Compare commits

..
Author SHA1 Message Date
John Colvin baae080402 Add PUT method to http client 2024-12-04 20:22:38 +00:00
John Colvin 1c7965b590 fix ws client 2024-12-04 20:22:13 +00:00
John Colvin 44f9618c48 refactor: Move OrderServiceServer to sparkd
Where it belongs
2024-11-30 17:30:10 +00:00
John Colvin ad54c47f0e Add WebsocketClient (cpp) 2024-11-29 15:05:54 +00:00
John Colvin d50fd65e22 Add scaffolding for PandasExpressions 2024-11-29 15:05:54 +00:00
John Colvin edf1ba53c9 Reduce log noise in SingleTagData 2024-11-29 15:05:54 +00:00
John Colvin 26fe3c0e20 Reduce log noise in AsyncTCPConnection_AsyncWrapper 2024-11-29 15:05:54 +00:00
John Colvin f2341a689c TEMP changes to appsettings.json (at least i should review them before making permanent) 2024-11-29 15:05:54 +00:00
John Colvin 7e6530c69d Add ColumnIndex class to resolve column names to indices
Improves performance compared to accessing columns by name
2024-11-29 15:05:54 +00:00
John Colvin 2795044712 Serialize TimeSpan w/ microsecond precision in DataPacket json 2024-11-29 15:05:54 +00:00
John Colvin 2fb67bdb55 Make 'name' default to CallerArgumentExpression for convenience 2024-11-29 15:05:54 +00:00
John Colvin 66dc76b9ff Rewrite much of compose.yaml 2024-11-29 15:05:54 +00:00
John Colvin f68674924b Add GetValue fn to Variant, PrimitiveVariant 2024-11-29 15:05:54 +00:00
John Colvin fbc6806a9a Add BlueColumnTable for pandas integration
This will make it easier/more natural to support pandas column expressions
2024-11-29 15:05:54 +00:00
John Colvin c9740b22cd refactor: Rename snake_case fns PascalCase 2024-11-29 15:05:54 +00:00
John Colvin c6d039d899 Format DateTimes w/ microsecond precision in DataPacketJsonConverter 2024-11-29 15:05:54 +00:00
John Colvin 611d21d112 Generate some more row types with new t4 templates 2024-11-29 15:05:54 +00:00
John Colvin d28e70cd37 fix: Import all IDataStreamFactory instances in publisher service 2024-11-29 15:05:54 +00:00
John Colvin 7f22bb5f3b fix: Add Ipv6 urls to Kestrel config
The vite dev proxy server was routing requests to ipv6
loopback, ::1, instead of ipv4, 127.0.0.1
2024-11-29 15:05:54 +00:00
John Colvin 437b7b1e69 cleanup: Add key attributes to jsx code
They were causing warnings in console log
2024-11-29 15:05:54 +00:00
John Colvin 68d5b8fda2 cleanup: Add semi-colons to js code 2024-11-29 15:05:54 +00:00
John Colvin 73297e63ab Add logs for vite dev proxy server 2024-11-29 15:05:54 +00:00
John Colvin 44f9400499 Incorporate env files into docker compose
In order to support local (ephemeral) config. For example, to run sparkd
with replay md to troubleshoot an issue.
2024-11-29 15:05:54 +00:00
John Colvin c8d40fd157 fix: Run MDReplayer on background thread (don't block)
This was preventing other services from starting up
2024-11-29 15:05:53 +00:00
John Colvin 26b0377fa4 Add BlueRowColumnMask to hide columns w/ minimal overhead
Less overhead than ProjectStream
2024-11-29 15:05:53 +00:00
John Colvin b169bedbb2 fix build: Update protobuf namespaces in c# 2024-11-29 15:05:53 +00:00
John Colvin 103892e65a fix build: Fix win cpp build after lots of datastream work on linux
* Fix protoc path
* Disable tests (the catch2 build from vcpkg uses incorrect RuntimeIdentifier).
  TODO: Need to look into this.
* Update cmake target name from 'libspark' -> 'spark' in vs_filters.cmake
* Disable concurrencpp (async coroutines) in HttpClient
* Update paths in GetWindowsClientSources.cmake
* Update libs in GetWindowsClientLinkLibraries.cmake
* Handful of other trivial changes
2024-11-29 15:05:53 +00:00
John Colvin 86d90fdb0a fix build: Move SecurityTests.cpp into "tests" dir
We build outside of the main lib (libspark in this case), and instead
build them in a separate exe.
2024-11-29 15:05:53 +00:00
John Colvin 6674b2ff3b vscode: Fix prelaunchTask in datastream webapp debug cfg (launch.json) 2024-11-29 15:05:53 +00:00
John Colvin ad5692b552 Update datastream webapp appsettings.json (config) 2024-11-29 15:05:53 +00:00
John Colvin 8a313f9b99 build: Add 'compose-file' arg to deploy script 2024-11-29 15:05:53 +00:00
John Colvin f893f2d9b5 Generate a few row types with new t4 templates 2024-11-29 15:05:53 +00:00
John Colvin b17a3c9441 Add async SQLiteEnumerator to read sqlite tables as IBlueRowCollection 2024-11-29 15:05:53 +00:00
John Colvin 63e70650fb build: Generate c# code for RowTypes
Produces structs that implement IBlueRow with strongly typed
properties for each column.
2024-11-29 15:05:53 +00:00
John Colvin d6d919afe4 Add some nifty DataPacket/TableUpdate IObservable utils 2024-11-29 15:05:53 +00:00
John Colvin d242c79079 fix: Remove query from literal error stream
The parser can't handle colons in the expression (it throws/crashes)
2024-11-29 15:05:53 +00:00
John Colvin 144456e83a Tweak new streams database config 2024-11-29 15:05:53 +00:00
John Colvin 832f8c74b3 fix build: Disable some includes on windows 2024-11-29 15:05:53 +00:00
John Colvin 64d015d1ed build: Move lib_spark tests into separate exe
So we don't have to run them through sparkd
2024-11-29 15:05:53 +00:00
John Colvin 7d4367d50c refactor: Move catch_test_runner from spark (lib) to sparkd (app)
This source file provides the entry point for catch2
2024-11-29 15:05:53 +00:00
John Colvin 3aa4fdc359 Add gen purpose blue row/table utils for data streams
* Add BlueRowReflection<T> so ViewStream implementations can use
  strong row types without needing to implement IBlueRow
* Add default implementations for IDictionary members in IBlueRow to make
  implementing IBlueRow less tedious
2024-11-29 15:05:53 +00:00
John Colvin 53ac678b58 Extend dsl to support explicit param names 2024-11-29 15:05:53 +00:00
John Colvin 1674e37506 Remove erroneous "DSL: " prefix in ai prompt stream
This causes parse errors since we extended the dsl syntax to support named
params in the form of "name: arg".
2024-11-29 15:05:53 +00:00
John Colvin 8629ab7053 Configure directory browser endpt for vite dev server 2024-11-29 15:05:53 +00:00
John Colvin a399d315c3 Load IDataStremFactory impls with dependency injection
So we can create ViewStreams that depend on other services, config, etc.
Previously, the PrimitiveManager relied purely on static construction of types
through reflection.
2024-11-29 15:05:53 +00:00
John Colvin ffb8943afa refactor: Use generic collections in PrimitiveManager
The class that instantiates ViewStreams via reflection
2024-11-29 15:05:53 +00:00
John Colvin 1f41b0ff9f Fix typo in NLStream's namespace 2024-11-29 15:05:53 +00:00
John Colvin 274c9835a5 Fix LiteralStream syntax in md publisher appsettings.json 2024-11-29 15:05:53 +00:00
John Colvin 617bf296e5 vscode: Set ASPNETCORE_ENVIRONMENT=Development in api server debug cfg 2024-11-29 15:05:53 +00:00
John Colvin 4ba92b212d build: Change publish_spark.py default verbosity to 2
This equates to STATUS and normal in cmake and dotnet, respectively
2024-11-29 15:05:53 +00:00
John Colvin 20bb42c8b0 Add c# Variant class, modeled after std::variant in c++ 2024-11-29 15:05:53 +00:00
John Colvin e534449638 Add generic ViewStream, BlueRow types/interfaces 2024-11-29 15:05:53 +00:00
John Colvin eeba50b10a Add scripts to deploy apps via docker compose 2024-11-29 15:05:53 +00:00
John Colvin b6e388e380 Clean up build scripts 2024-11-29 15:05:53 +00:00
John Colvin d71e0e3ba1 fix: Add null check 2024-11-29 15:05:12 +00:00
John Colvin 297a956f25 vscode: Add debug cfg for api server on linux 2024-11-29 15:05:12 +00:00
John Colvin 73cfea44ee fix: Update source paths for api server docker 2024-11-29 15:05:12 +00:00
John Colvin 04f5271957 fix build: Update proto path in csproj file 2024-11-29 15:05:12 +00:00
John Colvin b582b1462f fix build: Install actual dir instead of symlink 2024-11-29 15:05:12 +00:00
John Colvin 346203d2d8 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.
2024-11-29 15:05:12 +00:00
John Colvin a174bbc4db fix: Load logging config at runtime
Don't use hardcoded default
2024-11-29 15:05:12 +00:00
John Colvin 0adff5e042 refactor: Replace BoolName w/ FormattedBool 2024-11-29 15:05:12 +00:00
John Colvin de5061064e Init hb timestamp to avoid false drops
Mainly when debugging.
2024-11-29 15:05:12 +00:00
John Colvin 1ecaaf4cbe 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.
2024-11-29 15:05:12 +00:00
John Colvin 8886054416 Make utils::TimeStamp formattable for logs, etc. 2024-11-29 15:05:12 +00:00
John Colvin 1725e1122d 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.
2024-11-29 15:05:12 +00:00
John Colvin 9b00f247e6 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
2024-11-29 15:05:12 +00:00
John Colvin 818caf8af0 fix build: Remove unused refs
Sparkd release builds were failing with warnings-as-errors about unused refs
2024-11-29 15:05:12 +00:00
John Colvin 69a60e992d Fix eslint config and use modern flat style
https://eslint.org/docs/latest/use/configure/configuration-files#configuration-file
2024-11-29 15:05:12 +00:00
John Colvin c40ae32c69 cleanup: Move global var into function scope in vite cfg 2024-11-29 15:05:12 +00:00
John Colvin 12b41a211c Update node pkgs in datastream webapp 2024-11-29 15:05:12 +00:00
John Colvin 8e12d67d1f cleanup (build): Remove unused cmake cache var 2024-11-29 15:05:12 +00:00
John Colvin ccc71c5a65 Put cme config url in GlbxMarketDataConfig proto
Instead of using magic strings
2024-11-29 15:05:12 +00:00
John Colvin 5604eabde4 refactor: Change raw IDGenerator ptr to shared_ptr 2024-11-29 15:05:12 +00:00
John Colvin 869f629d3f fix: Actually use include/exclude params in SymbolLoader 2024-11-29 15:05:12 +00:00
John Colvin 83879425e3 fix build: Remove unnecessary link lib ssl 2024-11-29 15:05:12 +00:00
John Colvin 718524b519 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
2024-11-29 15:05:12 +00:00
John Colvin 5bc5515b78 cleanup: Get rid of another Security type aliases 2024-11-29 15:05:12 +00:00
John Colvin 298290550e cleanup: Remove unused code in Security.h/cpp 2024-11-29 15:05:12 +00:00
John Colvin ef62430011 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()".
