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Author SHA1 Message Date
John Colvin 6997f66505 refactor: Use generic collections in PrimitiveManager
The class that instantiates ViewStreams via reflection
2024-11-02 16:48:42 +00:00
John Colvin d78442820d Fix typo in NLStream's namespace 2024-11-02 02:57:19 +00:00
John Colvin 7f238a7b24 Fix LiteralStream syntax in md publisher appsettings.json 2024-10-30 20:42:14 +00:00
John Colvin e113162925 fix build: Upgrade Newtonsoft.Json 13.0.2 -> 13.0.3 in spark_websocket
The DataStreamSuite.sln build was broken because other projects in the sln were
already using the newer version (can't mix and match).
2024-10-30 20:13:40 +00:00
John Colvin 1ca7f65a78 vscode: Set ASPNETCORE_ENVIRONMENT=Development in api server debug cfg 2024-10-30 19:37:48 +00:00
John Colvin 2148348e82 build: Change publish_spark.py default verbosity to 2
This equates to STATUS and normal in cmake and dotnet, respectively
2024-10-30 19:37:48 +00:00
John Colvin 53ddaaf593 Add c# Variant class, modeled after std::variant in c++ 2024-10-30 19:37:48 +00:00
John Colvin 0430b87e35 Add generic ViewStream, BlueRow types/interfaces 2024-10-30 19:37:48 +00:00
John Colvin 4c93d20ce6 Add scripts to deploy apps via docker compose 2024-10-30 19:35:06 +00:00
John Colvin 2840ac284d Clean up build scripts 2024-10-30 19:35:06 +00:00
John Colvin 3e355d4afb fix: Add null check 2024-10-30 19:35:06 +00:00
John Colvin 922844e7ab vscode: Add debug cfg for api server on linux 2024-10-30 19:35:06 +00:00
John Colvin 1d3186e192 fix: Update source paths for api server docker 2024-10-30 19:35:06 +00:00
John Colvin 287e784d5e feat: Add stream subscriptions to websocket api 2024-10-30 19:35:06 +00:00
John Colvin d29360f903 fix build: Update proto path in csproj file 2024-10-30 19:35:06 +00:00
John Colvin 3681c1db4f fix build: Install actual dir instead of symlink 2024-10-30 19:35:06 +00:00
John Colvin bef4325666 fix build (c#): Update source file paths, namespaces, etc.
The c# builds have been broken ever since we reorganized the c++ projects with
stuttering dirs.
2024-10-30 19:35:06 +00:00
John Colvin 32fd0f6f9b fix: Load logging config at runtime
Don't use hardcoded default
2024-10-30 19:35:06 +00:00
John Colvin f1cb37277a refactor: Replace BoolName w/ FormattedBool 2024-10-30 19:35:06 +00:00
John Colvin 4fa76a35e3 Init hb timestamp to avoid false drops
Mainly when debugging.
2024-10-30 19:35:05 +00:00
John Colvin aded3a9e86 fix: Run heartbeat timer in MarketDataGateway
This is why we were getting those heartbeat asserts. Previously,
only ExchangeSimApplication would start this timer. Since
MarketDataGateway doesn't share its MDProducer with
ExchangeSimApplication, it must start one itself.
2024-10-30 19:35:05 +00:00
John Colvin 257b7c3f0f Make utils::TimeStamp formattable for logs, etc. 2024-10-30 19:35:05 +00:00
John Colvin 442f827af3 fix build: Link Onixs dep libACE with --no-as-needed
libACE is an Onixs dep that isn't called directly by our code. For some
reason, gcc builds fail to resolve this dep at runtime unless this flag
is used. This isn't a problem with clang builds.
2024-10-30 19:35:05 +00:00
John Colvin 8e0e6a62bc build: Replace global include/link dirs w/ target-specific calls
In other words, migrate "include_directories" and "link_directories" calls in the
root CMakeLists.txt to "target_include_directories" and "target_link_directories"
calls in InitLibrary.cmake
2024-10-30 19:35:05 +00:00
John Colvin f1ddd8ef6a fix build: Remove unused refs
Sparkd release builds were failing with warnings-as-errors about unused refs
2024-10-30 19:35:05 +00:00
John Colvin 66a1d19dd4 Fix eslint config and use modern flat style
https://eslint.org/docs/latest/use/configure/configuration-files#configuration-file
2024-10-30 19:35:05 +00:00
John Colvin 2ddf14d2b5 cleanup: Move global var into function scope in vite cfg 2024-10-30 19:35:05 +00:00
John Colvin 51aa380c3f Update node pkgs in datastream webapp 2024-10-30 19:35:05 +00:00
John Colvin b8d8dd5b49 cleanup (build): Remove unused cmake cache var 2024-10-30 19:35:05 +00:00
John Colvin d718a84f6c Put cme config url in GlbxMarketDataConfig proto
Instead of using magic strings
2024-10-30 19:35:05 +00:00
John Colvin 13552e29fe refactor: Change raw IDGenerator ptr to shared_ptr 2024-10-30 19:35:05 +00:00
John Colvin 0ac95710b1 refactor: Return row id in IStore::retrieve_one
This is a prerequisite to synchronizing security ids stored via IDGenerator
(the "new" way to store ids, added when we implemented Deribit), and
SecurityDB (the original way from spark days). The problem was that these
2 implementations were using separate databases. We need to unify the
interfaces between these storage services to avoid breaking existing code.
2024-10-30 19:35:05 +00:00
John Colvin f23c7af88c Add database dir and file fns to SparkDataDirectory 2024-10-30 19:35:05 +00:00
John Colvin 345b76257b Interpret db strng param as name or path in SqliteStore ctr 2024-10-30 19:35:05 +00:00
John Colvin 4996c27f01 refactor: Normalize sec key indexing for old md sources
Now both old and new (domain) md sources index securities by
the same string format.
2024-10-30 19:35:05 +00:00
John Colvin 9a9bcef348 Add ostream operator for Venue 2024-10-30 19:35:05 +00:00
John Colvin 8502b113fe Add ostream operator for SecurityType 2024-10-30 19:35:05 +00:00
John Colvin 979b2ccb6f refactor: Normalize sec key indexing for new (domain) md sources
This is part of a larger effort to unify the way we index securities in order
to generate unique ids. Older md sources (e.g., MDP3Listener) use
SecurityIDRecorder to generate ids, which uses a different database and
different key-string formatting than the IDGenerator used by the newer md
sources (e.g., GeneralMarketDataListener and various ccapi-based sources).
2024-10-30 19:35:05 +00:00
John Colvin 6e12c5b895 refactor: Replace ConfigDownloader w/ lib_http fns
Essentially all it did was fetch config files via http GET. I ported some http
fns over from the cme-websocket-connector repo, which uses curlpp instead of
curl, and also supports async requests (coroutines) via the 'concurrencpp'

https://github.com/David-Haim/concurrencpp
2024-10-30 19:35:06 +00:00
John Colvin 2624a2c00d cleanup: Get rid of another Security type aliases 2024-10-30 19:35:06 +00:00
John Colvin fb01953296 cleanup: Remove unused code in Security.h/cpp 2024-10-30 19:35:06 +00:00
John Colvin 72a3358f44 Fix typo in 'Quantity' FMT_IMPL
I didn't realize the "value()" function rounded out the decimal,
so I replaced it with a call to "full_value()".
2024-10-30 19:35:06 +00:00
John Colvin 2a505e8ce5 diag: Log when sqlite db is created 2024-10-30 19:35:06 +00:00
John Colvin a4d4a938b0 diag: Log when an MDProducer is created 2024-10-30 19:35:06 +00:00
John Colvin c2922d5e02 diag: Add logs around synthetic security discovery in MDConsumer 2024-10-30 19:35:06 +00:00
John Colvin 8e109c6450 refactor: Break shared mem md code up into smaller files
For easier reading/navigation
2024-10-30 19:35:06 +00:00
John Colvin 85b1909543 refactor: Break md relay/query server code up into smaller files
To make code navigation easier. This was a difficulty which I recently
confronted, while investigating a bug that prevented synthetics from
showing up the ui.
2024-10-30 19:35:06 +00:00
John Colvin ba4e20552e refactor: Get rid of 'TimeStamp' typedef in MDStructure.h
Before this commit, we had 4 different TimeStamp types/identifiers, which is
confusing enough as it is:

* bts::core::TimeStamp
  - in system/time_stamp.h
* bts::utils::TimeStamp
  - in spark/utils/TimeStamp.h
* bts::TimeStamp
  - in system/bts_chrono.h
  - alias for std::chrono::system_clock::time_point
* bts::md::TimeStamp
  - in spark/md/Shm/MDStructure.h
  - alias for bts::utils::TimeStamp
  - removed in this commit

Additional aliases for these TimeStamps only adds to the confusion (esp
when the alias comes from a nested include).
2024-10-30 19:35:06 +00:00
John Colvin b1f1987922 Make security 'formattable'
So it can be used as a param in LOG statements
2024-10-30 19:35:06 +00:00
John Colvin b13725bc09 refactor: Change refs/raw ptrs to smart ptrs in md gateway 2024-10-30 19:35:06 +00:00
John Colvin 85dbee2f00 Fix typo in market_data.conf 2024-10-30 19:35:06 +00:00
John Colvin 14232f5644 Add BTC and ETH to VENUE_SIM in symbols.conf 2024-10-30 19:35:06 +00:00
John Colvin 89d49cd721 fix: Resolve main logging dir in new SparkDataDirectory class 2024-10-30 19:35:05 +00:00
John Colvin 590bc1749a refactor: Replace if/else with switch cases 2024-10-30 19:35:05 +00:00
John Colvin 339767a51f fix: Resolve onixs log & data dirs relative to app data root
When our logging code moved to lib_system, it lost access to the config
system. As a result, the "log_path" function, which was used by ICEMain
and MDP3Main, broke. I added a new class, SparkDataDirectory, to be the
central/common authority on paths to local storage.
2024-10-30 19:35:05 +00:00
John Colvin 47f2f16cd3 cleanup: Remove over-engineered subcommands
We don't need explicit subcommands to 'run onixs' md (just use config).
2024-10-30 19:35:05 +00:00
John Colvin d1b28a86c8 fix: Ensure IDGenerator instance is created before deref 2024-10-30 19:35:05 +00:00
John Colvin 50e7ad925e fix: Expand undefined vars to empty string
Bugs (fixed):
  * Md shared memory file names have unexpanded variable: '${BTS_SHARED_MEMORY_PREFIX}'
2024-10-30 19:35:05 +00:00
John Colvin 132201d2cf fix: Emplace MDConsumerHandle instead of copy assign 2024-10-30 19:35:05 +00:00
John Colvin 5543725ee2 Generate c++ protos w/ relative paths
We shouldn't be generating protos defined outside of the current CMakeLists.txt dir.
2024-10-30 19:35:05 +00:00
John Colvin 9c535616df fix build: Make venue conversion constexpr 2024-10-30 19:35:05 +00:00
John Colvin 1dd2db41f2 build: Use new/robust init_library fn in lib_domain 2024-10-30 19:35:05 +00:00
John Colvin a451c3e880 refactor: Move config services to lib_system
The proto files are still in lib_spark, w/ the exception of
system_config.proto, since that is a dep of ConfigurationState.
2024-10-30 19:35:05 +00:00
John Colvin 5485cc9c4f refactor: Move logging into lib_system
This is a fundamental part of our application suite, so system seems
like a sensible home.

Also moved a few logging deps (to lib_system):
* bts_chrono.h
* bts_no_copy.h
* defer.h
* dispatcher.h/cpp
* file_utils.h/cpp
* type_name.h
2024-10-30 19:35:05 +00:00
John Colvin 5e7e20df5a build: Move http code into its own lib 2024-10-30 19:35:05 +00:00
John Colvin 28f5181585 refactor: Move thread_manager to lib_system 2024-10-30 19:35:05 +00:00
John Colvin 5e7a478bf5 build (linux): Migrate catch2 dep to vcpkg (from externals) 2024-10-30 19:35:05 +00:00
John Colvin 0abc386d71 build (linux): Migrate fmt dep to vcpkg (from externals)
Now both linux and windows use vcpkg's fmt
2024-10-30 19:35:05 +00:00
John Colvin 53b040342a cleanup: Remove unnecessary includes 2024-10-30 19:31:41 +00:00
John Colvin e85f669534 refactor: Move threads.proto to lib_system 2024-10-30 19:31:41 +00:00
John Colvin 935d414b7f refactor: Move warn_ctrl.h into lib_system
This is another logging dep
2024-10-30 19:31:41 +00:00
John Colvin 89f4fe88f9 build: Link boost_filesystem in lib_system 2024-10-30 19:31:41 +00:00
John Colvin 161e0a8c3b refactor: Move os.h/cpp and deps to lib_system
This is a prerequisite for the next objective: move logging into its own lib.
As logging is a core dependency for so much of our system, this will enable
us to move more complex services (like md providers) into smaller libs.
2024-10-30 19:31:41 +00:00
John Colvin f5a6dc7a88 cleanup: Remove unused code 2024-10-30 19:31:41 +00:00
John Colvin 298a2f0617 cleanup: Remove more unnecessary includes 2024-10-30 19:31:41 +00:00
John Colvin c6fc1a0f89 refactor: Move SecurityMarketDataStatistics to lib_domain 2024-10-30 19:31:41 +00:00
John Colvin 6cd7baf903 cleanup: Remove unnecessary code 2024-10-30 19:31:41 +00:00
John Colvin 7d7621d832 cleanup: Remove empty header FTXSecurity.h 2024-10-30 19:31:41 +00:00
John Colvin ef8e4c4998 cleanup: Remove temporary redirect headers
These were used to make code migration smoother (to the new lib_system and lib_domain)

* spark/algorithm/TryCatch.h -> system/algorithm/try_catch.h
* spark/core/BoolName.h -> system/bool_name.h
* spark/core/EnumMacros.h -> system/enum_macros.h
* spark/core/FMT.h -> system/FMT.h
* spark/core/FMT_IMPL.h -> system/FMT_IMPL.h
* spark/core/TimeSpan.h -> system/time_span.h
* spark/core/TimeStamp.h -> system/time_stamp.h
* spark/domain/Price.h -> domain/price.h
* spark/io/JsonReader.h -> system/json/json_reader.h
* spark/io/JsonDumper.h -> system/json/json_dumper.h
2024-10-30 19:31:41 +00:00
John Colvin ad2e631bbc refactor: Move RFQ to lib_domain 2024-10-30 19:31:41 +00:00
John Colvin dccc9f0099 refactor: Move AggressorSide proto to lib_domain
Get rid of non-proto AggressorSide enum while we're at it (consolidate to 1 type)
2024-10-30 19:31:41 +00:00
John Colvin bab5eb4c70 cleanup: Remove more unused code 2024-10-30 19:31:41 +00:00
John Colvin e0608c3791 refactor: Move a few Order types to lib_domain 2024-10-30 19:31:41 +00:00
John Colvin e69c4782b5 refactor: Move TimeInForce to lib_domain 2024-10-30 19:31:41 +00:00
John Colvin 7ab045b120 cleanup: Remove unused code 2024-10-30 19:31:41 +00:00
John Colvin 9bd4bc421d refactor: Move TradeRecord into lib_domain 2024-10-30 19:31:41 +00:00
John Colvin 8b90debdd0 refactor: Move TradingStatus enum to lib_domain 2024-10-30 19:31:41 +00:00
John Colvin dc2e8b114a build: Update webpack-cli in admin webapp 2024-10-30 19:31:41 +00:00
John Colvin e064ab0433 build: Configure admin webapp build entirely in CMakeLists
Get rid of build_admin_web_app.py
2024-10-30 19:31:41 +00:00
John Colvin 42a9edbee3 refactor: Move domain types into new lib_domain
Also rename files in snake_case (standard naming convention for protos)
https://protobuf.dev/programming-guides/style/
2024-10-30 19:31:41 +00:00
John Colvin 92ea362d1e refactor: Move collections into lib_system 2024-10-30 19:31:41 +00:00
John Colvin 750228355a refactor: Move a handful of types/utils to lib_system 2024-10-30 19:31:41 +00:00
John Colvin 930c5e1187 build: Add preset to build with 6 jobs (-j 6)
Otherwise the devcontainer may hog too much cpu and cause the container to freeze
2024-10-30 19:31:41 +00:00
John Colvin b286f81067 cleanup: Remove unused includes
Mostly collection macro headers
2024-10-30 19:31:41 +00:00
John Colvin 36795bd851 cleanup (build): Move protobuf service generation cmake into lib_spark
Because lib_spark owns all the services
2024-10-30 19:31:41 +00:00
John Colvin 857702fae7 refactor: Rename protobuf out dir "include" -> "protobufs"
This is a more accurate and precise name. The dir contains c++ code generated
from .proto files - both sources (.cc) and headers (.pb.h).
2024-10-30 19:31:41 +00:00
John Colvin 2702d0d32e refactor: Move ValueWrapper into lib_system
So other projects can use it
2024-10-30 19:31:40 +00:00
John Colvin 10e78b5e20 Include bts_assert.h in bts_fatal.h
We shouldn't have to include bts_assert.h when we're already including bts_fatal.h
2024-10-30 19:31:40 +00:00
John Colvin 74027fc9cc refactor: Split MarketDataGateway up into providers/sources
MarketDataGateway still exists, but is greatly simplified. It creates
several `IMarketDataProvider`s, each of which generates a list of
`IMarketDataSource`s. The market data sources provide market data to an
`IMarketDataListener`.

* EmumbaMarketDataProvider
* CCApiMarketDataProvider
* PyMarketDataProvider
* OnixsMarketDataProvider
* ReplayMarketDataProvider

As a side effect, individual py market data sources are now explicitly
limited to a single venue (it probably should have been this way all
along, since the shared memory writers do not expect updates to involve
multiple venues).
2024-10-30 19:31:40 +00:00
John Colvin af5af01b39 cleanup: Remove superfluous code 2024-10-30 19:31:40 +00:00
John Colvin ca3fe805c7 improvement: Set SHARED_MEMORY_PREFIX to an environment variable
So we can effectively define it at runtime. We don't want to have to
produce different builds just to change the shared mem prefix.
2024-10-30 19:31:40 +00:00
John Colvin 40bf2d8b43 fix: Always prepend proc name to shared mem prefix
Our shared memory model isn't really designed to be shared across processes.
Maybe some day it will.
2024-10-30 19:31:40 +00:00
John Colvin 98fb021f3f cleanup: Remove redundant macro def 2024-10-30 19:31:40 +00:00
John Colvin b34a3421bb Skip md recording thread loop if no recorders configured to run 2024-10-30 19:31:40 +00:00
John Colvin 9dc61daefa Handle signal interrupts explicitly in sparkd
Otherwise the python interpretter, which is instantiated when we load
python md plugins, prevents the application from exiting.
2024-10-30 19:31:40 +00:00
John Colvin 32fe2533c7 feat: Add support for python md plugins 2024-10-30 19:31:40 +00:00
John Colvin 9a49767b75 fix build: Ensure py scripts use unix line endings
I'm not sure why, but my sparkd build (linux) suddenly began failing to
generate cpp headers for protos. The error message indicated it was due
to an unexpected carriage return (\r) in plugin.py:

/usr/bin/env: ‘python\r’: No such file or directory
2024-10-30 19:31:40 +00:00
John Colvin b020939c99 refactor: Add lib_system proj for common utils
Migrates the following:
* Delegate.h
* bts_array_size.h
* string_utils.h

Note: File names in the new lib are snake_case (this seems to be the
standard naming convention for c++).
2024-10-30 19:31:40 +00:00
John Colvin c660c52c3d cleanup: Trivial whitespace cleanup in sparkd CMakeLists 2024-10-30 19:31:40 +00:00
John Colvin 37322fccb1 build: Add cmake fns to symlink and install local libs
The code needed to do this (inline) is ugly and verbose
2024-10-30 19:31:40 +00:00
John Colvin 40ae9ff7a0 cleanup: Use conventional UPPER_CASE var names in sparkd CMakeLists 2024-10-30 19:31:40 +00:00
John Colvin 60bcbe67e4 cleanup: Trivial whitespace cleanup in Protobuf.cmake 2024-10-30 19:31:40 +00:00
John Colvin b983f80bfa build: Clean up data_files cmake proj (support --target clean) 2024-10-30 19:31:40 +00:00
John Colvin c58a2f90e0 refactor: Organize libspark proj w/ stuttering include
This new structure provides several benefits:

* Allows us to install multiple CMake projects in the same destination
  dir (without include path conflicts).
  - This makes shipping the trading algo sdk a trivial excercise. Simply
    copy the lib and include dirs from the install dest. That's it!
* Puts us in a position to break up the monolithic libspark into smaller
  modules, which are easier to manage.
2024-10-30 19:31:40 +00:00
John Colvin 2515030501 vscode: Add debug cfg to skip sparkd build 2024-10-30 19:31:40 +00:00
John Colvin 7146aca538 fix build: Add ShmSegmentName.cpp to windows client sources 2024-10-30 19:31:40 +00:00
John Colvin e0f01b6810 Make a few timestamp fns const
They should have been const in the first place
2024-10-30 19:31:40 +00:00
John Colvin 92e3094259 Add config profiles to libspark
This is part of a larger effort to unify the libspark build, and eliminate
compile time differences between the builds used by our various services
2024-10-30 19:31:40 +00:00
John Colvin a9a5b563a0 Add api server to docker compose 2024-10-30 19:31:40 +00:00
John Colvin 84183d2741 Rename pingtest "sparkd-ping-test", make it depend on sparkd
Add it to a "ping-test" profile, as we may add similar tests for other services
2024-10-30 19:31:40 +00:00
John Colvin acb44c836d cleanup: Remove unnecessary env vars from webapp docker compose 2024-10-30 19:31:40 +00:00
John Colvin cb5c7d2012 Change api server ports so they don't conflict w/ ds webapp 2024-10-30 19:31:40 +00:00
John Colvin fefb848281 vscode: Fix sparkd debug config 2024-10-30 19:31:40 +00:00
John Colvin 3af14cecd7 build: Resolve app data dir and shared mem prefix at runtime
We really can't define them at compile time anymore as we build multiple
exes that depend on libspark in the same dir (e.g., spark api server,
pubsub, ds-publisher, webapp, etc.). That means one libspark.so (or dll)
must serve all exes. We should compile a consistent libspark to mitigate
the risk of running an exe with the wrong version (of libspark). For
example, running pubsub with a libspark configured for spark api server,
leftover from an earlier build.
2024-10-30 19:31:40 +00:00
John Colvin 5df30e8857 Don't log "initializing spark config" if it has already been initialized 2024-10-30 19:31:40 +00:00
John Colvin d813a6a2c6 vscode: Add debug cfg for spark api server 2024-10-30 19:31:40 +00:00
John Colvin b3e28d5f7f Use dependency injection in spark api server 2024-10-30 19:31:40 +00:00
John Colvin 5c11b83df5 Add SparkLoggerAdapter for Msft ILogger 2024-10-30 19:31:40 +00:00
John Colvin 5c5a0ca09a Display exception stack trace w/ 1 call per line in ds webapp 2024-10-30 19:31:40 +00:00
John Colvin 114873eb35 Remove unused ErrorView from ds webapp 2024-10-30 19:31:40 +00:00
John Colvin a9799b2a00 Propagate ViewStream errors to webapp frontend 2024-10-30 19:31:40 +00:00
John Colvin d5aeaa5e0f Add ErrorChanged event to propagate DataStream exceptions 2024-10-30 19:31:40 +00:00
John Colvin 8a8c491fb1 Set columns to empty array rather than null in ds webapp
If no data has been received. Since the 'columns' property was marked
'required', this eliminates a warning that was being logged to console.
2024-10-30 19:31:39 +00:00
John Colvin 450a6c62b6 Improve alignment/spacing in ds webapp 2024-10-30 19:31:39 +00:00
John Colvin a3887e6246 Configure datastream deployment with docker-compose
To deploy to aws, connect to our aws vpn then run:
tools/deploy-docker-compose.sh

The deploy script does the following:
* builds sparkd
* builds datastream apps (pubsub, md-publisher, and webapp)
* uploads the build to aws
* bounces all services (sparkd, pubsub, md-publisher, and webapp)

Note: the name 'md-publisher' refers to DataStreamPublisher w/ MarketData
configuration
2024-10-30 19:31:39 +00:00
John Colvin 982ddd24d4 Remove "BTS Cloud Streams" title from webapp
Space is precious when viewing on phone (tbh, it didn't look that good
anyways).
2024-10-30 19:31:39 +00:00
John Colvin 20e959fea3 fix: Ensure md-publisher waits for pubsub and sparkd
Bugs (fixed):
  * md-publisher silently fails if it tries to connect before those services are "ready".

The Docker compose "depends_on" property ensures sparkd and pubsub
containers are up, but doesn't prevent startup race bugs (e.g., if
md-publisher and pubsub start around the same time, and md-publisher
tries to connect before pubsub has started accepting connections). To
address these race conditions, we use a nifty tool called "dockerize"

References:
  * https://github.com/jwilder/dockerize
2024-10-30 19:31:39 +00:00
John Colvin a108823ea5 Replace ErrorView component w/ robust QueryStatusView 2024-10-30 19:31:39 +00:00
John Colvin 52c74cd800 Fix typos in query button theme 2024-10-30 19:31:39 +00:00
John Colvin a473cbc703 fix: Don't assert on exception in BooleanExpression.evaluate
Bugs (fixed):
  * DataStream WebApp Server sometimes crashes when the user enters a
    bad query.
2024-10-30 19:31:39 +00:00
John Colvin 63c648a659 Change VITE_DATASTREAM_WEBSOCKET_URL to localhost 2024-10-30 19:31:39 +00:00
John Colvin 3ffe02254e Assert that local ip address is successfully obtained 2024-10-30 19:31:39 +00:00
John Colvin f5de2b5355 improvement: Resolve hostnames when comparing ip addrs
So we can to configure pubsub routes by hostname or ipv4 (ipv6 hasn't been
tested yet...so we should assume it doesn't work).
2024-10-30 19:31:39 +00:00
John Colvin 979b51fb20 Assert TcpConnection endpoint matches expected 2024-10-30 19:31:39 +00:00
John Colvin 4efb0bfc42 Fix typo in log msg (was missing interpolation '$') 2024-10-30 19:31:39 +00:00
John Colvin f925be32a6 Catch exceptions on AsyncTCPConnector_AsyncWrapper background thread
Since it spawns a new thread on each attempt, uncaught exceptions were previously undetected,
and caused silent failures down the pipe. This should make it easier to track such bugs down.
2024-10-30 19:31:39 +00:00
John Colvin f3b5ff8970 fix: Format PubSubRoute as json in log msgs
It was previously using the default ToString, which simply returns the type name
2024-10-30 19:31:39 +00:00
John Colvin fdea340492 build: Upgrade packages (deps) in DataStreamTests 2024-10-30 19:31:39 +00:00
John Colvin 5ce2ffa5d6 cleanup: Remove unused ViewStreamDatabase config 2024-10-30 19:31:39 +00:00
John Colvin cdae65b098 vscode: Add PubSubServer debug cfg to skip build 2024-10-30 19:31:39 +00:00
John Colvin a1d7607065 Configure apps as a distributed system via Docker compose 2024-10-30 19:31:39 +00:00
John Colvin 233d089c34 Remove reference to spark protobuf Config in ViewStream
We can't read spark protobuf Config until it has been initialized,
and since ViewStream doesn't have the configServer param handy it
isn't able to initialize config if necessary. In that case, it would simply
block until config was initialized by someone else. Such a risk doesn't
seem justified for this particular configuration dependency
(DataStreamConfig.UseUncopiedNewRowsInFire). For now, its hardcoded to false.
2024-10-30 19:31:39 +00:00
John Colvin 759f6dd59a refactor: Run RemoteQueryManager as an IHostedService
This paradigm more accurately represents the RemoteQueryManager as a
Service that can be started/stopped.
2024-10-30 19:31:39 +00:00
John Colvin 80622ddaba Remove inappropriate "Unable to dispose subscription" log msg 2024-10-30 19:31:39 +00:00
John Colvin 434d4b6ad3 fix: Ensure spark config init and login are only performed once
As a static function that could be called from anywhere in the code
(directly or indirectly), 'Configuration.Initialize' was vulnerable to
race bugs. The "Configuration.get<T>()" method, whose calls are
ubiquitous in our code, would initialize config if it hadn't been done
so already. Without a reference to the configServer param, this param
would effectively be ignored/overridden with null.

It's important that login only be performed once, for obvious reasons
(our exes that connect to sparkd are generally designed to process data
for a single user). Furthermore, not every routine that requires a
successful login has a reference to the credentials needed to do it. To
address this, we now pass the ISparkdLoginService singleton to these
routines so they can wait until the singular login task has completed
before they begin.
2024-10-30 19:31:39 +00:00
John Colvin a90e8807ad Move misplaced log abt initializing query text to appropriate place 2024-10-30 19:31:39 +00:00
John Colvin 6dc25bab01 Assert ViewStreamDatabase.instance is only created once
The instance must be initialized via ViewStreamDatabase.SetGlobalInstance
2024-10-30 19:31:39 +00:00
John Colvin 00042d2471 cleanup: Remove unused code from ViewStreamDatabase 2024-10-30 19:31:39 +00:00
John Colvin de9d47cd00 Include subscription id in ds websocket updates 2024-10-30 19:31:39 +00:00
John Colvin 461f690463 fix: Define BoooleanConstant before StringConstant
Otherwise the former masks the latter and prevents it from matching
2024-10-30 19:31:39 +00:00
John Colvin a425d3e6ba Log event data in websocket open, close, error callbacks 2024-10-30 19:31:39 +00:00
John Colvin fe81b3107f refactor: Bring back Material DataGrid
Fix the column resize bugs that made it previously unusable
2024-10-30 19:31:39 +00:00
John Colvin d5d12c56c9 refactor: Improve react webapp state management
* Add queryTextResetTime as part of the CannedQuery state
  (the QueryControl compares the canned query click time with the time of the
  last user input, and applies the text from the most recent change)

* Replace 'isRunning' (bool) with a 'queryState' (string) to reflect the subscription status
  value received from the server. Less indirection this way.

