/*
* 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.Lean.Engine.DataFeeds
{
///
/// Live time provide which supports an initial warmup period using the given time provider , used by the
///
public class LiveTimeProvider : ITimeProvider
{
private DateTime _previous;
private readonly DateTime _liveStart;
private readonly ITimeProvider _realTime;
private ITimeProvider _warmupTimeProvider;
///
/// Creates a new instance
///
/// Real time provider
public LiveTimeProvider(ITimeProvider realTime)
{
_realTime = realTime;
_liveStart = _realTime.GetUtcNow();
}
///
/// Fully initializes this instance providing the initial warmup time provider to use
///
/// The warmup provider to use
public void Initialize(ITimeProvider warmupTimeProvider)
{
_warmupTimeProvider = warmupTimeProvider;
}
///
/// Gets the current time in UTC
///
/// The current time in UTC
public DateTime GetUtcNow()
{
if(ReferenceEquals(_realTime, _warmupTimeProvider))
{
// warmup ended
return _realTime.GetUtcNow();
}
if (_warmupTimeProvider == null)
{
// don't let any live data point through until we are fully initialized
return Time.BeginningOfTime;
}
var newTime = _warmupTimeProvider.GetUtcNow();
if (_previous == newTime || newTime >= _liveStart)
{
// subscription time provider swap ended, start using live
_warmupTimeProvider = _realTime;
return GetUtcNow();
}
_previous = newTime;
return newTime;
}
}
}