2024-11-29 15:05:12 +00:00
John Colvin d618387837 diag: Log when an MDProducer is created 2024-11-29 15:05:12 +00:00
John Colvin 7c11d7e57a diag: Add logs around synthetic security discovery in MDConsumer 2024-11-29 15:05:12 +00:00
John Colvin 85819b93fa refactor: Break shared mem md code up into smaller files
For easier reading/navigation
2024-11-29 15:05:12 +00:00
John Colvin f9161949a8 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.
2024-11-29 15:05:12 +00:00
John Colvin 4be5fe7ee2 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).
2024-11-29 15:05:12 +00:00
John Colvin 9699ee50a3 refactor: Change refs/raw ptrs to smart ptrs in md gateway 2024-11-29 15:05:12 +00:00
John Colvin 68e474bbdd Fix typo in market_data.conf 2024-11-29 15:05:12 +00:00
John Colvin 7639553aca Add BTC and ETH to VENUE_SIM in symbols.conf 2024-11-29 15:05:12 +00:00
John Colvin 7cc2a1ec3e fix: Resolve main logging dir in new SparkDataDirectory class 2024-11-29 15:05:12 +00:00
John Colvin 7c0d51411a refactor: Replace if/else with switch cases 2024-11-29 15:05:12 +00:00
John Colvin 1faef232aa 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.
2024-11-29 15:05:12 +00:00
John Colvin 4e41721e33 cleanup: Remove over-engineered subcommands
We don't need explicit subcommands to 'run onixs' md (just use config).
2024-11-29 15:05:12 +00:00
John Colvin 258ace9043 fix: Ensure IDGenerator instance is created before deref 2024-11-29 15:05:11 +00:00
John Colvin d0f48ae0d9 fix: Expand undefined vars to empty string
Bugs (fixed):
  * Md shared memory file names have unexpanded variable: '${BTS_SHARED_MEMORY_PREFIX}'
2024-11-29 15:05:11 +00:00
John Colvin 00a9d74221 fix: Emplace MDConsumerHandle instead of copy assign 2024-11-29 15:05:11 +00:00
John Colvin a42017e592 Generate c++ protos w/ relative paths
We shouldn't be generating protos defined outside of the current CMakeLists.txt dir.
2024-11-29 15:05:11 +00:00
John Colvin 49ebe56e31 fix build: Make venue conversion constexpr 2024-11-29 15:05:11 +00:00
John Colvin 376906b756 build: Use new/robust init_library fn in lib_domain 2024-11-29 15:05:11 +00:00
John Colvin c99954e173 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.
2024-11-29 15:05:11 +00:00
John Colvin 5dc09d3399 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
2024-11-29 15:05:11 +00:00
John Colvin cbf362ed0a build: Move http code into its own lib 2024-11-29 15:05:11 +00:00
John Colvin 5656b33d26 refactor: Move thread_manager to lib_system 2024-11-29 15:05:11 +00:00
John Colvin 5d7f8a0052 build (linux): Migrate catch2 dep to vcpkg (from externals) 2024-11-29 15:05:11 +00:00
John Colvin a74e80bdfb build (linux): Migrate fmt dep to vcpkg (from externals)
Now both linux and windows use vcpkg's fmt
2024-11-29 15:05:11 +00:00
John Colvin 5040dd5e0c cleanup: Remove unnecessary includes 2024-11-29 15:05:11 +00:00
John Colvin 9a9e3311f2 refactor: Move threads.proto to lib_system 2024-11-29 15:05:11 +00:00
John Colvin c786afdd4c refactor: Move warn_ctrl.h into lib_system
This is another logging dep
2024-11-29 15:05:11 +00:00
John Colvin c1146e814a build: Link boost_filesystem in lib_system 2024-11-29 15:05:11 +00:00
John Colvin fd5d9ab7d3 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.
2024-11-29 15:05:11 +00:00
John Colvin 0b34f87f86 cleanup: Remove unused code 2024-11-29 15:05:11 +00:00
John Colvin f0ea3719cc cleanup: Remove more unnecessary includes 2024-11-29 15:05:11 +00:00
John Colvin 56f171724c refactor: Move SecurityMarketDataStatistics to lib_domain 2024-11-29 15:05:11 +00:00
John Colvin 9b705ec5e7 cleanup: Remove unnecessary code 2024-11-29 15:05:11 +00:00
John Colvin 342d1e8c6b cleanup: Remove empty header FTXSecurity.h 2024-11-29 15:05:11 +00:00
John Colvin e351e196ea 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
2024-11-29 15:05:11 +00:00
John Colvin 6bf89ef76f refactor: Move RFQ to lib_domain 2024-11-29 15:05:11 +00:00
John Colvin fae0e3af16 refactor: Move AggressorSide proto to lib_domain
Get rid of non-proto AggressorSide enum while we're at it (consolidate to 1 type)
2024-11-29 15:05:11 +00:00
John Colvin d47ccc9a9f cleanup: Remove more unused code 2024-11-29 15:05:11 +00:00
John Colvin df134aad68 refactor: Move a few Order types to lib_domain 2024-11-29 15:05:11 +00:00
John Colvin 372c54f089 refactor: Move TimeInForce to lib_domain 2024-11-29 15:05:11 +00:00
John Colvin 71863c2991 cleanup: Remove unused code 2024-11-29 15:05:11 +00:00
John Colvin 47cc33afc7 refactor: Move TradeRecord into lib_domain 2024-11-29 15:05:11 +00:00
John Colvin ffb1d9fd47 refactor: Move TradingStatus enum to lib_domain 2024-11-29 15:05:11 +00:00
John Colvin 340e91f164 build: Update webpack-cli in admin webapp 2024-11-29 15:05:11 +00:00
John Colvin 3fb0b420db build: Configure admin webapp build entirely in CMakeLists
Get rid of build_admin_web_app.py
2024-11-29 15:05:11 +00:00
John Colvin 7cc938d85e 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/
2024-11-29 15:05:11 +00:00
John Colvin f20e013e4e refactor: Move collections into lib_system 2024-11-29 15:05:11 +00:00
John Colvin bf9a6c3431 refactor: Move a handful of types/utils to lib_system 2024-11-29 15:05:11 +00:00
John Colvin f052c591eb build: Add preset to build with 6 jobs (-j 6)
Otherwise the devcontainer may hog too much cpu and cause the container to freeze
2024-11-29 15:05:11 +00:00
John Colvin 583cf0bb16 cleanup: Remove unused includes
Mostly collection macro headers
2024-11-29 15:05:11 +00:00
John Colvin bb72e1b8ad cleanup (build): Move protobuf service generation cmake into lib_spark
Because lib_spark owns all the services
2024-11-29 15:05:11 +00:00
John Colvin 5466058ef2 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).
2024-11-29 15:05:11 +00:00
John Colvin e98bb730e4 refactor: Move ValueWrapper into lib_system
So other projects can use it
2024-11-29 15:05:10 +00:00
John Colvin 1f9a67f912 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
2024-11-29 15:05:10 +00:00
John Colvin ec0712b0cc 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).
2024-11-29 15:05:10 +00:00
John Colvin 6ea7774e5f cleanup: Remove superfluous code 2024-11-29 15:05:10 +00:00
John Colvin f2f2024562 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.
2024-11-29 15:05:10 +00:00
John Colvin 25ea9fac1d 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.
2024-11-29 15:05:10 +00:00
John Colvin 98a6a357bd cleanup: Remove redundant macro def 2024-11-29 15:05:10 +00:00
John Colvin 62a4073748 Skip md recording thread loop if no recorders configured to run 2024-11-29 15:05:10 +00:00
John Colvin bad698a4ff Handle signal interrupts explicitly in sparkd
Otherwise the python interpretter, which is instantiated when we load
python md plugins, prevents the application from exiting.
2024-11-29 15:05:10 +00:00
John Colvin 7ed2019006 feat: Add support for python md plugins 2024-11-29 15:05:10 +00:00
John Colvin fd2fdf7d39 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
2024-11-29 15:05:10 +00:00
John Colvin 55349b2791 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++).
2024-11-29 15:05:10 +00:00
John Colvin 5d7aa63869 cleanup: Trivial whitespace cleanup in sparkd CMakeLists 2024-11-29 15:05:10 +00:00
John Colvin 81057cfe77 build: Add cmake fns to symlink and install local libs
The code needed to do this (inline) is ugly and verbose
2024-11-29 15:05:10 +00:00
John Colvin 54bd95e8b2 cleanup: Use conventional UPPER_CASE var names in sparkd CMakeLists 2024-11-29 15:05:10 +00:00
John Colvin 841d1be1dd cleanup: Trivial whitespace cleanup in Protobuf.cmake 2024-11-29 15:05:10 +00:00
John Colvin d54d5b31ad build: Clean up data_files cmake proj (support --target clean) 2024-11-29 15:05:10 +00:00
John Colvin 457e619261 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.
2024-11-29 15:05:10 +00:00
John Colvin fcace19a5a vscode: Add debug cfg to skip sparkd build 2024-11-29 15:00:58 +00:00
John Colvin e815362b50 fix build: Add ShmSegmentName.cpp to windows client sources 2024-11-29 15:00:58 +00:00
John Colvin 1c3238b86d Make a few timestamp fns const
They should have been const in the first place
2024-11-29 15:00:58 +00:00
John Colvin 092a29d28b 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
2024-11-29 15:00:58 +00:00
John Colvin 6202ba52b4 Add api server to docker compose 2024-11-29 15:00:58 +00:00
John Colvin 8afac9e4ac 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
2024-11-29 14:58:54 +00:00
John Colvin 5602c6c642 cleanup: Remove unnecessary env vars from webapp docker compose 2024-11-29 14:58:54 +00:00
John Colvin be77b630dd vscode: Fix sparkd debug config 2024-11-29 14:58:54 +00:00
John Colvin b20c38bd1a 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.
2024-11-29 14:58:54 +00:00
John Colvin 932918f473 Don't log "initializing spark config" if it has already been initialized 2024-11-29 14:58:54 +00:00
John Colvin 24cbfd9062 vscode: Add debug cfg for spark api server 2024-11-29 14:58:54 +00:00
John Colvin e39de508f7 Use dependency injection in spark api server 2024-11-29 14:58:54 +00:00
John Colvin a9542b3dd1 Add SparkLoggerAdapter for Msft ILogger 2024-11-29 14:57:44 +00:00
John Colvin badb5e4c2d Display exception stack trace w/ 1 call per line in ds webapp 2024-11-29 14:57:44 +00:00
John Colvin 7d870d925b Remove unused ErrorView from ds webapp 2024-11-29 14:57:44 +00:00
John Colvin a47fc311b3 Propagate ViewStream errors to webapp frontend 2024-11-29 14:57:44 +00:00
John Colvin 4e63428540 Add ErrorChanged event to propagate DataStream exceptions 2024-11-29 14:57:44 +00:00
John Colvin 29b305635d 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.
2024-11-29 14:57:44 +00:00
John Colvin ef10ae6075 Improve alignment/spacing in ds webapp 2024-11-29 14:57:44 +00:00
John Colvin 7e8ee6a22c 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
2024-11-29 14:57:44 +00:00
John Colvin 95d3f643d5 Remove "BTS Cloud Streams" title from webapp
Space is precious when viewing on phone (tbh, it didn't look that good
anyways).