* Replace inappropriate useMemo call w/ useEffect
2024-10-30 19:31:39 +00:00
John Colvin 8979d5def8 cleanup: Get rid of magic const (subscriptionId) in webapp App.jsx 2024-10-30 19:31:39 +00:00
John Colvin 922cf3170b build: Copy configuration profiles to publish dir 2024-10-30 19:31:39 +00:00
John Colvin 5da807b5f0 cleanup: Remove unnecessary deps from csprojs 2024-10-30 19:31:39 +00:00
John Colvin c3507ab77b build: Change publish_data_stream.py to publish the sln
We were publishing individual projects as a workaround for the
dependency issue (bug) that caused some projects to incorrectly target
net8.0. The fact that publishing individual projects "just worked" was
probably dumb luck. Now that the underlying issue has been addressed, we
can resume publishing the sln as a whole.
2024-10-30 19:31:39 +00:00
John Colvin 521346a5c5 dev: Install docker in devcontainer
So we can start various services like sparkd, pubsub, ds publishers, ds
webapp, etc. from inside the devcontainer.
2024-10-30 19:31:39 +00:00
John Colvin a94d1f6f67 dev: Remove dotnet8 from devcontainer
We'll upgrade to dotnet8 eventually, but now isn't the time (too much
more important work to be done).
2024-10-30 19:31:39 +00:00
John Colvin c69adca7ba dev: Run devcontainer on host network
So we don't need to worry about publishing the right ports (and don't
need to rebuild the container everytime the list of ports changes).
2024-10-30 19:31:39 +00:00
John Colvin 212bd432af fix: Downgrade Microsoft.Extensions.Hosting to 7.0.1
A handful of csprojs were referencing version 8.0.0. Since that version
targets net8.0, I have no idea why it didn't cause the build to fail.
Instead, this framework mismatch led to a mysterious runtime crash with
the following error, despite the dll in question being present in the
build dir:

Unhandled exception. System.IO.FileNotFoundException: Could not load file or assembly 'System.Diagnostics.DiagnosticSource, Version=8.0.0.0, Culture=neutral, PublicKeyToken=cc7b13ffcd2ddd51'.
The system cannot find the file specified.

It is worth noting that this crash would only happen for exes published
as part of the DataStreamSuite.sln with the "--self-contained" flag. For
example, the Bts.DataStreamSuite.Server exe would always fail if
published via:

dotnet publish --configuration Release --sc --framework net7.0 --runtime linux-x64 <DataStreamSuite.sln>
2024-10-30 19:31:39 +00:00
John Colvin 4361ac6519 Add HttpsRedirection middleware first in the webapp pipeline
Middleware handlers are invoked in the order in which they are added. Any middleware
that is added before HttpsRedirection may can prevent the request from being redirected.
As of now, only development-specific middleware is added ahead of HttpsRedircetion.
2024-10-30 19:31:09 +00:00
John Colvin 93dc4c9c1f build: Copy configuration profiles to build dir
So they are readily available to publish/deploy scripts.
2024-10-30 19:31:09 +00:00
John Colvin ebc39f203d Fix benign typo in Scanner/Parser msbuild targets
The output path referenced a non-existant msbuild metadata prop "RelativeOutputDir"
(the actual prop is called "RelativeDir"). Also, the OutputFile path is relative to the
project dir (the 'MSBuildProjectDir' prop), not the file being included.
2024-10-30 19:31:09 +00:00
John Colvin ec88ffdbf3 fix: Catch exception when creating TcpClient 2024-10-30 19:31:09 +00:00
John Colvin 26fecc73c6 fix: Catch WebSocketException in DataStreamSubscription 2024-10-30 19:31:09 +00:00
John Colvin 05715eb489 fix: Add null check to NonIncGroupByStream 2024-10-30 19:31:09 +00:00
John Colvin 70019c59e5 fix: Add null check to TableAccumulator2 2024-10-30 19:31:09 +00:00
John Colvin 66f9e9aa4c fix: Add self-signed certificate to Dockerfile for ds webapp 2024-10-30 19:31:09 +00:00
John Colvin 6caa98a6b3 fix: Make SystemSubscriptionMapPublisher threadsafe
The PubSubState.onTagMapChanged event may not be invoked on
the same thread as doWork.
2024-10-30 19:31:09 +00:00
John Colvin 40930628fb fix: Add null check in TimeBasedFilter.cs 2024-10-30 19:31:09 +00:00
John Colvin d439e3e695 Reduce task wait/timeout code in AsyncTCPConnector 2024-10-30 19:31:09 +00:00
John Colvin aae50cd5f8 Add a few canned queries to AwsProd.json for ds webapp 2024-10-30 19:31:09 +00:00
John Colvin 587e340071 fix: Copy canned queries to clipboard on click
Instead of trying to update the text directly, which causes the front end
to overwrite the user's changes everytime the data updates from then on.
2024-10-30 19:31:09 +00:00
John Colvin 156ec8f3a8 fix: Convert invalid doubles to nan in ds webapp serializer 2024-10-30 19:31:09 +00:00
John Colvin 7ca96f128b Increase datagrid maxheight in ds webapp to 1000px 2024-10-30 19:31:09 +00:00
John Colvin 9aec630100 Improve error display in ds webapp 2024-10-30 19:31:09 +00:00
John Colvin 831cf840a7 fix: Dispose existing sub on subscribe req in ds webapp
Even if new sub has parse error. This fixes a bug where the previous
subscription would continue firing and updating the frontend, when it
should just display the error info to the user and cease updates.
2024-10-30 19:31:09 +00:00
John Colvin 8940325cfd fix: Get rid of "UseSpa" calls in webapp Production environment
This was leftover from a misguided attempt to fix a bug that turned out
to be due to an omitted environment var:
ASPNETCORE_HOSTINGSTARTUPASSEMBLIES=Microsoft.AspNetCore.SpaProxy
2024-10-30 19:31:09 +00:00
John Colvin aaf75acd89 Define webapp specific env vars in generic datastream app deploy script
For now, this makes things easier, as I don't need to write a special script just for the webapp
2024-10-30 19:31:09 +00:00
John Colvin 13200de777 Add config profile and Dockerfile args to deploy script 2024-10-30 19:31:09 +00:00
John Colvin 26f8a2a4ed Copy DataStream WebApp 'dist' to 'wwwroot' in deploy script 2024-10-30 19:31:09 +00:00
John Colvin 5b77e4a36d Tweak DataGrid style in DataStream WebApp 2024-10-30 19:31:09 +00:00
John Colvin 13668374b7 Add AwsProd config for DataStream WebApp 2024-10-30 19:31:09 +00:00
John Colvin 405c6889c4 fix: Add VITE_ prefix to imported env vars
For the DataStream WebApp client
2024-10-30 19:31:09 +00:00
John Colvin b2a15cc33b Fix urls for DataStreamPublisher AwsProd.json 2024-10-30 19:31:09 +00:00
John Colvin e31d1ad69b Add benzinga news streams to AwsProd.json
This is a config profile for DataStreamPublisher, designed to be deployed
to aws (on public internet).
2024-10-30 19:31:09 +00:00
John Colvin c88d1b26f0 fix build warnings: Make props nullable strings in SharedStreamConfig 2024-10-30 19:31:09 +00:00
John Colvin b1446993b4 whitespace: Format PubSubServer.json (indentation issues) 2024-10-30 19:31:09 +00:00
John Colvin db0d415b5a Add a few tasks to run DataStream WebApp 2024-10-30 19:31:09 +00:00
John Colvin 3f1ad91beb fix: Import websocket url from environment var 2024-10-30 19:31:09 +00:00
John Colvin 639d17a625 Add scripts to deploy data stream apps 2024-10-30 19:31:09 +00:00
John Colvin 072b8b2b02 Add SpaServer to Production environment
For Bts.DataStreamWebApp.Server
2024-10-30 19:31:09 +00:00
John Colvin 658ffcad27 Change DirectoryBrowser requestPath to "/browse"
So we can view a psuedo file explorer for the webapp by requesting the "/browse" path
(only activated in Development environment).
2024-10-30 19:31:09 +00:00
John Colvin 2b0f6e52b2 Publish Bts.DataStreamWebApp.Server along with PubSub & DataStream 2024-10-30 19:31:09 +00:00
John Colvin d721bba4db cleanup: Remove unused code in Bts.DataStreamWebApp.Client 2024-10-30 19:31:08 +00:00
John Colvin c387eb81c9 Capture OperationCanceledException (instead of TaskCanceledException)
The former is the base class for the latter, so this will widen the umbrella to catch a few corner cases
that would otherwise been handled by the generic "Exception" catch block. One corner case I know
of is when an op is canceled via "CancellationToken.ThrowIfCancellationRequested". In that case,
an OperationCanceledException is thrown (not a TaskCanceledException).

https://stackoverflow.com/questions/34359129/operationcanceledexception-vs-taskcanceledexception-when-task-is-canceled
2024-10-30 19:31:08 +00:00
John Colvin 707ebcfbc4 Hardcode webSocketUrl to aws server in DataStreamWebApp client 2024-10-30 19:31:08 +00:00
John Colvin 1f4f3b032e Assert that System publishers 'doWork' is always called on same thread 2024-10-30 19:31:08 +00:00
John Colvin f6e54254a9 fix: Make InternalPublisherQueue thread safe 2024-10-30 19:31:08 +00:00
John Colvin b5adcb1a84 Improve error reporting in DataStreamWebSocketServer 2024-10-30 19:31:08 +00:00
John Colvin 179b034bc7 data stream web app client check pt 2024-10-30 19:31:08 +00:00
John Colvin 2cf8a3963d fix build: Fix Spark build after making config init async 2024-10-30 19:31:08 +00:00
John Colvin 49e4e05a3c refactor: Tweak SparkCoreServices to synchronize Configuration.init globally 2024-10-30 19:31:08 +00:00
John Colvin ae9311a2a7 refactor: Change Configuration.initialize to be async 2024-10-30 19:31:08 +00:00
John Colvin 21c3d57324 vscode: Add 'isSparkApiEnabled' input to launch.json 2024-10-30 19:31:08 +00:00
John Colvin 9352f529de SparkApiService check pt 2024-10-30 19:31:08 +00:00
John Colvin 0b76ac4763 datastreamwebapp server checkpt 2024-10-30 19:31:08 +00:00
John Colvin b887801cf5 datastream webapp client check pt 2024-10-30 19:31:08 +00:00
John Colvin c8ffa1489e Remove unused PubSubConfig props 2024-10-30 19:31:08 +00:00
John Colvin f72ea96d20 Fix dsqa config json 2024-10-30 19:31:08 +00:00
John Colvin 7025ffbc4d fix: Always call 'handle_internal_pubs' in PubSubMessageReactor main loop 2024-10-30 19:31:08 +00:00
John Colvin bf989e1f70 improvement: Accept CancellationToken, catch exceptions when running ds websocket server 2024-10-30 19:31:08 +00:00
John Colvin 933db6ea96 Fix mismatched types in PubSubServerTagStatsStream schema 2024-10-30 19:31:08 +00:00
John Colvin 0e92e7f30c Add DataStreamPublisher service modules designed for Dependency Injection
* Change DataStreamPublisher json fields to match cs class property names verbatim
* Rename Publishers -> PublisherNodes in DataStreamPublisherConfig
2024-10-30 19:31:08 +00:00
John Colvin 25c42e388f refactor: Decouple ViewPublisher from IPubTableBroker impl 2024-10-30 19:31:08 +00:00
John Colvin 3187722159 Add PubSub service modules designed for Dependency Injection
* Get rid of JsonPropertyName attributes in PubSubConfig
  - The Dependency Injection framework (based around dotnet ApplicationBuilder)
    does not support this attribute, and maps property names verbatim to json fields.

* Change PubSubServer json fields to match cs class property names verbatim
2024-10-30 19:31:08 +00:00
John Colvin 352cb97818 refactor: Decouple RemoteQueryManager from IManagedSubscriber, IPubTableBroker impl 2024-10-30 19:30:30 +00:00
John Colvin 0215b7990e refactor: Decouple ManagedSubscriber from ISubscriberCore impl 2024-10-30 19:30:30 +00:00
John Colvin 1644b5b58b refactor: Only support 1 tag type in IPubSubServerTagHandler 2024-10-30 19:30:30 +00:00
John Colvin b2ea6820d7 refactor: Decouple PubTableBroker from IPublisherCore impl
Reference interface rather than the PublisherCore impl.
2024-10-30 19:30:30 +00:00
John Colvin 5c9fc5ccc2 improvement: Accept CancellationToken in JsonRpcRequestObservable 2024-10-30 19:30:30 +00:00
John Colvin 4bd6f149b9 fix: Dispose market data sub in various md streams 2024-10-30 19:30:30 +00:00
John Colvin 293f7f3833 cleanup: Remove unused pubsub tag handler code
* Removed 'IPubSubServerTagHandler.register'
  - All implementations of this function were empty
* Removed 'IPubSubServerTagHandler.supportedTagTypes'
  - This property wasn't referenced anywhere
* Remove IWorker inheritance from IPubSubServerTagHandler
  - No reason these interfaces have to be tied together
2024-10-30 19:30:30 +00:00
John Colvin ad2f9a8624 refactor: Rename CloudStreamManager.cs -> RemoteQueryManager.cs
This matches the file name
2024-10-30 19:30:30 +00:00
John Colvin 99922725e1 Change pub sub schema prefix 'bluto://' -> 'bts-cloud://'
In config json files (not actual code change)
2024-10-30 19:30:30 +00:00
John Colvin 60c3cc0015 fix build: Fix prop names after refactoring PubSubRoute
* Change 'server_address' -> 'ServerAddress'
* Change 'tag_reg_exp' -> 'TagRegExp'
2024-10-30 19:30:30 +00:00
John Colvin 775567968b build: Add scripts to publish data stream apps 2024-10-30 19:30:30 +00:00
John Colvin e1555387ec Fix typo in log msg 2024-10-30 19:30:30 +00:00
John Colvin d044f711a3 Fix build scripts so they propagate the exit code back to the shell
I noticed this was broken because launch.json configurations would still start the debugger
even when the preLaunchTask (build) failed!
2024-10-30 19:30:30 +00:00
John Colvin eba801845c vscode: Add DataStreamPublisher debug cfg to skip build 2024-10-30 19:30:30 +00:00
John Colvin 04f85818c6 build: Use separate cmd to build DataStreamSuite/QueryAnalyzer.sln
The DataStreamSuite.sln builds the new webapp now, which will
(eventually) replace DSQA. We'll keep it around for now, but with a
clean separation from the main build.
2024-10-30 19:30:29 +00:00
John Colvin 545dcdf9ff feat: Add DataStream WebApp
Included in DataStreamSuite.sln, but not DataStreamQueryAnalyzer.sln
2024-10-30 19:30:29 +00:00
John Colvin 8c2d643e0c Add spark service modules designed for Dependency Injection 2024-10-30 19:30:29 +00:00
John Colvin ae70f731b7 build: Copy libspark to all dotnet dirs in single cmake target
This is cleaner than the previous impl, which used separate build
targets to copy libspark to "net7.0", and "net7.0-windows" (dirs).
2024-10-30 19:30:29 +00:00
John Colvin 828b06d4e2 fix: Parse ServerAddress as normal string
The "JsonValueOrArrayConverter<T>" doesn't work the way I thought it
would. When it is associated with a property via the JsonConverter
attribute, dotnet json parsing code throws an exception if "T" isn't
assignable to the property type.
2024-10-30 19:30:29 +00:00
John Colvin 6fa8de176c fix build (api server): Change namespace to bts.websocket_core 2024-10-30 19:30:29 +00:00
John Colvin fec918aefd Remove docker submodules again 2024-10-30 19:30:29 +00:00
John Colvin aa57b3bb8c Change externals url from ssh to https style
So we don't need ssh keys to clone it (the builtin credential manager
makes https authentication safe/easy)
2024-10-30 19:30:29 +00:00
John Colvin ab206ccf87 cleanup: Fix benign typos in build scripts
Change BUILD_SPARK_PY var name to BUILD_PY (because these scripts to actually build 'spark')
2024-10-30 19:30:29 +00:00
John Colvin 06ad7c51be fix build (warn): Only use Registry on windows 2024-10-30 19:30:29 +00:00
John Colvin 60a52b3922 cleanup: Fix numerous build warnings in DataStreamSuite
Nearly all warnings were due to nullability issues, since the concept of
nullable reference types did not exist when the DataStream code was
originally written.

* PubSubClientMessage
  - Normalize indentation/whitespace
  - Fix some typos
  - Address nullability issues to fix build warnings
  - Modernize code

* Compression related files
  - ZipEntry
  - ZipFile
  - ZipInputStream
  - TarHeader

* RemoteMessage
  - make 'message' nullable to resolve warnings elsewhere (in calling code)

* PubSubSingleTagStateEvent.cs
* PubSubMessageReactor
* PubSubState
* SystemHeartbeatPublisher
* SystemStatsPublisher
* SingleTagData
* ManagedTCPMessageHub
* PubsubDeserializationController
* PublisherCore
* InflaterHuffmanTree
* AsyncTCPConnection_APM
* ThreadSafeQueue
* ManagedSubscriber
* SubscriberCore
* PubSubServerManagedTCPConnection
* AsyncTCPConnection_APM
* SuperMapStream
* MapStream
* TradeBarsStream
2024-10-30 19:30:29 +00:00
John Colvin 5426ba0aa7 cleanup: Disable nullability warnings
* BZip2InputStream
* TarInputStream
* Inflater
* InflaterDynHeader
* BZip2OutputStream
* DeflaterHuffman
* ParallelJoinTest
2024-10-30 19:24:18 +00:00
John Colvin b1fdee5a22 cleanup: Modernize PubSubRoute code, json parsing 2024-10-30 19:24:18 +00:00
John Colvin 59461aadff cleanup: Remove unused DateTime grammar from exp parser 2024-10-30 19:24:18 +00:00
John Colvin 2d3a9a77ae Add JsonRpcRequestObservable, AsyncEnumerable 2024-10-30 19:24:18 +00:00
John Colvin 868b43ef8b Add json facilities for DataStream websocket api 2024-10-30 19:24:18 +00:00
John Colvin fc7043f6e1 refactor: Add handy WebsocketExtensions
* IsSocketStateOpen
* IsClosedProperly
2024-10-30 19:24:18 +00:00
John Colvin 7bec823545 feat: Add JsonRpc types for websocket paradigm 2024-10-30 19:24:18 +00:00
John Colvin 57c7868a24 cleanup: Remove empty file (clearly added by accident) 2024-10-30 19:24:18 +00:00
John Colvin 0b0ff8f502 fix: Fix improper 'OfType' linq cast
Previously, animations were expressed through polymorphism (derived from the
base class CellAnimation), but the new impl uses composition. This 'OfType' call
was leftover from the polymorphism implementation, an attempt to linq cast
elements of base class (CellAnimation) to BackgroundAnimation.
2024-10-30 19:24:18 +00:00
John Colvin c9a8325713 editorconfig: Use standard c# capitalization rules
* Use 'PascalCase' for public members (instead of 'snake_case')
* Use 'camelCase' for private members (instead of '_snake_case')
2024-10-30 19:24:18 +00:00
John Colvin d7e4c68c70 refactor: Add WebsocketClient class
Basically an ISubject (I/O) wrapper for IWebsocketConnectionGateway
2024-10-30 19:24:18 +00:00
John Colvin 70f782bc79 refactor: Change WebsocketServerConfig.port to uint32
It should always be a number between 1-65535
2024-10-30 19:24:18 +00:00
John Colvin 7e142860a3 refactor: Rename WebsocketServerConfig proto pkg 'bts.websocket_core'
This matches the namespace used in spark_websocket csproj. Eventually,
I'd like to use conventional capitalization (TitleCase namespaces/types,
etc.), but let's shelf that until we have enough time/energy to do a
more comprehensive refactoring.
2024-10-30 19:24:18 +00:00
John Colvin 1956e3a804 refactor: Remove nullability constraint in GetValueOrDefault 2024-10-30 19:24:18 +00:00
John Colvin 65b50eda3a refactor: Use events to avoid circular deps for ws sync/gateway 2024-10-30 19:24:18 +00:00
1863 changed files with 30384 additions and 80417 deletions

