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Author SHA1 Message Date
John Colvin 39e6e2139d Add scaffolding for PandasExpressions 2024-11-26 18:53:33 +00:00
John Colvin 9b0c3ae4f3 TEMP reduce log noise in SingleTagData 2024-11-26 18:53:33 +00:00
John Colvin 99f390a38c fix generate some more row types with new t4 templates 2024-11-26 18:53:33 +00:00
John Colvin 6f45e4dd2f fix load IDataStreamFactory impls with dependency injection 2024-11-26 18:53:33 +00:00
John Colvin 47de5c60c8 fix generate some more row types with new t4 templates 2024-11-26 18:53:33 +00:00
John Colvin 871954bcc3 Reduce log noise in AsyncTCPConnection_AsyncWrapper 2024-11-26 18:53:33 +00:00
John Colvin f41d85c224 TEMP changes to appsettings.json (at least i should review them before making permanent) 2024-11-26 18:53:33 +00:00
John Colvin 18e7658445 Add ColumnIndex class to resolve column names to indices
Improves performance compared to accessing columns by name
2024-11-26 18:53:33 +00:00
John Colvin ca522b7a23 fix Add BlueColumnTable for pandas integration 2024-11-26 18:53:33 +00:00
John Colvin 32fccbfb69 fix Add some nifty DataPacket/TableUpdate IObservable utils 2024-11-26 18:53:33 +00:00
John Colvin 27720a3127 Increase SQLiteEnumerator page size to 65536
This performs better, and doesn't seem to be too large in practice
2024-11-26 18:53:33 +00:00
John Colvin 6e3d1c7b8e Serialize TimeSpan w/ microsecond precision in DataPacket json 2024-11-26 18:53:33 +00:00
John Colvin 625738b7b5 Make 'name' default to CallerArgumentExpression for convenience 2024-11-26 18:53:33 +00:00
John Colvin ef34d7efd8 Rewrite much of compose.yaml 2024-11-26 18:53:33 +00:00
John Colvin 40917782b0 fix incorporate env files into docker compose 2024-11-26 18:53:33 +00:00
John Colvin e906bfec64 fix rename snake_case PascalCase 2024-11-26 18:53:33 +00:00
John Colvin 6b2845aa90 Add GetValue fn to Variant, PrimitiveVariant 2024-11-26 18:53:33 +00:00
John Colvin 65fbea141d Add BlueColumnTable for pandas integration
This will make it easier/more natural to support pandas column expressions
2024-11-26 18:53:33 +00:00
John Colvin c6635005a1 refactor: Rename snake_case fns PascalCase 2024-11-26 18:53:33 +00:00
John Colvin 72c21912a1 fix generate c# code for row types 2024-11-26 18:53:33 +00:00
John Colvin 3142e62a10 fix generate more row types with t4 2024-11-26 18:53:33 +00:00
John Colvin 1a82f5152e fix load IDataStreamFactory impls with dependency injection 2024-11-26 18:53:33 +00:00
John Colvin 722ab02d2b Format DateTimes w/ microsecond precision in DataPacketJsonConverter 2024-11-26 18:53:33 +00:00
John Colvin 6f352a5c95 fix Add some nifty DataPacket/TableUpdate IObservable 2024-11-26 18:53:33 +00:00
John Colvin ef3f7cc430 Generate some more row types with new t4 templates 2024-11-26 18:53:33 +00:00
John Colvin 17b98adf74 fix load idatastreamfactory impls 2024-11-26 18:53:33 +00:00
John Colvin 809734eca8 fix: Import all IDataStreamFactory instances in publisher service 2024-11-26 18:53:33 +00:00
John Colvin ec87a2311d 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
2024-11-26 18:53:33 +00:00
John Colvin 58bdb4e00d cleanup: Add key attributes to jsx code
They were causing warnings in console log
2024-11-26 18:53:32 +00:00
John Colvin ee629278cf cleanup: Add semi-colons to js code 2024-11-26 18:53:32 +00:00
John Colvin 09ca8f504f Add logs for vite dev proxy server 2024-11-26 18:53:32 +00:00
John Colvin fd6926eee8 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.
2024-11-26 18:53:32 +00:00
John Colvin 5ae46fef77 fix: Run MDReplayer on background thread (don't block)
This was preventing other services from starting up
2024-11-26 18:53:32 +00:00
John Colvin 07d12cbf94 Add BlueRowColumnMask to hide columns w/ minimal overhead
Less overhead than ProjectStream
2024-11-26 18:53:32 +00:00
John Colvin e75dd34213 fix build: Update protobuf namespaces in c# 2024-11-26 18:53:32 +00:00
John Colvin 73294f1b76 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
2024-11-26 18:53:32 +00:00
John Colvin 1ca34db259 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.