2024-11-29 14:57:44 +00:00
John Colvin 5819bfdd87 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
2024-11-29 14:57:44 +00:00
John Colvin 61427533d3 Replace ErrorView component w/ robust QueryStatusView 2024-11-29 14:57:44 +00:00
John Colvin a84af452af Fix typos in query button theme 2024-11-29 14:57:44 +00:00
John Colvin c1bdd09d80 fix: Don't assert on exception in BooleanExpression.evaluate
Bugs (fixed):
  * DataStream WebApp Server sometimes crashes when the user enters a
    bad query.
2024-11-29 14:57:44 +00:00
John Colvin 9de72db6fd Change VITE_DATASTREAM_WEBSOCKET_URL to localhost 2024-11-29 14:57:44 +00:00
John Colvin dd0e46b6f8 Assert that local ip address is successfully obtained 2024-11-29 14:57:44 +00:00
John Colvin 1b5a4aad61 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).
2024-11-29 14:57:44 +00:00
John Colvin 1bd8765f39 Assert TcpConnection endpoint matches expected 2024-11-29 14:57:44 +00:00
John Colvin 493f7229f3 Fix typo in log msg (was missing interpolation '$') 2024-11-29 14:57:44 +00:00
John Colvin 0ad996a959 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.
2024-11-29 14:57:44 +00:00
John Colvin 4c5a3fa229 fix: Format PubSubRoute as json in log msgs
It was previously using the default ToString, which simply returns the type name
2024-11-29 14:57:44 +00:00
John Colvin 565b004ea5 build: Upgrade packages (deps) in DataStreamTests 2024-11-29 14:57:44 +00:00
John Colvin 92952eb9e9 cleanup: Remove unused ViewStreamDatabase config 2024-11-29 14:57:44 +00:00
John Colvin e89911b6e8 vscode: Add PubSubServer debug cfg to skip build 2024-11-29 14:57:44 +00:00
John Colvin 00c110beb2 Configure apps as a distributed system via Docker compose 2024-11-29 14:57:44 +00:00
John Colvin 86448372cb 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.
2024-11-29 14:57:44 +00:00
John Colvin 525bb61140 refactor: Run RemoteQueryManager as an IHostedService
This paradigm more accurately represents the RemoteQueryManager as a
Service that can be started/stopped.
2024-11-29 14:57:44 +00:00
John Colvin b49e392915 Remove inappropriate "Unable to dispose subscription" log msg 2024-11-29 14:57:44 +00:00
John Colvin d4a39e3d1c 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.
2024-11-29 14:57:44 +00:00
John Colvin 2241da9f9e Move misplaced log abt initializing query text to appropriate place 2024-11-29 14:57:44 +00:00
John Colvin 659e387841 Assert ViewStreamDatabase.instance is only created once
The instance must be initialized via ViewStreamDatabase.SetGlobalInstance
2024-11-29 14:57:44 +00:00
John Colvin 1a408fe86d cleanup: Remove unused code from ViewStreamDatabase 2024-11-29 14:57:44 +00:00
John Colvin 5b9302a3f0 Include subscription id in ds websocket updates 2024-11-29 14:57:44 +00:00
John Colvin dc5a5c858f fix: Define BoooleanConstant before StringConstant
Otherwise the former masks the latter and prevents it from matching
2024-11-29 14:57:44 +00:00
John Colvin 3dec8153f6 Log event data in websocket open, close, error callbacks 2024-11-29 14:57:44 +00:00
John Colvin 2b47263453 refactor: Bring back Material DataGrid
Fix the column resize bugs that made it previously unusable
2024-11-29 14:57:44 +00:00
John Colvin 4539113b70 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
2024-11-29 14:57:44 +00:00
John Colvin f6bac8750b cleanup: Get rid of magic const (subscriptionId) in webapp App.jsx 2024-11-29 14:57:44 +00:00
John Colvin bcbcdfcfa5 build: Copy configuration profiles to publish dir 2024-11-29 14:57:44 +00:00
John Colvin 8933523731 cleanup: Remove unnecessary deps from csprojs 2024-11-29 14:57:44 +00:00
John Colvin 96f8eef3af 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.
2024-11-29 14:57:44 +00:00
John Colvin ae4abfb5e6 dev: Install docker in devcontainer
So we can start various services like sparkd, pubsub, ds publishers, ds
webapp, etc. from inside the devcontainer.
2024-11-29 14:57:44 +00:00
John Colvin a1e15c90c8 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).
2024-11-29 14:57:44 +00:00
John Colvin bd30ba1dab 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).
2024-11-29 14:57:44 +00:00
John Colvin 563ef13420 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>
2024-11-29 14:57:44 +00:00
John Colvin ffd07b96e3 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.
2024-11-29 14:57:44 +00:00
John Colvin 435bad013f build: Copy configuration profiles to build dir
So they are readily available to publish/deploy scripts.
2024-11-29 14:57:44 +00:00
John Colvin 99a67cde7d 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.
2024-11-29 14:57:44 +00:00
John Colvin 8326abdf10 fix: Catch exception when creating TcpClient 2024-11-29 14:57:44 +00:00
John Colvin 66697830a0 fix: Catch WebSocketException in DataStreamSubscription 2024-11-29 14:57:44 +00:00
John Colvin 35d2016670 fix: Add null check to NonIncGroupByStream 2024-11-29 14:57:44 +00:00
John Colvin be18e269a3 fix: Add null check to TableAccumulator2 2024-11-29 14:57:44 +00:00
John Colvin a040729cab fix: Add self-signed certificate to Dockerfile for ds webapp 2024-11-29 14:57:44 +00:00
John Colvin 6865485d55 fix: Make SystemSubscriptionMapPublisher threadsafe
The PubSubState.onTagMapChanged event may not be invoked on
the same thread as doWork.
2024-11-29 14:57:44 +00:00
John Colvin a6b7ddbe38 fix: Add null check in TimeBasedFilter.cs 2024-11-29 14:57:44 +00:00
John Colvin 4ebb02810f Reduce task wait/timeout code in AsyncTCPConnector 2024-11-29 14:57:43 +00:00
John Colvin 0ffc8cb9b6 Add a few canned queries to AwsProd.json for ds webapp 2024-11-29 14:57:43 +00:00
John Colvin da14a2b4ae 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.
2024-11-29 14:57:43 +00:00
John Colvin 6fd6a0dd55 fix: Convert invalid doubles to nan in ds webapp serializer 2024-11-29 14:57:43 +00:00
John Colvin b9a5e91cad Increase datagrid maxheight in ds webapp to 1000px 2024-11-29 14:57:43 +00:00
John Colvin 2770e01726 Improve error display in ds webapp 2024-11-29 14:57:43 +00:00
John Colvin 0777e3f160 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.
2024-11-29 14:57:43 +00:00
John Colvin 1eb3075569 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
2024-11-29 14:57:43 +00:00
John Colvin 8b12600209 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
2024-11-29 14:57:43 +00:00
John Colvin 2d359e0e70 Add config profile and Dockerfile args to deploy script 2024-11-29 14:57:43 +00:00
John Colvin 1e2ae74de2 Copy DataStream WebApp 'dist' to 'wwwroot' in deploy script 2024-11-29 14:57:43 +00:00
John Colvin 729e9f35ae Tweak DataGrid style in DataStream WebApp 2024-11-29 14:57:43 +00:00
John Colvin 316f49227d Add AwsProd config for DataStream WebApp 2024-11-29 14:57:43 +00:00
John Colvin c59345dc0a fix: Add VITE_ prefix to imported env vars
For the DataStream WebApp client
2024-11-29 14:57:43 +00:00
John Colvin 2e0c9c8d54 Fix urls for DataStreamPublisher AwsProd.json 2024-11-29 14:57:43 +00:00
John Colvin e3ad222015 Add benzinga news streams to AwsProd.json
This is a config profile for DataStreamPublisher, designed to be deployed
to aws (on public internet).
2024-11-29 14:57:43 +00:00
John Colvin b18facfa87 fix build warnings: Make props nullable strings in SharedStreamConfig 2024-11-29 14:57:43 +00:00
John Colvin 397f6156dc whitespace: Format PubSubServer.json (indentation issues) 2024-11-29 14:57:43 +00:00
John Colvin 98717e378f Add a few tasks to run DataStream WebApp 2024-11-29 14:57:43 +00:00
John Colvin d277495610 fix: Import websocket url from environment var 2024-11-29 14:57:43 +00:00
John Colvin 250f34e3de Add scripts to deploy data stream apps 2024-11-29 14:57:43 +00:00
John Colvin 00c06429b1 Add SpaServer to Production environment
For Bts.DataStreamWebApp.Server
2024-11-29 14:57:43 +00:00
John Colvin 254e3d38af 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).
2024-11-29 14:57:43 +00:00
John Colvin 4156c6b733 Publish Bts.DataStreamWebApp.Server along with PubSub & DataStream 2024-11-29 14:57:43 +00:00
John Colvin fc40ea412f cleanup: Remove unused code in Bts.DataStreamWebApp.Client 2024-11-29 14:57:43 +00:00
John Colvin e03b7d5991 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
2024-11-29 14:57:43 +00:00
John Colvin 0e198e0ebf Hardcode webSocketUrl to aws server in DataStreamWebApp client 2024-11-29 14:57:43 +00:00
John Colvin 27a9bf66bb Assert that System publishers 'doWork' is always called on same thread 2024-11-29 14:57:43 +00:00
John Colvin 2a390c7c2e fix: Make InternalPublisherQueue thread safe 2024-11-29 14:57:43 +00:00
John Colvin ee0d444ae6 Improve error reporting in DataStreamWebSocketServer 2024-11-29 14:57:43 +00:00
John Colvin b058cde0ca data stream web app client check pt 2024-11-29 14:57:43 +00:00
John Colvin 39bb411bda fix build: Fix Spark build after making config init async 2024-11-29 14:57:43 +00:00
John Colvin 7423721c72 refactor: Tweak SparkCoreServices to synchronize Configuration.init globally 2024-11-29 14:57:43 +00:00
John Colvin ffbf7b5e8d refactor: Change Configuration.initialize to be async 2024-11-29 14:57:43 +00:00
John Colvin eb5aa9c3c7 vscode: Add 'isSparkApiEnabled' input to launch.json 2024-11-29 14:57:43 +00:00
John Colvin b90730fd11 SparkApiService check pt 2024-11-29 14:57:43 +00:00
John Colvin 142d530999 datastreamwebapp server checkpt 2024-11-29 14:57:43 +00:00
John Colvin a5670d2aaa datastream webapp client check pt 2024-11-29 14:57:43 +00:00
John Colvin 3179e9add3 Remove unused PubSubConfig props 2024-11-29 14:57:43 +00:00
John Colvin 8dae6e37e6 Fix dsqa config json 2024-11-29 14:57:43 +00:00
John Colvin eb0086d2c6 fix: Always call 'handle_internal_pubs' in PubSubMessageReactor main loop 2024-11-29 14:57:43 +00:00
John Colvin 0f680b1947 improvement: Accept CancellationToken, catch exceptions when running ds websocket server 2024-11-29 14:57:43 +00:00
John Colvin e4745a587f Fix mismatched types in PubSubServerTagStatsStream schema 2024-11-29 14:57:43 +00:00
John Colvin adfc0b5235 Add DataStreamPublisher service modules designed for Dependency Injection
* Change DataStreamPublisher json fields to match cs class property names verbatim
* Rename Publishers -> PublisherNodes in DataStreamPublisherConfig
2024-11-29 14:57:43 +00:00
John Colvin 30cf7ac5f9 refactor: Decouple ViewPublisher from IPubTableBroker impl 2024-11-29 14:57:43 +00:00
John Colvin 31b065c854 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
2024-11-29 14:57:43 +00:00
John Colvin 04a0cf9144 refactor: Decouple RemoteQueryManager from IManagedSubscriber, IPubTableBroker impl 2024-11-29 14:57:43 +00:00
John Colvin 37d6ffa27a refactor: Decouple ManagedSubscriber from ISubscriberCore impl 2024-11-29 14:57:43 +00:00
John Colvin 2760867093 refactor: Only support 1 tag type in IPubSubServerTagHandler 2024-11-29 14:57:43 +00:00
John Colvin 191de2ae46 refactor: Decouple PubTableBroker from IPublisherCore impl
Reference interface rather than the PublisherCore impl.
