Stefano Raggi
48fb380cc8
This change is being made to prevent these threads from keeping the LEAN process running, when the main foreground thread terminates.
118 lines
3.9 KiB
C#
118 lines
3.9 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.Diagnostics;
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using System.Threading;
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namespace QuantConnect
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{
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/// <summary>
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/// Real time timer class for precise callbacks on a millisecond resolution in a self managed thread.
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/// </summary>
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/// <remarks>Due to the way Window's system clock works the clock is only accurate to the nearest 16ms. In linux it is accurate to the millisecond.</remarks>
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public class RealTimeSynchronizedTimer
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{
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private bool _stopped;
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private Thread _thread;
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private TimeSpan _period;
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private Action<DateTime> _callback = null;
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private Stopwatch _timer = new Stopwatch();
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private DateTime _triggerTime;
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private bool _paused;
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/// <summary>
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/// Constructor for Real Time Event Driver:
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/// </summary>
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public RealTimeSynchronizedTimer()
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{
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_period = TimeSpan.FromSeconds(0);
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_thread = new Thread(Scanner) { IsBackground = true };
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}
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/// <summary>
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/// Trigger an event callback after precisely milliseconds-lapsed.
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/// This is expensive, it creates a new thread and closely monitors the loop.
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/// </summary>
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/// <param name="period">delay period between event callbacks</param>
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/// <param name="callback">Callback event passed the UTC time the event is intended to be triggered</param>
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public RealTimeSynchronizedTimer(TimeSpan period, Action<DateTime> callback)
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{
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_period = period;
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_callback = callback;
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_timer = new Stopwatch();
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_thread = new Thread(Scanner) { IsBackground = true };
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_stopped = false;
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_triggerTime = DateTime.UtcNow.RoundUp(period);
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}
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/// <summary>
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/// Start the synchronized real time timer - fire events at start of each second or minute
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/// </summary>
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public void Start()
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{
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_timer.Start();
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_thread.Start();
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_triggerTime = DateTime.UtcNow.RoundDown(_period).Add(_period);
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}
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/// <summary>
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/// Scan the stopwatch for the desired millisecond delay:
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/// </summary>
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public void Scanner()
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{
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while (!_stopped)
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{
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if (_callback != null && DateTime.UtcNow >= _triggerTime)
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{
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_timer.Restart();
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var triggeredAt = _triggerTime;
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_triggerTime = DateTime.UtcNow.RoundDown(_period).Add(_period);
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_callback(triggeredAt);
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}
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while (_paused && !_stopped) Thread.Sleep(10);
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Thread.Sleep(1);
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}
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}
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/// <summary>
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/// Hang the real time event:
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/// </summary>
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public void Pause()
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{
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_paused = true;
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}
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/// <summary>
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/// Resume clock
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/// </summary>
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public void Resume()
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{
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_paused = false;
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}
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/// <summary>
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/// Stop the real time timer:
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/// </summary>
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public void Stop()
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{
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_stopped = true;
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}
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} // End Time Class
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} // End QC Namespace
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