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+2 -8
View File
@@ -9,7 +9,7 @@
]
},
"fable": {
"version": "4.24.0",
"version": "4.0.6",
"commands": [
"fable"
]
@@ -25,12 +25,6 @@
"commands": [
"fake"
]
},
"dotnet-t4": {
"version": "3.0.0",
"commands": [
"t4"
]
}
}
}
}
+3 -1
View File
@@ -65,7 +65,7 @@ RUN \
&& apt-get install -y cmake
# Dotnet
RUN apt-get update && apt-get install -y dotnet8
RUN apt-get update && apt-get install -y dotnet7
# Node
ARG node_major=18
@@ -129,3 +129,5 @@ RUN \
-G sudo \
--password "$(openssl passwd -1 "$docker_pass")" \
"$docker_user"
RUN usermod -aG docker "$docker_user"
+17 -5
View File
@@ -1,10 +1,15 @@
{
"dockerFile": "Dockerfile",
// Creates local dir to mount to HOME in docker
"initializeCommand": "mkdir -p ${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId}",
"hostRequirements": {
"memory": "8gb",
"storage": "10gb"
"memory": "4gb",
"storage": "6gb"
},
"postCreateCommand": "/home/bts/spark/docker/sparkd/dev/devcontainer_post_create.sh",
"containerUser": "bts",
"workspaceMount": "source=${localWorkspaceFolder},target=/home/bts/spark,type=bind",
"workspaceFolder": "/home/bts/spark",
"updateRemoteUserUID": true,
"shutdownAction": "none",
// Note: If running multiple containers on the same host, each must use a
@@ -12,19 +17,26 @@
// example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
"runArgs": [
"--shm-size",
"8gb"
"2gb",
"--network",
"host"
],
"mounts": [
"source=${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId},target=/home/bts,type=bind",
"source=/var/run/docker.sock,target=/var/run/docker.sock,type=bind"
],
"customizations": {
"vscode": {
"settings": {
"clangd.arguments": [
"--compile-commands-dir=${workspaceFolder}/build/clang/debug"
]
},
"extensions": [
"eamodio.gitlens",
"llvm-vs-code-extensions.vscode-clangd",
"ms-vscode.cmake-tools",
"ms-vscode.cpptools",
"xaver.clang-format"
"ms-vscode.cpptools"
]
}
}
-49
View File
@@ -1,49 +0,0 @@
# This file defines the global default configuration for docker deployments.
# It is tracked in source control. For temporary modifications, please create
# a separate file called ".env.local" (it's in .gitignore, so won't be tracked).
# If a variable is defined in both files, the value in .env.local will be used.
#
# About the deployment procedure:
# We use Docker Compose to build images and launch containers for various services
# that make up our software suite:
# - sparkd
# - TODO: pubsub
# - TODO: md-publisher
# - TODO: webapp (DSQA on the web)
# - TODO: api-server (websocket based)
# From inside a devcontainer, you can launch all services in separate containers
# on your machine by running:
#
# tools/deploy.sh
#
# This script builds release versions for each service, packaged (generally) in
# self-contained directories. Next, it runs a few "docker compose" commands to
# build docker images loaded with the self-contained binaries from the previous
# step, and start containers with those images to run each service. To view the
# commands that deploy.sh runs internally (without actually running them), run:
#
# tools/deploy.sh --dry-run
#
# For additional information/help, run:
#
# tools/deploy.sh --help
#
### Sparkd ###
# The internal image for sparkd to use. For more info, view:
# src/server/sparkd/Dockerfile
SPARKD__IMAGE=sparkd
# The config dir for this service to use
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/dev
# Mount a specific volume or dir to "~/sparkdata/data" inside the docker.
# Defaults to a volume named "sparkd_<config_port>" (e.g., sparkd_8000).
# SPARKD__DATA_DIR=/home/bts/sparkdata/data
SPARKD__SOURCE_DIR=install/sparkd-release-gcc
SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf/
SPARKD__CONFIG_PORT=8000
SPARKD__QUICKBUS_PORT=8001
SPARKD__SIM_FIX_PORT=8002
SPARKD__SHM_SIZE=4gb
SPARKD__PYTHON_REQUIREMENTS=requirements.txt
# TODO: add config for other services (pubsub, md-publisher, webapp, api-server, etc.)
+1
View File
@@ -1,3 +1,4 @@
*.cmd text=auto eol=crlf
*.cs text=auto eol=crlf
*.sh text=auto eol=lf
*.py text=auto eol=lf
-3
View File
@@ -11,7 +11,6 @@ cmake-build-debug/
**.vscode/*
!.vscode/launch.json
!.vscode/tasks.json
!.vscode/*.env
.vs
obj/
*.csproj.user
@@ -60,5 +59,3 @@ trace_data/
.devcontainer/
*.Generated.cs
*.lst
.env.local
.secrets
+65 -110
View File
@@ -1,14 +1,6 @@
{
"version": "0.2.0",
"configurations": [
{
"name": "Python Debugger: Current File with Arguments",
"type": "debugpy",
"request": "launch",
"program": "${file}",
"console": "integratedTerminal",
"args": "${command:pickArgs}"
},
{
"name": ".NET Core Attach",
"type": "coreclr",
@@ -24,11 +16,20 @@
"program": "spark_api_server.exe",
"args": [
"run",
"--sparkd",
"http://127.0.0.1:8000/config"
],
"cwd": "build/Debug/bin/net7.0",
},
"linux": {
"preLaunchTask": "Build Api Server (Debug)",
"program": "spark_api_server",
"args": [
"run",
],
"cwd": "build/Debug/bin/net7.0",
},
"env": {
"ASPNETCORE_ENVIRONMENT": "Development",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
@@ -41,11 +42,19 @@
"program": "spark_api_server.exe",
"args": [
"run",
"--sparkd",
"http://127.0.0.1:8000/config"
],
"cwd": "build/Debug/bin/net7.0",
},
"linux": {
"program": "spark_api_server",
"args": [
"run",
],
"cwd": "build/Debug/bin/net7.0",
},
"env": {
"ASPNETCORE_ENVIRONMENT": "Development",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
@@ -54,8 +63,8 @@
"type": "coreclr",
"request": "launch",
"preLaunchTask": "Build DataStream WebApp (Debug)",
"program": "${workspaceFolder}/build/Debug/bin/net8.0/Bts.DataStreamWebApp.Server.dll",
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"program": "${workspaceFolder}/build/Debug/bin/net7.0/Bts.DataStreamWebApp.Server.dll",
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
"env": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_HTTPS_PORT": "8443",
@@ -67,8 +76,8 @@
"name": "Bts.DataStreamWebApp.Server (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "${workspaceFolder}/build/Debug/bin/net8.0/Bts.DataStreamWebApp.Server.dll",
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"program": "${workspaceFolder}/build/Debug/bin/net7.0/Bts.DataStreamWebApp.Server.dll",
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
"env": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_HTTPS_PORT": "8443",
@@ -88,10 +97,10 @@
"windows": {
"program": "DataStreamPublisher.exe",
},
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
"stopAtEntry": false,
"console": "integratedTerminal"
},
@@ -106,10 +115,10 @@
"windows": {
"program": "DataStreamPublisher.exe",
},
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
"stopAtEntry": false,
"console": "integratedTerminal"
},
@@ -118,39 +127,7 @@
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"run"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
},
{
"name": "spreader tests2",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"[spreader2]"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
},
{
"name": "spreader tests",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"[spreader]"
],
"args": ["run"],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
@@ -169,7 +146,7 @@
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json"
],
"cwd": "build/Debug/bin/net8.0-windows",
"cwd": "build/Debug/bin/net7.0-windows",
"env": {
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe"
},
@@ -189,7 +166,7 @@
"windows": {
"program": "PubSubServer.exe",
},
"cwd": "build/Debug/bin/net8.0",
"cwd": "build/Debug/bin/net7.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
@@ -222,19 +199,11 @@
"windows": {
"preLaunchTask": "Build Spark (Debug)",
"program": "Spark.exe",
"cwd": "build/Debug/bin/net8.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"program": "Spark.exe",
"cwd": "build/Debug/bin/net8.0-windows",
"args": [
"--sparkd",
"http://127.0.0.1:8000/config"
],
"cwd": "build/Debug/bin/net7.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
@@ -251,40 +220,7 @@
"--sparkd",
"${input:sparkConfigServer}"
],
"cwd": "build/Debug/bin/net8.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark Test",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"preLaunchTask": "Build Spark (Debug)",
"program": "Spark.Console.exe",
"cwd": "build/Debug/bin/net8.0",
"args": [
"test",
"${input:sparkTest}"
]
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark Test (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"program": "Spark.Console.exe",
"cwd": "build/Debug/bin/net8.0",
"args": [
"test",
"${input:sparkTest}"
]
"cwd": "build/Debug/bin/net7.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
@@ -293,6 +229,7 @@
"name": "Sparkd",
"type": "cppdbg",
"request": "launch",
"preLaunchTask": "Build Sparkd (Debug | Clang)",
"program": "",
"linux": {
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
@@ -345,6 +282,34 @@
}
]
},
{
"name": "Sparkd Web (Skip Build)",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
},
"args": [
"web"
],
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd",
"stopAtEntry": false,
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
},
{
"description": "Set Disassembly Flavor to Intel",
"text": "-gdb-set disassembly-flavor intel",
"ignoreFailures": true
}
]
},
],
"inputs": [
{
@@ -390,16 +355,6 @@
"description": "Config Server URL",
"default": "http://localhost:8000/config",
},
{
"id": "sparkTest",
"type": "promptString",
"description": "Test to run",
},
{
"id": "sparkdTest",
"type": "promptString",
"description": "Test to run",
},
{
"id": "isSparkApiEnabled",
"type": "pickString",
-1
View File
@@ -1 +0,0 @@
PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins
+16 -118
View File
@@ -490,7 +490,7 @@
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0-windows"
},
},
"icon": {
@@ -510,7 +510,7 @@
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0-windows"
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0-windows"
},
},
"icon": {
@@ -530,7 +530,7 @@
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net8.0-windows"
"cwd": "${workspaceFolder}/build/Release/bin/net7.0-windows"
},
},
"icon": {
@@ -554,7 +554,7 @@
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
},
"icon": {
"id": "run",
@@ -577,7 +577,7 @@
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0"
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
},
"icon": {
"id": "run",
@@ -600,7 +600,7 @@
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net8.0"
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
},
"icon": {
"id": "run",
@@ -706,7 +706,7 @@
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
},
"icon": {
"id": "run",
@@ -729,7 +729,7 @@
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0"
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
},
"icon": {
"id": "run",
@@ -751,7 +751,7 @@
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0"
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
},
"icon": {
"id": "run",
@@ -774,7 +774,7 @@
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net8.0"
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
},
"icon": {
"id": "run",
@@ -796,7 +796,7 @@
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net8.0"
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
},
"icon": {
"id": "run",
@@ -811,7 +811,7 @@
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0-windows"
},
},
"icon": {
@@ -827,7 +827,7 @@
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0-windows"
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0-windows"
},
},
"icon": {
@@ -843,22 +843,7 @@
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net8.0-windows"
},
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
}
},
{
"label": "Run Spark (Skip Build)",
"type": "process",
"command": "",
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows"
"cwd": "${workspaceFolder}/build/Release/bin/net7.0-windows"
},
},
"icon": {
@@ -883,7 +868,7 @@
"${input:sparkConfigQuery}",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
},
"icon": {
"id": "run",
@@ -909,24 +894,6 @@
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Sparkd (Skip Build)",
"type": "process",
"command": "",
"linux": {
"command": "sparkd",
},
"args": [
"run"
],
"options": {
"cwd": "${workspaceFolder}/build/${input:sparkdCmakePreset}/server"
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Sparkd Config Query",
"dependsOn": "Build Sparkd",
@@ -948,65 +915,6 @@
"color": "terminal.ansiGreen",
},
},
{
"label": "Test Spark (Debug)",
"dependsOn": "Build Spark (Debug)",
"type": "process",
"icon": {
"id": "coverage",
"color": "terminal.ansiYellow",
},
"command": "",
"windows": {
"command": "Spark.Console.exe",
"args": [
"test",
"${input:sparkTest}"
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
}
},
},
{
"label": "Test Sparkd",
"dependsOn": "Build Sparkd",
"type": "process",
"command": "",
"linux": {
"command": "sparkd",
},
"args": [
"test",
"${input:sparkdTest}",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:sparkdCmakePreset}/server"
},
"icon": {
"id": "coverage",
"color": "terminal.ansiYellow",
},
},
{
"label": "Test Sparkd (Skip Build)",
"type": "process",
"command": "",
"linux": {
"command": "sparkd",
},
"args": [
"test",
"${input:sparkdTest}",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:sparkdCmakePreset}/server"
},
"icon": {
"id": "coverage",
"color": "terminal.ansiYellow",
},
},
{
"label": "View DataStreamQueryAnalyzer Logs (Last Run)",
"type": "process",
@@ -1125,16 +1033,6 @@
"id": "sparkdConfigQuery",
"type": "promptString",
"description": "Config Type(s)"
},
{
"id": "sparkTest",
"type": "promptString",
"description": "Test to run",
},
{
"id": "sparkdTest",
"type": "promptString",
"description": "Test to run",
},
}
]
}
+66 -82
View File
@@ -1,10 +1,7 @@
cmake_minimum_required(VERSION 3.12)
project(spark)
include(GNUInstallDirs)
include(${CMAKE_SOURCE_DIR}/cmake/GitVersion.cmake)
set(CMAKE_CXX_STANDARD 20)
get_version_from_git()
if(WIN32)
set(platform "windows")
else()
@@ -36,98 +33,85 @@ else()
set(BUILD_ADMIN_WEB_APP ON CACHE BOOL "Build the Admin WebApp")
endif()
include_directories(BEFORE SYSTEM ${EXTERNALS_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
link_directories(${EXTERNALS_LIB})
add_compile_definitions(SHARED_MEMORY_PREFIX="${SHARED_MEMORY_PREFIX}")
if(DEFINED APP_DATA_DIR)
add_compile_definitions(APP_DATA_DIR="${APP_DATA_DIR}")
endif()
add_compile_definitions(EXPORT_MD_CONSUMER="${EXPORT_MD_CONSUMER}")
if(WIN32)
# subdirs
add_subdirectory(src/lib_spark)
else()
if(BUILD_SPARKD)
# Note: All macros that begin w/ 'CCAPI' are ccapi's macros (defined and/or
# read by their code). We override some below.
add_compile_definitions(SPARK_ENABLE_CCAPI)
# This allows us to override hardcoded exchange-urls with ones read from
# config (i.e., resolved at runtime rather than compile-time)
add_compile_definitions(CCAPI_EXPOSE_INTERNAL)
if(BUILD_SPARKD)
# Note: All macros that begin w/ 'CCAPI' are ccapi's macros (defined and/or
# read by their code). We override some below.
add_compile_definitions(SPARK_ENABLE_CCAPI)
# Enable ccapi services
add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
add_compile_definitions(CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT)
# Enable ccapi exchanges
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_COIN_FUTURES)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_US)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_USDS_FUTURES)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_COINBASE)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_DERIBIT)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_OKX)
# This allows us to override hardcoded exchange-urls with ones read from
# config (i.e., resolved at runtime rather than compile-time)
add_compile_definitions(CCAPI_EXPOSE_INTERNAL)
set(CCAPI_LOG_LEVEL
"Warn"
CACHE STRING "<Fatal|Error|Warn|Info|Debug|Trace> Log level for ccapi")
string(TOUPPER "${CCAPI_LOG_LEVEL}" _ccapi_log_level_upper)
add_compile_definitions("CCAPI_ENABLE_LOG_${_ccapi_log_level_upper}")
# Enable ccapi services
add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
add_compile_definitions(CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT)
# Enable ccapi exchanges
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_COIN_FUTURES)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_US)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_USDS_FUTURES)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_COINBASE)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_DERIBIT)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_OKX)
# ** Binance **
add_compile_definitions(CCAPI_BINANCE_URL_REST_BASE="https://api.binance.com")
add_compile_definitions(BINANCE_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
add_compile_definitions(BINANCE_PRICE_STATS_PATH="/api/v3/ticker/24hr")
set(CCAPI_LOG_LEVEL
"Warn"
CACHE STRING "<Fatal|Error|Warn|Info|Debug|Trace> Log level for ccapi")
string(TOUPPER "${CCAPI_LOG_LEVEL}" _ccapi_log_level_upper)
add_compile_definitions("CCAPI_ENABLE_LOG_${_ccapi_log_level_upper}")
# ** Binance US **
add_compile_definitions(BINANCE_US_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
add_compile_definitions(BINANCE_US_PRICE_STATS_PATH="/api/v3/ticker/24hr")
# ** Binance **
add_compile_definitions(CCAPI_BINANCE_URL_REST_BASE="https://api.binance.com")
add_compile_definitions(BINANCE_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
add_compile_definitions(BINANCE_PRICE_STATS_PATH="/api/v3/ticker/24hr")
# ** Binance USDS Futures **
add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://fapi.binance.com")
add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/fapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/fapi/v1/ticker/24hr")
add_compile_definitions(BINANCE_USDS_FUTURES_USER_DATA_PATH="/api/v3/userDataStream")
# ** Binance US **
add_compile_definitions(BINANCE_US_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
add_compile_definitions(BINANCE_US_PRICE_STATS_PATH="/api/v3/ticker/24hr")
# ** Binance Coin Futures **
add_compile_definitions(CCAPI_BINANCE_COIN_FUTURES_URL_REST_BASE="https://dapi.binance.com")
add_compile_definitions(BINANCE_COIN_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_COIN_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
# ** Binance USDS Futures **
add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://dapi.binance.com")
add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
# ** Deribit **
add_compile_definitions(DERIBIT_INSTRUMENT_PATH="/api/v2/public/get_instrument")
add_compile_definitions(DERIBIT_INSTRUMENTS_PATH="/api/v2/public/get_instruments")
add_compile_definitions(DERIBIT_COMBOS_PATH="/api/v2/public/get_combos")
add_compile_definitions(DERIBIT_TICKER_PATH="/api/v2/public/ticker")
add_compile_definitions(DERIBIT_CURRENCIES_METHOD="public/get_currencies")
add_compile_definitions(DERIBIT_INSTRUMENT_METHOD="public/get_instrument")
add_compile_definitions(DERIBIT_INSTRUMENTS_METHOD="public/get_instruments")
add_compile_definitions(DERIBIT_COMBO_DETAILS_METHOD="public/get_combo_details")
add_compile_definitions(DERIBIT_COMBOS_METHOD="public/get_combos")
# ** Deribit **
add_compile_definitions(DERIBIT_INSTRUMENT_PATH="/api/v2/public/get_instrument")
add_compile_definitions(DERIBIT_INSTRUMENTS_PATH="/api/v2/public/get_instruments")
add_compile_definitions(DERIBIT_COMBOS_PATH="/api/v2/public/get_combos")
add_compile_definitions(DERIBIT_TICKER_PATH="/api/v2/public/ticker")
add_compile_definitions(DERIBIT_CURRENCIES_METHOD="public/get_currencies")
add_compile_definitions(DERIBIT_INSTRUMENT_METHOD="public/get_instrument")
add_compile_definitions(DERIBIT_INSTRUMENTS_METHOD="public/get_instruments")
add_compile_definitions(DERIBIT_COMBO_DETAILS_METHOD="public/get_combo_details")
add_compile_definitions(DERIBIT_COMBOS_METHOD="public/get_combos")
# ** Okx **
add_compile_definitions(OKX_INSTRUMENTS_PATH="/api/v5/public/instruments")
add_compile_definitions(OKX_UNDERLYING_PATH="/api/v5/public/underlying")
endif()
# ** Okx **
add_compile_definitions(OKX_INSTRUMENTS_PATH="/api/v5/public/instruments")
add_compile_definitions(OKX_UNDERLYING_PATH="/api/v5/public/underlying")
endif()
# subdirs
add_subdirectory(src/lib_spark)
if (BUILD_SPARKD)
add_subdirectory(src/lib_python_interop)
add_subdirectory(src/lib_onixs_fix)
add_subdirectory(src/lib_binance)
add_subdirectory(src/lib_okx_execution)
add_subdirectory(src/app_sparkd)
add_subdirectory(src/data_files)
endif()
if (BUILD_ADMIN_WEB_APP)
add_subdirectory(src/Spark.Admin.WebApp)
endif()
if(BUILD_DOCS)
add_subdirectory(doc/user)
endif()
if(BUILD_SDK)
add_subdirectory(src/sdk)
endif()
# subdirs
add_subdirectory(src/lib_system)
add_subdirectory(src/lib_domain)
add_subdirectory(src/lib_http)
if (BUILD_SPARKD)
add_subdirectory(src/lib_python_md)
add_subdirectory(src/app_sparkd)
add_subdirectory(src/data_files)
endif()
add_subdirectory(src/lib_spark)
if (BUILD_ADMIN_WEB_APP)
add_subdirectory(src/Spark.Admin.WebApp)
endif()
if(BUILD_DOCS)
add_subdirectory(doc/user)
endif()
if(BUILD_SDK)
add_subdirectory(src/sdk)
endif()
+12 -15
View File
@@ -24,13 +24,12 @@
"CMAKE_CXX_FLAGS_DEBUG": "$env{SPARK_CMAKE_CXX_FLAGS} /MTd",
"CMAKE_CXX_FLAGS_RELEASE": "$env{SPARK_CMAKE_CXX_FLAGS} /MT",
"CMAKE_CXX_STANDARD": "20",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_SHARED_LINKER_FLAGS_DEBUG": "/DEBUG",
"CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/OPT:REF /OPT:ICF /LTCG",
"CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
"EXTERNALS_ROOT": "${sourceDir}/externals/windows",
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0;${sourceDir}/build/$<CONFIG>/bin/net8.0-windows",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0;${sourceDir}/build/$<CONFIG>/bin/net7.0-windows",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
@@ -50,20 +49,11 @@
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"platform": "",
"CMAKE_BUILD_WITH_INSTALL_RPATH": {
"type": "BOOL",
"value": "OFF"
},
"CMAKE_CXX_STANDARD": "20",
"CMAKE_INSTALL_RPATH": ".",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_PREFIX_PATH": "${sourceDir}/cmake/;${sourceDir}/.venv/lib/python3.10/site-packages/pybind11/share/cmake/pybind11",
"CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
"CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
"DATABENTO_USE_EXTERNAL_JSON": {
"type": "BOOL",
"value": "ON"
},
"EXTERNALS_ROOT": "${sourceDir}/externals/linux",
"BUILD_SDK": {
"type": "BOOL",
@@ -174,13 +164,12 @@
"CMAKE_CXX_COMPILER": "clang++",
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_EXPORT_COMPILE_COMMANDS": {
"type": "BOOL",
"value": "ON"
},
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/Spark.Api.Server/$<CONFIG>/bin/net8.0",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
@@ -219,7 +208,7 @@
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf;spark/config/profiles/data_stream/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0;${sourceDir}/build/$<CONFIG>/bin/net8.0-windows"
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0;${sourceDir}/build/$<CONFIG>/bin/net7.0-windows"
}
},
@@ -252,7 +241,7 @@
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf;spark/config/profiles/data_stream/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0;${sourceDir}/build/$<CONFIG>/bin/net8.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
@@ -305,6 +294,14 @@
"inherits": "sparkd"
},
{
"name": "sparkd-debug-clang-j6",
"configurePreset": "sparkd-debug-clang",
"displayName": "Sparkd (Debug | Clang | jobs=6)",
"inherits": "sparkd",
"jobs": 6
},
{
"name": "sparkd-debug-gcc",
"configurePreset": "sparkd-debug-gcc",
+45 -134
View File
@@ -14,33 +14,15 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "spark_test", "src\client\sp
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{89D666E6-B500-498F-B026-4D167F68ADFC}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}"
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\DataStreamSuite\Bts.Net\Bts.Net.csproj", "{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}"
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{EF26A475-6101-4C9C-A717-D60BB92A2302}"
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{05995ED5-650A-4955-9DFC-3242B737E77A}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{911B08A3-515A-441D-84C8-8A43740B5FC1}"
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{14140310-2233-430A-821B-F3058A25234B}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BaseUtilities", "src\DataStreamSuite\BaseUtilities\BaseUtilities.csproj", "{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ExpressionCore", "src\DataStreamSuite\ExpressionCore\ExpressionCore.csproj", "{6F22DB96-6EAB-4034-99D9-287021C36F01}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ArithmeticExpressions", "src\DataStreamSuite\ArithmeticExpressions\ArithmeticExpressions.csproj", "{A5C33956-A41F-49B3-A41D-1082CBA59D02}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamExpressions", "src\DataStreamSuite\DataStreamExpressions\DataStreamExpressions.csproj", "{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "src\DataStreamSuite\Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ColumnMapExpressions", "src\DataStreamSuite\ColumnMapExpressions\ColumnMapExpressions.csproj", "{B945A183-2174-4ACB-B289-8A5C546656FE}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BooleanExpressions", "src\DataStreamSuite\BooleanExpressions\BooleanExpressions.csproj", "{9F6D7DE8-185B-4C1D-B809-3314D092DF28}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "src\DataStreamSuite\Bts.ColumnExpressions\Bts.ColumnExpressions.csproj", "{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{39AEA075-6457-46C0-8821-1158BE6EFA57}"
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{EFA9F78D-083E-457A-BABB-9386C88C32C0}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
@@ -98,102 +80,46 @@ Global
{89D666E6-B500-498F-B026-4D167F68ADFC}.Release|x64.Build.0 = Release|x64
{89D666E6-B500-498F-B026-4D167F68ADFC}.RelWithDebInfo|x64.ActiveCfg = Debug|x64
{89D666E6-B500-498F-B026-4D167F68ADFC}.RelWithDebInfo|x64.Build.0 = Debug|x64
{EF26A475-6101-4C9C-A717-D60BB92A2302}.Debug|x64.ActiveCfg = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.Debug|x64.Build.0 = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.Release|x64.ActiveCfg = Release|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.Release|x64.Build.0 = Release|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.Debug|x64.ActiveCfg = Debug|Any CPU
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{39AEA075-6457-46C0-8821-1158BE6EFA57}.Release|x64.Build.0 = Release|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Debug|x64.ActiveCfg = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Debug|x64.Build.0 = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Release|x64.ActiveCfg = Release|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Release|x64.Build.0 = Release|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|x64.ActiveCfg = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|x64.Build.0 = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|x64.ActiveCfg = Release|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|x64.Build.0 = Release|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}.Debug|x64.ActiveCfg = Debug|Any CPU
{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}.Debug|x64.Build.0 = Debug|Any CPU
{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}.Release|x64.ActiveCfg = Release|Any CPU
{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}.Release|x64.Build.0 = Release|Any CPU
{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}.Debug|x64.ActiveCfg = Debug|Any CPU
{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}.Debug|x64.Build.0 = Debug|Any CPU
{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}.Release|x64.ActiveCfg = Release|Any CPU
{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}.Release|x64.Build.0 = Release|Any CPU
{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{05995ED5-650A-4955-9DFC-3242B737E77A}.Debug|x64.ActiveCfg = Debug|Any CPU
{05995ED5-650A-4955-9DFC-3242B737E77A}.Debug|x64.Build.0 = Debug|Any CPU
{05995ED5-650A-4955-9DFC-3242B737E77A}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{05995ED5-650A-4955-9DFC-3242B737E77A}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{05995ED5-650A-4955-9DFC-3242B737E77A}.Release|x64.ActiveCfg = Release|Any CPU
{05995ED5-650A-4955-9DFC-3242B737E77A}.Release|x64.Build.0 = Release|Any CPU
{05995ED5-650A-4955-9DFC-3242B737E77A}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{05995ED5-650A-4955-9DFC-3242B737E77A}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}.Debug|x64.ActiveCfg = Debug|Any CPU
{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}.Debug|x64.Build.0 = Debug|Any CPU