2024-11-29 14:57:43 +00:00
John Colvin 0b444d5f2f improvement: Accept CancellationToken in JsonRpcRequestObservable 2024-11-29 14:57:43 +00:00
John Colvin 702eac44d3 fix: Dispose market data sub in various md streams 2024-11-29 14:57:43 +00:00
John Colvin 30b23d36fa 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
2024-11-29 14:57:43 +00:00
John Colvin 202a9f6206 refactor: Rename CloudStreamManager.cs -> RemoteQueryManager.cs
This matches the file name
2024-11-29 14:57:43 +00:00
John Colvin 0d1966e752 Change pub sub schema prefix 'bluto://' -> 'bts-cloud://'
In config json files (not actual code change)
2024-11-29 14:57:43 +00:00
John Colvin a25905d55d fix build: Fix prop names after refactoring PubSubRoute
* Change 'server_address' -> 'ServerAddress'
* Change 'tag_reg_exp' -> 'TagRegExp'
2024-11-29 14:57:43 +00:00
John Colvin dddf14e356 build: Add scripts to publish data stream apps 2024-11-29 14:57:42 +00:00
John Colvin 962fd8712a Fix typo in log msg 2024-11-29 14:57:13 +00:00
John Colvin 7685b1f628 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!
2024-11-29 14:57:13 +00:00
John Colvin ef94ecf6a6 vscode: Add DataStreamPublisher debug cfg to skip build 2024-11-29 14:57:13 +00:00
John Colvin 26f9a76fc8 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.
2024-11-29 14:57:13 +00:00
John Colvin 806c204f08 feat: Add DataStream WebApp
Included in DataStreamSuite.sln, but not DataStreamQueryAnalyzer.sln
2024-11-29 14:57:13 +00:00
John Colvin 4aa3c67e87 Add spark service modules designed for Dependency Injection 2024-11-29 14:57:13 +00:00
John Colvin 614adac241 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).
2024-11-29 14:57:13 +00:00
John Colvin 63ece377de 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.
2024-11-29 14:57:13 +00:00
John Colvin e49efc2bbf fix build (api server): Change namespace to bts.websocket_core 2024-11-29 14:57:13 +00:00
John Colvin e431c309ed Remove docker submodules again 2024-11-29 14:57:13 +00:00
John Colvin 3c5769b3da 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)
2024-11-29 14:57:13 +00:00
John Colvin efe09eb1b7 cleanup: Fix benign typos in build scripts
Change BUILD_SPARK_PY var name to BUILD_PY (because these scripts to actually build 'spark')
2024-11-29 14:57:13 +00:00
John Colvin ca0cc90a24 fix build (warn): Only use Registry on windows 2024-11-29 14:57:13 +00:00
John Colvin ce2c3d930a 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
2024-11-29 14:57:13 +00:00
John Colvin e7725233e4 cleanup: Disable nullability warnings
* BZip2InputStream
* TarInputStream
* Inflater
* InflaterDynHeader
* BZip2OutputStream
* DeflaterHuffman
* ParallelJoinTest
2024-11-29 14:57:13 +00:00
John Colvin 6ed6b65027 cleanup: Modernize PubSubRoute code, json parsing 2024-11-29 14:57:13 +00:00
John Colvin 899e57cfef cleanup: Remove unused DateTime grammar from exp parser 2024-11-29 14:57:13 +00:00
John Colvin 2fae6f6312 Add JsonRpcRequestObservable, AsyncEnumerable 2024-11-29 14:57:13 +00:00
John Colvin 030f1adaed Add json facilities for DataStream websocket api 2024-11-29 14:57:13 +00:00
John Colvin 1ce7912b8c refactor: Add handy WebsocketExtensions
* IsSocketStateOpen
* IsClosedProperly
2024-11-29 14:57:13 +00:00
John Colvin 3f73b811db feat: Add JsonRpc types for websocket paradigm 2024-11-29 14:57:13 +00:00
John Colvin fee48eab80 cleanup: Remove empty file (clearly added by accident) 2024-11-29 14:57:13 +00:00
John Colvin ac6dde22f4 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.
2024-11-29 14:57:13 +00:00
John Colvin 83c1498e75 editorconfig: Use standard c# capitalization rules
* Use 'PascalCase' for public members (instead of 'snake_case')
* Use 'camelCase' for private members (instead of '_snake_case')
2024-11-29 14:57:13 +00:00
John Colvin 3a04775a4d refactor: Add WebsocketClient class
Basically an ISubject (I/O) wrapper for IWebsocketConnectionGateway
2024-11-29 14:57:12 +00:00
John Colvin b68daf48c8 refactor: Change WebsocketServerConfig.port to uint32
It should always be a number between 1-65535
2024-11-29 14:57:12 +00:00
John Colvin efcf4f66a1 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.
2024-11-29 14:57:12 +00:00
John Colvin 39002b0829 refactor: Remove nullability constraint in GetValueOrDefault 2024-11-29 14:57:12 +00:00
John Colvin 71803ddcd6 refactor: Use events to avoid circular deps for ws sync/gateway 2024-11-29 14:57:12 +00:00
1974 changed files with 35561 additions and 76883 deletions

No files matched your search

+1 -1
View File
@@ -9,7 +9,7 @@
]
},
"fable": {
"version": "4.24.0",
"version": "4.0.6",
"commands": [
"fable"
]
+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"
]
}
}
+46 -14
View File
@@ -7,10 +7,10 @@
# 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)
# - pubsub
# - md-publisher
# - webapp (DSQA on the web)
# - api-server (websocket based)
# From inside a devcontainer, you can launch all services in separate containers
# on your machine by running:
#
@@ -31,19 +31,51 @@
### Sparkd ###
# The internal image for sparkd to use. For more info, view:
# src/server/sparkd/Dockerfile
# src/app_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
# The 'spark.conf' for this service to use
SPARKD__CONF_FILE=src/app_sparkd/spark.conf
# To run replay md, put recorded md files in SPARKD__MD_RECORDING_DIR, and use:
# SPARKD__IMAGE=sparkd_md_replay
# SPARKD__CONF_FILE=src/app_sparkd/spark.local.conf
# (configure which md to replay in the new SPARKD__CONF_FILE)
SPARKD__MD_RECORDING_DIR=.md_recording
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.)
### Pubsub ###
# The 'spark.conf' for this service to use
PUBSUB__CONF_FILE=src/DataStreamSuite/PubSubServer/spark.conf
PUBSUB__CS_SOURCE_DIR=build/Release/bin/net7.0/linux-x64/publish
PUBSUB__CPP_SOURCE_DIR=install/data-stream-suite-linux
# The appsettings to load at runtime. Expects a file named:
# src/DataStreamSuite/PubSub/appsettings.${PUBSUB__DOTNET_ENVIRONMENT}.json
PUBSUB__DOTNET_ENVIRONMENT=Staging
### Md Publisher ###
# The 'spark.conf' for this service to use
MD_PUBLISHER__CONF_FILE=src/DataStreamSuite/DataStreamPublisher/spark.conf
MD_PUBLISHER__SOURCE_DIR=build/Release/bin/net7.0/linux-x64/publish
# Determines which appsettings to load at runtime. Expects a file named:
# src/DataStreamSuite/DataStreamPublisher/appsettings.${MD_PUBLISHER__DOTNET_ENVIRONMENT}.json
MD_PUBLISHER__DOTNET_ENVIRONMENT=MarketData
### Webapp (DSQA on the web) ###
# The 'spark.conf' for this service to use
WEBAPP__CONF_FILE=src/client/spark_api_server/spark.conf
WEBAPP__SOURCE_DIR=build/Release/bin/net7.0/linux-x64/publish
WEBAPP__WEB_ROOT=build/Bts.DataStreamWebApp.Client/production/dist
# Determines which appsettings to load at runtime. Expects a file named:
# src/DataStreamSuite/Bts.DataStreamWebApp.Server/appsettings.${WEBAPP__ASPNETCORE_ENVIRONMENT}.json
WEBAPP__ASPNETCORE_ENVIRONMENT=Staging
### Api Server ###
# The 'spark.conf' for this service to use
API_SERVER__CONF_FILE=src/client/spark_api_server/spark.conf
API_SERVER__CS_SOURCE_DIR=build/Release/bin/net7.0/linux-x64/publish
API_SERVER__CPP_SOURCE_DIR=install/spark-api-server-linux
# Determines which appsettings to load at runtime. Expects a file named:
# src/client/spark_api_server/appsettings.${API_SERVER__ASPNETCORE_ENVIRONMENT}.json
API_SERVER__ASPNETCORE_ENVIRONMENT=Staging
+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
+2 -2
View File
@@ -11,7 +11,6 @@ cmake-build-debug/
**.vscode/*
!.vscode/launch.json
!.vscode/tasks.json
!.vscode/*.env
.vs
obj/
*.csproj.user
@@ -60,5 +59,6 @@ trace_data/
.devcontainer/
*.Generated.cs
*.lst
src/app_sparkd/spark.local.conf
.env.local
.secrets
.md_recording
+66 -111
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"
},
@@ -53,9 +62,9 @@
"name": "Bts.DataStreamWebApp.Server",
"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",
"preLaunchTask": "Build DataStream (Debug)",
"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",
+10
View File
@@ -42,6 +42,8 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "sr
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{39AEA075-6457-46C0-8821-1158BE6EFA57}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\DataStreamSuite\Bts.Net\Bts.Net.csproj", "{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|x64 = Debug|x64
@@ -194,6 +196,14 @@ Global
{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
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
-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()
-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()
+1 -4
View File
@@ -39,8 +39,6 @@ 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 +46,7 @@ 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 ${_fil}"
VERBATIM
@@ -80,4 +78,3 @@ function(protobuf_generate_cpp)
set(${_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(spark 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
+53 -139
View File
@@ -1,100 +1,69 @@
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
- ${SPARKD__CONFIG_DIR}/.env
- CONF_FILE=${SPARKD__CONF_FILE}
- MD_RECORDING_DIR=${SPARKD__MD_RECORDING_DIR}
command: [ "./sparkd", "run" ]
ports:
- "${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}"
- "8000:8000"
- "8001:8001"
- "8002:8002"
sparkd-symbols:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/sparkdata/data
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/sparkdata/conf
pubsub:
environment:
- DOTNET_ENVIRONMENT=${PUBSUB__DOTNET_ENVIRONMENT}
build:
dockerfile: src/app_sparkd/Dockerfile
dockerfile: src/DataStreamSuite/PubSubServer/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
- ${SPARKD__CONFIG_DIR}/.env
- CS_SOURCE_DIR=${PUBSUB__CS_SOURCE_DIR}
- CPP_SOURCE_DIR=${PUBSUB__CPP_SOURCE_DIR}
- CONF_FILE=${PUBSUB__CONF_FILE}
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: "${SPARKD__MEMORY:-4gb}"
- "22019:22019"
command: [ "./PubSubServer" ]
sparkd-tail:
image: bluetradingsystems/linux_dotnet7
volumes:
- type: volume
read_only: true
source: sparkd_data
target: /home/bts/sparkdata/data/logging.sparkd
volume:
subpath: logging.sparkd
command: ["tail", "-f", "/home/bts/sparkdata/data/logging.sparkd/log"]
md-publisher:
build:
dockerfile: src/DataStreamSuite/DataStreamPublisher/Dockerfile
args:
- SOURCE_DIR=${MD_PUBLISHER__SOURCE_DIR}
- CONF_FILE=${MD_PUBLISHER__CONF_FILE}
depends_on:
- pubsub
- sparkd
command: [ "dockerize", "-wait", "tcp://pubsub:22019", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./DataStreamPublisher" ]
environment:
- DOTNET_ENVIRONMENT=${MD_PUBLISHER__DOTNET_ENVIRONMENT}
webapp:
ports:
- "8080:8080"
- "8443:8443"
build:
dockerfile: src/DataStreamSuite/Bts.DataStreamWebApp.Server/Dockerfile
args:
- SOURCE_DIR=${WEBAPP__SOURCE_DIR}
- WEB_ROOT=${WEBAPP__WEB_ROOT}
- CONF_FILE=${WEBAPP__CONF_FILE}
command: [ "./Bts.DataStreamWebApp.Server" ]
environment:
- ASPNETCORE_ENVIRONMENT=${WEBAPP__ASPNETCORE_ENVIRONMENT}
api-server:
depends_on:
- sparkd
ports:
- 8008:8008
- 9443:9443
build:
dockerfile: src/client/spark_api_server/Dockerfile
command: [ "dockerize", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./spark_api_server", "run" ]
environment:
- ASPNETCORE_ENVIRONMENT=${API_SERVER__ASPNETCORE_ENVIRONMENT}
sparkd-ping-test:
depends_on:
@@ -108,58 +77,3 @@ services:
USER "root"
RUN apt-get update && apt-get -y install iputils-ping
command: [ "ping", "sparkd" ]
pubsub:
environment:
- DOTNET_ENVIRONMENT=Staging
build:
dockerfile: src/DataStreamSuite/PubSubServer/Dockerfile
args:
- SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
- CONF_FILE=src/DataStreamSuite/PubSubServer/spark.conf
ports:
- 22019:22019
command: [ "./PubSubServer" ]
md-publisher:
build:
dockerfile: src/DataStreamSuite/DataStreamPublisher/Dockerfile
args:
- SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
- CONF_FILE=src/DataStreamSuite/DataStreamPublisher/spark.conf
depends_on:
- pubsub
- sparkd
command: [ "dockerize", "-wait", "tcp://pubsub:22019", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./DataStreamPublisher" ]
environment:
- DOTNET_ENVIRONMENT=MarketData
webapp:
ports:
- 8080:8080
- 8443:8443
build:
dockerfile: src/DataStreamSuite/Bts.DataStreamWebApp.Server/Dockerfile
args:
- SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
- WEB_ROOT=build/Bts.DataStreamWebApp.Client/production/dist
- CONF_FILE=src/DataStreamSuite/Bts.DataStreamWebApp.Server/spark.conf
command: [ "./Bts.DataStreamWebApp.Server" ]
environment:
- ASPNETCORE_ENVIRONMENT=Staging
api-server:
depends_on:
- sparkd
ports:
- 8008:8008
- 9443:9443
build:
dockerfile: src/client/spark_api_server/Dockerfile
command: [ "dockerize", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./spark_api_server", "run" ]
environment:
- ASPNETCORE_ENVIRONMENT=Staging
volumes:
sparkd_data:
name: "sparkd_${SPARKD__CONFIG_PORT:-8000}"
@@ -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"
}
}
@@ -1,7 +1,7 @@
import PropTypes from 'prop-types';
import { useTheme } from '@mui/material/styles';
import { DataGrid } from '@mui/x-data-grid';
import './DataGrid.css'
import './DataGrid.css';
import { useMemo, useState } from 'react';
export default function DataTable({ columns, rows }) {
@@ -23,7 +23,7 @@ export default function DataTable({ columns, rows }) {
headerName: col.name,
width: columnWidths[col.name],
};
}
};
}, [columnWidths]);
return (
@@ -12,7 +12,7 @@ const QueryStatusView = ({ queryState, details, error }) => {
let header = queryState;
let headerContent = null;
let detailElements = [];
const detailElements = [];
let severity = queryState == "Subscribed" ? "success" : "info";
let cursor = details == null ? "default" : "pointer";
if (error != null) {
@@ -20,14 +20,14 @@ const QueryStatusView = ({ queryState, details, error }) => {
cursor = "pointer";
header = `Error Code: ${error.code}`;
headerContent = error.message;
detailElements.push(<Typography variant="body1">{error.data.error_message}</Typography>);
detailElements.push(<Typography variant="subtitle1">Stack Trace:</Typography>);
(error.data.stack_trace ?? []).forEach(line => detailElements.push(
<Typography variant="body2" component="pre" sx={{ whiteSpace: 'pre-wrap' }}>
detailElements.push(<Typography key="error-msg" variant="body1">{error.data.error_message}</Typography>);
detailElements.push(<Typography key="error-details" variant="subtitle1">Stack Trace:</Typography>);
(error.data.stack_trace ?? []).forEach((line, idx) => detailElements.push(
<Typography key={`stacktrace-${idx}`} variant="body2" component="pre" sx={{ whiteSpace: 'pre-wrap' }}>
{line}
</Typography>));
} else if (details != null) {
detailElements.push(<Typography variant="body1">{details}</Typography>);
detailElements.push(<Typography key="status-msg" variant="body1">{details}</Typography>);
}
return (
<Box sx={{ margin: theme.spacing(2, 0, 0, 0) }}>
@@ -13,7 +13,7 @@ function getGridColDef(col) {
export default function ReactDataGrid({columns, rows}) {
return (
<DataGrid className={"data-grid"} rows={rows} columns={columns.map(getGridColDef)} />
)
);
}
ReactDataGrid.propTypes = {
@@ -3,7 +3,7 @@ import Button from '@mui/material/Button';
import { useTheme } from '@mui/material/styles';
import PropTypes from 'prop-types';
import Tooltip from '@mui/material/Tooltip';
import ChevronLeftRounded from "@mui/icons-material/ChevronLeftRounded"
import ChevronLeftRounded from "@mui/icons-material/ChevronLeftRounded";
import ChevronRightRounded from '@mui/icons-material/ChevronRightRounded';
import FileCopyIcon from '@mui/icons-material/FileCopy';
import './SideBar.css';
@@ -51,7 +51,7 @@ const Sidebar = ({ onSelection, onOpened, onClosed }) => {
} catch (error) {
console.error('Error fetching WebSocket config:', error);
}
}
};
fetchCannedQueries();
}, []);
@@ -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, $$isPreview }) => {
const target = env.ASPNETCORE_HTTPS_PORT
? `https://localhost:${env.ASPNETCORE_HTTPS_PORT}`
: env.ASPNETCORE_URLS
? env.ASPNETCORE_URLS.split(';')[0]
: 'https://localhost:8443';
return {
plugins: [plugin()],
resolve: {
@@ -52,11 +51,26 @@ export default defineConfig(({ $$command, mode, $$isSsrBuild, $$isPreview }) =>
proxy: {
'^/api': {
target,
secure: false
secure: false,
configure: (proxy) => {
proxy.on('error', (err) => {
console.log('proxy error', err);
});
proxy.on('proxyReq', (proxyReq, req) => {
console.log(`Forwarding ${proxyReq.method} ${proxyReq.protocol}//${proxyReq.host}${proxyReq.path} to ${req.socket.remoteAddress}${req.url}`);
});
proxy.on('proxyRes', (proxyRes, req, res) => {
console.log(`Forwarding response ${req.socket.localAddress} to ${res.socket.remoteAddress}. Status=${proxyRes.statusCode}`);
});
},
},
'^/ws': {
target,
secure: false
},
'^/browse': {
target,
secure: false
}
},
port: 5173,
@@ -1,14 +1,21 @@
namespace Bts.DataStreamWebApp.Server.Controllers;
using Bts.DataStream;
using Microsoft.AspNetCore.Mvc;
[Route("/ws")]
public class DataStreamSubscriptionController : ControllerBase {
readonly ILogger logger;
readonly IDataStreamFactory streamFactory;
public DataStreamSubscriptionController(ILogger<DataStreamSubscriptionController> logger) {
public DataStreamSubscriptionController(ILogger<DataStreamSubscriptionController> logger, IEnumerable<IDataStreamFactory> streamFactories) {
this.logger = logger;
logger.LogInformation("Creating {ControllerType}", GetType().Name);
var streamFactoryList = streamFactories.ToList();
streamFactory = streamFactoryList.Count == 1
? streamFactoryList[0]
: new CompositeDataStreamFactory(streamFactoryList);
}
[Route("/ws")]
@@ -21,7 +28,7 @@ public class DataStreamSubscriptionController : ControllerBase {
try {
using var webSocket = await HttpContext.WebSockets.AcceptWebSocketAsync();
logger.LogInformation("Websocket connection established.");
using var server = new DataStreamWebSocketServer(webSocket, logger);
using var server = new DataStreamWebSocketServer(webSocket, streamFactory, logger);
await server.Run(cancellationToken);
} catch (Exception ex) {
logger.LogError("DataStreamSubscriptionController.Run threw exception: {Exception}", ex);
@@ -2,6 +2,7 @@ namespace Bts.DataStreamWebApp.Server.Controllers;
using bts.websocket_core.json_rpc;
using Bts.DataStream;
using Bts.DataStreamWebApp.Server.Messages;
using System.Net.WebSockets;
@@ -13,9 +14,11 @@ public class DataStreamWebSocketServer : IDisposable, IAsyncDisposable {
readonly ILogger logger;
readonly WebSocket webSocket;
readonly Dictionary<string, DataStreamSubscription> subscriptions = new();
readonly IDataStreamFactory streamFactory;
public DataStreamWebSocketServer(WebSocket webSocket, ILogger logger) {
public DataStreamWebSocketServer(WebSocket webSocket, IDataStreamFactory streamFactory, ILogger logger) {
this.webSocket = webSocket;
this.streamFactory = streamFactory;
this.logger = logger;
}
@@ -67,7 +70,7 @@ public class DataStreamWebSocketServer : IDisposable, IAsyncDisposable {
}
var subId = subReq.SubscriptionId ?? throw new InvalidOperationException("SubscriptionId is null (parse false)");
disposeSubscription(subId);
if (!subReq.ParseQuery(out var vs, out parseErr, out errCode)) {
if (!subReq.ParseQuery(streamFactory, out var vs, out parseErr, out errCode)) {
logger.LogError("Invalid 'subscribe' request: {Reason}", parseErr);
var rpcError = JsonRpcResponse.CreateError<SubscriptionError>(
req.Id, new() { Code = (long)errCode, Message = "Failed to parse subscription request", Data = parseErr });
@@ -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"
@@ -4,6 +4,7 @@ using BCG;
using bts.websocket_core.json_rpc;
using Bts.DataStream;
using Bts.DataStreamExpressions;
using System.Diagnostics.CodeAnalysis;
@@ -37,7 +38,12 @@ public class SubscribeRequest {
return true;
}
internal bool ParseQuery([NotNullWhen(true)] out ViewStream? stream, [NotNullWhen(false)] out SubscriptionError? error, out ErrorCode errorCode) {