2024-11-26 18:53:32 +00:00
John Colvin c35865a620 vscode: Fix prelaunchTask in datastream webapp debug cfg (launch.json) 2024-11-26 18:53:32 +00:00
John Colvin 7a3804f1cd Update datastream webapp appsettings.json (config) 2024-11-26 18:53:32 +00:00
John Colvin dd10feb286 build: Add 'compose-file' arg to deploy script 2024-11-26 18:53:32 +00:00
John Colvin f03b571f05 Generate a few row types with new t4 templates 2024-11-26 18:53:32 +00:00
John Colvin 07aa53dffa fix SQLiteEnumerator 2024-11-26 18:53:32 +00:00
John Colvin 68b42bdb01 Add async SQLiteEnumerator to read sqlite tables as IBlueRowCollection 2024-11-26 18:53:32 +00:00
John Colvin 2d7e6b1ec2 build: Generate c# code for RowTypes
Produces structs that implement IBlueRow with strongly typed
properties for each column.
2024-11-26 18:53:32 +00:00
John Colvin db0df50b53 Add some nifty DataPacket/TableUpdate IObservable utils 2024-11-26 18:53:32 +00:00
John Colvin bb6662a2c1 fix: Remove query from literal error stream
The parser can't handle colons in the expression (it throws/crashes)
2024-11-26 18:53:32 +00:00
John Colvin e1f98a3209 Tweak new streams database config 2024-11-26 18:53:32 +00:00
John Colvin 1f3b2c5cab fix build: Disable some includes on windows 2024-11-26 18:53:32 +00:00
John Colvin cd1f4631dd build: Move lib_spark tests into separate exe
So we don't have to run them through sparkd
2024-11-26 18:53:32 +00:00
John Colvin 4a1a7308dd refactor: Move catch_test_runner from spark (lib) to sparkd (app)
This source file provides the entry point for catch2
2024-11-26 18:53:32 +00:00
John Colvin 7da668c136 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
2024-11-26 18:53:32 +00:00
John Colvin 304e669de2 Extend dsl to support explicit param names 2024-11-26 18:53:32 +00:00
John Colvin 9d86c85686 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".
2024-11-26 18:53:32 +00:00
John Colvin 410680cadf Configure directory browser endpt for vite dev server 2024-11-26 18:53:32 +00:00
John Colvin 64bd5eef4f 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.
2024-11-26 18:53:32 +00:00
John Colvin 3619d4b22c refactor: Use generic collections in PrimitiveManager
The class that instantiates ViewStreams via reflection
2024-11-26 18:53:32 +00:00
John Colvin baa9dbfe76 Fix typo in NLStream's namespace 2024-11-26 18:53:32 +00:00
John Colvin 11241b9b37 Fix LiteralStream syntax in md publisher appsettings.json 2024-11-26 18:53:32 +00:00
John Colvin eb3fad64b0 fix build: Upgrade Newtonsoft.Json 13.0.2 -> 13.0.3 in spark_websocket
The DataStreamSuite.sln build was broken because other projects in the sln were
already using the newer version (can't mix and match).
2024-11-26 18:53:32 +00:00
John Colvin cb97f26c89 vscode: Set ASPNETCORE_ENVIRONMENT=Development in api server debug cfg 2024-11-26 18:53:32 +00:00
John Colvin 5739f948b8 build: Change publish_spark.py default verbosity to 2
This equates to STATUS and normal in cmake and dotnet, respectively
2024-11-26 18:53:32 +00:00
John Colvin bdfb00aa22 Add c# Variant class, modeled after std::variant in c++ 2024-11-26 18:53:32 +00:00
John Colvin 50611fe4a3 Add generic ViewStream, BlueRow types/interfaces 2024-11-26 18:53:32 +00:00
John Colvin 4a193bd0e2 Add scripts to deploy apps via docker compose 2024-11-26 18:53:32 +00:00
John Colvin 75907e2bd5 Clean up build scripts 2024-11-26 18:53:32 +00:00
John Colvin 73d670c0dc fix: Add null check 2024-11-26 18:53:32 +00:00
John Colvin 688a6c8512 vscode: Add debug cfg for api server on linux 2024-11-26 18:53:32 +00:00
John Colvin 551430e256 fix: Update source paths for api server docker 2024-11-26 18:53:32 +00:00
John Colvin c57312fb4d feat: Add stream subscriptions to websocket api 2024-11-26 18:53:32 +00:00
John Colvin 418201de6b fix build: Update proto path in csproj file 2024-11-26 18:53:32 +00:00
John Colvin 5e1a83db8d fix build: Install actual dir instead of symlink 2024-11-26 18:53:32 +00:00
John Colvin e0ad6f72c0 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.