{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}.Release|x64.ActiveCfg = Release|Any CPU
{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}.Release|x64.Build.0 = Release|Any CPU
{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{EFA9F78D-083E-457A-BABB-9386C88C32C0}.Debug|x64.ActiveCfg = Debug|Any CPU
{EFA9F78D-083E-457A-BABB-9386C88C32C0}.Debug|x64.Build.0 = Debug|Any CPU
{EFA9F78D-083E-457A-BABB-9386C88C32C0}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{EFA9F78D-083E-457A-BABB-9386C88C32C0}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{EFA9F78D-083E-457A-BABB-9386C88C32C0}.Release|x64.ActiveCfg = Release|Any CPU
{EFA9F78D-083E-457A-BABB-9386C88C32C0}.Release|x64.Build.0 = Release|Any CPU
{EFA9F78D-083E-457A-BABB-9386C88C32C0}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{EFA9F78D-083E-457A-BABB-9386C88C32C0}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
@@ -204,19 +130,4 @@ Global
GlobalSection(Performance) = preSolution
HasPerformanceSessions = true
EndGlobalSection
GlobalSection(NestedProjects) = preSolution
{C09ED521-D2DF-40BC-A76F-EB3CB870B2F6} = {267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}
{EF26A475-6101-4C9C-A717-D60BB92A2302} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{911B08A3-515A-441D-84C8-8A43740B5FC1} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{14140310-2233-430A-821B-F3058A25234B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{6F22DB96-6EAB-4034-99D9-287021C36F01} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{A5C33956-A41F-49B3-A41D-1082CBA59D02} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{B945A183-2174-4ACB-B289-8A5C546656FE} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{39AEA075-6457-46C0-8821-1158BE6EFA57} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{9F6D7DE8-185B-4C1D-B809-3314D092DF28} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
EndGlobalSection
EndGlobal
-48
View File
@@ -1,48 +0,0 @@
include_guard(GLOBAL)
function(get_version_from_git)
find_package(Git QUIET)
if(NOT Git_FOUND)
message(WARNING "Git not found")
return()
endif()
execute_process(
COMMAND ${GIT_EXECUTABLE} describe --tags --always
WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
OUTPUT_VARIABLE GIT_TAG
OUTPUT_STRIP_TRAILING_WHITESPACE
RESULT_VARIABLE GIT_RESULT
)
if(NOT GIT_RESULT EQUAL 0)
message(WARNING "Failed to get git tag")
return()
endif()
execute_process(
COMMAND ${GIT_EXECUTABLE} rev-parse --short=7 HEAD
WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
OUTPUT_VARIABLE GIT_COMMIT_SHORT_HASH
OUTPUT_STRIP_TRAILING_WHITESPACE
)
set(PROJECT_VERSION_BUILD_METADATA ${GIT_COMMIT_SHORT_HASH})
set(PROJECT_VERSION_BUILD_METADATA ${GIT_COMMIT_SHORT_HASH} PARENT_SCOPE)
string(REGEX REPLACE "^v" "" CLEAN_TAG "${GIT_TAG}")
if(CLEAN_TAG MATCHES "^([0-9]+)\\.([0-9]+)\\.([0-9]+)(-.*)?$")
set(PROJECT_VERSION_MAJOR ${CMAKE_MATCH_1})
set(PROJECT_VERSION_MAJOR ${CMAKE_MATCH_1} PARENT_SCOPE)
set(PROJECT_VERSION_MINOR ${CMAKE_MATCH_2})
set(PROJECT_VERSION_MINOR ${CMAKE_MATCH_2} PARENT_SCOPE)
set(PROJECT_VERSION_PATCH ${CMAKE_MATCH_3})
set(PROJECT_VERSION_PATCH ${CMAKE_MATCH_3} PARENT_SCOPE)
set(PROJECT_VERSION "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}")
set(PROJECT_VERSION "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}" PARENT_SCOPE)
set(PROJECT_VERSION_FULL "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}+${GIT_COMMIT_SHORT_HASH}")
set(PROJECT_VERSION_FULL "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}+${GIT_COMMIT_SHORT_HASH}" PARENT_SCOPE)
else()
message(WARNING "Tag '${CLEAN_TAG}' does not match semver format")
endif()
endfunction()
+1 -1
View File
@@ -112,7 +112,7 @@ function(init_library)
)
# Add tests executable (if there are any)
if (${_name}_TEST_SOURCES AND NOT WIN32)
if (${_name}_TEST_SOURCES)
add_executable(${_name}-tests ${${_name}_TEST_SOURCES})
get_target_property(_lib_type ${_name} TYPE)
-71
View File
@@ -1,71 +0,0 @@
include_guard(DIRECTORY)
include(GNUInstallDirs)
include(${CMAKE_SOURCE_DIR}/cmake/ExportToParent.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
function(init_python_module)
set(_options)
set(_one_value_args
NAME
)
set(_multi_value_args
SOURCES
)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
set_first_defined(_sources _ARGS_SOURCES ${_name}_SOURCES)
set(module_proj ${_name}_module)
set(${module_proj}_SOURCES ${_sources})
pybind11_add_module(${module_proj} SHARED ${_sources})
target_link_libraries(
${module_proj}
PUBLIC
pybind11::embed
spark
${_name}
)
target_include_directories(
${module_proj}
PRIVATE
$<BUILD_INTERFACE:${pybind11_INCLUDE_DIRS}>
)
target_include_directories(
${module_proj}
PUBLIC
${Python3_INCLUDE_DIRS}
$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>
)
add_custom_command(
OUTPUT ${CMAKE_CURRENT_BINARY_DIR}/stubs/${_name}.pyi
DEPENDS ${_name} ${module_proj}
COMMAND PYTHONPATH=${CMAKE_CURRENT_BINARY_DIR} pybind11-stubgen --numpy-array-use-type-var --ignore-invalid-expressions '.*' ${_name}_module
COMMENT "Generating py stubs"
)
add_custom_target(
"${_name}_py_stubs"
ALL
DEPENDS
${CMAKE_CURRENT_BINARY_DIR}/stubs/${_name}.pyi
)
install(
TARGETS ${module_proj}
EXPORT ${module_proj}Targets
RUNTIME
DESTINATION ${CMAKE_INSTALL_BINDIR}
LIBRARY
DESTINATION ${CMAKE_INSTALL_LIBDIR}
ARCHIVE
DESTINATION ${CMAKE_INSTALL_LIBDIR}
)
foreach(dir ${pybind11_INCLUDE_DIRS})
install(DIRECTORY ${dir} DESTINATION ${CMAKE_INSTALL_INCLUDEDIR})
endforeach()
install(
EXPORT ${module_proj}Targets
FILE ${module_proj}Targets.cmake
NAMESPACE ${_name}::
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name}
)
endfunction()
-65
View File
@@ -1,65 +0,0 @@
include_guard(DIRECTORY)
include(GNUInstallDirs)
function(init_python_plugin)
set(_options)
set(_one_value_args NAME PLUGIN_NAME)
set(_multi_value_args SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
set(_plugin_name ${_ARGS_PLUGIN_NAME})
if (NOT DEFINED _ARGS_PLUGIN_NAME)
set(_plugin_name ${_name}_plugins)
endif()
set(${_plugin_name}_SOURCES ${_ARGS_SOURCES})
if (NOT DEFINED _ARGS_SOURCES)
file(
GLOB_RECURSE ${_plugin_name}_SOURCES
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
${_plugin_name}/*.py)
endif()
set(src_outs)
foreach(_src ${${_plugin_name}_SOURCES})
set(_src_in ${CMAKE_CURRENT_SOURCE_DIR}/${_src})
set(_src_out ${CMAKE_CURRENT_BINARY_DIR}/${_src})
add_custom_command(
OUTPUT ${_src_out}
COMMAND ${CMAKE_COMMAND} -E copy ${_src_in} ${_src_out}
DEPENDS ${_src_in}
COMMENT "Copying ${_plugin_name} plugin ${_src} to ${_src_out}"
)
list(APPEND src_outs ${_src_out})
endforeach()
add_custom_target(copy_${_plugin_name} ALL DEPENDS ${src_outs})
add_library(${_plugin_name} INTERFACE)
add_library(${_name}::${_plugin_name} ALIAS ${_plugin_name})
set_target_properties(
${_plugin_name}
PROPERTIES
INTERFACE_PYTHON_SCRIPTS_DIR
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}/${_plugin_name}>$<INSTALL_INTERFACE:${CMAKE_INSTALL_BINDIR}/${_plugin_name}>
)
set_target_properties(
${_plugin_name}
PROPERTIES
INTERFACE_PYTHON_SCRIPTS $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}/${${_plugin_name}_SOURCES}>$<INSTALL_INTERFACE:${CMAKE_INSTALL_BINDIR}/${${_plugin_name}_SOURCES}>
)
install(
TARGETS ${_plugin_name}
EXPORT ${_plugin_name}Targets
DESTINATION ${CMAKE_INSTALL_BINDIR}
)
install(
EXPORT ${_plugin_name}Targets
FILE ${_plugin_name}Targets.cmake
NAMESPACE ${_name}::
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name}
)
install(DIRECTORY ${_plugin_name} DESTINATION ${CMAKE_INSTALL_BINDIR})
endfunction()
-182
View File
@@ -1,182 +0,0 @@
set(Protobuf_PROTOC_EXECUTABLE "${EXTERNALS_BIN}/protoc")
set(PROTOBUF_INCLUDE_DIRS "${EXTERNALS_INCLUDE}")
set(PROTOBUF_STATIC_LIB "libprotobuf")
set(_protobuf_src_dir ${CMAKE_SOURCE_DIR}/src/lib_spark)
set(_protobuf_bin_dir ${CMAKE_BINARY_DIR}/src/lib_spark)
function(Protobuf_Generate_Cpp)
set(_options)
set(_one_value_args CXX_SOURCES CXX_HEADERS CXX_OUT_DIR)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set(${_ARGS_CXX_SOURCES})
set(${_ARGS_CXX_HEADERS})
set(_proto_include_cli_args)
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
list(APPEND _proto_include_cli_args -I ${_dir})
endforeach()
foreach(FIL ${_ARGS_PROTO_SOURCES})
get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
get_filename_component(FIL_WE ${FIL} NAME_WE)
get_filename_component(FIL_DIR ${FIL} DIRECTORY)
if(FIL_DIR)
set(FIL_WE "${FIL_DIR}/${FIL_WE}")
endif()
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h")
add_custom_command(
OUTPUT
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h"
COMMAND
${Protobuf_PROTOC_EXECUTABLE}
ARGS
--cpp_out=${_ARGS_CXX_OUT_DIR} ${_proto_include_cli_args} ${ABS_FIL}
DEPENDS ${ABS_FIL}
COMMENT "Running C++ protocol buffer compiler on ${FIL}"
VERBATIM
)
endforeach()
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
${${_ARGS_CXX_HEADERS}}
PROPERTIES
GENERATED TRUE
)
# remove some warnings from protobuf generated files
if(WIN32)
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS "/wd4309 /wd4838"
)
else()
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
)
endif()
set(${_ARGS_CXX_SOURCES} ${${_ARGS_CXX_SOURCES}} PARENT_SCOPE)
set(${_ARGS_CXX_HEADERS} ${${_ARGS_CXX_HEADERS}} PARENT_SCOPE)
endfunction()
function(Service_Compiler_Generate_Cpp)
set(_options)
set(_one_value_args CXX_SOURCES CXX_HEADERS CXX_OUT_DIR)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set(${_ARGS_CXX_SOURCES})
set(${_ARGS_CXX_HEADERS})
set(_proto_include_cli_args)
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
list(APPEND _proto_include_cli_args -I ${_dir})
endforeach()
foreach(FIL ${_ARGS_PROTO_SOURCES})
get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
get_filename_component(FIL_WE ${FIL} NAME_WE)
get_filename_component(FIL_DIR ${FIL} DIRECTORY)
if(FIL_DIR)
set(FIL_WE "${FIL_DIR}/${FIL_WE}")
endif()
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h")
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.h")
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.h")
set(TEMPLATES
${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/cpp/client.pb.cc
${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/cpp/client.pb.h
${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/cpp/server.pb.cc
${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/cpp/server.pb.h
)
set(_plugin_py ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/plugin.py)
if(WIN32)
set(_plugin_cmd ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/plugin.cmd)
add_custom_command(
OUTPUT
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.h"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.h"
COMMAND SET PYTHONPATH=${SPARK_PYTHON}
COMMAND ${CMAKE_SOURCE_DIR}/.venv/Scripts/activate.bat
COMMAND
${Protobuf_PROTOC_EXECUTABLE}
ARGS
--cpp_out=${_ARGS_CXX_OUT_DIR}
--plugin=protoc-gen-service=${_plugin_cmd}
--service_out=lang=cpp:${_ARGS_CXX_OUT_DIR}
-I ${PROTOBUF_INCLUDE_DIRS}
-I ${_protobuf_src_dir}
${ABS_FIL}
DEPENDS
${ABS_FIL}
${TEMPLATES}
${_plugin_cmd}
${_plugin_py}
COMMENT "Running C++ service compiler on ${FIL}"
VERBATIM
)
else()
add_custom_command(
OUTPUT
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.h"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.h"
COMMAND ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh
ARGS
${Protobuf_PROTOC_EXECUTABLE}
--cpp_out=${_ARGS_CXX_OUT_DIR}
--plugin=protoc-gen-service=${_plugin_py}
--service_out=lang=cpp,make_file_name=${ABS_FIL}:${_ARGS_CXX_OUT_DIR}
${_proto_include_cli_args} ${ABS_FIL}
DEPENDS
${ABS_FIL}
${TEMPLATES}
${_plugin_py}
COMMENT "Running C++ service compiler on ${FIL}"
VERBATIM
)
endif()
endforeach()
# remove some warnings from protobuf generated files
if(WIN32)
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS "/wd4309 /wd4838"
)
else()
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
)
endif()
set(${_ARGS_CXX_SOURCES} ${${_ARGS_CXX_SOURCES}} PARENT_SCOPE)
set(${_ARGS_CXX_HEADERS} ${${_ARGS_CXX_HEADERS}} PARENT_SCOPE)
endfunction()
+2 -9
View File
@@ -15,11 +15,7 @@ function(protobuf_generate_cpp)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
if (NOT DEFINED _ARGS_PROTOC)
if (WIN32)
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc.exe")
else()
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc")
endif()
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc")
endif()
set(${_ARGS_CXX_SOURCES})
set(${_ARGS_CXX_HEADERS})
@@ -39,8 +35,6 @@ function(protobuf_generate_cpp)
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.h")
message(STATUS "add_custom_command for ${_fil} -> ${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.h")
# TODO: Pass proto sources by relative path (so this fn can be called from
# arbitrary subdirs).
add_custom_command(
OUTPUT
"${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.cc"
@@ -48,7 +42,7 @@ function(protobuf_generate_cpp)
COMMAND
${_ARGS_PROTOC}
ARGS
--cpp_out=${_ARGS_CXX_OUT_DIR} ${_proto_include_cli_args} ${_abs_fil}
--cpp_out=${_ARGS_CXX_OUT_DIR} ${_proto_include_cli_args} ${_fil}
DEPENDS ${_abs_fil}
COMMENT "Running C++ protocol buffer compiler on ${_fil}"
VERBATIM
@@ -80,4 +74,3 @@ function(protobuf_generate_cpp)
set(${_ARGS_CXX_SOURCES} ${${_ARGS_CXX_SOURCES}} PARENT_SCOPE)
set(${_ARGS_CXX_HEADERS} ${${_ARGS_CXX_HEADERS}} PARENT_SCOPE)
endfunction()
-3
View File
@@ -1,5 +1,3 @@
include_guard(GLOBAL)
function(protobuf_generate_cpp_config)
set(_options)
set(_one_value_args
@@ -58,4 +56,3 @@ function(protobuf_generate_cpp_config)
file(WRITE "${_ARGS_PROTO_DEFAULTS_HEADER}" "${_cfg_defaults_str}")
endif()
endfunction()
-39
View File
@@ -1,39 +0,0 @@
include_guard(DIRECTORY)
include(${CMAKE_SOURCE_DIR}/cmake/SymLink.cmake)
function(sym_link_python_module)
set(_options)
set(_one_value_args LIB_NAME MODULE_NAME PLUGIN_NAME)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}"
"${_multi_value_args}" ${ARGN})
if(NOT DEFINED _ARGS_LIB_NAME)
message(
FATAL_ERROR "LIB_NAME must be specified for sym_link_python_module()")
endif()
set(_lib_name ${_ARGS_LIB_NAME})
set(_module_name ${_ARGS_MODULE_NAME})
if(NOT DEFINED _ARGS_MODULE_NAME)
set(_module_name ${_lib_name}_module)
endif()
set(_plugin_name ${_ARGS_PLUGIN_NAME})
set(_deps ${_lib_name} ${_module_name})
if(DEFINED _ARGS_PLUGIN_NAME)
list(APPEND _deps ${_plugin_name} copy_${_plugin_name})
endif()
add_dependencies(${PROJECT_NAME} ${_deps})
sym_link_local_lib(${_lib_name})
set(_module_suffix cpython-310-x86_64-linux-gnu.so)
sym_link_file(
SOURCE
${CMAKE_BINARY_DIR}/src/lib_${_lib_name}/${_module_name}.${_module_suffix}
DEST
${CMAKE_CURRENT_BINARY_DIR}/${_module_name}.${_module_suffix}
INSTALL_DEST
${CMAKE_INSTALL_BINDIR}/)
if(DEFINED _ARGS_PLUGIN_NAME)
get_target_property(plugins ${_plugin_name} INTERFACE_PYTHON_SCRIPTS_DIR)
sym_link_dir(TARGET_NAME ${PROJECT_NAME}_link_${_plugin_name} SOURCE
${plugins} DEST ${CMAKE_CURRENT_BINARY_DIR}/${_plugin_name})
endif()
endfunction()
-11
View File
@@ -1,11 +0,0 @@
#ifndef BTS_SPARK_VERSION_H
#define BTS_SPARK_VERSION_H
#define BTS_SPARK_VERSION_MAJOR @PROJECT_VERSION_MAJOR@
#define BTS_SPARK_VERSION_MINOR @PROJECT_VERSION_MINOR@
#define BTS_SPARK_VERSION_PATCH @PROJECT_VERSION_PATCH@
#define BTS_SPARK_VERSION_BUILD_METADATA @PROJECT_VERSION_BUILD_METADATA@
#define BTS_SPARK_VERSION "@PROJECT_VERSION@"
#define BTS_SPARK_VERSION_FULL "@PROJECT_VERSION_FULL@"
#endif
+24
View File
@@ -0,0 +1,24 @@
cmake_minimum_required(VERSION 3.5)
# Explicitly set policy to convert relative paths to absolute (although this is a default policy,
# setting it explicitly prevents a compile-warning)
cmake_policy(SET CMP0076 NEW)
# add protos to the library to facilitate source_group
target_sources(libspark PUBLIC ${Config_Protos} ${NonConfig_Protos} ${Service_Protos})
function(assign_source_group)
foreach(_source IN ITEMS ${ARGN})
if(IS_ABSOLUTE "${_source}")
file(RELATIVE_PATH _source_rel "${CMAKE_CURRENT_SOURCE_DIR}" "${_source}")
else()
set(_source_rel "${_source}")
endif()
get_filename_component(_source_path "${_source_rel}" PATH)
string(REPLACE "/" "\\" _source_path_msvc "${_source_path}")
source_group("${_source_path_msvc}" FILES "${_source}")
set(SOURCE_FILES "${_source}")
endforeach()
endfunction(assign_source_group)
assign_source_group(${SparkLib_Sources} ${Config_Protos} ${NonConfig_Protos} ${Service_Protos})
+51
View File
@@ -0,0 +1,51 @@
services:
sparkd:
build:
dockerfile: Dockerfile
context: ./sparkd
command: [ "./sparkd", "run" ]
ports: [ "8000:8000", "8001:8001", "8002:8002" ]
pubsub:
build:
dockerfile: pubsub.Dockerfile
context: ./DataStream
command: [ "./PubSubServer" ]
environment:
- DOTNET_ENVIRONMENT=Production
ports:
- 22019:22019
md-publisher:
build:
dockerfile: md-publisher.Dockerfile
context: ./DataStream
depends_on:
- pubsub
- sparkd
command:
[
"dockerize",
"-wait",
"tcp://pubsub:22019",
"-wait",
"tcp://sparkd:8000",
"-timeout",
"10s",
"./DataStreamPublisher"
]
environment:
- DOTNET_ENVIRONMENT=MarketData
webapp:
ports:
- 8080:8080
- 8443:8443
build:
dockerfile: webapp.Dockerfile
context: ./DataStream
command: [ "./Bts.DataStreamWebApp.Server" ]
environment:
- ASPNETCORE_HTTP_PORT=8080
- ASPNETCORE_HTTPS_PORT=8443
- ASPNETCORE_ENVIRONMENT=Staging
+21 -110
View File
@@ -1,113 +1,15 @@
services:
sparkd:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/sparkdata/data
build:
dockerfile: src/app_sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
command: >
sh -c "
echo bts | sudo -S chown -R bts:bts /home/bts/sparkdata/data
if [ -e "/home/bts/sparkdata/data/logging.sparkd/log" ]; then
mv "/home/bts/sparkdata/data/logging.sparkd/log" "/home/bts/sparkdata/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
fi
if [ -e "/home/bts/sparkdata/conf/.env.local" ]; then
echo 'Sourcing /home/bts/sparkdata/conf/.env.local'
set -a
. /home/bts/sparkdata/conf/.env.local
set +a
fi
if [ -d /home/bts/sparkdata/conf/plugins ]; then
echo 'Copying /home/bts/sparkdata/conf/plugins to runtime dir (/home/bts/bin)'
cp -r /home/bts/sparkdata/conf/plugins /home/bts/bin/
fi
./sparkd run"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
- SOURCE_DIR=install/sparkd-release-gcc
- CONF_FILE=src/app_sparkd/spark.conf
command: [ "./sparkd", "run" ]
ports:
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
deploy:
resources:
limits:
memory: "${SPARKD__MEMORY:-4gb}"
sparkd-symbols:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/sparkdata/data
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/sparkdata/conf
build:
dockerfile: src/app_sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
command: >
sh -c "
echo bts | sudo -S chown -R bts:bts /home/bts/sparkdata
if [ -e "/home/bts/sparkdata/data/logging.sparkd/log" ]; then
mv "/home/bts/sparkdata/data/logging.sparkd/log" "/home/bts/sparkdata/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
fi
ls -alh /home/bts/sparkdata/conf/
cat /home/bts/sparkdata/conf/.env.local
if [ -e "/home/bts/sparkdata/conf/.env.local" ]; then
echo 'Sourcing /home/bts/sparkdata/conf/.env.local'
set -a
. /home/bts/sparkdata/conf/.env.local
set +a
fi
if [ -d /home/bts/sparkdata/conf/plugins ]; then
echo 'Copying /home/bts/sparkdata/conf/plugins to runtime dir (/home/bts/bin)'
cp -r /home/bts/sparkdata/conf/plugins /home/bts/bin/
fi
./sparkd run"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
ports:
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
deploy:
restart_policy:
condition: any
delay: 3s
resources:
limits:
memory: "${SPARKD__MEMORY:-4gb}"
sparkd-tail:
image: bluetradingsystems/linux_dotnet7
volumes:
- type: volume
read_only: true
source: sparkd_data
target: /home/bts/sparkdata/data/logging.sparkd
volume:
subpath: logging.sparkd
command: ["tail", "-f", "/home/bts/sparkdata/data/logging.sparkd/log"]
sparkd-ping-test:
depends_on:
- sparkd
profiles:
- ping-test
build:
context: .
dockerfile_inline: |
FROM bluetradingsystems/linux_dotnet7
USER "root"
RUN apt-get update && apt-get -y install iputils-ping
command: [ "ping", "sparkd" ]
- 8000:8000
- 8001:8001
- 8002:8002
pubsub:
environment:
@@ -115,7 +17,7 @@ services:
build:
dockerfile: src/DataStreamSuite/PubSubServer/Dockerfile
args:
- SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
- SOURCE_DIR=build/Release/bin/net7.0/linux-x64/publish
- CONF_FILE=src/DataStreamSuite/PubSubServer/spark.conf
ports:
- 22019:22019
@@ -125,7 +27,7 @@ services:
build:
dockerfile: src/DataStreamSuite/DataStreamPublisher/Dockerfile
args:
- SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
- SOURCE_DIR=build/Release/bin/net7.0/linux-x64/publish
- CONF_FILE=src/DataStreamSuite/DataStreamPublisher/spark.conf
depends_on:
- pubsub
@@ -141,7 +43,7 @@ services:
build:
dockerfile: src/DataStreamSuite/Bts.DataStreamWebApp.Server/Dockerfile
args:
- SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
- SOURCE_DIR=build/Release/bin/net7.0/linux-x64/publish
- WEB_ROOT=build/Bts.DataStreamWebApp.Client/production/dist
- CONF_FILE=src/DataStreamSuite/Bts.DataStreamWebApp.Server/spark.conf
command: [ "./Bts.DataStreamWebApp.Server" ]
@@ -160,6 +62,15 @@ services:
environment:
- ASPNETCORE_ENVIRONMENT=Staging
volumes:
sparkd_data:
name: "sparkd_${SPARKD__CONFIG_PORT:-8000}"
sparkd-ping-test:
depends_on:
- sparkd
profiles:
- ping-test
build:
context: .
dockerfile_inline: |
FROM bluetradingsystems/linux_dotnet7
USER "root"
RUN apt-get update && apt-get -y install iputils-ping
command: [ "ping", "sparkd" ]
@@ -124,8 +124,8 @@ service OrderService {
```
### C++ Example
```cpp
#include "spark/api/public/ServiceContext.h"
#include "spark/api/services/OrderService.client.pb.h"
#include "lib/api/public/ServiceContext.h"
#include "lib/api/services/OrderService.client.pb.h"
using namespace bts::api;
ServiceContext ctx;
auto orders = ctx.locate<orderman::OrderService>();
@@ -29,9 +29,9 @@ namespace sample {
```
```cpp
#include "spark/api/public/ServiceContext.h"
#include "spark/domain_model/Security.h"
#include "spark/api/services/MarketDataService.client.pb.h"
#include "lib/api/public/ServiceContext.h"
#include "spark/lib/domain_model/Security.h"
#include "lib/api/services/MarketDataService.client.pb.h"
#include <thread>
using namespace bts::api;
+1 -1
View File
@@ -53,7 +53,7 @@ The status callback is called when the market for this security opens, closes, o
// Subscribe to security trading status
void IAlgoServices::subscribe_status(SecurityKey);
// You implement
virtual void on_status(SecurityKey, co2::TradingStatus) override;
virtual void on_status(SecurityKey, domain::protobufs::TradingStatus) override;
```
# Child Orders
@@ -1,38 +0,0 @@
FROM ubuntu:22.04
ARG DEBIAN_FRONTEND=noninteractive
RUN apt-get update && apt-get install -y pkg-config
RUN apt-get update && apt-get install -y locales
RUN apt-get update && apt-get install -y ca-certificates
RUN apt-get update && apt-get install -y libssh2-1-dev
RUN apt-get update && apt-get install -y software-properties-common
RUN apt-get update && apt-get install -y sudo
# GCC
ARG gcc_major=13
RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
&& apt-get update \
&& apt-get install -y g++-$gcc_major
RUN apt-get update \
&& apt-get install -y dotnet7
RUN locale-gen en_US.UTF-8
ARG docker_user="bts"
ARG docker_uid="1000"
ARG docker_pass="bts"
RUN \
groupadd -g "$docker_uid" "$docker_user" \
&& useradd \
-m \
-u "$docker_uid" \
-g "$docker_uid" \
-G sudo \
--password "$(openssl passwd -1 "$docker_pass")" \
"$docker_user"
USER bts
WORKDIR /home/bts
Submodule docker/linux deleted from 6537812262.
Submodule docker/windows deleted from de7d40c09d.
-20
View File
@@ -1,42 +1,22 @@
astroid==2.7.3
autopep8==1.5.7
blinker==1.9.0
boto3==1.37.9
botocore==1.37.9
certifi==2023.5.7
charset-normalizer==3.1.0
click==8.1.8
colorama==0.4.4
Flask==3.1.0
idna==3.4
isort==5.9.3
itsdangerous==2.2.0
Jinja2==3.1.6
jmespath==1.0.1
lazy-object-proxy==1.6.0
MarkupSafe==3.0.2
mccabe==0.6.1
numpy==2.2.6
platformdirs==2.3.0
protobuf==4.21.12
pybars3==0.9.7
pybind11==2.13.6
pybind11-stubgen==2.5.3
pybit==5.11.0
pycodestyle==2.7.0
pycparser==2.20
pycryptodome==3.23.0
pylint==2.10.2
PyMeta3==0.5.1
python-dateutil==2.9.0.post0
python-dotenv==1.0.1
requests==2.31.0
s3transfer==0.11.4
six==1.17.0
termcolor==1.1.0
toml==0.10.2
urllib3==2.0.3
websocket-client==1.8.0
Werkzeug==3.1.3
wrapt==1.12.1
yapf==0.31.0
-40
View File
@@ -18,14 +18,6 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\clie
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{4E4F491F-C688-43C4-88DA-AC92BC5FA1B8}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{2AC54ADC-3246-427E-9CA9-FEA2DBCB9432}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{51C40BA9-F226-4A35-939D-1ED6F5FF7299}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|x64 = Debug|x64
@@ -98,38 +90,6 @@ Global
{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Release|x64.Build.0 = Release|x64
{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.RelWithDebInfo|x64.ActiveCfg = Release|x64
{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.RelWithDebInfo|x64.Build.0 = Release|x64
{4E4F491F-C688-43C4-88DA-AC92BC5FA1B8}.Debug|x64.ActiveCfg = Debug|Any CPU
{4E4F491F-C688-43C4-88DA-AC92BC5FA1B8}.Debug|x64.Build.0 = Debug|Any CPU
{4E4F491F-C688-43C4-88DA-AC92BC5FA1B8}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{4E4F491F-C688-43C4-88DA-AC92BC5FA1B8}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{4E4F491F-C688-43C4-88DA-AC92BC5FA1B8}.Release|x64.ActiveCfg = Release|Any CPU
{4E4F491F-C688-43C4-88DA-AC92BC5FA1B8}.Release|x64.Build.0 = Release|Any CPU
{4E4F491F-C688-43C4-88DA-AC92BC5FA1B8}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{4E4F491F-C688-43C4-88DA-AC92BC5FA1B8}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{2AC54ADC-3246-427E-9CA9-FEA2DBCB9432}.Debug|x64.ActiveCfg = Debug|Any CPU
{2AC54ADC-3246-427E-9CA9-FEA2DBCB9432}.Debug|x64.Build.0 = Debug|Any CPU
{2AC54ADC-3246-427E-9CA9-FEA2DBCB9432}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{2AC54ADC-3246-427E-9CA9-FEA2DBCB9432}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{2AC54ADC-3246-427E-9CA9-FEA2DBCB9432}.Release|x64.ActiveCfg = Release|Any CPU
{2AC54ADC-3246-427E-9CA9-FEA2DBCB9432}.Release|x64.Build.0 = Release|Any CPU
{2AC54ADC-3246-427E-9CA9-FEA2DBCB9432}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{2AC54ADC-3246-427E-9CA9-FEA2DBCB9432}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}.Debug|x64.ActiveCfg = Debug|Any CPU
{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}.Debug|x64.Build.0 = Debug|Any CPU
{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}.Release|x64.ActiveCfg = Release|Any CPU
{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}.Release|x64.Build.0 = Release|Any CPU
{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.Debug|x64.ActiveCfg = Debug|Any CPU
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.Debug|x64.Build.0 = Debug|Any CPU
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.Release|x64.ActiveCfg = Release|Any CPU
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.Release|x64.Build.0 = Release|Any CPU
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -1,14 +1,14 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="Google.Protobuf" Version="3.24.3" />
<PackageReference Include="YaccLexTools" Version="1.2.3" />
<PackageReference Include="YaccLexTools" Version="1.2.0" />
</ItemGroup>
<ItemGroup>
@@ -24,6 +24,8 @@ namespace QUT.GplexBuffers
public BufferException(string message) : base(message) { }
public BufferException(string message, Exception innerException)
: base(message, innerException) { }
protected BufferException(SerializationInfo info, StreamingContext context)
: base(info, context) { }
}
internal abstract class ScanBuff
@@ -58,10 +60,12 @@ namespace QUT.GplexBuffers
return new BuildBuffer(source);
}
#if (!BYTEMODE)
public static ScanBuff GetBuffer(Stream source, int fallbackCodePage)
{
return new BuildBuffer(source, fallbackCodePage);
}
#endif // !BYTEMODE
#endif // !NOFILES
}
@@ -349,15 +353,17 @@ namespace QUT.GplexBuffers
{
FileStream fStrm = (stream as FileStream);
if (fStrm != null) FileName = fStrm.Name;
NextBlk = BlockReaderFactory.Get(stream);
NextBlk = BlockReaderFactory.Raw(stream);
}
#if (!BYTEMODE)
public BuildBuffer(Stream stream, int fallbackCodePage)
{
FileStream fStrm = (stream as FileStream);
if (fStrm != null) FileName = fStrm.Name;
NextBlk = BlockReaderFactory.Get(stream, fallbackCodePage);
}
#endif
/// <summary>
/// Marks a conservative lower bound for the buffer,
@@ -428,19 +434,43 @@ namespace QUT.GplexBuffers
//
internal static class BlockReaderFactory
{
public static BlockReader Raw(Stream stream)
{
return delegate(char[] block, int index, int number)
{
byte[] b = new byte[number];
int count = stream.Read(b, 0, number);
int i = 0;
int j = index;
for (; i < count; i++, j++)
block[j] = (char)b[i];
return count;
};
}
public static BlockReader Get(Stream stream, int fallbackCodePage = -2)
