klhztrader/KLHZ.Trader.Core.Math/Declisions/Services/PriceHistoryCacheUnit2.cs

using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Intarfaces;
using System.Reflection;

namespace KLHZ.Trader.Core.Math.Declisions.Services
{
    public class PriceHistoryCacheUnit2 : IPriceHistoryCacheUnit
    {
        public const int CacheMaxLength = 500;
        private const int _arrayMaxLength = 1500;

        public string Figi { get; init; }

        public int Length
        {
            get
            {
                lock (_locker)
                {
                    return _length;
                }
            }
        }

        private readonly object _locker = new();
        private readonly float[] Prices = new float[_arrayMaxLength];
        private readonly DateTime[] Timestamps = new DateTime[_arrayMaxLength];

        private int _length = 0;
        private int _pointer = -1;

        public ValueTask AddData(INewPrice priceChange)
        {
            lock (_locker)
            {
                _pointer++;
                Prices[_pointer] = (float)priceChange.Value;
                Timestamps[_pointer] = priceChange.Time;
                if (_length < CacheMaxLength)
                {
                    _length++;
                }

                if (_pointer == _arrayMaxLength - 1)
                {
                    Array.Copy(Prices, Prices.Length - CacheMaxLength, Prices, 0, CacheMaxLength);
                    Array.Copy(Timestamps, Timestamps.Length - CacheMaxLength, Timestamps, 0, CacheMaxLength);
                    _pointer = CacheMaxLength - 1;
                }
            }
            return ValueTask.CompletedTask;
        }

        public ValueTask<(DateTime[] timestamps, float[] prices)> GetData()
        {
            lock (_locker)
            {
                if (_pointer < 0)
                {
                    return ValueTask.FromResult((Array.Empty<DateTime>(), Array.Empty <float>()));
                }
                else
                {
                    var prices = new float[_length];
                    var timestamps = new DateTime[_length];
                    Array.Copy(Prices,1+ _pointer - _length, prices, 0, prices.Length);
                    Array.Copy(Timestamps,1+ _pointer - _length, timestamps, 0, timestamps.Length);
                    return ValueTask.FromResult((timestamps, prices));
                }
            }
        }

        public PriceHistoryCacheUnit2(string figi, params INewPrice[] priceChanges)
        {
            Figi = figi;


            if (priceChanges.Length == 0)
            {
                return;
            }

            var selectedPriceChanges = priceChanges
                .OrderBy(pc => pc.Time)
                .Skip(priceChanges.Length - CacheMaxLength)
                .ToArray();

            foreach ( var pc in selectedPriceChanges)
            {
                AddData(pc);
            }
        }
    }
}