2024-11-26 18:53:32 +00:00
John Colvin 8a22d7e318 fix: Load logging config at runtime
Don't use hardcoded default
2024-11-26 18:53:29 +00:00
John Colvin 856ba177aa refactor: Replace BoolName w/ FormattedBool 2024-11-26 18:40:34 +00:00
John Colvin 54819d7d9b Init hb timestamp to avoid false drops
Mainly when debugging.
2024-11-26 18:40:34 +00:00
John Colvin aaf9229f7e 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.
2024-11-26 18:40:34 +00:00
John Colvin 009a00c041 Make utils::TimeStamp formattable for logs, etc. 2024-11-26 18:40:34 +00:00
John Colvin 104742c9c0 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.
2024-11-26 18:40:34 +00:00
John Colvin 1ea17a2a4e 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
2024-11-26 18:40:34 +00:00
John Colvin e68f6d5eb1 fix build: Remove unused refs
Sparkd release builds were failing with warnings-as-errors about unused refs
2024-11-26 18:40:34 +00:00
John Colvin 6bc397b497 Fix eslint config and use modern flat style
https://eslint.org/docs/latest/use/configure/configuration-files#configuration-file
2024-11-26 18:40:34 +00:00
John Colvin 343af5d8a3 cleanup: Move global var into function scope in vite cfg 2024-11-26 18:40:34 +00:00
John Colvin ff8727b92d Update node pkgs in datastream webapp 2024-11-26 18:40:34 +00:00
John Colvin 5d85dfa197 cleanup (build): Remove unused cmake cache var 2024-11-26 18:40:34 +00:00
John Colvin 842740ceb3 Put cme config url in GlbxMarketDataConfig proto
Instead of using magic strings
2024-11-26 18:40:27 +00:00
John Colvin 79894864a0 refactor: Change raw IDGenerator ptr to shared_ptr 2024-11-26 18:19:43 +00:00
John Colvin f3021651eb fix: Actually use include/exclude params in SymbolLoader 2024-11-26 18:08:44 +00:00
John Colvin 459b808f4a fix build: Remove unnecessary link lib ssl 2024-11-26 17:31:45 +00:00
John Colvin 49497c9be5 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
2024-11-26 16:45:22 +00:00
John Colvin 585524a8b2 cleanup: Get rid of another Security type aliases 2024-11-26 16:45:20 +00:00
John Colvin c46771e8b6 cleanup: Remove unused code in Security.h/cpp 2024-11-26 16:38:29 +00:00
John Colvin 244fc647fb 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()".
2024-11-26 16:35:35 +00:00
John Colvin 57d7b4ba50 diag: Log when an MDProducer is created 2024-11-26 16:35:30 +00:00
John Colvin 97e4276e20 diag: Add logs around synthetic security discovery in MDConsumer 2024-11-26 16:32:09 +00:00
John Colvin d947882b0e refactor: Break shared mem md code up into smaller files
For easier reading/navigation
2024-11-26 16:32:09 +00:00
John Colvin 61479c1198 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.
2024-11-26 16:32:09 +00:00
John Colvin 1871358bde 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).
2024-11-26 16:32:09 +00:00
John Colvin 8bdf899da8 refactor: Change refs/raw ptrs to smart ptrs in md gateway 2024-11-26 16:27:01 +00:00
John Colvin 63c400543f Fix typo in market_data.conf 2024-11-26 16:12:27 +00:00
John Colvin 6a339c273e Add BTC and ETH to VENUE_SIM in symbols.conf 2024-11-26 16:12:27 +00:00
John Colvin 16fc526b92 fix: Resolve main logging dir in new SparkDataDirectory class 2024-11-26 16:12:27 +00:00
John Colvin 8f8e0a8b8e refactor: Replace if/else with switch cases 2024-11-26 16:12:27 +00:00
John Colvin 36fa0a8237 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.
2024-11-26 16:12:25 +00:00
John Colvin 9abd1e68f2 cleanup: Remove over-engineered subcommands
We don't need explicit subcommands to 'run onixs' md (just use config).