#if (!BYTEMODE)
public static BlockReader Get(Stream stream, int fallbackCodePage)
{
Encoding encoding;
int preamble = Preamble(stream);
if (preamble != 0) // There is a valid BOM here!
encoding = Encoding.GetEncoding(preamble);
else if (fallbackCodePage >= 0) // Anything but "guess"
else if (fallbackCodePage == -1) // Fallback is "raw" bytes
return Raw(stream);
else if (fallbackCodePage != -2) // Anything but "guess"
encoding = Encoding.GetEncoding(fallbackCodePage);
else // This is the "guess" option
encoding = GuessEncoding(stream);
{
int guess = new Guesser(stream).GuessCodePage();
stream.Seek(0, SeekOrigin.Begin);
if (guess == -1) // ==> this is a 7-bit file
encoding = Encoding.ASCII;
else if (guess == 65001)
encoding = Encoding.UTF8;
else // ==> use the machine default
encoding = Encoding.Default;
}
StreamReader reader = new StreamReader(stream, encoding);
return reader.Read;
}
@@ -458,14 +488,6 @@ namespace QUT.GplexBuffers
int b2 = stream.ReadByte();
if (b0 == 0xef && b1 == 0xbb && b2 == 0xbf)
return 65001; // UTF8
int b3 = stream.ReadByte();
// Check for UTF-32 BOM (Byte Order Mark)
if (b0 == 0x00 && b1 == 0x00 && b2 == 0xFE && b3 == 0xFF)
return 12001; // UTF-32BE
if (b0 == 0xFF && b1 == 0xFE && b2 == 0x00 && b3 == 0x00)
return 12000; // UTF-32LE
//
// There is no unicode preamble, so we
// return denoter for the machine default.
@@ -473,150 +495,7 @@ namespace QUT.GplexBuffers
stream.Seek(0, SeekOrigin.Begin);
return 0;
}
private static Encoding GuessEncoding(Stream stream)
{
stream.Seek(0, SeekOrigin.Begin);
if (IsUtf16(stream, out Encoding encoding))
{
stream.Seek(0, SeekOrigin.Begin);
return encoding;
}
stream.Seek(0, SeekOrigin.Begin);
if (IsUtf8(stream))
{
stream.Seek(0, SeekOrigin.Begin);
return Encoding.UTF8;
}
stream.Seek(0, SeekOrigin.Begin);
if (IsAscii(stream))
{
stream.Seek(0, SeekOrigin.Begin);
return Encoding.ASCII;
}
#if !NET462_OR_GREATER
stream.Seek(0, SeekOrigin.Begin);
if (IsLatin1(stream))
{
stream.Seek(0, SeekOrigin.Begin);
return Encoding.Latin1;
}
#endif
stream.Seek(0, SeekOrigin.Begin);
return Encoding.Default;
}
private static bool IsUtf8(Stream stream)
{
int b;
while ((b = stream.ReadByte()) != -1)
{
if ((b & 0x80) == 0) // 0xxxxxxx
{
continue;
}
else if ((b & 0xE0) == 0xC0) // 110xxxxx 10xxxxxx
{
if (!IsValidUtf8ContinuationByte(stream)) return false;
}
else if ((b & 0xF0) == 0xE0) // 1110xxxx 10xxxxxx 10xxxxxx
{
if (!IsValidUtf8ContinuationByte(stream) || !IsValidUtf8ContinuationByte(stream)) return false;
}
else if ((b & 0xF8) == 0xF0) // 11110xxx 10xxxxxx 10xxxxxx 10xxxxxx
{
if (!IsValidUtf8ContinuationByte(stream) || !IsValidUtf8ContinuationByte(stream) || !IsValidUtf8ContinuationByte(stream)) return false;
}
else
{
return false;
}
}
return true;
}
private static bool IsValidUtf8ContinuationByte(Stream stream)
{
int b = stream.ReadByte();
return b != -1 && (b & 0xC0) == 0x80; // 10xxxxxx
}
private static bool IsUtf16(Stream stream, out Encoding encoding)
{
encoding = Encoding.Default;
if (stream.Length >= 2)
{
// Read the first two bytes
int b0 = stream.ReadByte();
int b1 = stream.ReadByte();
// Check for UTF-16 BOM (Byte Order Mark)
if (b0 == 0xFF && b1 == 0xFE)
{
encoding = Encoding.Unicode;
return true; // UTF-16LE
}
if (b0 == 0xFE && b1 == 0xFF)
{
encoding = Encoding.BigEndianUnicode;
return true; // UTF-16BE
}
// Reset the stream position
stream.Seek(0, SeekOrigin.Begin);
// Check for common UTF-16 patterns
byte[] buffer = new byte[2];
while (stream.Read(buffer, 0, 2) == 2)
{
if (buffer[0] == 0x00 && buffer[1] != 0x00)
{
encoding = Encoding.BigEndianUnicode;
return true; // Likely UTF-16BE
}
if (buffer[0] != 0x00 && buffer[1] == 0x00)
{
encoding = Encoding.Unicode;
return true; // Likely UTF-16LE
}
}
}
return false;
}
private static bool IsAscii(Stream stream)
{
int b;
while ((b = stream.ReadByte()) != -1)
{
// Latin1 includes byte values from 0x00 to 0xFF
if (b > 0x7F)
{
return false;
}
}
return true;
}
private static bool IsLatin1(Stream stream)
{
int b;
while ((b = stream.ReadByte()) != -1)
{
// Latin1 includes byte values from 0x00 to 0xFF
if (b > 0xFF)
{
return false;
}
}
return true;
}
#endif // !BYTEMODE
}
#endif // !NOFILES
#endregion Buffer classes
@@ -661,6 +540,180 @@ namespace QUT.GplexBuffers
return 0;
}
}
#region guesser
#if (!BYTEMODE)
// ==============================================================
// ============ Encoding Guesser =============
// ==============================================================
/// <summary>
/// This class provides a simple finite state automaton that
/// scans the file looking for (1) valid UTF-8 byte patterns,
/// (2) bytes >= 0x80 which are not part of a UTF-8 sequence.
/// The method then guesses whether it is UTF-8 or maybe some
/// local machine default encoding. This works well for the
/// various Latin encodings.
/// </summary>
internal class Guesser
{
ScanBuff buffer;
public int GuessCodePage() { return Scan(); }
const int maxAccept = 10;
const int initial = 0;
const int eofNum = 0;
const int goStart = -1;
const int INITIAL = 0;
const int EndToken = 0;
#region user code
/*
* Reads the bytes of a file to determine if it is
* UTF-8 or a single-byte code page file.
*/
public long utfX;
public long uppr;
#endregion user code
int state;
int currentStart = startState[0];
int code;
#region ScannerTables
static int[] startState = new int[] { 11, 0 };
#region CharacterMap
static sbyte[] map = new sbyte[256] {
/* '\0' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '\x10' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '\x20' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '0' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '@' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* 'P' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '`' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* 'p' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '\x80' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\x90' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\xA0' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\xB0' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\xC0' */ 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
/* '\xD0' */ 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
/* '\xE0' */ 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3,
/* '\xF0' */ 4, 4, 4, 4, 4, 4, 4, 4, 5, 5, 5, 5, 5, 5, 5, 5 };
#endregion
static sbyte[][] nextState = new sbyte[][] {
new sbyte[] {0, 0, 0, 0, 0, 0},
new sbyte[] {-1, -1, 10, -1, -1, -1},
new sbyte[] {-1, -1, -1, -1, -1, -1},
new sbyte[] {-1, -1, 8, -1, -1, -1},
new sbyte[] {-1, -1, 5, -1, -1, -1},
new sbyte[] {-1, -1, 6, -1, -1, -1},
new sbyte[] {-1, -1, 7, -1, -1, -1},
null,
new sbyte[] {-1, -1, 9, -1, -1, -1},
null,
null,
new sbyte[] {-1, 1, 2, 3, 4, 2}
};
[SuppressMessage("Microsoft.Performance", "CA1810:InitializeReferenceTypeStaticFieldsInline")]
// Reason for suppression: cannot have self-reference in array initializer.
static Guesser()
{
nextState[7] = nextState[2];
nextState[9] = nextState[2];
nextState[10] = nextState[2];
}
int NextState()
{
if (code == ScanBuff.EndOfFile)
return eofNum;
else
return nextState[state][map[code]];
}
#endregion
public Guesser(System.IO.Stream file) { SetSource(file); }
public void SetSource(System.IO.Stream source)
{
this.buffer = new BuildBuffer(source);
code = buffer.Read();
}
int Scan()
{
for (; ; )
{
int next;
state = currentStart;
while ((next = NextState()) == goStart)
code = buffer.Read();
state = next;
code = buffer.Read();
while ((next = NextState()) > eofNum)
{
state = next;
code = buffer.Read();
}
if (state <= maxAccept)
{
#region ActionSwitch
#pragma warning disable 162
switch (state)
{
case eofNum:
switch (currentStart)
{
case 11:
if (utfX == 0 && uppr == 0) return -1; /* raw ascii */
else if (uppr * 10 > utfX) return 0; /* default code page */
else return 65001; /* UTF-8 encoding */
break;
}
return EndToken;
case 1: // Recognized '{Upper128}', Shortest string "\xC0"
case 2: // Recognized '{Upper128}', Shortest string "\x80"
case 3: // Recognized '{Upper128}', Shortest string "\xE0"
case 4: // Recognized '{Upper128}', Shortest string "\xF0"
uppr++;
break;
case 5: // Recognized '{Utf8pfx4}{Utf8cont}', Shortest string "\xF0\x80"
uppr += 2;
break;
case 6: // Recognized '{Utf8pfx4}{Utf8cont}{2}', Shortest string "\xF0\x80\x80"
uppr += 3;
break;
case 7: // Recognized '{Utf8pfx4}{Utf8cont}{3}', Shortest string "\xF0\x80\x80\x80"
utfX += 3;
break;
case 8: // Recognized '{Utf8pfx3}{Utf8cont}', Shortest string "\xE0\x80"
uppr += 2;
break;
case 9: // Recognized '{Utf8pfx3}{Utf8cont}{2}', Shortest string "\xE0\x80\x80"
utfX += 2;
break;
case 10: // Recognized '{Utf8pfx2}{Utf8cont}', Shortest string "\xC0\x80"
utfX++;
break;
default:
break;
}
#pragma warning restore 162
#endregion
}
}
}
} // end class Guesser
#endif // !BYTEMODE
#endregion
#endif // !NOFILES
// End of code copied from embedded resource
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -1,20 +0,0 @@
module.exports = {
root: true,
env: { browser: true, es2020: true },
extends: [
'eslint:recommended',
'plugin:react/recommended',
'plugin:react/jsx-runtime',
'plugin:react-hooks/recommended',
],
ignorePatterns: ['dist', '.eslintrc.cjs'],
parserOptions: { ecmaVersion: 'latest', sourceType: 'module' },
settings: { react: { version: '18.3.1' } },
plugins: ['react-refresh'],
rules: {
'react-refresh/only-export-components': [
'warn',
{ allowConstantExport: true },
],
},
}
@@ -0,0 +1,36 @@
import importPlugin from "eslint-plugin-import";
import reactPkg from "eslint-plugin-react";
const { configs: reactConfigs } = reactPkg;
import js from "@eslint/js";
import defineConfig from "./vite.config.js";
export default [
js.configs.recommended,
importPlugin.flatConfigs.recommended,
reactConfigs.flat.recommended,
reactConfigs.flat["jsx-runtime"],
{
files: ["**/*.{js,jsx}"],
languageOptions: {
ecmaVersion: "latest",
sourceType: "module",
globals: {
console: "readonly"
}
},
settings: {
"import/resolver": {
vite: {
viteConfig: defineConfig({ mode: "development" })
}
}
},
rules: {
semi: "error",
"prefer-const": "error",
"no-unused-vars": "warn",
"import/no-dynamic-require": "warn",
"import/no-nodejs-modules": "warn",
}
}
];
File diff suppressed because it is too large. Load diff
@@ -10,34 +10,37 @@
"preview": "vite preview"
},
"dependencies": {
"@angular/material": "^18.0.4",
"@emotion/react": "^11.11.4",
"@emotion/styled": "^11.11.5",
"@fontsource/noto-sans": "^5.0.22",
"@material/data-table": "^15.0.0-canary.7f224ddd4.0",
"@mui/icons-material": "^5.15.20",
"@mui/material": "^5.15.20",
"@mui/x-data-grid": "^7.7.1",
"bulma": "^1.0.1",
"@angular/material": "^18.2.8",
"@emotion/react": "^11.13.3",
"@emotion/styled": "^11.13.0",
"@fontsource/noto-sans": "^5.1.0",
"@material/data-table": "^15.0.0-canary.423edc3dc.0",
"@mui/icons-material": "^6.1.4",
"@mui/material": "^6.1.4",
"@mui/x-data-grid": "^7.20.0",
"bulma": "^1.0.2",
"classnames": "^2.5.1",
"react": "^18.3.1",
"react-data-grid": "^7.0.0-beta.44",
"react-data-grid": "^7.0.0-beta.47",
"react-data-table-component": "^7.6.2",
"react-dom": "^18.3.1",
"react-json-view-lite": "^1.4.0",
"react-json-view-lite": "^1.5.0",
"react-pro-sidebar": "^1.1.0",
"react-use-websocket": "^4.8.1",
"rpc-websockets": "^7.11.2"
"react-use-websocket": "^4.9.0",
"rpc-websockets": "^9.0.4"
},
"devDependencies": {
"@types/react": "^18.3.3",
"@types/react-dom": "^18.3.0",
"@vitejs/plugin-react": "^4.3.1",
"eslint": "^8.57.0",
"eslint-plugin-react": "^7.34.2",
"eslint-plugin-react-hooks": "^4.6.2",
"eslint-plugin-react-refresh": "^0.4.7",
"react-mui-sidebar": "^1.3.5",
"vite": "^5.2.13"
"@types/react": "^18.3.11",
"@types/react-dom": "^18.3.1",
"@vitejs/plugin-react": "^4.3.2",
"eslint": "^9.12.0",
"@eslint/js": "^9.12.0",
"eslint-plugin-import": "^2.31.0",
"eslint-plugin-react": "^7.37.1",
"eslint-plugin-react-hooks": "^5.0.0",
"eslint-plugin-react-refresh": "^0.4.12",
"eslint-import-resolver-vite": "^2.0.1",
"react-mui-sidebar": "^1.3.8",
"vite": "^5.4.9"
}
}
@@ -29,13 +29,12 @@ if (!fs.existsSync(certFilePath) || !fs.existsSync(keyFilePath)) {
}
}
const target = env.ASPNETCORE_HTTPS_PORT
? `https://localhost:${env.ASPNETCORE_HTTPS_PORT}`
: env.ASPNETCORE_URLS
? env.ASPNETCORE_URLS.split(';')[0]
: 'https://localhost:8443';
export default defineConfig(({ $$command, mode, $$isSsrBuild, $$isPreview }) => {
const target = env.ASPNETCORE_HTTPS_PORT
? `https://localhost:${env.ASPNETCORE_HTTPS_PORT}`
: env.ASPNETCORE_URLS
? env.ASPNETCORE_URLS.split(';')[0]
: 'https://localhost:8443';
return {
plugins: [plugin()],
resolve: {
@@ -1,11 +1,13 @@
FROM bluetradingsystems/linux_dotnet7
ARG SOURCE_DIR="build/Release/bin/net7.0/linux-x64/publish"
ARG CS_SOURCE_DIR="build/Release/bin/net7.0/linux-x64/publish"
ARG CPP_SOURCE_DIR="install/data-stream-suite-linux"
ARG WEB_ROOT="build/Bts.DataStreamWebApp.Client/production/dist"
ARG CONF_FILE="src/DataStreamSuite/Bts.DataStreamWebApp.Server/spark.conf"
RUN dotnet dev-certs https --trust
COPY --chown=bts:bts "${SOURCE_DIR}" "bin"
COPY --chown=bts:bts "${CPP_SOURCE_DIR}/lib" "bin"
COPY --chown=bts:bts "${CS_SOURCE_DIR}" "bin"
COPY --chown=bts:bts "${WEB_ROOT}" "bin/wwwroot"
COPY --chown=bts:bts "${CONF_FILE}" ".local/share/bts/Bts.DataStreamWebApp.Server/conf/spark.conf"
WORKDIR "/home/bts/bin"
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -1,11 +0,0 @@
namespace bts.BlueOrb {
using BCG;
[DataStreamUserRespresentation("AddColumnsStream")]
public class AddColumnsStream: ViewStream {
public AddColumnsStream(ViewStream parent_str, string add_col_expr) {
ViewStream rs = new BCG.AddColumnsStream(parent_str, add_col_expr);
mySetRealSource(rs);
}
}
}
@@ -1,49 +0,0 @@
using System;
namespace BCG {
[DataStreamUserRespresentation("CountStream")]
public class CountStream : ViewStream {
private DataPacket myLastFiredDataPacket;
private IBlueTableSchema mySchema = new BlueTableSchema("count",
new ColumnInfo("id", 0, typeof(int)),
new ColumnInfo("count", 1, typeof(int)));
private int myId = 0;
private ViewStream myVS;
public CountStream(ViewStream vs) {
myVS = vs;
}
public CountStream(string tableName)
: this(new TableStream(tableName)) { }
protected override void myOnFirstSubscriber() {
myVS.onChange += myHandleChanges;
}
protected override void myOnLastSubscriber() {
myVS.onChange -= myHandleChanges;
}
private void myHandleChanges(object newValue) {
myFireEvent(
myLastFiredDataPacket =
myLastFiredDataPacket == null ?
new DataPacket(myGetRows(newValue, ++myId), myGetRows(newValue, myId),
new BlueTable(mySchema))
:
new DataPacket(myGetRows(newValue, ++myId), myGetRows(newValue, myId),
myLastFiredDataPacket.newRows)
);
}
private IBlueRowCollection myGetRows(object dp, int id) {
BlueTable retVal = new BlueTable(mySchema);
retVal.addRow
(new BlueRow(mySchema, id, (dp as DataPacket).newRows.Count));
return retVal;
}
}
}
@@ -1,38 +0,0 @@
namespace bts.BlueOrb {
using bts;
using BCG;
using System;
[DataStreamUserRespresentation("DateTimeExpanderStream")]
public class DateTimeExpanstionStream : ViewStream {
public DateTimeExpanstionStream(ViewStream parent_stream, string inp_col) {
Func<IBlueTableSchema, IBlueTableSchema> get_schema = (s) => {
IBlueTableSchema rv = s.add_column(System.TypeCode.DateTime, $"{inp_col}_date");
rv = rv.add_column(System.TypeCode.String, $"{inp_col}_day_of_week");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_day_of_month");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_month");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_hour");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_minute");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_seconds_of_day");
return rv;
};
ViewStream rs = new MapStream(parent_stream,
s => get_schema(s),
r => {
DateTime dt = r.get_datetime(inp_col);
IBlueTableSchema s = get_schema(r.schema);
MutableBlueRow rv = new MutableBlueRow(s, r);
rv.setValue($"{inp_col}_date", dt.Date);
rv.setValue($"{inp_col}_day_of_week", dt.DayOfWeek.ToString());
rv.setValue($"{inp_col}_day_of_month", dt.Day);
rv.setValue($"{inp_col}_month", dt.Date.Month);
rv.setValue($"{inp_col}_hour", dt.Hour);
rv.setValue($"{inp_col}_minute", dt.Minute);
rv.setValue($"{inp_col}_seconds_of_day", (dt - dt.Date).TotalSeconds);
return rv;
});
mySetRealSource(rs);
}
}
}
@@ -1,157 +0,0 @@
namespace bts.BlueOrb {
using BCG;
using System;
using System.Text.RegularExpressions;
[DataStreamUserRespresentation("FilterStream")]
public class FilterStream : ViewStream {
public class RegExpFilter : IStreamFilter {
private Regex[] myRegExps;
private string[] myCols;
public RegExpFilter(string col, string regExp)
: this(new string[] { col }, new string[] { regExp }) { }
public RegExpFilter(string[] cols, string[] regExps) {
myCols = cols;
myRegExps = new Regex[regExps.Length];
for (int i = 0; i < regExps.Length; i++)
myRegExps[i] = new Regex(regExps[i]);
}
#region IStreamFilter Members
public bool filter(IBlueRow dr) {
bool rv = true;
for (int i = 0; i < myCols.Length; i++) {
rv &= myRegExps[i].IsMatch(dr[myCols[i]] is DBNull ? "" : dr[myCols[i]].ToString());
if (!rv)
return rv;
}
return rv;
}
#endregion
}
private BlueTable myLastFiredRows;
private IBlueRowCollection myLastReceivedRows;
private IStreamFilter myFilter;
private ViewStream myParentStream;
private string myFilterString;
private bool myUseNewFilter = false;// Configuration.get<DataStreamConfig>().UseNewFilter;
#region constructors
public delegate bool OnFilter(IBlueRow r);
private class OnFilterWrapper : IStreamFilter {
public OnFilterWrapper(OnFilter f) { this.f = f; }
public bool filter(IBlueRow dr) { return f(dr); }
private OnFilter f;
}
public FilterStream(ViewStream vs, OnFilter f)
: this(vs, new OnFilterWrapper(f)) { }
public FilterStream(ViewStream vs, IStreamFilter filter) {
{
myParentStream = vs;
myFilter = filter;
myFilterString = filter.ToString();
if (filter is IDynamicStreamFilter)
(filter as IDynamicStreamFilter).onFilterChange += new FilterChangeDelegate(myHandleFilterChange);
}
}
public FilterStream(ViewStream vs, string filterExpression)
: this(vs, new BooleanExpressionFilter(filterExpression)) {
myFilterString = filterExpression;
}
public FilterStream(ViewStream vs, string col, string regExp)
: this(vs, new RegExpFilter(col, regExp)) {
myFilterString = col + " , " + regExp;
}
public FilterStream(ViewStream vs)
: this(vs, new BinaryFilter(true)) {
myFilterString = true.ToString();
}
#endregion
#region overridden methods
protected override void myOnFirstSubscriber() =>
myParentStream.onChange += myHandleCallbacks;
protected override void myOnLastSubscriber() {
myLastFiredRows = null;
myParentStream.onChange -= myHandleCallbacks;
}
protected override void myFireEvent(object o) {
DataPacket dp = o as DataPacket;
if (myLastValue == null || dp.addedRows.Count + dp.deletedRows.Count > 0)
base.myFireEvent(o);
}
#endregion
private void myHandleCallbacks(object newValue) {
DataPacket retVal;
DataPacket arrivedPacket = newValue as DataPacket;
myLastReceivedRows = arrivedPacket.newRows;
if (myLastFiredRows != null) {
retVal = new DataPacket(myLastFiredRows, new BlueTable(myLastFiredRows.schema),
new BlueTable(myLastFiredRows.schema));
foreach (IBlueRow r in arrivedPacket.deletedRows)
if (myLastFiredRows.containsID((int)r["id"])) {
myLastFiredRows.deleteRow(r);
(retVal.deletedRows as BlueTable).addRow(r);
}
foreach (IBlueRow r in arrivedPacket.addedRows)
if (myFilter.filter(r)) {
myLastFiredRows.addRow(r);
(retVal.addedRows as BlueTable).addRow(r);
}
} else {
myLastFiredRows = new BlueTable(arrivedPacket.schema);
retVal = new DataPacket(myLastFiredRows, myLastFiredRows, new BlueTable(myLastFiredRows.schema));
foreach (IBlueRow r in arrivedPacket.newRows)
if (myFilter.filter(r))
myLastFiredRows.addRow(r);
}
myFireEvent(retVal);
}
public IStreamFilter filter {
set {
{
myFilter = value;
if (numberOfSubscribers > 0) {
if (myLastReceivedRows != null) {
BlueTable nRows = new BlueTable(myLastReceivedRows.schema);
foreach (IBlueRow r in myLastReceivedRows)
if (myFilter.filter(r))
nRows.addRow(r);
IBlueRowCollection dRows = new BlueTable(nRows.schema),
aRows = new BlueTable(nRows.schema);
BlueDataUtility.computeDifferences(nRows, myLastFiredRows, out dRows, out aRows);
myLastFiredRows = nRows;
myFireEvent(new DataPacket(nRows, aRows, dRows));
}
}
}
}
get {
return myFilter;
}
}
//public string filterString { set { filter = new BooleanExpressionFilter(value); } }
public override string ToString() {
return GetType().ToString() + " " + myFilterString;
}
private void myHandleFilterChange() {
filter = myFilter;
}
}
}
@@ -1,121 +0,0 @@
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using System.Text.Json;
using bts;
//using bts.SilverPine;
using BCG;
namespace bts.BlueOrb {
[DataStreamUserRespresentation("GroupByStream")]
public class GroupByStream : ViewStream {
public interface INonIncGroupByEvaluator {
// grouped_rows
IBlueRowCollection evaluate(IDictionary<int, List<IBlueRow>> grouped_rows);
string[] get_group_by_cols();
}
private class DelNonIncGroupByEvaluator : INonIncGroupByEvaluator {
Func<string[]> _groupby_cols_func;
Func<List<IBlueRow>, List<IBlueRow>> _evaluate_func;
public DelNonIncGroupByEvaluator(Func<string[]> groupby_cols_func,
Func<List<IBlueRow>, List<IBlueRow>> evaluate_func) {
_groupby_cols_func = groupby_cols_func;
_evaluate_func = evaluate_func;
}
public IBlueRowCollection evaluate(IDictionary<int, List<IBlueRow>> grouped_rows) {
BlueTable rv = null;
foreach (var kv in grouped_rows) {
List<IBlueRow> g_rows = kv.Value;
List<IBlueRow> out_rows = _evaluate_func.Invoke(g_rows);
if (out_rows != null && out_rows.Count > 0) {
rv = rv ?? new BlueTable(out_rows.ElementAt(0).schema);
}
rv.addRows(out_rows);
}
return rv;
}
public string[] get_group_by_cols() {
return _groupby_cols_func();
}
}
private ViewStream _main_stream;
private INonIncGroupByEvaluator _groupby_func;
private BlueRowHasher _row_hasher;
private string[] _groupby_cols;
private Stopwatch _timer = new();
private int _n_total_fires = 0, _n_expensive_fires = 0;
public GroupByStream(ViewStream main_stream, INonIncGroupByEvaluator groupby_func) {
_main_stream = main_stream;
_groupby_func = groupby_func;
_groupby_cols = _groupby_func.get_group_by_cols();
_row_hasher = new BlueRowHasher(_groupby_cols == null ? 0 : _groupby_cols.Length);
}
public GroupByStream(ViewStream main_stream, Func<string[]> groupby_cols_func,
Func<List<IBlueRow>, List<IBlueRow>> evaluate_func)
: this(main_stream, new DelNonIncGroupByEvaluator(groupby_cols_func, evaluate_func)) { }
public GroupByStream(ViewStream parent_str, string groupby_col, string standard_group_by_text)
: this(parent_str, groupby_col, standard_group_by_text, String.Empty) { }
// this is the main constructor that does everything
public GroupByStream(ViewStream parent_str, string groupby_col, string standard_group_by_ops, string optional_sort_col) {
MultiRowOpHelper std_group_by = MultiRowOpHelper.parse_ops(standard_group_by_ops);
Func<string[]> groupby_cols_func = () => {
return String.IsNullOrEmpty(groupby_col) ? null : new string[] { groupby_col };
};
Func<List<IBlueRow>, List<IBlueRow>> evaluate_func = (group_rows) => {
if (!String.IsNullOrEmpty(optional_sort_col))
group_rows.Sort((r1, r2) => BlueDataUtility.compare_rows(r2, r1, optional_sort_col));
// this si where the group by aggregation happens
IBlueRow rv = MultiRowOpHelper.group_by_compute(group_rows, std_group_by);
return new IBlueRow[] { rv }.ToList();
};
ViewStream rs = new GroupByStream(parent_str, groupby_cols_func, evaluate_func);
mySetRealSource(rs);
}
public GroupByStream(ViewStream parent_str, string standard_group_by_text) :
this(parent_str, String.Empty, standard_group_by_text) {
}
protected override void myOnFirstSubscriber() { _main_stream.onChange += _main_stream_onchange; }
protected override void myOnLastSubscriber() { _main_stream.onChange -= _main_stream_onchange; }
private void _main_stream_onchange(object nv) {
DataPacket dp = nv as DataPacket;
///grouping together
_timer.Restart();
IDictionary<int, List<IBlueRow>> grouped_rows = (_groupby_cols == null || _groupby_cols.Length == 0) ?
new Dictionary<int, List<IBlueRow>>() { { 0, dp.newRows.to_list() } } :
BlueDataUtility.group_together(dp.newRows, _groupby_cols, ref _row_hasher);
_timer.Stop();
var groupElapsedMs = _timer.ElapsedMilliseconds;
if (groupElapsedMs >= 50) {
Log.DataFlow.info($"Time to group {dp.newRows.Count} rows into {grouped_rows.Count} groups: {_timer.ElapsedMilliseconds}ms");
}
// Log.log(bts.Log.Level.Info, bts.log.Subsystem.gen, String.Format("Time to group {0} rows into {1} groups = {2}", dp.newRows.Count, grouped_rows.Count, _timer.lastIntervalTime));
/// reducing
_timer.Restart();
IBlueRowCollection total_state = _groupby_func.evaluate(grouped_rows);
_timer.Stop();
var applyElapsedMs = _timer.ElapsedMilliseconds;
_n_total_fires++;
if (applyElapsedMs >= 50) {
_n_expensive_fires++;
Log.DataFlow.info(
$"Time to evaluate {grouped_rows.Count} groups {_timer.ElapsedMilliseconds}ms, ratio {_n_expensive_fires}/{_n_total_fires}");
}
// TODO,
if (total_state != null)
myFireEvent(new DataPacket(total_state, total_state, myLastValue == null ? new BlueTable(total_state.schema) : (myLastValue as DataPacket).newRows));
}
}
}
@@ -1,187 +0,0 @@
namespace bts.BlueOrb {
using BCG;
using RowHash = System.Int32;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Collections;
using System.Data.Entity.Core.Mapping;
[DataStreamUserRespresentation("JoinStream")]
public class SimpleJoinStream : ViewStream {
public class JoinBookkeepingData {
// initialized in cons
private readonly List<string> _join_col_names;
private readonly bool _is_left;
private readonly BlueRowHasher _hasher;
// initialized on first udpate
private IBlueTableSchema _schema;
private int[] _join_cols;
private IDictionary<RowHash, List<IBlueRow>> _hash_row_map = new Dictionary<RowHash, List<IBlueRow>>();
public JoinBookkeepingData(ViewStream vs, List<string> join_cols, bool is_left, BlueRowHasher row_hasher) {
_join_col_names = join_cols.Where (c => !String.IsNullOrEmpty(c)).ToList ();
_is_left = is_left;
_hasher = row_hasher;
}
public IBlueTableSchema schema => _schema;
public IDictionary<RowHash, List<IBlueRow>> rows => _hash_row_map;
public List<IBlueRow> get_matching_rows (int hash) {
List<IBlueRow> rv = null;
_hash_row_map.TryGetValue(hash, out rv);
return rv;
}
private RowHash _get_hash(IBlueRow r) {
if (_join_cols == null || _join_cols.Length == 0) {
return 0;
}
return _hasher.get_hash(r, _join_cols);
}
public void update_data(DataPacket dp) {
if (!ready) {
_schema = dp.newRows.schema;
_join_cols = _join_col_names.Count == 0 ? new int[] { }: _join_col_names.Select(n => dp.schema[n].colNo).ToArray();
}
_hash_row_map.Clear();
foreach (IBlueRow r in dp.newRows) {
int hash = _get_hash(r);
List<IBlueRow> hash_rows = null;
if (!_hash_row_map.TryGetValue(hash, out hash_rows)) {
hash_rows = new List<IBlueRow>();
_hash_row_map.Add(hash, hash_rows);
}
hash_rows.Add(r);
}
}
public bool ready {
get {
return _schema != null;
}
}
}
private ViewStream _ls, _rs;
private JoinBookkeepingData _ldata, _rdata;
private ViewStreamDatabase _vsd;
private IBlueTableSchema _schema = null;
public SimpleJoinStream(ViewStream ls, string ljc, ViewStream rs, string rjc) :
this(ViewStreamDatabase.instance, ls, ljc, rs, rjc) { }
public SimpleJoinStream(ViewStreamDatabase vsd, ViewStream ls, string ljc, ViewStream rs, string rjc) {
_ls = ls;
_rs = rs;
List<string> lj_col_list = ljc.Split(',').Where(x => !String.IsNullOrEmpty(x)).ToList();
List<string> rj_col_list = rjc.Split(',').Where(x => !String.IsNullOrEmpty(x)).ToList();
Log.assert(lj_col_list.Count == rj_col_list.Count);
int n_cols = lj_col_list.Count;
BlueRowHasher hasher = new BlueRowHasher(n_cols);
_ldata = new JoinBookkeepingData(ls, lj_col_list, true, hasher);
_rdata = new JoinBookkeepingData(rs, rj_col_list, false, hasher);
}
protected override void myOnFirstSubscriber() {
_ls.onChange += _ls_onchange;
_rs.onChange += _rs_onchange;
}
private void _ls_onchange(object dp_obj) {
DataPacket dp = dp_obj as DataPacket;
_ldata.update_data(dp);
_form_and_fire();
}
private void _rs_onchange(object dp_obj) {
DataPacket dp = dp_obj as DataPacket ;
_rdata.update_data(dp);
_form_and_fire();
}
protected override void myOnLastSubscriber() {
_ls.onChange -= _ls_onchange;
_rs.onChange -= _rs_onchange;
}
private void _build_schema() {
if (_schema != null)
return;
List<ColumnInfo> cis = new List<ColumnInfo>();
cis.Add(new ColumnInfo("id", 0, TypeCode.Int32));
foreach (ColumnInfo ci in _ldata.schema.columnInfo) {
string col_name = _rdata.schema.contains_column(ci.colName) ? $"left_{ci.colName}" : ci.colName;
cis.Add(new ColumnInfo(col_name, cis.Count, ci.colType));
}
foreach (ColumnInfo ci in _rdata.schema.columnInfo) {
