/// </summary>
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/// <param name="timeProvider">The time provider to use</param>
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public RealTimeScheduleEventService(ITimeProvider timeProvider)
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{
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_nextUtcScheduledEvent = Ref.Create(DateTime.MinValue);
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_timer = new Timer(
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async state =>
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{
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var nextUtcScheduledEvent = ((Ref<DateTime>)state).Value;
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var diff = nextUtcScheduledEvent - timeProvider.GetUtcNow();
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// we need to guarantee we trigger the event after the requested due time
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// has past, if we got called earlier lets wait until time is right
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while (diff.Ticks > 0)
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{
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await Task.Delay(diff);
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// testing has shown that it sometimes requires more than one loop
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diff = nextUtcScheduledEvent - timeProvider.GetUtcNow();
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}
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NewEvent?.Invoke(this, EventArgs.Empty);
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},
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_nextUtcScheduledEvent,
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// Due time is never, has to be scheduled
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Timeout.InfiniteTimeSpan,
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// Do not trigger periodically
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Timeout.InfiniteTimeSpan);
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}
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/// <summary>
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/// Schedules a new event
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/// </summary>
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/// <param name="dueTime">The desired due time</param>
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/// <param name="utcNow">Current utc time</param>
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/// <remarks>Scheduling a new event will try to disable previous scheduled event,
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/// but it is not guaranteed.</remarks>
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public void ScheduleEvent(TimeSpan dueTime, DateTime utcNow)
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{
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_nextUtcScheduledEvent.Value = utcNow + dueTime;
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_timer.Change(dueTime, Timeout.InfiniteTimeSpan);
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}
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/// <summary>
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/// Disposes of the underlying <see cref="Timer"/> instance
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/// </summary>
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public void Dispose()
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{
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_timer.Dispose();
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}
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}
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}
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