2024-11-26 15:35:49 +00:00
John Colvin de56bd3237 fix: Ensure IDGenerator instance is created before deref 2024-11-26 15:35:49 +00:00
John Colvin 47712b704a fix: Expand undefined vars to empty string
Bugs (fixed):
  * Md shared memory file names have unexpanded variable: '${BTS_SHARED_MEMORY_PREFIX}'
2024-11-26 15:35:49 +00:00
John Colvin 6cf2b5fed2 fix: Emplace MDConsumerHandle instead of copy assign 2024-11-26 15:35:49 +00:00
John Colvin e2fe3a04ce Generate c++ protos w/ relative paths
We shouldn't be generating protos defined outside of the current CMakeLists.txt dir.
2024-11-26 15:35:49 +00:00
John Colvin 7aafc1b35e fix build: Make venue conversion constexpr 2024-11-26 15:35:49 +00:00
John Colvin 0165952b69 build: Use new/robust init_library fn in lib_domain 2024-11-26 15:35:49 +00:00
John Colvin bc9e07a287 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.
2024-11-26 15:35:49 +00:00
John Colvin 67a5f6fea2 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
2024-11-26 14:44:51 +00:00
John Colvin 5e374fcb56 build: Move http code into its own lib 2024-11-26 14:12:29 +00:00
John Colvin 639be9c210 refactor: Move thread_manager to lib_system 2024-11-26 04:33:05 +00:00
John Colvin 62e82dbc42 build (linux): Migrate catch2 dep to vcpkg (from externals) 2024-11-26 04:33:05 +00:00
John Colvin 6fa1aa036f build (linux): Migrate fmt dep to vcpkg (from externals)
Now both linux and windows use vcpkg's fmt
2024-11-26 04:33:05 +00:00
John Colvin 92e825a73c cleanup: Remove unnecessary includes 2024-11-26 04:33:05 +00:00
John Colvin f12fa9c524 refactor: Move threads.proto to lib_system 2024-11-26 04:33:05 +00:00
John Colvin a412f96701 refactor: Move warn_ctrl.h into lib_system
This is another logging dep
2024-11-26 04:33:05 +00:00
John Colvin ee4308cb73 build: Link boost_filesystem in lib_system 2024-11-26 04:33:05 +00:00
John Colvin 5af3b094fa 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.
2024-11-26 04:33:05 +00:00
John Colvin f18d00fd80 cleanup: Remove unused code 2024-11-25 21:37:29 +00:00
John Colvin acb2bb7c1b cleanup: Remove more unnecessary includes 2024-11-25 21:37:29 +00:00
John Colvin 56ca93c9d9 refactor: Move SecurityMarketDataStatistics to lib_domain 2024-11-25 21:37:29 +00:00
John Colvin 2c711a1224 cleanup: Remove unnecessary code 2024-11-25 21:37:29 +00:00
John Colvin 12bffe1cd4 cleanup: Remove empty header FTXSecurity.h 2024-11-25 21:37:29 +00:00
John Colvin b6d7111f2d 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
2024-11-25 21:37:29 +00:00
John Colvin 4113b02fb4 refactor: Move RFQ to lib_domain 2024-11-25 21:18:43 +00:00
John Colvin c050f764a7 refactor: Move AggressorSide proto to lib_domain
Get rid of non-proto AggressorSide enum while we're at it (consolidate to 1 type)
2024-11-25 21:18:43 +00:00
John Colvin 065414cb2c cleanup: Remove more unused code 2024-11-25 21:18:43 +00:00
John Colvin c320fadffe refactor: Move a few Order types to lib_domain 2024-11-25 21:18:43 +00:00
John Colvin 6899d4ea28 refactor: Move TimeInForce to lib_domain 2024-11-25 21:18:43 +00:00
John Colvin 4ce6c7930a cleanup: Remove unused code 2024-11-25 21:18:43 +00:00
John Colvin 9964d36689 refactor: Move TradeRecord into lib_domain 2024-11-25 21:18:43 +00:00
John Colvin d4da7a4e8f refactor: Move TradingStatus enum to lib_domain 2024-11-25 21:18:43 +00:00
John Colvin 0c7ed9c384 build: Update webpack-cli in admin webapp 2024-11-25 20:58:11 +00:00
John Colvin e402b8ad83 build: Configure admin webapp build entirely in CMakeLists
Get rid of build_admin_web_app.py
2024-11-25 20:58:11 +00:00
John Colvin b523ab22f0 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/
2024-11-25 20:58:11 +00:00
John Colvin 2aa6ebac49 refactor: Move collections into lib_system 2024-11-25 19:35:03 +00:00
John Colvin 42f2727268 refactor: Move a handful of types/utils to lib_system 2024-11-25 19:35:03 +00:00
John Colvin d3d79b5f2a build: Add preset to build with 6 jobs (-j 6)
Otherwise the devcontainer may hog too much cpu and cause the container to freeze
2024-11-25 19:32:56 +00:00
John Colvin 44189a8371 cleanup: Remove unused includes
Mostly collection macro headers
2024-11-25 19:32:56 +00:00
John Colvin a5bbb3b08e cleanup (build): Move protobuf service generation cmake into lib_spark
Because lib_spark owns all the services
2024-11-25 19:32:56 +00:00
John Colvin bc96653e77 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).