string col_name = _ldata.schema.contains_column(ci.colName) ? $"right_{ci.colName}" : ci.colName;
cis.Add(new ColumnInfo(col_name, cis.Count, ci.colType));
}
_schema = new BlueTableSchema($"{_ldata.schema.tableName}_join_{_rdata.schema.tableName}", cis.ToArray());
}
private void _form_and_fire() {
if (!_ldata.ready||!_rdata.ready)
return;
_build_schema();
List<object[]> res_rows = new List<object[]>();
Action<object[], IBlueRow, bool> copy_row = (rval, r, is_left) => {
int offset = 1;
JoinBookkeepingData sdata = _ldata;
if (is_left) {
offset = 1;
sdata = _ldata;
} else {
sdata = _rdata;
offset = 1 + _ldata.schema.columnInfo.Length;
}
for (int i = 0; i < sdata.schema.columnInfo.Length; i++) {
rval[offset + i] = r[i];
}
};
Func<int, IBlueRow, object[]> build_row_array = (id, l_row) => {
object[] rv = new object[_schema.columnNames.Length];
for (int i = 0; i < _schema.columnNames.Length; i++) {
rv[i] = DBNull.Value;
}
rv[0] = id;
copy_row(rv, l_row, true);
return rv;
};
// this is where the join happens
foreach (var kv in _ldata.rows) {
RowHash hash = kv.Key;
List<IBlueRow> l_rows = kv.Value;
List<IBlueRow> r_rows = _rdata.get_matching_rows(hash);
foreach (IBlueRow lr in l_rows) {
if (r_rows != null) {
foreach (IBlueRow r in r_rows) {
object[] rowvals = build_row_array(res_rows.Count, lr);
copy_row(rowvals, r, false);
res_rows.Add(rowvals);
}
} else {
object[] rowvals = build_row_array(res_rows.Count, lr);
res_rows.Add(rowvals);
}
}
}
BlueTable rv = new BlueTable(_schema);
foreach (object[] rval in res_rows) {
rv.addRow(new BlueRow(_schema, rval));
}
var dp = BlueDataUtility.build_dp(rv, myLastValue as DataPacket);
myFireEvent(dp);
}
}
}
@@ -1,28 +0,0 @@
//namespace bts.Blueorb {
// using BCG;
// public class JsonSaverStream : ViewStream {
// private ViewStream _stream;
// private string _file_name;
// public JsonSaverStream(ViewStream vs, string file_name) {
// _stream = vs;
// _file_name = file_name;
// }
// protected override void myOnFirstSubscriber() {
// _stream.onChange += _on_data;
// }
// private void _on_data(object dp_obj) {
// if (dp_obj == null) {
// return;
// }
// DataPacket dp = dp_obj as DataPacket;
// dp.newRows.write_to_json_file(dp.newRows, _file_name);
// }
// protected override void myOnLastSubscriber() {
// _stream.onChange -= _on_data;
// }
// }
//}
@@ -1,91 +0,0 @@
using System;
using System.Collections;
using System.Collections.Generic;
using Amazon.Runtime.Internal.Util;
using BCG;
using BCG.Utilities;
using bts;
namespace bts.BlueOrb{
public class LiteralStream : ViewStream {
public static List<Tuple<ColumnInfo, object>> parse_columns(string key_value_pairs) {
List<Tuple<ColumnInfo, object>> rv = new List<Tuple<ColumnInfo, object>>();
string[] pairs = key_value_pairs.Split(' ');
foreach (string p in pairs) {
string[] kvp = p.Split(':');
string col_name = kvp[0];
string val = kvp[1];
var tup = BlueDataUtility.guess_type(val);
var ci = new ColumnInfo(col_name, rv.Count, tup.Item1);
rv.Add(Tuple.Create(ci, tup.Item2));
}
return rv;
}
//literal("table1", "x:123, y:1.001, z:abc;x:123, y:1.001, z:abc")
// col_name: col_value ... ; col_name: col_value
public LiteralStream(string table_name, string rows) {
Func<string, int, IBlueRow> get_row = (json_row, id) => {
Dictionary<string, object> map = new Dictionary<string, object>();
string[] toks = json_row.Split(',', StringSplitOptions.TrimEntries);
//Logger.assert(col_vals.Length == 2);
foreach (string t in toks) {
var col_vals = t.Split(':', StringSplitOptions.TrimEntries);
string col = col_vals[0];
string val = col_vals[1];
map.Add(col, val);
}
map["id"] = id;
return new BlueRow(map);
};
string[] row_arr = rows.Split(';', StringSplitOptions.TrimEntries);
BlueTable table = null;
foreach (string json_string in row_arr) {
IBlueRow r = //BlueDataUtility.convert_json_to_row(json_string, table == null ? 0 : table.Count);
get_row(json_string, table == null ? 0 : table.Count);
table = table ?? new BlueTable(r.schema);
table.addRow(r);
}
ViewStream str = new BlueTableStream(table);
str = new SchemaGuesserStream(str);
mySetRealSource(str);
}
public LiteralStream(string tableName, string schema, string value) {
string[] columns = schema.Split(' ');
ColumnInfo[] ci = new ColumnInfo[columns.Length + 1];
ci[0] = new ColumnInfo("id", 0, typeof(int));
int n = 1;
foreach (string c in columns) {
string[] columnAndType = c.Split('/');
if (columnAndType.Length == 1)
ci[n] = new ColumnInfo(c, n, typeof(double));
else
ci[n] = new ColumnInfo(columnAndType[0], n, Type.GetType("System." + columnAndType[1], true));
n++;
}
BlueTable t = new BlueTable(new BlueTableSchema(tableName, ci));
string[] rows = value.Split(';');
n = 0;
foreach (string r in rows)
try {
if (r == string.Empty)
continue;
t.addRow(
BlueDataUtility.createRowFromCSVFileRow(r, t.schema, ++n));
} catch (Exception e) {
throw (new Exception("Error occured at line: " + n.ToString() + " " + e.Message));
}
mySetRealSource(new BlueRowCollectionStaticStream(t));
}
}
}
@@ -1,89 +0,0 @@
using System;
using BCG.Utilities.General;
using BCG;
using bts;
namespace bts.BlueOrb {
[DataStreamUserRespresentation("MillisecondStream")]
public class MillisecondStream : ViewStream, IWorker {
private DateTime _last_fire_time = DateTime.MinValue;
private readonly TimeSpan _period;
private readonly int _size;
private readonly ViewStreamDatabase _vsd;
private IBlueTableSchema _schema;
private bts.CircularBufferTable _table;
public MillisecondStream(int interval_msecs, int size)
: this(ViewStreamDatabase.instance, interval_msecs, size) {
}
public MillisecondStream(ViewStreamDatabase vsd, int interval_msecs, int size) {
_vsd = vsd;
_period = TimeSpan.FromMilliseconds(interval_msecs);
_size = size;
_schema = BlueDataUtility.form_schema("Milliseconds",
Tuple.Create("id", TypeCode.Int32),
Tuple.Create("time", TypeCode.DateTime),
Tuple.Create("display_time", TypeCode.String));
_table = new CircularBufferTable(_schema, _size);
}
protected override void myOnFirstSubscriber() {
_vsd.addWorker(this);
}
protected override void myOnLastSubscriber() {
_vsd.removeWorker(this);
}
private int _id = 0;
public void doWork() {
if (DateTime.Now - _last_fire_time >= _period) {
_last_fire_time = DateTime.Now;
IBlueRow nr = new BlueRow(_schema, _id++, _last_fire_time,
_last_fire_time.ToString("yyyy-MM-dd HH:mm:ss.fff"));
_table.add_row(nr);
var dp = BlueDataUtility.build_dp_inc(_table, myLastValue as DataPacket);
myFireEvent(dp);
}
}
}
internal class MSecondStream : TimeUnitStream {
public MSecondStream(int intervalInms, int size)
: base(DateTime.Now, new TimeSpan(0, 0, 0, 0, intervalInms), size, ViewStreamDatabase.instance) { }
protected override DateTime myRoundTime(DateTime dt) { return dt; }
}
internal class DisplayableMillisecondStream : ViewStream, IStreamMapper {
private IBlueTableSchema mySchema = new BlueTableSchema("ms",
new ColumnInfo("id", 0, typeof(int)),
new ColumnInfo("time", 1, typeof(string)));
public DisplayableMillisecondStream(int intervalInMs, int sz) {
mySetRealSource(new MapStream(new MSecondStream(intervalInMs, sz), this));
}
#region IStreamMapper Members
public IBlueTableSchema getOutputSchema(IBlueTableSchema inputSchema) {
return mySchema;
}
#endregion
#region IDynamicStreamMapper Members
public IBlueRow map(IBlueRow row) {
DateTime time = row.get_datetime("time");
var time_txt = time.ToString("yyyy-MM-dd HH:mm:ss.fff");
return new BlueRow(mySchema, row["id"], time_txt);
}
#endregion
private string myToString(DateTime dt) {
string sep = ":";
return dt.Hour + sep + dt.Minute + sep + dt.Second + sep + dt.Millisecond;
}
}
}
@@ -1,161 +0,0 @@
namespace bts.BlueOrb {
using BCG;
using System;
using System.Collections.Generic;
using System.Linq;
//using MathNet.Numerics.Statistics;
public enum MultiRowOp {
Mean,
Median,
Mode,
Range,
StdDev,
Max,
Min,
First,
Last,
Sum,
EdgeDiff,
EdgeDiffPercentage,
}
public class MultiRowOpHelper {
// input + op
public readonly List<Tuple<string, MultiRowOp>> operations;
public static MultiRowOpHelper parse_ops(string text) {
// text is inp_col: op, inp_col: op, inp_col:op
// ex: "open:First, close:Last, high:Max, low:Min, volume:Sum")
List<Tuple<string, MultiRowOp>> rv = new List<Tuple<string, MultiRowOp>>();
string[] calcs = text.Split(',');
foreach (string c in calcs) {
string[] toks = c.Split(':');
string inp_col = toks[0].Trim();
string op_txt = toks[1].Trim();
MultiRowOp op = Enum.Parse<MultiRowOp>(op_txt, true);
rv.Add(Tuple.Create(inp_col, op));
}
return new MultiRowOpHelper(rv);
}
public MultiRowOpHelper(List<Tuple<string, MultiRowOp>> operations_) {
operations = operations_;
}
// aggregates multiple rows into one - ie does group_by compute
public static IBlueRow group_by_compute(List<IBlueRow> rows, MultiRowOpHelper parameters) {
if (rows.Count() == 0) {
return null;
}
IBlueRow ir = rows.ElementAt(0);
IBlueTableSchema in_schema = ir.schema;
IBlueTableSchema out_schema = in_schema;
IDictionary<string, Tuple<string, MultiRowOp>> out_col_map =
new Dictionary<string, Tuple<string, MultiRowOp>>();
foreach (var t in parameters.operations) {
string out_col_name = $"{t.Item1}_{t.Item2}".ToLower();
out_schema = out_schema.add_column(TypeCode.Double, out_col_name);
out_col_map[out_col_name] = t;
}
MutableBlueRow or = new MutableBlueRow(out_schema, ir);
foreach (var kv in out_col_map) {
string out_col_name = kv.Key;
string in_col_name = kv.Value.Item1;
MultiRowOp op = kv.Value.Item2;
IEnumerable<double> col_vals = BlueDataUtility.get_colvalues<double>(rows, in_col_name);
double comp_res = compute_op(col_vals, op);
or.setValue(out_col_name, comp_res);
}
return or;
}
// aggregates multiple rows into one, used by MultiRowRollingMathStream
public static IBlueRow group_by_compute(List<IBlueRow> rows, int start_idx, int n_rows, MultiRowOpHelper parameters) {
if (rows.Count() == 0) {
return null;
}
IBlueRow ir = rows.ElementAt(start_idx);
IBlueTableSchema in_schema = ir.schema;
IBlueTableSchema out_schema = in_schema;
// out_col vs inp_cal + type
IDictionary<string, Tuple<string, MultiRowOp>> out_col_map =
new Dictionary<string, Tuple<string, MultiRowOp>>();
foreach (var t in parameters.operations) {
string out_col_name = $"{t.Item1}_{t.Item2}".ToLower();
out_schema = out_schema.add_column(TypeCode.Double, out_col_name);
out_col_map[out_col_name] = t;
}
MutableBlueRow or = new MutableBlueRow(out_schema, ir);
foreach (var kv in out_col_map) {
string out_col_name = kv.Key;
string in_col_name = kv.Value.Item1;
MultiRowOp op = kv.Value.Item2;
IEnumerable<double> col_vals = BlueDataUtility.get_colvalues<double>(rows, start_idx, n_rows, in_col_name);
double comp_res = compute_op(col_vals, op);
or.setValue(out_col_name, comp_res);
or.setValue("id", ir["id"]);
}
return or;
}
// rolling_rows are the rolling window of rows. the 0th row is the one thats gettin
// calculated. rows 1 - n-1 are its window rows. the schema is based on the operations.
public IBlueRow rolling_calc(List<IBlueRow> rolling_rows) {
if (rolling_rows.Count() == 0) {
return null;
}
IBlueRow ir = rolling_rows.ElementAt(0);
IBlueTableSchema in_schema = ir.schema;
IBlueTableSchema out_schema = in_schema;
IDictionary<string, Tuple<string, MultiRowOp>> out_col_map =
new Dictionary<string, Tuple<string, MultiRowOp>>();
foreach (var t in operations) {
string out_col_name = $"{t.Item1}_{t.Item2}".ToLower();
out_schema = out_schema.add_column(TypeCode.Double, out_col_name);
out_col_map[out_col_name] = t;
}
MutableBlueRow or = new MutableBlueRow(out_schema, ir);
foreach (var kv in out_col_map) {
string out_col_name = kv.Key;
string in_col_name = kv.Value.Item1;
MultiRowOp op = kv.Value.Item2;
IEnumerable<double> col_vals = BlueDataUtility.get_colvalues<double>(rolling_rows, in_col_name);
double comp_res = compute_op(col_vals, op);
or.setValue(out_col_name, comp_res);
}
return or;
}
public static double compute_op(IEnumerable<double> col_vals, MultiRowOp op) {
switch (op) {
case MultiRowOp.Max:
return col_vals.Max<double>();
case MultiRowOp.Min:
return col_vals.Min<double>();
case MultiRowOp.Mean:
return MathNet.Numerics.Statistics.Statistics.Mean(col_vals);
case MultiRowOp.Sum:
return col_vals.Sum();
case MultiRowOp.Median:
return MathNet.Numerics.Statistics.Statistics.Median(col_vals);
//case MultiRowOp.Mode:
// return MathNet.Numerics.Statistics.Statistics.(col_vals);
case MultiRowOp.First:
return col_vals.First();
case MultiRowOp.Last:
return col_vals.Last();
case MultiRowOp.StdDev:
return MathNet.Numerics.Statistics.Statistics.StandardDeviation(col_vals);
default:
// TODO
Log.assert(false);
return Double.NaN;
}
}
}
}
@@ -1,40 +0,0 @@
namespace bts.BlueOrb {
using BCG;
using System.Collections.Generic;
using System.Net;
[DataStreamUserRespresentation("MultiRowRollingMathStream")]
public class MultiRowRollingMathStream : ViewStream {
private ViewStream _sorted_parent_str;
private MultiRowOpHelper _op;
private int _rolling_window_sz;
public MultiRowRollingMathStream(ViewStream parent_str, string op_txt, string sort_exp, int rolling_window_sz) {
_sorted_parent_str = new SortStream(parent_str, sort_exp);
_op = MultiRowOpHelper.parse_ops(op_txt);
_rolling_window_sz = rolling_window_sz;
}
protected override void myOnFirstSubscriber() {
_sorted_parent_str.onChange += _parent_str_onchange;
}
protected override void myOnLastSubscriber() {
_sorted_parent_str.onChange -= _parent_str_onchange;
}
private void _parent_str_onchange(object dp_obj) {
DataPacket dp = dp_obj as DataPacket;
var rows = dp.newRows.to_list();
BlueTable out_table = null;
for (int i = 0; i < rows.Count; i++) {
var out_r = MultiRowOpHelper.group_by_compute(rows, i, _rolling_window_sz, _op);
if (out_table == null)
out_table = new BlueTable(out_r.schema);
out_table.addRow(out_r);
}
var dp_out = BlueDataUtility.build_dp_inc(out_table, myLastValue as DataPacket, true);
myFireEvent(dp_out);
}
}
}
@@ -1,188 +0,0 @@
namespace bts.BlueOrb {
using BCG;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
#region mappings
internal class ProjectData {
// schema from the base stream
public readonly IBlueTableSchema in_schema;
// this is the projected schema
public readonly IBlueTableSchema out_schema;
// projected cols to the input cols, for cols who's names are changed
public readonly IDictionary<string, string> mapped_to_orig_col_map = new Dictionary<string, string>();
public ProjectData(IBlueTableSchema in_schema_, IBlueTableSchema out_schema_,
IDictionary<string, string> mapped_to_orig_col_map_) {
in_schema = in_schema_;
out_schema = out_schema_;
mapped_to_orig_col_map = mapped_to_orig_col_map_;
}
}
#endregion
#region Row with mappings build in
internal class NewProjectRow : IBlueRow {
#region IBlueRow members
private ProjectData _project_data;
private IBlueRow _row;
public NewProjectRow(ProjectData project_data, IBlueRow row) {
_project_data = project_data;
_row = row;
}
public IBlueTableSchema schema { get { return _project_data.out_schema; } }
#endregion
#region ICollection members
public int Count { get { return schema.columnNames.Length; } }
public bool IsSynchronized { get { return false; } }
public object SyncRoot { get { return this; } }
public void CopyTo(Array array, int index) {
int i = index;
foreach (object o in this as IEnumerable)
array.SetValue(o, i++);
}
#endregion
#region IDictionary members
public bool IsFixedSize { get { return true; } }
public bool IsReadOnly { get { return true; } }
public object this[object key] {
get {
if (key is string)
return this[(string)key];
return this[(int)key];
}
set { throw new NotSupportedException("The IBlueRow is readonly"); }
}
public object this[int index] {
get {
return this[schema.columnInfo[index].colName];
}
}
public object this[string col_name] {
get {
string mapped_to_col = null;
if (_project_data.mapped_to_orig_col_map.TryGetValue(col_name, out mapped_to_col)) {
return _row[mapped_to_col];
}
return _row[col_name];
}
}
public ICollection Keys { get { return schema.columnNames; } }
public ICollection Values {
get {
object[] retVal = new object[schema.columnNames.Length];
CopyTo(retVal, 0);
return retVal;
}
}
public void Add(object key, object value) { throw new NotSupportedException("The IBlueRow is readonly"); }
public void Clear() { throw new NotSupportedException("The IBlueRow is readonly"); }
public bool Contains(object key) { return schema[(string)key] != null; }
/// <summary>
/// Note, the default enumerator is the IDictionary's enumerator, so if user needs to
/// iterate through the values, typecast this into an IEnumerable
/// </summary>
/// <returns></returns>
public IDictionaryEnumerator GetEnumerator() { return new BlueRowDictionaryEnumerator(this); }
IEnumerator IEnumerable.GetEnumerator() { return new BlueRowEnumerator(this); }
public void Remove(object key) { throw new NotSupportedException("The IBlueRow is readonly"); }
#endregion
}
#endregion
[DataStreamUserRespresentation("ProjectStream")]
public class NewProjectStream : ViewStream, IStreamMapper {
private ViewStream _stream;
private string _project_expression;
private ProjectData _project_data = null;
//public ProjectData
public NewProjectStream(ViewStream vs, string project_expression) {
_stream = vs;
_project_expression = project_expression;
_stream = new MapStream(vs, this);
mySetRealSource(_stream);
}
public IBlueTableSchema getOutputSchema(IBlueTableSchema input_schema) {
_project_data = _create_project_data(input_schema, _project_expression);
return _project_data.out_schema;
}
public IBlueRow map(IBlueRow row) {
return new NewProjectRow(_project_data, row);
}
// this is where most of the logic is, in terms of translating cols
private static ProjectData _create_project_data(IBlueTableSchema input_schema,
string project_expression) {
project_expression = project_expression.Trim();
string[] project_toks = project_expression.Split(' ', ',');
HashSet<string> removed_cols = new HashSet<string>();
Dictionary<string, string> orig_to_mapped = new Dictionary<string, string>();
// by default every col will show up, so if we have the projection as (a:a1)
// it will convert a to a1,
// modifications (6/30/2025):
// only the columns represented here, either mapped
// or not, will show
// examples: if a schema has cols a b c
// project(parent_str, "a:aa b") -> aa b
foreach (string o_p_tok in project_toks) {
string p_tok = o_p_tok.Trim();
if (p_tok.Contains(":")) {
// explicit mapping
string[] map_toks = p_tok.Split(":");
string orig_col = map_toks[0];
string mapped_col = map_toks[1];
orig_to_mapped.Add(orig_col, mapped_col);
} else {
// this is a col_name explicitely stated
if (input_schema.columnNames.Contains(p_tok)) {
string orig_col = p_tok;
string mapped_col = orig_col;
orig_to_mapped.Add(orig_col, mapped_col);
}
}
}
// make the new schema
List<ColumnInfo> new_cols = new List<ColumnInfo>();
foreach (ColumnInfo ci in input_schema.columnInfo) {
if (ci.colName == "id") {
ColumnInfo nc = new ColumnInfo(ci.colName, new_cols.Count, ci.colType);
new_cols.Add(nc);
continue;
} else if (orig_to_mapped.ContainsKey(ci.colName)) {
string mapped_name = orig_to_mapped[ci.colName];
ColumnInfo nc = new ColumnInfo(mapped_name, new_cols.Count, ci.colType);
new_cols.Add(nc);
}
}
IBlueTableSchema new_schema = new BlueTableSchema(input_schema.tableName, new_cols.ToArray());
var mapped_to_orig_map = orig_to_mapped.ToDictionary(kv => kv.Value, kv => kv.Key);
return new ProjectData(input_schema, new_schema, mapped_to_orig_map);
}
}
}
@@ -1,127 +0,0 @@
namespace bts.BlueOrb {
using BCG;
using System.IO;
using System.Diagnostics;
using System;
[DataStreamUserRespresentation("PythonDataframeStream")]
public class PythonDataframeStream : ViewStream {
private ViewStream _parent_str;
private readonly string _in_csv_file_name;
private readonly string _out_csv_filename;
private readonly string _transform_function;
public PythonDataframeStream(ViewStream parent_str, string transform_function) {
var guid = System.Guid.NewGuid();
_in_csv_file_name = $"pdfs_in_{guid}.csv";
_out_csv_filename = $"pdfs_out_{guid}.csv";
_parent_str = new CSVSaverStream(parent_str, _in_csv_file_name);
_transform_function = transform_function;
}
protected override void myOnFirstSubscriber() {
_parent_str.onChange += _parent_str_onchange;
}
protected override void myOnLastSubscriber() {
_parent_str.onChange -= _parent_str_onchange;
}
private void _parent_str_onchange(object dp_obj) {
Log.assert(dp_obj != null);
// the file _in_csv_file_name is now populated.
// call py_func_wrapper_main and pass this file name as well
// as the output file name
// py_func_wrapper_main reads _in_csv_file_name into the df and calls
// transform function, which returns the tranformed df. py_func_wrapper_main then
// writes it into the _out_csv_filename file.
// now this function should read _out_csv_filename into a dp
// and fire it
_compute_and_write();
ViewStream rs = new SchemaGuesserStream(new CSVReaderStream(_out_csv_filename));
IBlueRowCollection nrows = null;
rs.onChange += (dp_obj) => {
nrows = (dp_obj as DataPacket).newRows;
};
var dp = BlueDataUtility.build_dp(nrows, myLastValue as DataPacket);
myFireEvent(dp);
}
private void _compute_and_write() {
File.WriteAllText("user_code.py", _transform_function);
// wrapper function
string py_func_wrapper_main = @"
import sys
from user_code import transform
import pandas as pd
if __name__ == '__main__':
input_file_name = sys.argv[1]
output_file_name = sys.argv[2]
# 1. load input_file_name into df
# 2. do some test calc
# 3. write the output of 2 into output_file_name
df = pd.read_csv(input_file_name)
df_out = transform(df)
df_out.to_csv(output_file_name, index=False)";
File.WriteAllText("runner.py", py_func_wrapper_main);
ProcessStartInfo psi = new ProcessStartInfo {
FileName = "python",
Arguments = $"runner.py {_in_csv_file_name} {_out_csv_filename}",
RedirectStandardOutput = false,
UseShellExecute = false
};
var proc = Process.Start(psi);
proc.WaitForExit();
}
#region Unused test code
private void _simple_test() {
// actual function that needs to be called ////////////////////////
string py_real_function = @"
def test(x, out_path):
rv = x * 10
with open(out_path, 'w') as f:
f.write(str(rv))
return rv";
// the function is in a string object.
File.WriteAllText("user_code.py", py_real_function);
// runner app (top level main function) //////////////////////////////
string py_func_wrapper_main = @"
import sys
from user_code import test
if __name__ == '__main__':
arg = int(sys.argv[1])
out_path = sys.argv[2]
rv = test(arg, out_path)
rv = rv + 12
with open(out_path, 'w') as f:to \
f.write(str(rv))";
File.WriteAllText("runner.py", py_func_wrapper_main);
string outputPath = "py_out.txt";
ProcessStartInfo psi = new ProcessStartInfo {
FileName = "python",
Arguments = $"runner.py 4 {outputPath}",
RedirectStandardOutput = false,
UseShellExecute = false
};
var proc = Process.Start(psi);
proc.WaitForExit();
// Now read the output written by the function
string result = File.ReadAllText(outputPath);
Console.WriteLine(result); // Should print "6"
}
#endregion
}
}
@@ -1,30 +0,0 @@
using BCG;
namespace bts.BlueOrb {
public class SchemaGuesserStream : ViewStream {
private IBlueRowCollection _rows = null;
private ViewStream _vs;
public SchemaGuesserStream(ViewStream vs) {
_vs = vs;
}
protected override void myOnFirstSubscriber() {
_vs.onChange += _on_data;
}
protected override void myOnLastSubscriber() {
_vs.onChange -= _on_data;
}
private void _on_data(object obj) {
DataPacket dp = obj as DataPacket;
if (_rows == null) {
_rows = BlueDataUtility.get_typed_table(dp.newRows);
}
var dp_out = BlueDataUtility.build_dp_inc(_rows, myLastValue as DataPacket);
myFireEvent(dp_out);
}
}
}
@@ -1,67 +0,0 @@
using Bts.ArithmeticExpressions;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using BCG;
namespace bts.BlueOrb {
[DataStreamUserRespresentation("SingleRowMathStream")]
public class MathStream : ViewStream, IStreamMapper {
private IArithmeticProgram myExp;
private BooleanExpressionFilter _bool;
List<string> myExtraColumns = new List<string>();
BlueTableSchema mySchema;
public MathStream(ViewStream vs, string mathExpression)
: this(vs, mathExpression, string.Empty) {
}
public MathStream(ViewStream vs, string mathExpression, string boolean_expression) {
myExp = ArithmeticProgramParser.Parse(mathExpression) ??
throw new Exception($"Failed to parse ArithmeticExpression '{mathExpression}'");
myExtraColumns = myExp.OutputIdentifiers.ToList();
if (!string.IsNullOrEmpty(boolean_expression))
_bool = new BooleanExpressionFilter(boolean_expression);
mySetRealSource(new MapStream(vs, this));
}
#region IStreamMapper Members
public IBlueTableSchema getOutputSchema(IBlueTableSchema inputSchema) {
if (mySchema == null) {
Dictionary<string, ColumnInfo> colIdx = new Dictionary<string, ColumnInfo>();
foreach (ColumnInfo ci in inputSchema.columnInfo)
colIdx[ci.colName] = ci;
foreach (string ncn in myExtraColumns) {
ColumnInfo newC;
if (colIdx.ContainsKey(ncn))
newC = new ColumnInfo(colIdx[ncn].colName, colIdx[ncn].colNo, typeof(double));
else
newC = new ColumnInfo(ncn, colIdx.Count, typeof(double));
colIdx[ncn] = newC;
}
mySchema = new BlueTableSchema(colIdx.Values.ToArray(), "math(" + inputSchema.tableName + ")");
}
return mySchema;
}
#endregion
#region IDynamicStreamMapper Members
public IBlueRow map(IBlueRow row) {
MutableBlueRow result = new MutableBlueRow(mySchema, row);
if (_bool == null || _bool.filter(row)) {
myExp.Evaluate(result.AsDictionary());
}
return result;
}
#endregion
}
}
@@ -1,17 +0,0 @@
namespace bts.BlueOrb {
using BCG;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
[DataStreamUserRespresentation("SortStream")]
public class SortStream: ViewStream {
public SortStream (ViewStream parent_stream, string sort_expr) {
ViewStream rs = new BCG.SortStream(parent_stream, sort_expr);
mySetRealSource(rs);
}
}
}
@@ -1,16 +0,0 @@
namespace bts.BlueOrb {
using BCG;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
[DataStreamUserRespresentation("TimeBasedRollingFilterStream")]
public class TimeBasedRollingFilterStream : ViewStream {
public TimeBasedRollingFilterStream(ViewStream parent_str, string time_col, double n_seconds) {
ViewStream rs = new BCG.TimeBasedFilterStream(ViewStreamDatabase.instance, parent_str, time_col, TimeSpan.FromSeconds(n_seconds));
mySetRealSource(rs);
}
}
}
@@ -1,11 +0,0 @@
namespace bts.BlueOrb {
using BCG;
[DataStreamUserRespresentation("TopStream")]
public class TopStream : ViewStream {
public TopStream(ViewStream vs, int n_rows, string sort_col) {
ViewStream rs = new BCG.TopStream (vs, n_rows, sort_col);
mySetRealSource(rs);
}
}
}
@@ -1,16 +0,0 @@
namespace bts.BlueOrb {
using System;
using System.Collections.Generic;
using mbts;
using BCG;
[DataStreamUserRespresentation("UnionStream")]
public class UnionStream : ViewStream {
public UnionStream(ViewStream left_stream, ViewStream right_stream) {
ViewStream rs = new BCG.MutableAppendStream(left_stream, right_stream);
mySetRealSource(rs);
}
}
}
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -18,13 +18,11 @@
<ItemGroup>
<PackageReference Include="HtmlAgilityPack" Version="1.11.57" />
<PackageReference Include="IronPython" Version="3.4.2" />
<PackageReference Include="Microsoft.Data.Analysis" Version="0.21.1" />
<PackageReference Include="MongoDB.Bson" Version="2.23.1" />
<PackageReference Include="MongoDB.Driver" Version="2.23.1" />
<PackageReference Include="Parquet.Net" Version="5.0.1" />
<PackageReference Include="System.Data.SQLite" Version="1.0.118" />
<PackageReference Include="MathNet.Numerics" Version="5.0.0" />
</ItemGroup>
</Project>
@@ -2,26 +2,17 @@ namespace Bts.DataStream;
using BCG;
using bts.api.core;
using Bts.DataStreamCore;
using Microsoft.Extensions.Logging;
using Spark.Core.Disposables;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
using System.Reactive.Linq;
public static class DataStreamExtensions {
public static ViewStream AsViewStream(this IObservable<DataPacket> source) =>
source as ViewStream ?? new ObservableViewStream(source);
public static ViewStream AsViewStream<T>(this IObservable<IDataPacket<T>> source, string? name = null, ILogger? logger = null) where T : IBlueRow =>
source as ViewStream ?? new ObservableViewStream(source.Select(dp => new DataPacket(dp.newRows, dp.addedRows, dp.deletedRows)), name, logger);
public static ViewStream AsViewStream<T>(this IObservable<IDataPacket<T>> source) where T : IBlueRow =>
source as ViewStream ?? new ObservableViewStream(source.Select(dp => new DataPacket(dp.newRows, dp.addedRows, dp.deletedRows)));
public static IObservable<DataPacket> AsObservable(this ViewStream source) {
return source as IObservable<DataPacket> ?? Observable.Create<DataPacket>(Subscribe);
@@ -35,100 +26,4 @@ public static class DataStreamExtensions {
$"Expected DataPacket, got {newValue?.GetType()}", nameof(newValue)));
}
}
