/* * 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; using System.Collections; using System.Collections.Generic; namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators { /// /// Provides augmentation of how often an enumerator can be called. Time is measured using /// an instance and calls to the underlying enumerator are limited /// to a minimum time between each call. /// public class RateLimitEnumerator : IEnumerator { private T _current; private DateTime _lastCallTime; private readonly ITimeProvider _timeProvider; private readonly IEnumerator _enumerator; private readonly TimeSpan _minimumTimeBetweenCalls; /// /// Initializes a new instance of the class /// /// The underlying enumerator to place rate limits on /// Time provider used for determing the time between calls /// The minimum time allowed between calls to the underlying enumerator public RateLimitEnumerator(IEnumerator enumerator, ITimeProvider timeProvider, TimeSpan minimumTimeBetweenCalls) { _enumerator = enumerator; _timeProvider = timeProvider; _minimumTimeBetweenCalls = minimumTimeBetweenCalls; } /// /// Advances the enumerator to the next element of the collection. /// /// /// true if the enumerator was successfully advanced to the next element; false if the enumerator has passed the end of the collection. /// /// The collection was modified after the enumerator was created. 2 public bool MoveNext() { // determine time since last successful call, do this on units of the minimum time // this will give us nice round emit times var currentTime = _timeProvider.GetUtcNow().RoundDown(_minimumTimeBetweenCalls); var timeBetweenCalls = currentTime - _lastCallTime; // if within limits, patch it through to move next if (timeBetweenCalls >= _minimumTimeBetweenCalls) { if (!_enumerator.MoveNext()) { // our underlying is finished _current = default(T); return false; } // only update last call time on non rate limited requests _lastCallTime = currentTime; _current = _enumerator.Current; } else { // we've been rate limitted _current = default(T); } return true; } /// /// Sets the enumerator to its initial position, which is before the first element in the collection. /// /// The collection was modified after the enumerator was created. 2 public void Reset() { _enumerator.Reset(); } /// /// Gets the element in the collection at the current position of the enumerator. /// /// /// The element in the collection at the current position of the enumerator. /// public T Current { get { return _current; } } /// /// Gets the current element in the collection. /// /// /// The current element in the collection. /// /// 2 object IEnumerator.Current { get { return _current; } } /// /// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. /// /// 2 public void Dispose() { _enumerator.Dispose(); } } }