Files
quantconnect--lean/Common/RealTimeProvider.cs
Michael Handschuh 1a0947aa59 Defines ITokenBucket and a LeakyBucket implementation
The inspiration for this implementation design comes directly from:
https://github.com/mxplusb/TokenBucket

Minor modifications were made, including a prominent behavior change
that prevents the Refill method from executing the initial refill
before any time has passed.

We'll use the leaky bucket algorithm to track consumption of CPU
resources by the soon-to-be-implemented training feature.
2019-10-19 01:52:07 -04:00

44 lines
1.5 KiB
C#

/*
* 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;
namespace QuantConnect
{
/// <summary>
/// Provides an implementation of <see cref="ITimeProvider"/> that
/// uses <see cref="DateTime.UtcNow"/> to provide the current time
/// </summary>
public sealed class RealTimeProvider : ITimeProvider
{
/// <summary>
/// Provides a static instance of the <see cref="RealTimeProvider"/>
/// </summary>
/// <remarks>
/// Since this implementation is stateless, it doesn't make sense to have multiple instances.
/// </remarks>
public static readonly ITimeProvider Instance = new RealTimeProvider();
/// <summary>
/// Gets the current time in UTC
/// </summary>
/// <returns>The current time in UTC</returns>
public DateTime GetUtcNow()
{
return DateTime.UtcNow;
}
}
}