public static IObservable<IDataPacket<T>> SelectDataPacket<T>(this IObservable<IDataPacket> source, Func<IBlueRow, T> selector) where T : IBlueRow =>
source.Select(dp => {
dp.get_new_added_deleted(out var newRows, out var addedRows, out var deletedRows);
return new DataPacket<T>(CastRows(newRows), CastRows(addedRows), CastRows(deletedRows));
IBlueRowCollection<T> CastRows(ICollection rows) =>
new BlueTableSelectorWrapper<T>(
rows as IBlueRowCollection ?? new BlueRowCollection(rows, dp.Schema), selector);
});
public static IObservable<TableUpdate<IBlueRow, int>> AsTables(this IObservable<IDataPacket> source) =>
source.AsTables<IBlueRow, int>(r => r, r => r.Id());
public static IObservable<TableUpdate<T, int>> AsTables<T>(this IObservable<IDataPacket> source, Func<IBlueRow, T> valueSelector) where T : IBlueRow =>
source.AsTables<T, int>(valueSelector, r => r.Id());
public static IObservable<TableUpdate<T, int>> AsTables<T>(
this IObservable<IDataPacket> source, Func<IBlueRow, T> valueSelector, Func<T, int> keySelector) =>
source.AsTables<T, int>(valueSelector, keySelector);
public static IObservable<TableUpdate<T, TKey>> AsTables<T, TKey>(
this IObservable<IDataPacket> source, Func<IBlueRow, T> valueSelector, Func<T, TKey> keySelector, Func<IBlueRow, TKey>? rowKeySelector = null) where TKey : IEquatable<TKey> {
rowKeySelector ??= r => keySelector(valueSelector(r));
return source.Scan(TableUpdate<T, TKey>.mk_empty(keySelector), (res, dp) => {
var bd = res.to_builder();
dp.get_new_added_deleted(out var newRows, out var addedRows, out var deletedRows);
foreach (IBlueRow r in addedRows) {
bd.add_or_update(valueSelector(r));
}
foreach (IBlueRow r in deletedRows) {
bd.remove(rowKeySelector(r));
}
return bd.to_table();
});
}
public static IObservable<IDataPacket<T>> AsDataPackets<T>(this IObservable<TableUpdate<T, int>> source, IBlueTableSchema schema) where T : IBlueRow =>
source.Scan(
(Table: new BlueTableImmutable<T>(schema), Dp: (IDataPacket<T>)DataPacket<T>.Empty(schema)),
(res, table) => {
var bd = res.Table.ToDataPacketBuilder();
foreach (var r in table.removed) {
bd.Remove(r.Id());
}
foreach (var r in table.added) {
bd.AddOrUpdate(r);
}
var resDp = bd.ToDataPacketT(out var newRows, out var addedRows, out var deletedRows);
return (newRows, resDp);
})
.Where(t => t.Dp.addedRows.Any() || t.Dp.deletedRows.Any())
.Select(t => t.Dp);
public static ViewStream AsViewStream<T>(this IObservable<TableUpdate<T, int>> source, IBlueTableSchema schema) where T : IBlueRow =>
source.AsDataPackets(schema).AsViewStream();
public static int ResolveIndices(this IBlueTableSchema schema, string name) {
var indices = ResolveIndices(schema, new[] { name });
return indices[0];
}
public static (int, int) ResolveIndices(this IBlueTableSchema schema, string name1, string name2) {
var indices = ResolveIndices(schema, new[] { name1, name2 });
return (indices[0], indices[1]);
}
public static (int, int, int) ResolveIndices(this IBlueTableSchema schema, string name1, string name2, string name3) {
var indices = ResolveIndices(schema, new[] { name1, name2, name3 });
return (indices[0], indices[1], indices[2]);
}
public static (int, int, int, int) ResolveIndices(this IBlueTableSchema schema, string name1, string name2, string name3, string name4) {
var indices = ResolveIndices(schema, new[] { name1, name2, name3, name4 });
return (indices[0], indices[1], indices[2], indices[3]);
}
public static int[] ResolveIndices(this IBlueTableSchema schema, string[] columnNames) {
var columns = schema.columnInfo;
var indices = new int[columnNames.Length];
int nResolved = 0;
for (int i = 0; i < columnNames.Length; i++) {
int origNResolved = nResolved;
for (int j = 0; j < columns.Length; j++) {
if (columns[j].colName == columnNames[i]) {
indices[i] = j;
nResolved++;
break;
}
}
if (nResolved == origNResolved) {
throw new ArgumentException($"No column named '{columnNames[i]}'", nameof(schema));
}
}
return indices;
}
}
@@ -12,7 +12,8 @@ namespace bts.SilverPine {
public DSLStream(string dsl) {
Log.Gen.info($"DSLStream.cons dsl: {dsl}");
_dsl = dsl;
ViewStream rs = build_stream(dsl) ?? new LiteralStream("error", $"msg:invalid dsl");
ViewStream rs = build_stream(dsl);
rs = rs ?? new LiteralStream("error", $"msg:invalid dsl \"{dsl}\"");
mySetRealSource(rs);
}
@@ -28,4 +29,4 @@ namespace bts.SilverPine {
}
}
}
}
}
@@ -4,21 +4,14 @@ using BCG;
using bts;
using Microsoft.Extensions.Logging;
using System;
public class ObservableViewStream : ViewStream, IObservable<DataPacket>, IDisposable {
readonly IObservable<DataPacket> source;
readonly string? name;
readonly ILogger? logger;
IDisposable? subscription;
public ObservableViewStream(IObservable<DataPacket> source, string? name = null, ILogger? logger = null) {
public ObservableViewStream(IObservable<DataPacket> source) =>
this.source = source;
this.name = name;
this.logger = logger;
}
public void Dispose() {
GC.SuppressFinalize(this);
@@ -30,13 +23,7 @@ public class ObservableViewStream : ViewStream, IObservable<DataPacket>, IDispos
protected override void myOnFirstSubscriber() {
Log.isnull(subscription);
subscription = source.Subscribe(myFireEvent, OnError, OnCompleted);
void OnError(Exception exception) =>
logger?.LogError("Error in ObservableViewStream. name: {Name}, error: {Exception}", name, exception);
void OnCompleted() =>
logger?.LogInformation("ObservableViewStream completed. name: {Name}", name);
subscription = source.Subscribe(myFireEvent);
}
protected override void myOnLastSubscriber() {
@@ -1,51 +1,33 @@
using System;
using System.Collections.Generic;
namespace BCG {
namespace BCG {
public class AddColumnsStream : ViewStream {
public static Tuple<string, Type, object> parse_single_tok(string exp) {
public static Tuple<string, Type, object> parse_exp(string exp) {
string[] toks = exp.Split(':');
string col_name = toks[0].Trim();
string col_value = toks[1].Trim();
string col_name = toks[0];
string col_value = toks[1];
Tuple<Type, object> tup = BlueDataUtility.guess_type(col_value);
return Tuple.Create(col_name, tup.Item1, tup.Item2);
}
public static List<Tuple<string, Type, object>> parse_exp(string exp) {
string[] toks = exp.Split(",");
List<Tuple<string, Type, object>> rv = new List<Tuple<string, Type, object>>();
foreach (string s in toks) {
var tup = parse_single_tok(s.Trim());
rv.Add(tup);
}
return rv;
}
private Tuple<string, Type, object> _new_col;
private List<Tuple<string, Type, object>> _new_col_map;
private IBlueTableSchema _out_schema;
public AddColumnsStream(ViewStream vs, string col_def) {
_new_col_map = parse_exp(col_def);
_new_col = parse_exp(col_def);
ViewStream rs = new MapStream(vs, (IBlueTableSchema s) => _get_schema(s), (IBlueRow r) => _map(r));
mySetRealSource(rs);
}
private IBlueTableSchema _get_schema(IBlueTableSchema input_schema) {
if (_out_schema == null) {
_out_schema = input_schema;
foreach (var m in _new_col_map) {
_out_schema = BlueDataUtility.add_column(_out_schema, m.Item1, m.Item2);
}
}
if (_out_schema == null)
_out_schema = BlueDataUtility.add_column(input_schema, _new_col.Item1, _new_col.Item2);
return _out_schema;
}
private IBlueRow _map(IBlueRow r) {
MutableBlueRow rv = new MutableBlueRow(_get_schema(r.schema), r);
foreach (var m in _new_col_map) {
rv.setValue(m.Item1, m.Item3);
}
rv.setValue(_new_col.Item1, _new_col.Item3);
return rv;
}
}
@@ -1,22 +1,25 @@
using System;
namespace bts.BlueOrb {
using BCG;
[DataStreamUserRespresentation("CountStream")]
public class CountStream : ViewStream {
namespace BCG
{
[DataStreamUserRespresentation ("count")]
public class CountStream : ViewStream
{
private DataPacket myLastFiredDataPacket;
private IBlueTableSchema mySchema = new BlueTableSchema("count",
new ColumnInfo("id", 0, typeof(int)),
new ColumnInfo("count", 1, typeof(int)));
private IBlueTableSchema mySchema = new BlueTableSchema ("count",
new ColumnInfo ("id", 0, typeof(int)),
new ColumnInfo ("count", 1, typeof(int)));
private int myId = 0;
private ViewStream myVS;
public CountStream(ViewStream vs) {
public CountStream (ViewStream vs)
{
myVS = vs;
}
public CountStream(string tableName)
: this(new TableStream(tableName)) { }
public CountStream (string tableName)
: this (new TableStream (tableName))
{}
protected override void myOnFirstSubscriber () =>
myVS.onChange += myHandleChanges;
@@ -24,22 +27,24 @@ namespace bts.BlueOrb {
protected override void myOnLastSubscriber () =>
myVS.onChange -= myHandleChanges;
private void myHandleChanges(object newValue) {
myFireEvent(
private void myHandleChanges(object newValue)
{
myFireEvent (
myLastFiredDataPacket =
myLastFiredDataPacket == null ?
new DataPacket(myGetRows(newValue, ++myId), myGetRows(newValue, myId),
new BlueTable(mySchema))
new DataPacket (myGetRows (newValue, ++myId), myGetRows (newValue, myId),
new BlueTable (mySchema))
:
new DataPacket(myGetRows(newValue, ++myId), myGetRows(newValue, myId),
new DataPacket (myGetRows (newValue, ++myId), myGetRows (newValue, myId),
myLastFiredDataPacket.newRows)
);
}
private IBlueRowCollection myGetRows(object dp, int id) {
BlueTable retVal = new BlueTable(mySchema);
private IBlueRowCollection myGetRows (object dp, int id)
{
BlueTable retVal = new BlueTable (mySchema);
retVal.addRow
(new BlueRow(mySchema, id, (dp as DataPacket).newRows.Count));
(new BlueRow (mySchema, id, (dp as DataPacket).newRows.Count));
return retVal;
}
@@ -19,7 +19,7 @@ namespace BCG
for (int i = 0; i < myToCrush.Length; ++i)
{
int tempI = i;
myDelegates[tempI] = o => myHandleChange(tempI, ((DataPacket)o).newRows);
myDelegates[tempI] = new((o) => { myHandleChange(tempI, ((DataPacket)o).newRows); });
}
}
@@ -8,20 +8,25 @@ using mbts.config;
using System;
using System.Text.RegularExpressions;
namespace BCG.StreamWorld.Addition {
[DataStreamUserRespresentation(false)]
public class FilterStream : ViewStream {
namespace BCG.StreamWorld.Addition
{
[DataStreamUserRespresentation (false)]
public class FilterStream : ViewStream
{
private ViewStream myBaseStream;
private BlueTable myBaseTable, myStateTable;
private IStreamFilter myFilter;
public FilterStream(ViewStream vs)
: this(vs, "1=1") { }
: this(vs, "1=1")
{ }
public FilterStream(ViewStream vs, string filterExp)
: this(vs, new BooleanExpressionFilter(filterExp)) { }
: this(vs, new BooleanExpressionFilter(filterExp))
{ }
public FilterStream(ViewStream vs, IStreamFilter filter) {
public FilterStream(ViewStream vs, IStreamFilter filter)
{
myBaseStream = vs;
myFilter = filter;
vs.ErrorChanged += OnError;
@@ -30,8 +35,10 @@ namespace BCG.StreamWorld.Addition {
}
protected override void myOnFirstSubscriber() =>
protected override void myOnFirstSubscriber()
{
myBaseStream.onChange += myHandleChanges;
}
protected override void myOnLastSubscriber()
{
@@ -50,19 +57,23 @@ namespace BCG.StreamWorld.Addition {
return false;
}
private void myHandleChanges(object newValue) {
private void myHandleChanges(object newValue)
{
try {
DataPacket dp = newValue as DataPacket;
if (myStateTable == null) {
if (myStateTable == null)
{
bts.Log.assert(myBaseTable == null);
myStateTable = new BlueTable(dp.schema);
myBaseTable = new BlueTable(dp.schema);
}
BlueTable dels = new BlueTable(dp.schema),
adds = new BlueTable(dp.schema);
foreach (IBlueRow r in dp.deletedRows) {
foreach (IBlueRow r in dp.deletedRows)
{
myBaseTable.deleteRow(r);
if (myStateTable.containsID((int)r["id"])) {
if (myStateTable.containsID((int)r["id"]))
{
dels.addRow(r);
myStateTable.deleteRow(r);
}
@@ -74,17 +85,21 @@ namespace BCG.StreamWorld.Addition {
myStateTable.addRow(r);
}
}
if ((dels.Count > 0 || adds.Count > 0) || (myLastValue == null))
if ((dels.Count > 0 || adds.Count > 0) || (myLastValue == null)) {
myFireEvent(new DataPacket(myStateTable, adds, dels));
}
} catch (Exception ex) {
OnError(ex);
}
}
public IStreamFilter filter {
set {
public IStreamFilter filter
{
set
{
myFilter = value;
if (myBaseTable != null) {
if (myBaseTable != null)
{
IBlueRowCollection oldState = new BlueTable(myStateTable);
myStateTable.clear();
// If the filter throws an exception, we can rethrow it as a StreamFilterException
@@ -230,31 +245,27 @@ namespace BCG
}
#endregion
private void myHandleCallbacks(object newValue)
{
private void myHandleCallbacks(object newValue) {
DataPacket retVal;
DataPacket arrivedPacket = newValue as DataPacket;
myLastReceivedRows = arrivedPacket.newRows;
try {
if (myLastFiredRows != null)
{
if (myLastFiredRows != null) {
retVal = new DataPacket(myLastFiredRows, new BlueTable(myLastFiredRows.schema),
new BlueTable(myLastFiredRows.schema));
foreach (IBlueRow r in arrivedPacket.deletedRows)
if (myLastFiredRows.containsID((int)r["id"]))
{
foreach (IBlueRow r in arrivedPacket.deletedRows) {
if (myLastFiredRows.containsID((int)r["id"])) {
myLastFiredRows.deleteRow(r);
(retVal.deletedRows as BlueTable).addRow(r);
}
foreach (IBlueRow r in arrivedPacket.addedRows)
if (filterRow(r))
{
}
foreach (IBlueRow r in arrivedPacket.addedRows) {
if (filterRow(r)) {
myLastFiredRows.addRow(r);
(retVal.addedRows as BlueTable).addRow(r);
}
}
else
{
}
} else {
myLastFiredRows = new BlueTable(arrivedPacket.schema);
retVal = new DataPacket(myLastFiredRows, myLastFiredRows, new BlueTable(myLastFiredRows.schema));
foreach (IBlueRow r in arrivedPacket.newRows)
@@ -280,18 +291,19 @@ namespace BCG
myFilter = value;
if (numberOfSubscribers > 0)
{
if (myLastReceivedRows != null)
{
if (myLastReceivedRows != null) {
try {
BlueTable nRows = new BlueTable(myLastReceivedRows.schema);
foreach (IBlueRow r in myLastReceivedRows)
if (filterRow(r))
nRows.addRow(r);
IBlueRowCollection dRows = new BlueTable(nRows.schema),
aRows = new BlueTable(nRows.schema);
BlueDataUtility.computeDifferences(nRows, myLastFiredRows, out dRows, out aRows);
myLastFiredRows = nRows;
myFireEvent(new DataPacket(nRows, aRows, dRows));
BlueTable nRows = new BlueTable(myLastReceivedRows.schema);
foreach (IBlueRow r in myLastReceivedRows) {
if (filterRow(r)) {
nRows.addRow(r);
}
}
IBlueRowCollection dRows = new BlueTable(nRows.schema),
aRows = new BlueTable(nRows.schema);
BlueDataUtility.computeDifferences(nRows, myLastFiredRows, out dRows, out aRows);
myLastFiredRows = nRows;
myFireEvent(new DataPacket(nRows, aRows, dRows));
} catch (Exception ex) {
OnError(ex);
}
@@ -324,10 +336,8 @@ namespace BCG
try {
return myFilter.filter(r);
} catch (Exception ex) {
Log.Gen.error($"FilterStream delegate threw exception: {ex}");
OnError(new StreamFilterException(StreamId, StreamName, null, ex, r));
throw new StreamFilterException(StreamId, StreamName, null, ex, r);
}
return false;
}
}
}
@@ -4,8 +4,6 @@ namespace bts.SilverPine {
using System;
public class NullFilterStream : ViewStream {
public NullFilterStream(ViewStream parent_str, string col_name)
: this(parent_str, col_name, true) { }
public NullFilterStream(ViewStream parent_str, string col_name, bool filter_out_doublenans = false) {
ViewStream rs = new FilterStream(parent_str,
r => {
@@ -52,14 +52,14 @@ namespace BCG {
}
public TimeBasedFilter(ViewStreamDatabase vsd, string rowTimeColumnName, TimeSpan rowTimeToLive)
: this(vsd, rowTimeColumnName, rowTimeToLive, rowTimeToLive) {
: this(vsd, rowTimeColumnName, rowTimeToLive, new TimeSpan(0, 1, 0) /* 1 minute */) {
}
public TimeBasedFilter(ViewStreamDatabase vsd, string rowTimeColumnName, TimeSpan rowTimeToLive, TimeSpan filter_period) {
public TimeBasedFilter(ViewStreamDatabase vsd, string rowTimeColumnName, TimeSpan rowTimeToLive, TimeSpan filterFrequency) {
myVsd = vsd;
_time_col = rowTimeColumnName;
_ttl = rowTimeToLive;
_filter_period = filter_period;
myFilterFrequency = filterFrequency;
myNextFilter = DateTime.MinValue;
// add worker
@@ -92,7 +92,7 @@ namespace BCG {
// fire event
onFilterChange?.Invoke();
myNextFilter = now.Add(_filter_period);
myNextFilter = now.Add(myFilterFrequency);
}
}
#endregion
@@ -108,7 +108,7 @@ namespace BCG {
private ViewStreamDatabase myVsd;
private string _time_col;
private TimeSpan _ttl;
private TimeSpan _filter_period;
private TimeSpan myFilterFrequency;
private DateTime myNextFilter;
#endregion
}
@@ -1,126 +0,0 @@
namespace bts.SilverPine {
using BCG;
using System;
using System.Collections.Generic;
using System.Linq;
//using MathNet.Numerics.Statistics;
public enum MultiRowOp {
Mean,
Median,
Mode,
Range,
StdDev,
Max,
Min,
First,
Last,
Sum,
EdgeDiff,
EdgeDiffPercentage,
//IsEdgeDiff,
}
public class MultiRowOpHelper {
public readonly List<Tuple<string, MultiRowOp>> operations;
public static MultiRowOpHelper parse(string text) {
// text is inp_col: op, inp_col: op, inp_col:op
List<Tuple<string, MultiRowOp>> rv = new List<Tuple<string, MultiRowOp>>();
string[] calcs = text.Split(',');
foreach (string c in calcs) {
string[] toks = c.Split(':');
string inp_col = toks[0].Trim();
string op_txt = toks[1].Trim();
MultiRowOp op = Enum.Parse<MultiRowOp>(op_txt, true);
rv.Add(Tuple.Create(inp_col, op));
}
return new MultiRowOpHelper(rv);
}
public MultiRowOpHelper(List<Tuple<string, MultiRowOp>> operations_) {
operations = operations_;
}
public static IBlueRow group_by(List<IBlueRow> rows, MultiRowOpHelper parameters) {
if (rows.Count() == 0) {
return null;
}
IBlueRow ir = rows.ElementAt(0);
IBlueTableSchema in_schema = ir.schema;
IBlueTableSchema out_schema = in_schema;
IDictionary<string, Tuple<string, MultiRowOp>> out_col_map =
new Dictionary<string, Tuple<string, MultiRowOp>>();
foreach (var t in parameters.operations) {
string out_col_name = $"{t.Item1}_{t.Item2}".ToLower();
out_schema = out_schema.add_column(TypeCode.Double, out_col_name);
out_col_map[out_col_name] = t;
}
MutableBlueRow or = new MutableBlueRow(out_schema, ir);
foreach (var kv in out_col_map) {
string out_col_name = kv.Key;
string in_col_name = kv.Value.Item1;
MultiRowOp op = kv.Value.Item2;
IEnumerable<double> col_vals = BlueDataUtility.get_colvalues<double>(rows, in_col_name);
double comp_res = compute_op(col_vals, op);
or.setValue(out_col_name, comp_res);
}
return or;
}
// rolling_rows are the rolling window of rows. the 0th row is the one thats gettin
// calculated. rows 1 - n-1 are its window rows. the schema is based on the operations.
public IBlueRow rolling_calc(List<IBlueRow> rolling_rows) {
if (rolling_rows.Count() == 0) {
return null;
}
IBlueRow ir = rolling_rows.ElementAt(0);
IBlueTableSchema in_schema = ir.schema;
IBlueTableSchema out_schema = in_schema;
IDictionary<string, Tuple<string, MultiRowOp>> out_col_map =
new Dictionary<string, Tuple<string, MultiRowOp>>();
foreach (var t in operations) {
string out_col_name = $"{t.Item1}_{t.Item2}".ToLower();
out_schema = out_schema.add_column(TypeCode.Double, out_col_name);
out_col_map[out_col_name] = t;
}
MutableBlueRow or = new MutableBlueRow(out_schema, ir);
foreach (var kv in out_col_map) {
string out_col_name = kv.Key;
string in_col_name = kv.Value.Item1;
MultiRowOp op = kv.Value.Item2;
IEnumerable<double> col_vals = BlueDataUtility.get_colvalues<double>(rolling_rows, in_col_name);
double comp_res = compute_op(col_vals, op);
or.setValue(out_col_name, comp_res);
}
return or;
}
public static double compute_op(IEnumerable<double> col_vals, MultiRowOp op) {
switch (op) {
case MultiRowOp.Max:
return col_vals.Max<double>();
case MultiRowOp.Min:
return col_vals.Min<double>();
case MultiRowOp.Mean:
return col_vals.Sum() / col_vals.Count();
case MultiRowOp.Sum:
return col_vals.Sum();
case MultiRowOp.First:
return col_vals.First();
case MultiRowOp.Last:
return col_vals.Last();
case MultiRowOp.StdDev:
return MathNet.Numerics.Statistics.Statistics.StandardDeviation(col_vals);
default:
// TODO
Log.assert(false);
return Double.NaN;
}
}
}
}
@@ -5,7 +5,7 @@ using System.Collections.Generic;
using System.Linq;
namespace BCG {
internal class GroupByStream : MethodDrivenStream {
public class GroupByStream : MethodDrivenStream {
private class MyFuncGroupByEvaluator : IGroupByEvaluator {
private string[] _groupby_cols;
private Func<DataPacket, IBlueRow> _groupby_func;
@@ -1,20 +0,0 @@
namespace bts.SilverPine {
using BCG;
using System;
[DataStreamUserRespresentation("AggregationStream")]
public class AgregationStream : ViewStream {
public AgregationStream(ViewStream parent_str, string operation_txt) {
ViewStream rs = new NonIncGroupByStream(parent_str, String.Empty, operation_txt);
mySetRealSource(rs);
}
public AgregationStream(ViewStream parent_str, string groupby_col, string operation_txt) {
ViewStream rs = new NonIncGroupByStream(parent_str, groupby_col, operation_txt);
mySetRealSource(rs);
}
}
}
@@ -2,13 +2,10 @@
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using System.Text.Json;
using bts;
using bts.SilverPine;
namespace BCG {
//[DataStreamUserRespresentation("AggregateStream")]
public class NonIncGroupByStream : ViewStream {
private class DelNonIncGroupByEvaluator : INonIncGroupByEvaluator {
Func<string[]> _groupby_cols_func;
@@ -46,34 +43,13 @@ namespace BCG {
_main_stream = main_stream;
_groupby_func = groupby_func;
_groupby_cols = _groupby_func.get_group_by_cols();
_row_hasher = new BlueRowHasher(_groupby_cols == null ? 0 : _groupby_cols.Length);
_row_hasher = new BlueRowHasher(_groupby_cols.Length);
}
public NonIncGroupByStream(ViewStream main_stream, Func<string[]> groupby_cols_func,
Func<List<IBlueRow>, List<IBlueRow>> evaluate_func)
: this(main_stream, new DelNonIncGroupByEvaluator(groupby_cols_func, evaluate_func)) { }
public NonIncGroupByStream(ViewStream parent_str, string groupby_col, string standard_group_by_text)
: this(parent_str, groupby_col, standard_group_by_text, String.Empty) { }
public NonIncGroupByStream(ViewStream parent_str, string groupby_col, string standard_group_by_text, string optional_sort_col) {
MultiRowOpHelper std_group_by = MultiRowOpHelper.parse(standard_group_by_text);
Func<string[]> groupby_cols_func = () => {
return String.IsNullOrEmpty(groupby_col) ? null : new string[] { groupby_col };
};
Func<List<IBlueRow>, List<IBlueRow>> evaluate_func = (group_rows) => {
if (!String.IsNullOrEmpty(optional_sort_col))
group_rows.Sort((r1, r2) => BlueDataUtility.compare_rows(r2, r1, optional_sort_col));
IBlueRow rv = MultiRowOpHelper.group_by(group_rows, std_group_by);
return new IBlueRow[] { rv }.ToList();
};
ViewStream rs = new NonIncGroupByStream(parent_str, groupby_cols_func, evaluate_func);
mySetRealSource(rs);
}
public NonIncGroupByStream(ViewStream parent_str, string standard_group_by_text) :
this(parent_str, String.Empty, standard_group_by_text) {
}
protected override void myOnFirstSubscriber() { _main_stream.onChange += _main_stream_onchange; }
@@ -107,9 +83,7 @@ namespace BCG {
Log.DataFlow.info(
$"Time to evaluate {grouped_rows.Count} groups {_timer.ElapsedMilliseconds}ms, ratio {_n_expensive_fires}/{_n_total_fires}");
}
// TODO,
if (total_state != null)
myFireEvent(new DataPacket(total_state, total_state, myLastValue == null ? new BlueTable(total_state.schema) : (myLastValue as DataPacket).newRows));
myFireEvent(new DataPacket(total_state, total_state, myLastValue == null ? new BlueTable(total_state.schema) : (myLastValue as DataPacket).newRows));
}
}
}
@@ -1,31 +1,31 @@
//using System;
//using System.Collections.Generic;
//using System.Linq;
//using System.Text;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
//namespace BCG
//{
// public class FullJoinStream : ViewStream
// {
// private ViewStream myMainStream;
// public FullJoinStream(ViewStream v1, string joinCol1, string cmExp1,
// ViewStream v2, string joinCol2, string cmExp2, string empty_col)
// {
// myMainStream = new LeftJoinStream(v1, joinCol1, cmExp1, v2, joinCol2, cmExp2);
// ViewStream filtered = new LeftJoinStream(v2, joinCol2, cmExp2, v1, joinCol1, cmExp1);
// filtered = new FilterStream(filtered, String.Format("{0}=null", empty_col));
// myMainStream = new AppendStream(myMainStream, filtered);
// }
namespace BCG
{
public class FullJoinStream : ViewStream
{
private ViewStream myMainStream;
public FullJoinStream(ViewStream v1, string joinCol1, string cmExp1,
ViewStream v2, string joinCol2, string cmExp2, string empty_col)
{
myMainStream = new LeftJoinStream(v1, joinCol1, cmExp1, v2, joinCol2, cmExp2);
ViewStream filtered = new LeftJoinStream(v2, joinCol2, cmExp2, v1, joinCol1, cmExp1);
filtered = new FilterStream(filtered, String.Format("{0}=null", empty_col));
myMainStream = new AppendStream(myMainStream, filtered);
}
// protected override void myOnFirstSubscriber()
// {
// myMainStream.onChange += myHandleMainStreamChange;
// }
protected override void myOnFirstSubscriber()
{
myMainStream.onChange += myHandleMainStreamChange;
}
// private void myHandleMainStreamChange(object newData)
// {
// IBlueRowCollection result = (newData as DataPacket).newRows;
// myFireEvent(new DataPacket(result, result, myLastValue == null ? new BlueTable(result.schema) : (myLastValue as DataPacket).newRows));
// }
// }
//}
private void myHandleMainStreamChange(object newData)
{
IBlueRowCollection result = (newData as DataPacket).newRows;
myFireEvent(new DataPacket(result, result, myLastValue == null ? new BlueTable(result.schema) : (myLastValue as DataPacket).newRows));
}
}
}
@@ -1,12 +1,10 @@
using bts;
using bts.collections;
using mbts;
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using System.Security.Cryptography;
namespace BCG {
@@ -37,47 +35,14 @@ namespace BCG {
_is_tag_along = _join_spec.join_col_names.Length == 0;
}
private bool _filled_missing_data = false;
private void _fill_missing_data(DataPacket dp) {
if (_filled_missing_data)
return;
Func<string[], bool> null_or_empty = (str_arr) => {
if (str_arr == null || str_arr.Length == 0)
return true;
foreach (string s in str_arr) {
if (!String.IsNullOrEmpty(s)) {
return false;
}
}
return true;
};
Func<string[], string[]> remove_bad_cols = (col_names) => {
HashSet<string> schema_col_map = new HashSet<string>(dp.schema.columnNames);
List<string> cols_list = new List<string>(col_names);
cols_list.RemoveWhere(c => !schema_col_map.Contains(c));
return cols_list.ToArray();
};
if (null_or_empty(_join_spec.data_col_names)) {
_join_spec.data_col_names = dp.schema.columnNames;
}
_join_spec.data_col_names = remove_bad_cols(_join_spec.data_col_names);
if (null_or_empty(_join_spec.data_col_names)) {
_join_spec.data_col_names = dp.schema.columnNames;
}
if (null_or_empty(_join_spec.projected_col_names)) {
_join_spec.projected_col_names = _join_spec.data_col_names;
}
}
public void init() {
_join_spec.stream.onChange += _on_stream_cb;
}
public void _on_stream_cb(object dp_obj) {
//Log.Gen.info($"NonIncJoinBookkeeper._on_stream_cb dp_obj: {dp_obj}");
Log.Gen.info($"NonIncJoinBookkeeper._on_stream_cb dp_obj: {dp_obj}");
var timer = Stopwatch.StartNew();
DataPacket dp = (DataPacket)dp_obj;
_fill_missing_data(dp);
if (_schema == null) {
_schema = dp.schema;
_join_col_indices = BlueDataUtility.get_column_indices(_schema, _join_spec.join_col_names);
@@ -7,12 +7,11 @@ using System.Threading.Tasks;
using mbts;
namespace BCG {
// this a collection of data, theres no joining logic in here
public class NonIncJoinSpec {
public ViewStream stream;
// join col names are the names on which the streams are joined (for equality),
// data col names are the names in the original stream
// projected col names are their new names, ie if its x:l_x, then x is in the
// projected col naes are their new names, ie if its x:l_x, then x is in the
// data_col_names and l_x in projected cols
public string[] join_col_names, data_col_names, projected_col_names;
@@ -50,7 +50,7 @@ namespace BCG {
int data_col_no = 1;
for (int jp = 0; jp < _join_specs.Length; jp++) {
NonIncJoinBookkeeper s = new NonIncJoinBookkeeper(_join_specs[jp], jp, data_col_no, _row_hasher);
//Log.Gen.info($"NonIncJoinStream.myOnFirstSubscriber jp: {jp} spec: {_join_specs[jp]}");
Log.Gen.info($"NonIncJoinStream.myOnFirstSubscriber jp: {jp} spec: {_join_specs[jp]}");
data_col_no += _join_specs[jp].data_col_names.Length;
s.on_new_data += _stream_callback;
_book_keeping_data.Add(s);
@@ -71,7 +71,7 @@ namespace BCG {
}
private void _stream_callback() {
//Log.Gen.info("NonIncJoinStream._stream_callback received callback");
Log.Gen.info("NonIncJoinStream._stream_callback received callback");
_is_dirty = true;
doWork();
}
@@ -99,7 +99,7 @@ namespace BCG {
private int _n_total_fires = 0, _n_expensive_fires = 0;
private void _form_and_fire() {
//Log.Gen.info($"NonIncJoinStream._form_and_fire _is_ready(): {_is_ready()}");
Log.Gen.info($"NonIncJoinStream._form_and_fire _is_ready(): {_is_ready()}");
if (_is_ready()) {
_construct_schema();
var timer = Stopwatch.StartNew();
@@ -126,11 +126,11 @@ namespace BCG {
_n_total_fires++;
//if (timer.ElapsedMilliseconds >= 250) {
_n_expensive_fires++;
//string log_msg = $"Join and map time for {_book_keeping_data.Count} "
// + $"tables {timer.Elapsed.TotalMilliseconds} msecs, ratio {_n_expensive_fires}/{_n_total_fires}";
//Log.Gen.info(log_msg);
string log_msg = $"Join and map time for {_book_keeping_data.Count} "
