Init

Safe/PriceCache.cs

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+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading;
+using MarketData.MarketDataModel;
+using MarketData.Helper;
+using MarketData.DataAccess;
+using MarketData.Utils;
+
+namespace TradeBlotter.Cache
+{
+  //public class CacheInfo
+  //{
+  //  public CacheInfo()
+  //  {
+  //  }
+  //  public Prices Prices { get; set; }
+  //}
+
+  public class PriceCache : IDisposable
+  {
+    private Dictionary<String, Prices> priceCache = new Dictionary<String, Prices>();
+    private Object thisLock = new Object();
+    private Thread cacheMonitorThread = null;
+    private bool threadRun = true;
+    private int cacheRefreshAfter = 30000;
+    private static PriceCache priceCacheInstance = null;
+
+    private PriceCache()
+    {
+      cacheMonitorThread = new Thread(new ThreadStart(ThreadProc));
+      cacheMonitorThread.Start();
+    }
+    public static PriceCache GetInstance()
+    {
+      lock (typeof(PriceCache))
+      {
+        if (null == priceCacheInstance) priceCacheInstance = new PriceCache();
+        return priceCacheInstance;
+      }
+    }
+    public void Dispose()
+    {
+      lock (thisLock)
+      {
+        threadRun = false;
+        if (null != cacheMonitorThread)
+        {
+          cacheMonitorThread.Join();
+        }
+        priceCache.Clear();
+        priceCacheInstance = null;
+      }
+    }
+    public Prices GetPrices(String symbol, int days)
+    {
+      lock (thisLock)
+      {
+        DateTime now = DateTime.Now;
+        Prices prices = null;
+        Price price = null;
+        if (priceCache.ContainsKey(symbol)) prices = priceCache[symbol];
+        if (null != prices)
+        {
+          if (prices.Count >= days)
+          {
+            Prices priceRange = null;
+            if (prices.Count == days) priceRange = prices;
+            else priceRange = new Prices(prices.GetRange(0, days).ToArray());
+            return priceRange;
+          }
+          if(prices.Count>0)price = prices[0];
+          prices = PricingDA.GetPrices(symbol, days);
+          if (null!=prices&&price.Date.Date.Equals(DateTime.Now.Date.Date)&&(prices.Count>0&&prices[0].Date.Date!=price.Date.Date)) prices.Insert(0,price);
+          return prices;
+        }
+        prices = PricingDA.GetPrices(symbol, days);
+        if (null != prices && 0 != prices.Count) priceCache.Add(symbol, prices);
+        return prices;
+      }
+    }
+    public Price GetLatestPrice(String symbol)
+    {
+      lock (thisLock)
+      {
+        DateTime now = DateTime.Now;
+        Price price = null;
+        Prices prices = null;
+        if (priceCache.ContainsKey(symbol)) prices = priceCache[symbol];
+        if (null!=prices)
+        {
+          if (0 == prices.Count)
+          {
+            price = MarketDataHelper.GetLatestPrice(symbol);
+            if (null != price) prices.Add(price);
+          }
+          else
+          {
+            price = prices[0];
+            if (price.Date.Date.Equals(now.Date.Date)) return price;
+            price = MarketDataHelper.GetLatestPrice(symbol);
+            if (null != price) prices.Insert(0,price);
+          }
+          return price;
+        }
+        price = MarketDataHelper.GetLatestPrice(symbol);
+        if (null != price)
+        {
+          prices = new Prices();
+          prices.Add(price);
+          priceCache.Add(symbol, prices);
+        }
+        return price;
+      }
+    }
+    public bool Contains(String symbol)
+    {
+      lock (thisLock)
+      {
+        return priceCache.ContainsKey(symbol);
+      }
+    }
+    private void ThreadProc()
+    {
+      int quantums = 0;
+      int quantumInterval = 500;
+      while (threadRun)
+      {
+        Thread.Sleep(quantumInterval);
+        quantums += quantumInterval;
+        if (quantums > cacheRefreshAfter)
+        {
+          quantums = 0;
+          lock (thisLock)
+          {
+            DateTime now = DateTime.Now;
+            List<String> symbols = new List<String>(priceCache.Keys);
+            foreach (String symbol in symbols)
+            {
+              Prices prices=priceCache[symbol];
+              if (null ==prices || 0 == prices.Count) continue;
+              Price price = prices[0];
+              if (price.Date.Date.Equals(now.Date.Date))
+              {
+                prices.Remove(price);
+                price=MarketDataHelper.GetLatestPrice(symbol);
+                if(null==price)prices.Insert(0,price);
+              }
+              //if (price.Date.Date.Equals(now.Date.Date)) prices.Remove(price);
+            }
+          }
+        }
+      }
+    }
+  }
+}