internal bool ParseQuery(
IDataStreamFactory streamFactory,
[NotNullWhen(true)] out ViewStream? stream,
[NotNullWhen(false)] out SubscriptionError? error,
out ErrorCode errorCode
) {
stream = null;
errorCode = ErrorCode.None;
error = null;
@@ -54,7 +60,7 @@ public class SubscribeRequest {
}
Exception? exception = null;
try {
stream = exp.getView(new Dictionary<string, StatementExpression>(0));
stream = exp.getView(new Dictionary<string, StatementExpression>(0), streamFactory);
} catch (Exception ex) {
exception = ex;
}
@@ -1,5 +1,6 @@
using Bts.DataStreamCore.Services;
using Bts.PubSub.Services;
using Bts.SharedStreams.Services;
using Spark.Api.Services;
using Spark.Core.Services;
@@ -78,5 +79,9 @@ static void ConfigureServices(IServiceCollection services, IConfiguration config
.AddSparkApi(config.GetSection("SparkApi"))
.AddMasterWorker(config.GetSection("MasterWorker"))
.AddViewStreamDatabase()
.AddPrimitiveDataStreamFactory(config.GetSection("PrimitiveStreams"))
.AddOhlcvStreams(config.GetSection("StreamDatabase"))
.AddNaturalLanguageStreams(config.GetSection("NaturalLanguageStream"))
.AddCompositeDataStreamFactory()
.AddPubSubClient(config.GetSection("PubSub"));
}
@@ -0,0 +1,45 @@
{
"NaturalLanguagePrompt": {
"prompts": [
{
"category": "Impact of financial events on the market",
"description": "Show how trading metrics (e.g., price movement, volume) are affected by events related to finance (rate announcements, earnings reports, etc.).",
"prompt": "Show me the price movement and volume of Crude Oil futures during the 5-minute window following the last 5 OPEC meetings",
"examples": [
{
"natural_language": "Show me the price movement and volume of Crude Oil futures during the 5-minute window following the last 5 OPEC meetings",
"dsl": [
"time_idx=EventTimeIndex.OpecMeetings(which: \"last 5\", duration: \"+5min\")",
"contract_idx=ActiveFutureContracts(predicate: \"product==CL\")",
"Bars(time_index: time_idx, contract_index: contract_idx, fields: [\"price_movement\", \"volume\"])"
]
},
{
"natural_language": "How do OPEC meetings affect the price of Crude futures? Examine the 10 minutes after each meeting this year.",
"dsl": [
"time_idx=EventTimeIndex.OpecMeetings(duration: \"+10min\", predicate: \"timestamp.year==2024\")",
"contract_idx=ActiveFutureContracts(predicate: \"product==CL\")",
"Bars(time_index: time_idx, contract_index: contract_idx, fields: [\"price_movement\", \"volume\"])"
]
},
{
"natural_language": "Show me how the SP 500 price moves after FOMC rate announcements that day",
"dsl": [
"time_idx=EventTimeIndex.FomcRateAnnouncements(which: \"timestamp.year==2024\", duration: \"+10min\")",
"contract_idx=ActiveFutureContracts(predicate: \"product==ES\")",
"Bars(time_index: time_idx, contract_index: contract_idx, fields: [\"price_movement\", \"volume\"])"
]
},
{
"natural_language": "Analyze the impact of the FED's interest rate hikes in 2022 on the 10-year Treasury yield, focusing on the 2-week period following each hike.",
"dsl": [
"time_idx=FedInterestRateAnnouncements(predicate: \"timestamp.year==2022 && change_pct>0\", duration: \"+2 weeks\")",
"contract_idx=ActiveFutureContracts(predicate: \"product==ZN\")",
"Bars(time_index: time_idx, contract_index: contract_idx)"
]
}
]
}
]
}
}
@@ -11,8 +11,14 @@
"Http": {
"Url": "http://0.0.0.0:8080"
},
"HttpIpv6": {
"Url": "http://[::1]:8080"
},
"Https": {
"Url": "https://0.0.0.0:8443"
},
"HttpsIpv6": {
"Url": "https://[::1]:8443"
}
}
},
@@ -22,6 +28,358 @@
"ViewStreamDatabase": {
"Interval": "00:00:00.1"
},
"PrimitiveStream": {
"Assemblies": [
"DataStream.dll",
"SharedStreams.dll"
],
"ExcludedTypes": [
"SettlementPriceStream",
"OHLCVStream"
]
},
"StreamDatabase": {
"Path": "/home/bts/.local/share/bts/silver_pine/store.db",
"Query": "select * from metadata"
},
"NaturalLanguageStream": {
"prompts": [
{
"category": "Settlement",
"MulitLineDescription": [
"This is a few shot learning example for an NL to DSL. The DSL function in question is Settlement (symbol_or_contract, datetime1). ",
"The first argument is a future (like CL, for crude oil) or a specific future contract like crude oil Dec 24 future (CLZ4). ",
"The second argument is the date at which the settlement is to be fetched. There is an overloaded function, Settlement ",
"(symbol_or_contract, begin_dt, end_dt) which gets the settlements for all dates from begin_dt to end_dt. This will also have ",
"datetimes expressed as Today, Yesterday, Last Friday, First Friday of the month, Last Thursday of August etc. You will need to know ",
"what Today is, since there will be referecnes to last week, yesterday etc. These examples are assuming Today is 10/11/2024, however ",
"you should use the Today's real date"
],
"prompt": "What was the settlement for SP 500 Future on June 8th?",
"examples": [
{
"natural_language": "Find Settlement price of the SP500 future on 04/22/2023.",
"dsl": "Settlement(\"ES\", 4/22/2023)"
},
{
"natural_language": "Find Settlement price of the Silver Dec 24 Future on 04/22/2023.",
"dsl": "Settlement(\"SIZ4\", 4/22/2023)"
},
{
"natural_language": "Find Yesterday's Settlement of the Crude Oil Future.",
"dsl": "Settlement(\"CL\", 10/10/2024)"
},
{
"natural_language": "Find today's settlement of the 10 year treasury future.",
"dsl": "Settlement(\"ZN\", 10/11/2024)"
},
{
"natural_language": "Find the Settlement of Natural Gas Dec 24 future on the first Friday of Sept.",
"dsl": "Settlement(\"NGZ4\", 9/6/2024)"
},
{
"natural_language": "Find the Settlement of WTI Jan 25 future in the first Week of Sept.",
"dsl": "Settlement(\"CLF5\", 9/2/2024, 9/6/2024)"
},
{
"natural_language": "Find the Settlement price for the Sp 500 Dec 24 Mar 25 spread for the first two weeks of September.",
"dsl": "Settlement(\"ESZ4-ESH5\", 9/14/2024, 9/1/2024)"
},
{
"natural_language": "Find the Settlement of Natural Gas future on the first Friday of Sept.",
"dsl": "Settlement(\"NG\", 9/6/2024)"
}
]
},
{
"category": "BBO",
"MulitLineDescription": [
"This is a few shot learning example for an NL to DSL. The DSL function in question is Bbo(args...). ",
"It accepts the following parameters: ",
"symbol (a product code such as ZN for 10 year T-Note futures), ",
"contract (a specific contract, such as ZNZ4 for the 10 Year T-Note future Dec 2024 exp), ",
"venue (name of the exchange, such as CME, NASDAQ, NYSE, NYMEX, DERIBIT etc.), ",
"interval (sample frequency of the data), ",
"begin and end (inclusive beginning and end of the time window to query, respectively), ",
"Arguments are specified by name, for example: Bbo(symbol: \"ZN\", venue: \"CME\", interval: \"PT1M\", begin: \"2024-10-10\", end: \"2024-10-11\"). ",
"Depending on the wording of the request, some arguments may be omitted. ",
"The begin, end, and interval args should be expressed in iso 8601 format. ",
"Interpret dates according to the trading schedule rather than calendar date whenever possible. ",
"In some prompts, the time window will be expressed in relative terms (e.g., \"last Monday\", or \"yesterday\") ",
"which must be translated to exact dates. To correctly interpret the dsl in the examples, assume the current time is 2024-10-11T12:00-05:00."
],
"prompt": "Show me bbo for SP 500 futures on Sep 23rd of this year.",
"examples": [
{
"natural_language": "Get SP500 future bbo from Wednesday.",
"dsl": "Bbo(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-08T17:00:00-06:00\", end: \"2024-10-09T16:00:00-06:00\")"
},
{
"natural_language": "Get bbo for 10 year T-Notes in the first minute after the market opened yesterday.",
"dsl": "Bbo(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-10T17:00:00-06:00\", end: \"2024-10-10T17:01:00-06:00\")"
},
{
"natural_language": "Retrieve NVIDIA L1 books from Oct 3",
"dsl": "Bbo(symbol: \"NVDA\", venue: \"NASDAQ\", begin: \"2024-10-02TT18:00:00-05:00\", end: \"2024-10-03T17:00:00-05:00\")"
},
{
"natural_language": "Show me L1 data for Crude oil futures this week",
"dsl": "Bbo(symbol: \"CL\", venue: \"CME\", begin: \"2024-10-06:T17:00:00-06:00\")"
},
{
"natural_language": "Fetch hourly bbo for Gold futures this week",
"dsl": "Bbo(symbol: \"GC\", venue: \"CME\", begin: \"2024-10-06:T17:00:00-06:00\", interval: \"PT1H\")"
},
{
"natural_language": "What was the minute by minute bbo for Tesla yesterday?",
"dsl": "Bbo(symbol: \"TSLA\", venue: \"NASDAQ\", begin: \"2024-10-09T18:00:00-05:00\", end: \"2024-10-10T17:00:00-05:00\", interval: \"PT1M\")"
}
]
},
{
"category": "Order flow imbalance",
"MulitLineDescription": [
"This is a few shot learning example for an NL to DSL. The DSL function in question is OrderImbalance(args...). ",
"It accepts the following parameters: ",
"symbol (a product code such as ZN for 10 year T-Note futures), ",
"contract (a specific contract, such as ZNZ4 for the 10 Year T-Note future Dec 2024 exp), ",
"venue (name of the exchange, such as CME, NASDAQ, NYSE, NYMEX, DERIBIT etc.), ",
"interval (sample frequency of the data), ",
"levels (the number of price levels to examine)",
"begin and end (inclusive beginning and end of the time window to query, respectively), ",
"Arguments are specified by name, for example: OrderImbalance(symbol: \"ZN\", venue: \"CME\", interval: \"PT1M\", begin: \"2024-10-10\", end: \"2024-10-11\"). ",
"Depending on the wording of the request, some arguments may be omitted. ",
"The begin, end, and interval args should be expressed in iso 8601 format. ",
"If the prompt doesn't contain an explicit interval, please choose a reasonable value depending on the duration between begin and end.",
"Interpret dates according to the trading schedule rather than calendar date whenever possible. ",
"In some prompts, the time window will be expressed in relative terms (e.g., \"last Monday\", or \"yesterday\") ",
"which must be translated to exact dates. To correctly interpret the dsl in the examples, assume the current time is 2024-10-11T12:00-05:00."