2024-11-25 19:32:56 +00:00
John Colvin 5657fc81e3 refactor: Move ValueWrapper into lib_system
So other projects can use it
2024-11-25 19:32:56 +00:00
John Colvin 4751372f9a 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
2024-11-25 19:21:49 +00:00
John Colvin 0aaa6e18fd 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).
2024-11-25 19:21:48 +00:00
John Colvin d68fe93422 cleanup: Remove superfluous code 2024-11-25 16:49:11 +00:00
John Colvin 9e294e7573 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.
2024-11-25 16:49:11 +00:00
John Colvin 37ef7e6369 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.
2024-11-25 16:49:11 +00:00
John Colvin 2d27abe4c3 cleanup: Remove redundant macro def 2024-11-25 16:49:11 +00:00
John Colvin 2bb3a2b6b5 Skip md recording thread loop if no recorders configured to run 2024-11-25 16:49:11 +00:00
John Colvin 1443007f93 Handle signal interrupts explicitly in sparkd
Otherwise the python interpretter, which is instantiated when we load
python md plugins, prevents the application from exiting.
2024-11-25 16:49:11 +00:00
John Colvin 81b94a3857 feat: Add support for python md plugins 2024-11-25 16:49:11 +00:00
John Colvin 2ee020d505 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
2024-11-25 16:49:11 +00:00
John Colvin 6b008ffd08 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++).
2024-11-25 16:49:11 +00:00
John Colvin c76adbe257 cleanup: Trivial whitespace cleanup in sparkd CMakeLists 2024-11-25 16:49:11 +00:00
John Colvin 09e3d00025 build: Add cmake fns to symlink and install local libs
The code needed to do this (inline) is ugly and verbose
2024-11-25 16:49:11 +00:00
John Colvin 063ce5be73 cleanup: Use conventional UPPER_CASE var names in sparkd CMakeLists 2024-11-25 16:49:11 +00:00
John Colvin eff9bb399f cleanup: Trivial whitespace cleanup in Protobuf.cmake 2024-11-25 16:49:11 +00:00
John Colvin 59afa2e2e1 build: Clean up data_files cmake proj (support --target clean) 2024-11-25 16:49:11 +00:00
John Colvin 38f6c71551 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.
2024-11-25 16:49:10 +00:00
John Colvin b303dfb80c vscode: Add debug cfg to skip sparkd build 2024-11-25 15:26:59 +00:00
John Colvin de44f120af fix build: Add ShmSegmentName.cpp to windows client sources 2024-11-25 15:26:59 +00:00
John Colvin eb2c620ad2 Make a few timestamp fns const
They should have been const in the first place
2024-11-25 15:26:59 +00:00
John Colvin 276414f38f 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
2024-11-25 15:26:59 +00:00
John Colvin 0248b73bde Add api server to docker compose 2024-11-25 15:26:59 +00:00
John Colvin 5722272435 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
2024-11-25 15:26:59 +00:00
John Colvin d95ffbcedc cleanup: Remove unnecessary env vars from webapp docker compose 2024-11-25 15:26:59 +00:00
John Colvin d267cbbb73 Change api server ports so they don't conflict w/ ds webapp 2024-11-25 15:26:59 +00:00
John Colvin 1d2825c0ff vscode: Fix sparkd debug config 2024-11-25 15:26:59 +00:00
John Colvin b363a45374 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.
