StockSharp/Algo/IMarketRule.cs at master · StockSharp/StockSharp · GitHub

History

393 lines (321 loc) · 10.1 KB

Raw

100

101

102

103

104

105

106

107

108

109

110

111

112

113

114

115

116

117

118

119

120

121

122

123

124

125

126

127

128

129

130

131

132

133

134

135

136

137

138

139

140

141

142

143

144

145

146

147

148

149

150

151

152

153

154

155

156

157

158

159

160

161

162

163

164

165

166

167

168

169

170

171

172

173

174

175

176

177

178

179

180

181

182

183

184

185

186

187

188

189

190

191

192

193

194

195

196

197

198

199

200

201

202

203

204

205

206

207

208

209

210

211

212

213

214

215

216

217

218

219

220

221

222

223

224

225

226

227

228

229

230

231

232

233

234

235

236

237

238

239

240

241

242

243

244

245

246

247

248

249

250

251

252

253

254

255

256

257

258

259

260

261

262

263

264

265

266

267

268

269

270

271

272

273

274

275

276

277

278

279

280

281

282

283

284

285

286

287

288

289

290

291

292

293

294

295

296

297

298

299

300

301

302

303

304

305

306

307

308

309

310

311

312

313

314

315

316

317

318

319

320

321

322

323

324

325

326

327

328

329

330

331

332

333

334

335

336

337

338

339

340

341

342

343

344

345

346

347

348

349

350

351

352

353

354

355

356

357

358

359

360

361

362

363

364

365

366

367

368

369

370

371

372

373

374

375

376

377

378

379

380

381

382

383

384

385

386

387

388

389

390

391

392

393

namespace StockSharp.Algo;

/// <summary>

/// The interface of the rule, activating action at occurrence of market condition.

/// </summary>

public interface IMarketRule : IDisposable

{

/// <summary>

/// The name of the rule.

/// </summary>

string Name { get; set; }

/// <summary>

/// The rules container.

/// </summary>

IMarketRuleContainer Container { get; set; }

/// <summary>

/// The level to perform this rule logging.

/// </summary>

LogLevels LogLevel { get; set; }

/// <summary>

/// Is the rule suspended.

/// </summary>

bool IsSuspended { get; set; }

/// <summary>

/// Is the rule formed.

/// </summary>

bool IsReady { get; }

/// <summary>

/// Is the rule currently activated.

/// </summary>

bool IsActive { get; set; }

/// <summary>

/// Token-rules, it is associated with (for example, for rule <see cref="MarketRuleHelper.WhenRegistered"/> the order will be a token). If rule is not associated with anything, <see langword="null" /> will be returned.

/// </summary>

object Token { get; }

/// <summary>

/// Rules, opposite to given rule. They are deleted automatically at activation of this rule.

/// </summary>

ISynchronizedCollection<IMarketRule> ExclusiveRules { get; }

/// <summary>

/// To make the rule periodical (will be called until <paramref name="canFinish" /> returns <see langword="true" />).

/// </summary>

/// <param name="canFinish">The criteria for end of periodicity.</param>

/// <returns>Rule.</returns>

IMarketRule Until(Func<bool> canFinish);

/// <summary>

/// To add the action, activated at occurrence of condition.

/// </summary>

/// <param name="action">Action.</param>

/// <returns>Rule.</returns>

IMarketRule Do(Action action);

/// <summary>

/// To add the action, activated at occurrence of condition.

/// </summary>

/// <param name="action">The action, taking a value.</param>

/// <returns>Rule.</returns>

IMarketRule Do(Action<object> action);

/// <summary>

/// To add the action, returning result, activated at occurrence of condition.

/// </summary>

/// <typeparam name="TResult">The type of returned result.</typeparam>

/// <param name="action">The action, returning a result.</param>

/// <returns>Rule.</returns>

IMarketRule Do<TResult>(Func<TResult> action);

/// <summary>

/// Can the rule be ended.

/// </summary>

/// <returns><see langword="true" />, if rule is not required any more. Otherwise, <see langword="false" />.</returns>

bool CanFinish();

}

/// <summary>

/// The rule, activating action at market condition occurrence.