],
"examples": [
{
"natural_language": "Get SP500 order imbalance from Wednesday.",
"dsl": "OrderImbalance(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-08T17:00:00-06:00\", end: \"2024-10-09T16:00:00-06:00\", \"PT1M\")"
},
{
"natural_language": "Get SP500 order imbalance from Wednesday for the top 5 price levels.",
"dsl": "OrderImbalance(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-08T17:00:00-06:00\", end: \"2024-10-09T16:00:00-06:00\", levels: 5, interval: \"PT1M\")"
},
{
"natural_language": "Get orderflow imbalance for 10 year T-Notes in the first minute after the market opened yesterday.",
"dsl": "OrderImbalance(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-10T17:00:00-06:00\", end: \"2024-10-10T17:01:00-06:00\", interval: \"PT1S\")"
},
{
"natural_language": "Retrieve NVIDIA order flow from Oct 3",
"dsl": "OrderImbalance(symbol: \"NVDA\", venue: \"NASDAQ\", begin: \"2024-10-02TT18:00:00-05:00\", end: \"2024-10-03T17:00:00-05:00\", interval: \"PT1S\")"
},
{
"natural_language": "Show me order imbalance for Crude oil futures this week",
"dsl": "OrderImbalance(symbol: \"CL\", venue: \"CME\", begin: \"2024-10-06:T17:00:00-06:00\", interval: \"PT1H\")"
},
{
"natural_language": "Fetch hourly orderflow for Gold futures this week",
"dsl": "OrderImbalance(symbol: \"GC\", venue: \"CME\", begin: \"2024-10-06:T17:00:00-06:00\", interval: \"PT1H\")"
},
{
"natural_language": "What was the minute by minute orderflow for Tesla yesterday?",
"dsl": "OrderImbalance(symbol: \"TSLA\", venue: \"NASDAQ\", begin: \"2024-10-09T18:00:00-05:00\", end: \"2024-10-10T17:00:00-05:00\", interval: \"PT1M\")"
}
]
},
{
"category": "VWAP",
"description": "This is a few shot learning example for an NL to DSL. The DSL function in question is VWAP (symbol_or_contract, datetime1, datetime2). The first argument is a future (like CL, for crude oil, or ES for SP 500) or a specific future contract like crude oil Dec 24 future (CLZ4) or SP 500 Dec 2024 (ESZ4). The second argument is where the VWAP has to be calculated (also the beginning of the time window), and the third argument is datetime specifying the end of the time window. So, for example, a 20-day VWAP on 9/30/2023, the first argument will be 9/30/2023, and the third argument will be 9/10/2023 (20 days prior). This will also have datetimes expressed as Today, Yesterday, Last Friday, Last Sunday, etc. For the purpose of this few-shot prompts, let's assume today is 10/11/2024.",
"prompt": "What was the VWAP for SP 500 Future over the past 30 days?",
"examples": [
{
"natural_language": "Find the 20 day VWAP of the SP future on 04/22/2023.",
"dsl": "VWAP(\"ES\", 4/22/2023, 4/02/2023)"
},
{
"natural_language": "Find Yesterday's 10 day VWAP of the Crude Oil Future.",
"dsl": "VWAP(\"CL\", 10/10/2024, 10/1/2024)"
},
{
"natural_language": "Find today's 30-day VWAP of the 10 year treasury future.",
"dsl": "VWAP(\"ZN\", 10/11/2024, 9/11/2024)"
},
{
"natural_language": "Find the 10 hour VWAP of the Natural Gas future from yesterday at 5:00 PM.",
"dsl": "VWAP(\"NG\", 9/27/2024 17:00:00, 9/27/2024 7:00:00)"
}
]
},
{
"category": "Price Diff",
"description": "This is a few shot learning example for an NL to DSL. The DSL function in question is OHLCVPriceDiff (symbol_or_contract, datetime1, datetime2). The first argument is a future (like CL, for crude oil) or a specific future contract like crude oil Dec 24 future (CLZ4). The second and third arguments are dates, that the function finds the difference of prices at. Assume today is 10/15/2024",
"prompt": "What is the difference in SP 500 Future from July 10th to July 14th?",
"examples": [
{
"natural_language": "What is the difference in ZN price from July 10th to July 14th?",
"dsl": "OHLCVPriceDiff(\"ZN\", 7/14/2024, 7/10/2024)"
},
{
"natural_language": "What is the price difference in SP Future price from Sept 10th and Sept 5th?",
"dsl": "OHLCVPriceDiff(\"ES\", 9/10/2024, 9/5/2024)"
},
{
"natural_language": "What is the price difference in Natural Gas Dec Future price from Aug 30th and Aug 20th?",
"dsl": "OHLCVPriceDiff(\"NGZ4\", 8/30/2024, 8/20/2024)"
}
]
},
{
"category": "Absolute Volume",
"description": "this is a few shot learning example for an NL to DSL. The DSL function in question is AbsVolume(symbol, ContractType, datetime1, datetime2), which computes the highest volume in the date range, specified by datetime1, and datetime2. The first argument is a future symbol (like CL for crude oil, ES for SP 500 etc). The second argument is the ContractType, which is \"Future\" for futures and \"FutureSpread\" for future spreads. the 3rd argument is the begin date and the 4th argument is the end date, between which the max volume is computed. If no future is specified use \"*\" from the first arugment. For this prompt, assume today is 10/11/2024 ",
"prompt": "Which SP 500 Future traded the most between 7/14/2024 and 7/10/2024",
"examples": [
{
"natural_language": "Which SP Future traded the most between 7/14/2024 and 7/10/2024",
"dsl": "AbsVolume(\"ES\", \"Future\", 7/14/2024, 7/10/2024)"
},
{
"natural_language": "Which Gold Spread traded the most between Today and Sept 20th",
"dsl": "AbsVolume(\"GC\", \"FutureSpread\", 10/1/2024, 9/20/2024)"
},
{
"natural_language": "Which 10 year Spread traded the highest volume last week?",
"dsl": "AbsVolume(\"ZN\", \"FutureSpread\", 9/27/2024, 9/23/2024)"
},
{
"natural_language": "Which Corn Spread traded the most today?",
"dsl": "AbsVolume(\"ZC\", \"FutureSpread\", 10/1/2024, 10/1/2024)"
},
{
"natural_language": "Which Gold Future traded the most today?",
"dsl": "AbsVolume(\"GC\", \"Future\", 9/30/2024, 9/30/2024)"
}
]
},
{
"category": "Roll",
"description": "This is a few shot learning example for an NL to DSL. The DSL function in question is FuturesRoll(symbol) which computes the rollover date for a future, ie when the highest volume swtches from one expiration to the next one. ",
"prompt": "When does the roll typically occur In SP 500?",
"examples": [
{
"natural_language": "When does the roll typically occur In CL?",
"dsl": "FuturesRoll(\"CL\")"
},
{
"natural_language": "When does the roll typically occur for 10 year treasury?",
"dsl": "FuturesRoll(\"ZN\")"
},
{
"natural_language": "When does the roll usually occur for Gold Future",
"dsl": "FuturesRoll(\"GC\")"
},
{
"natural_language": "At what date does the future rollover happens for SP500?",
"dsl": "FuturesRoll(\"ES\")"
},
{
"natural_language": "When does the future rollover happens for the Corn Future?",
"dsl": "FuturesRoll(\"ZC\")"
}
]
},
{
"category": "Daily Move",
"description": "This is a few shot learning example for an NL to DSL. ",
"prompt": "How often did Sp 500 Future settle + or - 10% over the previous day?",
"examples": [
{
"natural_language": "List all the days when the SP 500 closed + or -5% from the previous day's close",
"dsl": "ColDiff(filteredOHLCV(\"ES\"),\"ts_event\", -1, \"close\", \"close\", \"close_diff\", 5)"
},
{
"natural_language": "List all the days when the Crude Oil closed + or -2.5% from the previous day's close",
"dsl": "ColDiff(filteredOHLCV(\"CL\"),\"ts_event\", -1, \"close\", \"close\", \"close_diff\", 2.5)"
},
{
"natural_language": "Show me all the days when the Ten year Treaury Future opened + or -1% from the previous day's open",
"dsl": "ColDiff(filteredOHLCV(\"ZN\"),\"ts_event\", -1, \"open\", \"open\", \"open_diff\", 1.0)"
},
{
"natural_language": "List all the trading days when the Silver Future opened + or -1% from the previous day's close",
"dsl": "ColDiff(filteredOHLCV(\"SI\"),\"ts_event\", -1, \"open\", \"open\", \"open_diff\", 1.0)"
}
]
},
{
"category": "Average Volume",
"description": "This is a few shot learning example for an NL to DSL. For the purpose of this few shot prompts, lets assume today is 10/3/2024 ",
"prompt": "When does the most open interest typically shift from one contract to another in SP 500 Future?",
"examples": [
{
"natural_language": "When does the most open interest typically shift from one contract to another in e-minis? ",
"dsl": "FuturesRoll(\"ES\")"
},
{
"natural_language": "Usually when does the open interest move from one contract to another in WTI?",
"dsl": "FuturesRoll(\"CL\")"
}
]
},
{
"category": "Events",
"description": "This is a few shot learning example for an NL to DSL. In the NL prompt the user is asking to show the price of a future (treasury future, or SP 500 future etc) around an event type. The event type could be \"FOMC Announcement\" or \"Storage numbers\" etc. The DSL is as follows: EventsPriceAction(future_name, event_type, pre_event_window, post_event_window, number_of_events) first arg is the name of the future, (ex ES or ZN etc), the second argument is the event type, for example, \"FOMC announcement\", the 3rd argument is a time window for how much pre-event data to include in the end result, the 4th argument is how much post-event data to include in the end result. Both are strings of the form \"5d\" for 5 days, \"5h\" for 5 hours and \"120m\" for 120 minutes and so on. Usually, only one of the event periods is provided. Set the other to be half of what the user provided. The last argument is the number of events to consider. So if it’s 7, that means the most recent 7 events. If the user does not specify that, pass a large number.",
"prompt": "What did the volume and price of SP500 Future do following the release of the last 10 FOMC rates?",
"examples": [
{
"natural_language": "How did SP 500 Future do in the 5 days following the FOMC announcements?",
"dsl": "EventsPriceAction(\"ES\", \"FOMC Announcement\", \"2d\", \"5d\", 10)"
},
{
"natural_language": "How did the price of Treasury Future evolve in the 2 days following the Job Reports?",
"dsl": "EventsPriceAction(\"ZN\", \"Job Reports\", \"1d\", \"2d\", 10)"
},
{
"natural_language": "Show me the price movement and volume of Crude Oil futures during the 5-minute window following the last 5 OPEC meetings.",
"dsl": "EventsPriceAction(\"CL\", \"OPEC Meeting\", \"2m\", \"5m\", 5)"
},
{
"natural_language": "Show me the price movement and volume of SP 500 futures preceding the 10-minute window of the last 5 OPEC meetings.",
"dsl": "EventsPriceAction(\"CL\", \"OPEC Meeting\", \"10m\", \"5m\", 5)"
}
]
},
{
"category": "Indicator, Standard Deviation",
"MulitLineDescription": [
"This is a few shot learning example for an NL to DSL. In the NL prompt the user is asking to show all the days when ",
"the price of a future (treasury future, or SP 500 future etc) moved more than m times the N days standard deviation, ",
"where both m and N are provided. For example, the DSL for \"Using a 90d standard deviation, give me the dates and ",
"amounts of the last 4+ standard deviation moves in WTI futures\" would be: ",
"r=standardDeviation(\"ES\", \"90d\")\n",
"r=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 4\")\n",
"r=filter(r,\"abs_daily_change >= comp\"). ",
"The first line, creates a stream for StandardDeviation, based on the number of days, for example 90d standard deviation, ",
"and assigned it to r, the second line takes r from the first line and passes it to a math stream that creates 2 new columns, ",
"abs_daily_change and comp. comp is the factor (4, from 4+ in the prompt) times standard deviation. The third line filters ",
"(like a sql where) of rows where abs_daily_change >= comp"
],
"prompt": "Using a 90d standard deviation, give me the dates and amounts of the last 1+ standard deviation moves in SP futures ?",
"examples": [
{
"natural_language": "Using a 90d standard deviation, give me the dates and amounts of the last 1+ standard deviation moves in WTI futures ?",
"dsl": "r=standardDeviation(\"CL\", \"90d\")\nr=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 1.0\")\nr=filter(r,\"abs_daily_change >= comp\")"
},
{
"natural_language": "Show me the times the SP Futures moved twice the 60 day standard deviation",
"dsl": "r=standardDeviation(\"ES\", \"60d\")\nr=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 2.0\")\nr=filter(r,\"abs_daily_change >= comp\")"
},
{
"natural_language": "List all the days the Gold Futures moved 1.5 times the 45 day standard deviation",
"dsl": "r=standardDeviation(\"GC\", \"45d\")\nr=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 1.5\")\nr=filter(r,\"abs_daily_change >= comp\")"
},
{
"natural_language": "List all the days the 10 year treasury future moved more than twice the 1 month standard deviation",
"dsl": "r=standardDeviation(\"ZN\", \"30d\")\nr=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 2.0\")\nr=filter(r,\"abs_daily_change >= comp\")"
}
]
}
]
},
"SparkApi": {
"IsEnabled": false,
"Credentials": {
@@ -77,7 +435,7 @@
{
"TagType": ".*",
"Assembly": "DataStreamCore",
"Class": "bts.PubsubServerGenericDataHandler"
"Class": "bts.PubsubServerGenericDataHandler"
}
]
}
@@ -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>
@@ -3,23 +3,25 @@ namespace bts.SilverPine {
using BCG;
using System.Collections.Generic;
using Bts.DataStreamExpressions;
using Bts.DataStream;
// All this does is take in a dsl expression, parse it and fire the data that come out of running it.