+ $"tables {timer.Elapsed.TotalMilliseconds} msecs, ratio {_n_expensive_fires}/{_n_total_fires}";
Log.Gen.info(log_msg);
//}
var dp_out = BlueDataUtility.build_dp_inc(dp_output_rows, myLastValue as DataPacket, true);
var dp_out = BlueDataUtility.build_dp_inc(dp_output_rows, myLastValue as DataPacket);
myFireEvent(dp_out);
//myFireEvent(new DataPacket(dp_output_rows, dp_output_rows, myLastValue == null ? new BlueTable(_output_schema) : (myLastValue as DataPacket).newRows));
}
@@ -152,7 +152,7 @@ namespace BCG {
}
public void doWork() {
//Log.Gen.info($"NonIncJoinStream.doWork _last_fire_time: {_last_fire_time} _is_dirty: {_is_dirty}");
Log.Gen.info($"NonIncJoinStream.doWork _last_fire_time: {_last_fire_time} _is_dirty: {_is_dirty}");
if (DateTime.Now - _last_fire_time >= _throttle_period && _is_dirty) {
_is_dirty = false;
_last_fire_time = DateTime.Now;
@@ -69,6 +69,4 @@ namespace bts {
myFireEvent(dp_out);
}
}
}
@@ -17,8 +17,9 @@ namespace BCG {
/// desired row ie newRow = f(row), where f is the mapping fucntion. Note that the id
/// is preserved across the rows, ie row["id"] = f(row)["id"]
/// </summary>
[DataStreamUserRespresentation(false)]
public class MapStream : MethodDrivenStream {
[DataStreamUserRespresentation (false)]
public class MapStream : MethodDrivenStream
{
protected IStreamMapper? myMapper;
protected IChangeableStreamMapper? myChangeableMapper;
private bool myUseNewMap = Configuration.get<DataStreamConfig>().UseNewMap;
@@ -1,14 +0,0 @@
namespace bts.SilverPine
{
using BCG;
[DataStreamUserRespresentation("RollingComputationStream")]
public class RollingComputationStream : ViewStream
{
private ViewStream _parent_str;
public RollingComputationStream(ViewStream parent_str, string operation_txt, string roll_column, uint window_sz)
{
}
}
}
@@ -1,10 +0,0 @@
namespace bts.SilverPine {
using BCG;
[DataStreamUserRespresentation("RollingComputationStream")]
public class RollingComputationStream : ViewStream {
public RollingComputationStream(ViewStream parent_str, string operation_txt, string roll_column, uint window_sz) {
}
}
}
@@ -1,8 +1,9 @@
using Google.Protobuf.WellKnownTypes;
using System;
using BCG.Utilities.General;
using BCG;
namespace bts.BlueOrb {
namespace BCG {
// Keeps adding changing rows to the stream, hence preserving the history
// and creating a time series, for example this can be used to make bbo updates
// into a time series of prices/qty
@@ -108,7 +108,6 @@ namespace bts {
}
[DataStreamUserRespresentation("Project")]
public class NewProjectStream : ViewStream, IStreamMapper {
private ViewStream _stream;
@@ -1,54 +0,0 @@
namespace Bts.DataStream;
using BCG;
using System;
using System.Collections.Generic;
using System.Data;
using System.Data.SQLite;
using System.Linq;
using System.Threading;
public class SQLiteEnumerable : IAsyncEnumerable<IBlueRowCollection> {
readonly string location;
readonly string statement;
readonly int pageSize;
public SQLiteEnumerable(string location, string statement, int pageSize = 1024) {
this.location = location;
this.statement = statement;
this.pageSize = pageSize;
}
public async IAsyncEnumerator<IBlueRowCollection> GetAsyncEnumerator(CancellationToken cancellationToken = default) {
var dataTable = new DataTable();
await using var conn = new SQLiteConnection($"Data Source={location};Version=3");
await conn.OpenAsync(cancellationToken);
await using var cmd = new SQLiteCommand(statement, conn);
await using var reader = cmd.ExecuteReader();
var schema = await reader.GetColumnSchemaAsync(cancellationToken);
var columns = schema.OrderBy(c => c.ColumnOrdinal ?? int.MaxValue)
.Select((c, i) => new ColumnInfo(c.ColumnName, c.ColumnOrdinal ?? i, c.DataType))
.Append(new ColumnInfo("id", schema.Count, typeof(int)))
.ToArray();
var blueSchema = new BlueTableSchema("anon", columns);
BlueTable? table = null;
int rowId = 1;
while (await reader.ReadAsync(cancellationToken)) {
table ??= new BlueTable(blueSchema);
var rowVals = new object[blueSchema.columnInfo.Length];
if (reader.GetValues(rowVals) != rowVals.Length - 1) {
throw new InvalidOperationException("Sqlite reader value count for single row not equal to column count");
}
rowVals[^1] = rowId++;
table.addRow(new BlueRow(blueSchema, rowVals));
if (table.Count == pageSize) {
yield return table;
table = null;
}
}
if (table is not null) {
yield return table;
}
}
}
@@ -9,16 +9,161 @@ using BCG;
using System.Linq;
using System.Data.Entity;
using System.Collections.Generic;
using System.Data.SQLite;
namespace bts.SilverPine {
namespace bts.BlueOrb{
public class DataRowWrapperRow : IBlueRow {
private readonly DataRow _row;
private readonly IBlueTableSchema _schema;
private readonly int _id;
public DataRowWrapperRow(IBlueTableSchema schema, DataRow row, int id) {
_row = row;
_id = id;
_schema = schema;
}
public virtual IBlueTableSchema schema { get { return _schema; } }
public virtual object this[string col_name] {
get {
ColumnInfo ci = _schema[col_name];
return this[ci.colNo];
}
}
public virtual object this[int index] {
get {
if (_schema[index].colName == "id")
return _id;
return _row[index];
}
}
public virtual int Count { get { return _row.ItemArray.Length; } }
public virtual bool IsSynchronized { get { return false; } }
public virtual object SyncRoot { get { return this; } }
public virtual void CopyTo(Array array, int index) { _row.ItemArray.CopyTo(array, index); }
public virtual bool IsFixedSize { get { return true; } }
virtual public bool IsReadOnly { get { return true; } }
/// <summary>
/// The key can either be the string corrsponding to the column name or
/// the order of the column
/// </summary>
public virtual object this[object key] {
get {
if (key is string)
return this[(string)key];
else if (key is int)
return this[(int)key];
throw new BlueDataException("Wrong type while indexing the row");
}
set { throw new NotSupportedException("The IBlueRow is readonly"); }
}
public virtual ICollection Keys { get { return _schema.columnNames; } }
public virtual ICollection Values { get { return _row.ItemArray; } }
public virtual void Add(object key, object value) { throw new NotSupportedException("The IBlueRow is readonly"); }
public virtual void Clear() { throw new NotSupportedException("The IBlueRow is readonly"); }
public virtual bool Contains(object key) { return _schema[(string)key] != null; }
public IDictionaryEnumerator GetEnumerator() { return new BlueRowDictionaryEnumerator(this); }
IEnumerator IEnumerable.GetEnumerator() { return new BlueRowEnumerator(this); }
public virtual void Remove(object key) { throw new NotSupportedException("The IBlueRow is readonly"); }
}
public class DataTableWrapperTable : IBlueRowCollection {
public class DataTableWrapperTableEnumerator : IEnumerator {
private IEnumerator _enumerator;
private IBlueTableSchema _schema;
private int _id = 0;
public DataTableWrapperTableEnumerator(DataTable table) {
_enumerator = table.Rows.GetEnumerator();
_schema = BlueDataUtility.getSchema(table);
}
public object Current {
get {
DataRow r = _enumerator.Current as DataRow;
return new DataRowWrapperRow(_schema, r, _id);
}
}
public bool MoveNext() {
_id++;
return _enumerator.MoveNext();
}
public void Reset() {
_id = 0;
_enumerator.Reset();
}
}
private readonly DataTable _table;
private IBlueTableSchema _schema;
private IEnumerator _enumerator;
public DataTableWrapperTable(DataTable table) {
_table = table;
_schema = BlueDataUtility.getSchema(_table);
_enumerator = new DataTableWrapperTableEnumerator(table);
}
public virtual IBlueRow this[int id] {
get {
// its assumed the rows index == id
DataRow dr = _table.Rows[id];
return new DataRowWrapperRow(_schema, dr, id);
}
set {
}
}
public virtual IBlueTableSchema schema { get { return _schema; } }
public virtual bool containsID(int id) { return id < _table.Rows.Count; }
// private List<IBlueRow> _rows() {
// List<IBlueRow> rv = new List<IBlueRow>();
// int id = 0;
// foreach (DataRow r in _table.Rows) {
// rv.Add(new DataRowWrapperRow(r, id++));
// }
// return rv;
// }
public virtual IEnumerator GetEnumerator() {
// var rows = _rows();
// return rows.GetEnumerator();
return _enumerator;
}
public virtual bool IsSynchronized { get { return false; } }
public virtual object SyncRoot { get { return this; } }
public virtual void CopyTo(Array array, int index) {
Log.assert(false);
//_rows().CopyTo(array as IBlueRow[], index);
}
public virtual int Count {
get { return _table.Rows.Count; }
}
}
public static class SQLiteHelper {
public static string location = "C:\\Users\\m_tah\\development\\data\\";
public static string db_name = "stream_data.db";
public static DataTable execute_select_query(string connection_string, string query) {
public static DataTable ExecuteSelectQuery(string connection_string, string query) {
// Create a new DataTable to store the results
DataTable dataTable = new DataTable();
@@ -38,85 +183,48 @@ namespace bts.BlueOrb{
Console.WriteLine("An error occurred: " + ex.Message);
}
}
// Return the populated DataTable
return dataTable;
}
}
public static List<Dictionary<string, object>> ExecuteBulkRead(string connectionString, string query) {
var result = new List<Dictionary<string, object>>();
using (var connection = new SQLiteConnection(connectionString)) {
connection.Open();
// Begin a transaction to optimize read speed
using (var transaction = connection.BeginTransaction())
using (var command = new SQLiteCommand(query, connection, transaction))
using (var reader = command.ExecuteReader()) {
while (reader.Read()) {
var row = new Dictionary<string, object>();
for (int i = 0; i < reader.FieldCount; i++) {
string columnName = reader.GetName(i);
object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
row[columnName] = columnValue;
}
result.Add(row);
}
// Commit the transaction
transaction.Commit();
}
}
return result;
[DataStreamUserRespresentation("SQLite")]
public class SQLiteStream : ViewStream {
private readonly string _connection_string, _query;
private Stopwatch _stopwatch = new Stopwatch();
public SQLiteStream(string connection_string, string query) {
_connection_string = connection_string;
_query = query;
}
public static List<Dictionary<string, object>> get_table(string connectionString, string query) {
var result = new List<Dictionary<string, object>>();
using (var connection = new SQLiteConnection(connectionString)) {
try {
connection.Open();
using (var command = new SQLiteCommand(query, connection))
using (var reader = command.ExecuteReader()) {
while (reader.Read()) {
var row = new Dictionary<string, object>();
for (int i = 0; i < reader.FieldCount; i++) {
string columnName = reader.GetName(i);
object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
row[columnName] = columnValue;
}
result.Add(row);
}
}
} catch (Exception ex) {
Console.WriteLine("An error occurred: " + ex.Message);
}
}
return result;
private void _read_from_sqlite_nd_fire() {
_stopwatch.Start();
DataTable dt = SQLiteHelper.ExecuteSelectQuery(_connection_string, _query);
_stopwatch.Stop();
Log.Gen.info($"SQLiteStream._read_from_sqlite_and_fire time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
_stopwatch.Start();
IBlueRowCollection rows = BCG.BlueDataUtility.toIBlueRowCollection(dt);
//IBlueRowCollection rows = new DataTableWrapperTable(dt);
_stopwatch.Stop();
Log.Gen.info($"SQLiteStream._read_from_sqlite_and_fire time to load into IBlueRowCollection: {_stopwatch.ElapsedMilliseconds} msecs");
DataPacket dp = BlueDataUtility.build_dp_inc(rows, myLastValue as DataPacket);
myFireEvent(dp);
}
public static IEnumerable<Dictionary<string, object>> get_table_2(string connectionString, string query) {
using (var connection = new SQLiteConnection(connectionString)) {
connection.Open();
using (var command = new SQLiteCommand(query, connection))
using (var reader = command.ExecuteReader()) {
while (reader.Read()) {
var row = new Dictionary<string, object>();
for (int i = 0; i < reader.FieldCount; i++) {
string columnName = reader.GetName(i);
object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
row[columnName] = columnValue;
}
yield return row;
}
}
}
protected override void myOnFirstSubscriber() {
_read_from_sqlite_nd_fire();
}
protected override void myOnLastSubscriber() {
// this value will be cleared by the base class
// but in this particular stream this behaviour
// is not usefull since any new subscribers
// would force the query to be recreated
//myLastDP = myLastValue;
}
}
}
@@ -1,72 +0,0 @@
namespace bts.BlueOrb {
using System;
using System.Data;
using System.Data.SQLite;
using System.Diagnostics;
using System.Collections;
using BCG;
[DataStreamUserRespresentation("SQLiteStream")]
public class SQLiteStream : ViewStream {
private readonly string _connection_string, _query;
private Stopwatch _stopwatch = new Stopwatch();
private SQLiteStream(string connection_string, string query, bool noop) {
_connection_string = connection_string;
_query = query;
}
public SQLiteStream(string db_name, string query)
:
this($"Data Source={SQLiteHelper.location}{db_name};Version=3", query, true) { }
public SQLiteStream(string query)
:
this(SQLiteHelper.db_name, query) {
}
private void _read_from_sqlite_and_fire() {
_stopwatch.Start();
DataTable dt = SQLiteHelper.execute_select_query(_connection_string, _query);
_stopwatch.Stop();
Log.Gen.info($"SQLiteStream.ExecuteSelectQuery time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
_stopwatch.Restart();
#region perf measures
// SQLiteHelper.get_table(_connection_string, _query);
// _stopwatch.Stop();
// Log.Gen.info($"SQLiteStream.get_table time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
// _stopwatch.Restart();
// SQLiteHelper.ExecuteBulkRead(_connection_string, _query);
// _stopwatch.Stop();
// Log.Gen.info($"SQLiteStream.ExecuteBulkRead time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
// _stopwatch.Restart();
// SQLiteHelper.get_table_2(_connection_string, _query);
// _stopwatch.Stop();
// Log.Gen.info($"SQLiteStream.get_table_2 time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
// _stopwatch.Restart();
#endregion
IBlueRowCollection rows = BCG.BlueDataUtility.toIBlueRowCollection(dt);
//IBlueRowCollection rows = new DataTableWrapperTable(dt);
_stopwatch.Stop();
Log.Gen.info($"SQLiteStream._read_from_sqlite_and_fire time to load into IBlueRowCollection: {_stopwatch.ElapsedMilliseconds} msecs");
DataPacket dp = BlueDataUtility.build_dp_inc(rows, myLastValue as DataPacket);
myFireEvent(dp);
}
protected override void myOnFirstSubscriber() {
_read_from_sqlite_and_fire();
}
protected override void myOnLastSubscriber() {
// this value will be cleared by the base class
// but in this particular stream this behaviour
// is not usefull since any new subscribers
// would force the query to be recreated
//myLastDP = myLastValue;
}
}
}
@@ -80,7 +80,7 @@ namespace BCG {
public IBlueRow map(IBlueRow row) {
MutableBlueRow rv = new MutableBlueRow(getOutputSchema(row.schema), row);
rv.setValue(myConversionColName, mapDateTime(row.get_datetime(myConversionColName), myConversion));
rv.setValue(myConversionColName, mapDateTime(row[myConversionColName], myConversion));
return rv;
//return BlueDataUtility.getNewReplacedRow(row, mapDateTime(row[myConversionColName], myConversion), myConversionColName);
}
@@ -4,17 +4,15 @@ namespace bts.SilverPine {
using BCG;
using System;
[DataStreamUserRespresentation("DateTimeExpanderStream")]
public class DateTimeExpanstionStream : ViewStream {
public DateTimeExpanstionStream(ViewStream parent_stream, string inp_col) {
Func<IBlueTableSchema, IBlueTableSchema> get_schema = (s) => {
IBlueTableSchema rv = s.add_column(System.TypeCode.DateTime, $"{inp_col}_date");
rv = rv.add_column(System.TypeCode.String, $"{inp_col}_day");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_day_of_month");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_month");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_hour");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_min");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_seconds_of_day");
rv = rv.add_column(System.TypeCode.String, $"{inp_col}_month");
rv = rv.add_column(System.TypeCode.String, $"{inp_col}_hour");
rv = rv.add_column(System.TypeCode.String, $"{inp_col}_min");
return rv;
};
ViewStream rs = new MapStream(parent_stream,
@@ -24,12 +22,10 @@ namespace bts.SilverPine {
IBlueTableSchema s = get_schema(r.schema);
MutableBlueRow rv = new MutableBlueRow(s, r);
rv.setValue($"{inp_col}_date", dt.Date);
rv.setValue($"{inp_col}_day_of_week", dt.DayOfWeek.ToString());
rv.setValue($"{inp_col}_day_of_month", dt.Day);
rv.setValue($"{inp_col}_month", dt.Date.Month);
rv.setValue($"{inp_col}_day", dt.DayOfWeek.ToString());
rv.setValue($"{inp_col}_month", dt.Date.Month.ToString());
rv.setValue($"{inp_col}_hour", dt.Hour);
rv.setValue($"{inp_col}_minute", dt.Minute);
rv.setValue($"{inp_col}_seconds_of_day", (dt - dt.Date).TotalSeconds);
rv.setValue($"{inp_col}_min", dt.Minute);
return rv;
});
mySetRealSource(rs);
@@ -1,6 +1,5 @@
using System;
using BCG;
using BCG.Utilities.General;
using bts;
@@ -88,17 +87,3 @@ namespace BCG {
}
}
}
//namespace bts.BlueOrb {
// [DataStreamUserRespresentation("MillisecondStream")]
// public class MillisecondStream : ViewStream {
// public MillisecondStream(ViewStreamDatabase vsd, int interval_msecs, int size) {
// ViewStream rs = new BCG.MillisecondStream(vsd, interval_msecs, size);
// mySetRealSource(rs);
// }
// public MillisecondStream(int interval_msecs, int size)
// : this(interval_msecs, size) {
// }
// }
//}
@@ -37,42 +37,4 @@ namespace BCG
}
}
[DataStreamUserRespresentation("throttle")]
public class ThrottleStream : ViewStream{
private readonly ViewStream _main_stream;
private readonly TimeSpan _ts;
private readonly ViewStreamDatabase _vsd;
private DateTime _last_fire_time = DateTime.MinValue;
public ThrottleStream (ViewStream main_stream, int throttle_seconds)
:
this(main_stream, TimeSpan.FromSeconds(throttle_seconds), ViewStreamDatabase.instance)
{
}
public ThrottleStream (ViewStream main_stream, TimeSpan ts, ViewStreamDatabase vsd){
_main_stream = main_stream;
_ts = ts;
_vsd = vsd;
}
protected override void myOnFirstSubscriber() {
_main_stream.onChange += _handle_base_stream_update;
}
protected override void myOnLastSubscriber() {
_main_stream.onChange -= _handle_base_stream_update;
}
private void _handle_base_stream_update(object dp_obj){
if (DateTime.Now - _last_fire_time >= _ts){
DataPacket dp_in = dp_obj as DataPacket;
_last_fire_time = DateTime.Now;
DataPacket dp = BlueDataUtility.build_dp_inc(dp_in.newRows, myLastValue as DataPacket);
myFireEvent(dp);
}
}
}
}
@@ -1,40 +0,0 @@
namespace bts.SilverPine{
using BGC;
using System;
[DataStreamUserRespresentation("throttle")]
public class ThrottleStream : ViewStream{
private readonly ViewStream _main_stream;
private readonly TimeSpan _ts;
private readonly ViewStreamDatabase _vsd;
private DateTime _last_fire_time = DateTime.MinValue;
public ThrottleStream (ViewStream main_stream, int throttle_seconds)
:
this(main_stream, TimeSpan.FromSeconds(throttle_seconds), ViewStreamDatabase.instance)
{
}
public ThrottleStream (ViewStream main_stream, TimeSpan ts, ViewStreamDatabase vsd){
_main_stream = main_stream;
_ts = ts;
_vsd;
}
protected override void myOnFirstSubscriber() {
_main_stream.onChange += _handle_base_stream_update;
}
protected override void myOnLastSubscriber() {
_main_stream.onChange -= _handle_base_stream_update;
}
private void _handle_base_stream_update(object dp_obj){
if (DateTime.Now - _last_fire_time >= _ts){
DataPacket dp_in = dp_obj;
_last_fire_time = DateTime.Now;
DataPacket dp = BlueDataUtility.build_dp_inc(dp_in.newRow, myLastValue as DataPacket);
myFireEvent(dp);
}
}
}
}
@@ -1,124 +1,111 @@
//namespace bts.SilverPine {
// using BCG;
namespace bts.SilverPine {
using BCG;
// using bts;
// //using bts.collections;
using bts;
using bts.collections;
// using System;
// using System.CodeDom;
// using System.Collections.Generic;
// using System.Linq;
using System;
using System.CodeDom;
using System.Collections.Generic;
using System.Linq;
// // Given 2 filters, and 2 columns, finds the different in the value of the 2 columns from the 2 rows
// // so:
// // f1(base_stream.rows)[col1] - f1(base_stream.rows)[col2]
// [DataStreamUserRespresentation("ColDiff")]
// public class ColumnDifferenceStream : ViewStream {
// private readonly ViewStream _base_stream;
// private readonly FilterStream.OnFilter _f1, _f2;
// private readonly string _c1, _c2;
// Given 2 filters, and 2 columns, finds the different in the value of the 2 columns from the 2 rows
// so:
// f1(base_stream.rows)[col1] - f1(base_stream.rows)[col2]
[DataStreamUserRespresentation("ColDiff")]
public class ColumnDifferenceStream : ViewStream {
private readonly ViewStream _base_stream;
private readonly FilterStream.OnFilter _f1, _f2;
private readonly string _c1, _c2;
// public ColumnDifferenceStream(ViewStream base_stream, FilterStream.OnFilter f1, FilterStream.OnFilter f2, string col1, string col2) {
// _base_stream = base_stream;
// _f1 = f1;
// _f2 = f2;
// _c1 = col1;
// _c2 = col2;
// }
public ColumnDifferenceStream(ViewStream base_stream, FilterStream.OnFilter f1, FilterStream.OnFilter f2, string col1, string col2) {
_base_stream = base_stream;
_f1 = f1;
_f2 = f2;
_c1 = col1;
_c2 = col2;
}
// public ColumnDifferenceStream(ViewStream base_stream, string f1, string f2, string col1, string col2) {
// FilterStream.OnFilter f1_del = r => {
// BooleanExpressionFilter rv = new BooleanExpressionFilter(f1);
// return rv.filter(r);
// };
// FilterStream.OnFilter f2_del = r => {
// BooleanExpressionFilter rv = new BooleanExpressionFilter(f2);
// return rv.filter(r);
// };
// ViewStream rs = new ColumnDifferenceStream(base_stream, f1_del, f2_del, col1, col2);
// mySetRealSource(rs);
// }
public ColumnDifferenceStream(ViewStream base_stream, string f1, string f2, string col1, string col2) {
FilterStream.OnFilter f1_del = r => {
BooleanExpressionFilter rv = new BooleanExpressionFilter(f1);
return rv.filter(r);
};
FilterStream.OnFilter f2_del = r => {
BooleanExpressionFilter rv = new BooleanExpressionFilter(f2);
return rv.filter(r);
};
ViewStream rs = new ColumnDifferenceStream(base_stream, f1_del, f2_del, col1, col2);
mySetRealSource(rs);
}
// // for each row, does a row[new_col_name] = row[col1] - rows[row_ffset][col2]
// // we should generlize this for any math operation
// public ColumnDifferenceStream(ViewStream parent_stream, string sort_col_name, int row_offset, string col1, string col2, string diff_col_name, double optional_perc_diff_filter = 0.0) {
// // use GlobalMapStream
// string diff_col_perc_name = $"{diff_col_name}_percentage";
// System.Func<System.Collections.Generic.List<BCG.IBlueRow>, uint, BCG.IBlueRow> g_map_func = (rows, idx) => {
// int minuend_idx = Convert.ToInt32(idx);
// var inp_schema = rows[0].schema;
// var out_schema = inp_schema.add_column(TypeCode.Double, diff_col_name);
// out_schema = out_schema.add_column(TypeCode.Double, diff_col_perc_name);
// // minuend - subtrahend
// IBlueRow minuend_row = rows.ElementAt(minuend_idx);
// MutableBlueRow rv = new MutableBlueRow(out_schema, minuend_row);
// int subtrahend_index = minuend_idx + row_offset;
// double diff_val = Double.NaN, diff_val_perc = Double.NaN;
// if (subtrahend_index >= 0) {
// try {
// IBlueRow subtrahend_row = rows.ElementAt(subtrahend_index);
// diff_val = minuend_row.get<double>(col1) - subtrahend_row.get<double>(col2);
// diff_val_perc = 100.0 * diff_val / subtrahend_row.get<double>(col1);
// } catch (Exception ex) {
// Log.assert(false, ex.Message);
// }
// }
// rv.setValue(diff_col_name, diff_val);
// rv.setValue(diff_col_perc_name, diff_val_perc);
// return rv;
// };
// ViewStream rs = new GlobalMapStream(parent_stream, sort_col_name, g_map_func);
// if (optional_perc_diff_filter != 0) {
// rs = new FilterStream(rs, r => {
// double diff_val_perc = r.get<double>(diff_col_perc_name);
// double abs_diff_val_perc = Math.Abs(diff_val_perc);
// return abs_diff_val_perc >= optional_perc_diff_filter;
// });
// }
// mySetRealSource(rs);
// }
// for each row, does a row[new_ol_name] = row[col1] - rows[row_ffset][col2]
// we should generlize this for any math operation
public ColumnDifferenceStream(ViewStream parent_stream, string sort_col_name, int row_offset, string col1, string col2, string diff_col_name, double optional_perc_diff_filter = 0.0) {
// use GlobalMapStream
string diff_col_perc_name = $"{diff_col_name}_percentage";
System.Func<System.Collections.Generic.List<BCG.IBlueRow>, uint, BCG.IBlueRow> g_map_func = (rows, idx) => {
int minuend_idx = Convert.ToInt32(idx);
var inp_schema = rows[0].schema;
var out_schema = inp_schema.add_column(TypeCode.Double, diff_col_name);
out_schema = out_schema.add_column(TypeCode.Double, diff_col_perc_name);
// minuend - subtrahend
IBlueRow minuend_row = rows.ElementAt(minuend_idx);
MutableBlueRow rv = new MutableBlueRow(out_schema, minuend_row);
int subtrahend_index = minuend_idx + row_offset;
double diff_val = Double.NaN, diff_val_perc = Double.NaN;
if (subtrahend_index >= 0) {
try {
IBlueRow subtrahend_row = rows.ElementAt(subtrahend_index);
diff_val = minuend_row.get<double>(col1) - subtrahend_row.get<double>(col2);
diff_val_perc = 100.0 * diff_val / subtrahend_row.get<double>(col1);
} catch (Exception ex) {
Log.assert(false, ex.Message);
}
}
rv.setValue(diff_col_name, diff_val);
rv.setValue(diff_col_perc_name, diff_val_perc);
return rv;
};
ViewStream rs = new GlobalMapStream(parent_stream, sort_col_name, g_map_func);
if (optional_perc_diff_filter != 0) {
rs = new FilterStream(rs, r => {
double diff_val_perc = r.get<double>(diff_col_perc_name);
double abs_diff_val_perc = Math.Abs(diff_val_perc);
return abs_diff_val_perc >= optional_perc_diff_filter;
});
}
mySetRealSource(rs);
}
// protected override void myOnFirstSubscriber() {
// _base_stream.onChange += _handle_base_stream_update;
// }
protected override void myOnFirstSubscriber() {
_base_stream.onChange += _handle_base_stream_update;
}
// protected override void myOnLastSubscriber() {
// _base_stream.onChange -= _handle_base_stream_update;
// }
protected override void myOnLastSubscriber() {
_base_stream.onChange -= _handle_base_stream_update;
}
// private void _handle_base_stream_update(object dp_obj) {
// // could have been done with filter and cartesian prod, and then math
// DataPacket dp = dp_obj as DataPacket;
// List<IBlueRow> rows = dp.newRows.to_list();
// var f1_rows = rows.Where(r => _f1(r));
// //Log.assert(f1_rows.Count() == 1);
// var f2_rows = rows.Where(r => _f2(r));
// //Log.assert(f2_rows.Count() == 1);
// if (f1_rows != null && f1_rows.Count() > 0 && f2_rows != null && f2_rows.Count() > 0) {
// IBlueRow f1_r = f1_rows.ElementAt(0);
// IBlueRow f2_r = f2_rows.ElementAt(0);
// double diff = f1_r.get<double>(_c1) - f2_r.get<double>(_c2);
// IBlueTableSchema out_schema = f1_r.schema.add_columns(Tuple.Create(typeof(double), "diff"));
// BlueTable out_table = new BlueTable(out_schema);
// MutableBlueRow out_row = new MutableBlueRow(out_schema, f1_r);
// out_row.setValue("diff", diff);
// out_table.addRow(out_row);
// DataPacket dp_out = BlueDataUtility.build_dp(out_table, myLastValue as DataPacket);
// myFireEvent(dp_out);
// } else {
// IBlueRow f1_r = rows.ElementAt(0);
// IBlueRow f2_r = rows.ElementAt(0);
// double diff = Double.NaN;
// IBlueTableSchema out_schema = f1_r.schema.add_columns(Tuple.Create(typeof(double), "diff"));
// BlueTable out_table = new BlueTable(out_schema);
// MutableBlueRow out_row = new MutableBlueRow(out_schema, f1_r);
// out_row.setValue("diff", diff);
// out_table.addRow(out_row);
// DataPacket dp_out = BlueDataUtility.build_dp(out_table, myLastValue as DataPacket);
// myFireEvent(dp_out);
// }
private void _handle_base_stream_update(object dp_obj) {
// could have been done with filter and cartesian prod, and then math
DataPacket dp = dp_obj as DataPacket;
List<IBlueRow> rows = dp.newRows.to_list();
var f1_rows = rows.Where(r => _f1(r));
Log.assert(f1_rows.Count() == 1);
var f2_rows = rows.Where(r => _f2(r));
Log.assert(f2_rows.Count() == 1);
IBlueRow f1_r = f1_rows.ElementAt(0);
IBlueRow f2_r = f2_rows.ElementAt(0);
double diff = f1_r.get<double>(_c1) - f2_r.get<double>(_c2);
IBlueTableSchema out_schema = f1_r.schema.add_columns(Tuple.Create(typeof(double), "diff"));
BlueTable out_table = new BlueTable(out_schema);
MutableBlueRow out_row = new MutableBlueRow(out_schema, f1_r);
out_row.setValue("diff", diff);
out_table.addRow(out_row);
DataPacket dp_out = BlueDataUtility.build_dp(out_table, myLastValue as DataPacket);
myFireEvent(dp_out);
// }
// }
}
}
//}
}
@@ -40,4 +40,4 @@ namespace BCG {
myFireSwitch = myLastFiredPacket.addedRows.Count + myLastFiredPacket.deletedRows.Count == 0 ? false : true;
}
}
}
}
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