/// </summary>

/// <typeparam name="TToken">The type of token.</typeparam>

/// <typeparam name="TArg">The type of accepted argument.</typeparam>

public abstract class MarketRule<TToken, TArg> : BaseLogReceiver, IMarketRule

{

private Func<TArg, object> _action = a => a;

private Action<object> _activatedHandler;

private Action<TArg> _actionVoid;

private Func<bool> _process;

private TArg _arg;

private Func<bool> _canFinish;

/// <summary>

/// Initialize <see cref="MarketRule{T1,T2}"/>.

/// </summary>

/// <param name="token">Token rules.</param>

protected MarketRule(TToken token)

{

_token = token;

Name = GetType().Name;

Until(CanFinish);

}

/// <summary>

/// Can the rule be ended.

/// </summary>

/// <returns><see langword="true" />, if rule is not required any more. Otherwise, <see langword="false" />.</returns>

protected virtual bool CanFinish()

{

return _container is null || _container.ProcessState != ProcessStates.Started;

}

private bool _isSuspended;

/// <inheritdoc />

public virtual bool IsSuspended

{

get => _isSuspended;

set

{

_isSuspended = value;

_container?.AddRuleLog(LogLevels.Info, this, value ? LocalizedStrings.Suspended : LocalizedStrings.Resumed);

}

private readonly TToken _token;

object IMarketRule.Token => _token;

private readonly SynchronizedSet<IMarketRule> _exclusiveRules = [];

/// <inheritdoc />

public virtual ISynchronizedCollection<IMarketRule> ExclusiveRules => _exclusiveRules;

private IMarketRuleContainer _container;

/// <inheritdoc />

public IMarketRuleContainer Container

{

get => _container;

set

{

if (_container != null)

throw new ArgumentException(LocalizedStrings.RuleAlreadyExistInContainer.Put(this, _container));

_container = value ?? throw new ArgumentNullException(nameof(value));

}

/// <summary>

/// To make the rule periodical (will be called until <paramref name="canFinish" /> returns <see langword="true" />).

/// </summary>

/// <param name="canFinish">The criteria for end of periodicity.</param>

/// <returns>Rule.</returns>

public MarketRule<TToken, TArg> Until(Func<bool> canFinish)

{

_canFinish = canFinish ?? throw new ArgumentNullException(nameof(canFinish));

return this;

}

/// <summary>

/// To add the action, activated at occurrence of condition.

/// </summary>

/// <param name="action">Action.</param>

/// <returns>Rule.</returns>

public MarketRule<TToken, TArg> Do(Action<TArg> action)

{

//return Do((r, a) => action(a));

_process = ProcessRuleVoid;

_actionVoid = action ?? throw new ArgumentNullException(nameof(action));

return this;

}

/// <summary>

/// To add the action, activated at occurrence of condition.

/// </summary>

/// <param name="action">Action.</param>

/// <returns>Rule.</returns>

public MarketRule<TToken, TArg> Do(Action<MarketRule<TToken, TArg>, TArg> action)

{

if (action == null)

throw new ArgumentNullException(nameof(action));

return Do<object>((r, a) =>

{

action(this, a);

return null;

});

}

/// <summary>

/// To add the action, returning result, activated at occurrence of condition.

/// </summary>

/// <typeparam name="TResult">The type of returned result.</typeparam>

/// <param name="action">The action, returning a result.</param>

/// <returns>Rule.</returns>

public MarketRule<TToken, TArg> Do<TResult>(Func<TArg, TResult> action)

{

if (action == null)

throw new ArgumentNullException(nameof(action));

return Do((r, a) => action(a));

}

/// <summary>

/// To add the action, returning result, activated at occurrence of condition.

/// </summary>

/// <typeparam name="TResult">The type of returned result.</typeparam>

/// <param name="action">The action, returning a result.</param>

/// <returns>Rule.</returns>

public MarketRule<TToken, TArg> Do<TResult>(Func<MarketRule<TToken, TArg>, TArg, TResult> action)

{

if (action == null)

throw new ArgumentNullException(nameof(action));

_action = a => action(this, a);

_process = ProcessRule;

return this;

}

/// <summary>

/// To add the action, activated at occurrence of condition.