// So for example, if an expresison is passed
[DataStreamUserRespresentation("dsl")]
public class DSLStream : ViewStream {
private readonly string _dsl;
public DSLStream(string dsl) {
public DSLStream(string dsl, IDataStreamFactory streamFactory) {
Log.Gen.info($"DSLStream.cons dsl: {dsl}");
_dsl = dsl;
ViewStream rs = build_stream(dsl) ?? new LiteralStream("error", $"msg:invalid dsl");
var rs = build_stream(streamFactory, dsl);
rs = rs ?? new LiteralStream("error", $"msg:invalid dsl");
mySetRealSource(rs);
}
static ViewStream? build_stream(string stream_expression) {
static ViewStream? build_stream(IDataStreamFactory streamFactory, string stream_expression) {
try {
var exp = DataStreamExpressionsInterpreter.Evaluate(stream_expression);
var rv = exp.getView(new Dictionary<string, StatementExpression>(0));
var rv = exp.getView(new Dictionary<string, StatementExpression>(0), streamFactory);
return rv;
} catch (Exception ex) {
@@ -34,12 +34,12 @@ namespace BCG {
view_publisher = view_publisher_;
}
}
static ViewStream? build_stream(string stream_expression)
static ViewStream? build_stream(IDataStreamFactory streamFactory, string stream_expression)
{
try
{
var exp = DataStreamExpressionsInterpreter.Evaluate(stream_expression);
var rv = exp.getView(new Dictionary<string, StatementExpression>(0));
var rv = exp.getView(new Dictionary<string, StatementExpression>(0), streamFactory);
return rv;
} catch (Exception ex) {
@@ -51,15 +51,17 @@ namespace BCG {
_stream_pub_map = new Dictionary<string, StreamPubUnit>();
readonly IPubTableBroker _broker;
readonly IManagedSubscriber _sub;
readonly IDataStreamFactory streamFactory;
readonly object syncRoot = new();
IDisposable? cloudStreamsSub;
IDisposable? remoteRequestsSub;
bool isDisposed;
public RemoteQueryManager(IManagedSubscriber managedSubscriber, IPubTableBroker pubTableBroker) {
public RemoteQueryManager(IManagedSubscriber managedSubscriber, IPubTableBroker pubTableBroker, IDataStreamFactory streamFactory) {
_sub = managedSubscriber;
_broker = pubTableBroker;
this.streamFactory = streamFactory;
}
public Task StartAsync(CancellationToken cancellationToken) {
@@ -102,7 +104,11 @@ namespace BCG {
private void _spawn_remote_stream(string name, string stream_expression, bool persist) {
bts.Log.Gen.info($"CloudStreamManager.assign name: {name} stream_expression: {stream_expression}");
ViewStream stream = build_stream(stream_expression);
var stream = build_stream(streamFactory, stream_expression);
if (stream is null) {
Log.DataFlow.error($"Failed to spawn remote stream. name: {name}; expression: {stream_expression}");
return;
}
_expose_to_ws(name, stream);
if (persist) {
stream = new PersistorStream(stream, name, "C:\\Temp\\", 1000000); // 10MBs
@@ -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;
}
}
}
@@ -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
}
@@ -4,46 +4,42 @@ namespace bts.SilverPine {
using System;
using System.Collections.Generic;
using System.Linq;
//using MathNet.Numerics.Statistics;
using ZstdSharp.Unsafe;
public enum MultiRowOp {
public enum GroupByBundleOp {
Mean,
Median,
Mode,
Range,
StdDev,
Max,
Min,
First,
Last,
Sum,
EdgeDiff,
EdgeDiffPercentage,
//IsEdgeDiff,
Sum
}
public class MultiRowOpHelper {
public readonly List<Tuple<string, MultiRowOp>> operations;
public class GroupByBundle {
public readonly List<Tuple<string, GroupByBundleOp>> operations;
public static MultiRowOpHelper parse(string text) {
public static GroupByBundle parse(string text) {
// text is inp_col: op, inp_col: op, inp_col:op
List<Tuple<string, MultiRowOp>> rv = new List<Tuple<string, MultiRowOp>>();
List<Tuple<string, GroupByBundleOp>> rv = new List<Tuple<string, GroupByBundleOp>>();
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);
GroupByBundleOp op = Enum.Parse<GroupByBundleOp>(op_txt, true);
rv.Add(Tuple.Create(inp_col, op));
}
return new MultiRowOpHelper(rv);
return new GroupByBundle(rv);
}
public MultiRowOpHelper(List<Tuple<string, MultiRowOp>> operations_) {
public GroupByBundle(List<Tuple<string, GroupByBundleOp>> operations_) {
operations = operations_;
}
public static IBlueRow group_by(List<IBlueRow> rows, MultiRowOpHelper parameters) {
public static IBlueRow group_by(List<IBlueRow> rows, GroupByBundle parameters) {
if (rows.Count() == 0) {
return null;
}
@@ -51,8 +47,8 @@ namespace bts.SilverPine {
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>>();
IDictionary<string, Tuple<string, GroupByBundleOp>> out_col_map =
new Dictionary<string, Tuple<string, GroupByBundleOp>>();
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);
@@ -62,7 +58,7 @@ namespace bts.SilverPine {
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;
GroupByBundleOp 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);
@@ -70,51 +66,20 @@ namespace bts.SilverPine {
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) {
public static double compute_op(IEnumerable<double> col_vals, GroupByBundleOp op) {
switch (op) {
case MultiRowOp.Max:
case GroupByBundleOp.Max:
return col_vals.Max<double>();
case MultiRowOp.Min:
case GroupByBundleOp.Min:
return col_vals.Min<double>();
case MultiRowOp.Mean:
case GroupByBundleOp.Mean:
return col_vals.Sum() / col_vals.Count();
case MultiRowOp.Sum:
case GroupByBundleOp.Sum:
return col_vals.Sum();
case MultiRowOp.First:
case GroupByBundleOp.First:
return col_vals.First();
case MultiRowOp.Last:
case GroupByBundleOp.Last:
return col_vals.Last();
case MultiRowOp.StdDev:
return MathNet.Numerics.Statistics.Statistics.StandardDeviation(col_vals);
default:
// TODO
Log.assert(false);
@@ -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);
}
}
}
@@ -8,7 +8,7 @@ using bts;
using bts.SilverPine;
namespace BCG {
//[DataStreamUserRespresentation("AggregateStream")]
[DataStreamUserRespresentation("aggregate")]
public class NonIncGroupByStream : ViewStream {
private class DelNonIncGroupByEvaluator : INonIncGroupByEvaluator {
Func<string[]> _groupby_cols_func;
@@ -53,18 +53,15 @@ namespace BCG {
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);
public NonIncGroupByStream(ViewStream parent_str, string groupby_col, string standard_group_by_text, string optional_sort_col = null) {
GroupByBundle std_group_by = GroupByBundle.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);
IBlueRow rv = GroupByBundle.group_by(group_rows, std_group_by);
return new IBlueRow[] { rv }.ToList();
};
ViewStream rs = new NonIncGroupByStream(parent_str, groupby_cols_func, evaluate_func);
@@ -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));
}
}
}
@@ -74,7 +74,7 @@ namespace BCG {
}
public void _on_stream_cb(object dp_obj) {
//Log.Gen.info($"NonIncJoinBookkeeper._on_stream_cb dp_obj: {dp_obj}");
Log.Gen.info($"NonIncJoinBookkeeper._on_stream_cb dp_obj: {dp_obj}");
var timer = Stopwatch.StartNew();
DataPacket dp = (DataPacket)dp_obj;
_fill_missing_data(dp);
@@ -50,7 +50,7 @@ namespace BCG {
int data_col_no = 1;
for (int jp = 0; jp < _join_specs.Length; jp++) {
NonIncJoinBookkeeper s = new NonIncJoinBookkeeper(_join_specs[jp], jp, data_col_no, _row_hasher);
//Log.Gen.info($"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) {
}
}
}
@@ -2,7 +2,7 @@ using System;
using BCG;
namespace bts.BlueOrb {
namespace bts.SilverPine {
// 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;
@@ -14,7 +14,7 @@ public class SQLiteEnumerable : IAsyncEnumerable<IBlueRowCollection> {
readonly string statement;
readonly int pageSize;
public SQLiteEnumerable(string location, string statement, int pageSize = 1024) {
public SQLiteEnumerable(string location, string statement, int pageSize = 65536) {
this.location = location;
this.statement = statement;
this.pageSize = pageSize;
@@ -12,7 +12,7 @@ using System.Collections.Generic;
using System.Data.SQLite;
namespace bts.BlueOrb{
namespace bts.SilverPine {
public static class SQLiteHelper {
public static string location = "C:\\Users\\m_tah\\development\\data\\";
@@ -1,12 +1,14 @@
namespace bts.BlueOrb {
namespace bts.SilverPine {
using System;
using System.Data;
using System.Data.SQLite;
using System.Diagnostics;
using System.Collections;
using BCG;
[DataStreamUserRespresentation("SQLiteStream")]
[DataStreamUserRespresentation("SQLite")]
public class SQLiteStream : ViewStream {
private readonly string _connection_string, _query;
private Stopwatch _stopwatch = new Stopwatch();
@@ -68,5 +70,4 @@ namespace bts.BlueOrb {
}
}
}
@@ -4,7 +4,7 @@ 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) => {
@@ -24,11 +24,11 @@ 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", 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($"{inp_col}_min", dt.Minute);
rv.setValue($"{inp_col}_seconds_of_day", (dt - dt.Date).TotalSeconds);
return rv;
});
Loaded 100 of 1974 files, more files were not shown because too many files have changed in this diff. Show more