Jared Broad
102 lines
3.4 KiB
C#
102 lines
3.4 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 NAMESPACES
|
|
**********************************************************/
|
|
|
|
using System;
|
|
using QuantConnect.Logging;
|
|
|
|
namespace QuantConnect.Lean.Engine.RealTime
|
|
{
|
|
/// <summary>
|
|
/// Realtime event object for holding information on the event time and callback.
|
|
/// </summary>
|
|
public class RealTimeEvent
|
|
{
|
|
/********************************************************
|
|
* CLASS VARIABLES
|
|
*********************************************************/
|
|
// Trigger Timing
|
|
private TimeSpan _triggerTime;
|
|
private Action _callback;
|
|
|
|
// Trigger Action
|
|
private bool _triggered;
|
|
|
|
/********************************************************
|
|
* CLASS PROPERTIES
|
|
*********************************************************/
|
|
|
|
|
|
/********************************************************
|
|
* CONSTRUCTOR METHODS
|
|
*********************************************************/
|
|
/// <summary>
|
|
/// Setup new event to fire at a specific time. Managed by a RealTimeHandler thread.
|
|
/// </summary>
|
|
/// <param name="triggerTime">Time of day to trigger this event</param>
|
|
/// <param name="callback">Action to run when the time passes.</param>
|
|
/// <seealso cref="IRealTimeHandler"/>
|
|
public RealTimeEvent(TimeSpan triggerTime, Action callback)
|
|
{
|
|
_triggered = false;
|
|
_triggerTime = triggerTime;
|
|
_callback = callback;
|
|
}
|
|
|
|
/********************************************************
|
|
* CLASS METHODS:
|
|
*********************************************************/
|
|
/// <summary>
|
|
/// Scan this event to see if this real time event has been triggered.
|
|
/// </summary>
|
|
/// <param name="time">Current real or simulation time</param>
|
|
public void Scan(DateTime time)
|
|
{
|
|
if (_triggered)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//When the time passes the trigger time, trigger the event.
|
|
if (time.TimeOfDay > _triggerTime)
|
|
{
|
|
_triggered = true;
|
|
|
|
try
|
|
{
|
|
//Log.Trace("RealTimeEvent.Scan(): Eventhandler Called: " + time.TimeOfDay);
|
|
_callback();
|
|
}
|
|
catch (Exception err)
|
|
{
|
|
Log.Error("RealTimeEvent.Scan(): Error in callback: " + err.Message);
|
|
}
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Reset the triggered flag.
|
|
/// </summary>
|
|
public void Reset()
|
|
{
|
|
_triggered = false;
|
|
}
|
|
}
|
|
}
|