/// </summary>

/// <param name="action">Action.</param>

/// <returns>Rule.</returns>

public MarketRule<TToken, TArg> Do(Action action)

{

if (action == null)

throw new ArgumentNullException(nameof(action));

return Do(a => action());

}

/// <summary>

/// To add the action, returning result, activated at occurrence of condition.

/// </summary>

/// <typeparam name="TResult">The type of returned result.</typeparam>

/// <param name="action">The action, returning a result.</param>

/// <returns>Rule.</returns>

public MarketRule<TToken, TArg> Do<TResult>(Func<TResult> action)

{

if (action == null)

throw new ArgumentNullException(nameof(action));

return Do(a => action());

}

/// <summary>

/// To add the processor, which will be called at action activation.

/// </summary>

/// <param name="handler">The handler.</param>

/// <returns>Rule.</returns>

public MarketRule<TToken, TArg> Activated(Action handler)

{

if (handler == null)

throw new ArgumentNullException(nameof(handler));

return Activated<object>(arg => handler());

}

/// <summary>

/// To add the processor, accepting argument from <see cref="Do{TResult}(Func{TResult})"/>, which will be called at action activation.

/// </summary>

/// <typeparam name="TResult">The type of result, returned from the processor.</typeparam>

/// <param name="handler">The handler.</param>

/// <returns>Rule.</returns>

public MarketRule<TToken, TArg> Activated<TResult>(Action<TResult> handler)

{

if (handler == null)

throw new ArgumentNullException(nameof(handler));

_activatedHandler = arg => handler((TResult)arg);

return this;

}

/// <summary>

/// To activate the rule.

/// </summary>

protected void Activate()

{

Activate(default);

}

/// <summary>

/// To activate the rule.

/// </summary>

/// <param name="arg">The value, which will be sent to processor, registered through <see cref="Do(Action{TArg})"/>.</param>

protected virtual void Activate(TArg arg)

{

CheckOnReady();

// Asked before the container: a rule a stopping container turned away is suspended and simply

// does not act, while a rule nobody ever applied is a mistake worth reporting.

if (IsSuspended)

return;

if (Container is null)

throw new InvalidOperationException($"Rule '{Name}' no container.");

_arg = arg;

_container.ActivateRule(this, _process);

}

private bool ProcessRule()

{

var result = _action(_arg);

_activatedHandler?.Invoke(result);

return _canFinish();

}

private bool ProcessRuleVoid()

{

_actionVoid(_arg);

_activatedHandler?.Invoke(null);

return _canFinish();

}

/// <inheritdoc />

public override string ToString() => $"{Name} (0x{GetHashCode():X})";

/// <summary>

/// Release resources.

/// </summary>

protected override void DisposeManaged()

{

_container = null;

base.DisposeManaged();

}

bool IMarketRule.CanFinish()

{

if (IsDisposed)

return true;

return !IsActive && IsReady && _canFinish();

}

private void CheckOnReady()

{

if (IsDisposed)

throw new ObjectDisposedException(Name);

}

/// <inheritdoc />

public bool IsReady => !IsDisposed && _container is not null;

/// <inheritdoc />

public bool IsActive { get; set; }

IMarketRule IMarketRule.Until(Func<bool> canFinish)

{

CheckOnReady();

return Until(canFinish);

}

IMarketRule IMarketRule.Do(Action action)

{

CheckOnReady();

return Do(action);

}

IMarketRule IMarketRule.Do(Action<object> action)

{

if (action == null)

throw new ArgumentNullException(nameof(action));

CheckOnReady();

return Do(arg => action(arg));

}

IMarketRule IMarketRule.Do<TResult>(Func<TResult> action)

{

CheckOnReady();

return Do(action);

}

StockSharp/Algo/IMarketRule.cs at master · StockSharp/StockSharp · GitHub

Expand file tree

Breadcrumbs

IMarketRule.cs

Latest commit

History

Breadcrumbs

IMarketRule.cs

File metadata and controls