2024-11-25 15:26:59 +00:00
John Colvin f5a638bf8f Don't log "initializing spark config" if it has already been initialized 2024-11-25 15:26:59 +00:00
John Colvin be67f67abb vscode: Add debug cfg for spark api server 2024-11-25 15:26:59 +00:00
John Colvin 1b9ce5f9b7 Use dependency injection in spark api server 2024-11-25 15:26:59 +00:00
John Colvin 7fb411adce Add SparkLoggerAdapter for Msft ILogger 2024-11-25 15:26:59 +00:00
John Colvin cac881ea1b Display exception stack trace w/ 1 call per line in ds webapp 2024-11-25 15:26:59 +00:00
John Colvin 07a72f6943 Remove unused ErrorView from ds webapp 2024-11-25 15:26:59 +00:00
John Colvin b6f64b4804 Propagate ViewStream errors to webapp frontend 2024-11-25 15:26:58 +00:00
John Colvin fa5cc6ab38 Add ErrorChanged event to propagate DataStream exceptions 2024-11-25 15:26:58 +00:00
John Colvin 664424c91c 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.
2024-11-25 15:26:58 +00:00
John Colvin 0b463f4e65 Improve alignment/spacing in ds webapp 2024-11-25 15:26:58 +00:00
John Colvin ea0f1153e4 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
2024-11-25 15:26:58 +00:00
John Colvin ff4bab71f3 Remove "BTS Cloud Streams" title from webapp
Space is precious when viewing on phone (tbh, it didn't look that good
anyways).
2024-11-25 15:26:58 +00:00
John Colvin c1fdc2e8be 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
2024-11-25 15:26:58 +00:00
John Colvin 2ddb12212f Replace ErrorView component w/ robust QueryStatusView 2024-11-25 15:26:58 +00:00
John Colvin 06c694ea8a Fix typos in query button theme 2024-11-25 15:26:58 +00:00
John Colvin 2cdea43eb5 fix: Don't assert on exception in BooleanExpression.evaluate
Bugs (fixed):
  * DataStream WebApp Server sometimes crashes when the user enters a
    bad query.
2024-11-25 15:26:58 +00:00
John Colvin 10f105d48d Change VITE_DATASTREAM_WEBSOCKET_URL to localhost 2024-11-25 15:26:58 +00:00
John Colvin fb69e75019 Assert that local ip address is successfully obtained 2024-11-25 15:26:58 +00:00
John Colvin d3736df90f 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).
2024-11-25 15:26:58 +00:00
John Colvin 337828ff62 Assert TcpConnection endpoint matches expected 2024-11-25 15:26:58 +00:00
John Colvin 6ba4354e4c Fix typo in log msg (was missing interpolation '$') 2024-11-25 15:26:58 +00:00
John Colvin c5830493fe 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.
2024-11-25 15:26:58 +00:00
John Colvin 87c72d43dc fix: Format PubSubRoute as json in log msgs
It was previously using the default ToString, which simply returns the type name
2024-11-25 15:26:58 +00:00
John Colvin 47e70272d2 build: Upgrade packages (deps) in DataStreamTests 2024-11-25 15:26:58 +00:00
John Colvin d04d711706 cleanup: Remove unused ViewStreamDatabase config 2024-11-25 15:26:58 +00:00
John Colvin d77effe8e1 vscode: Add PubSubServer debug cfg to skip build 2024-11-25 15:26:58 +00:00
John Colvin 5606e690e6 Configure apps as a distributed system via Docker compose 2024-11-25 15:26:58 +00:00
John Colvin 8f50979f90 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.
2024-11-25 15:26:58 +00:00
John Colvin 61e61e8bb8 refactor: Run RemoteQueryManager as an IHostedService
This paradigm more accurately represents the RemoteQueryManager as a
Service that can be started/stopped.
2024-11-25 15:26:58 +00:00
John Colvin b4baefb802 Remove inappropriate "Unable to dispose subscription" log msg 2024-11-25 15:26:58 +00:00
John Colvin 40c09084bd 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.
2024-11-25 15:26:58 +00:00
John Colvin c0d622a02b Move misplaced log abt initializing query text to appropriate place 2024-11-25 15:26:58 +00:00
John Colvin 99a17a81ff Assert ViewStreamDatabase.instance is only created once
The instance must be initialized via ViewStreamDatabase.SetGlobalInstance
2024-11-25 15:26:58 +00:00
John Colvin 86c40fd487 cleanup: Remove unused code from ViewStreamDatabase 2024-11-25 15:26:58 +00:00
John Colvin e13dcaab58 Include subscription id in ds websocket updates 2024-11-25 15:26:58 +00:00
John Colvin 4532c8644f fix: Define BoooleanConstant before StringConstant
Otherwise the former masks the latter and prevents it from matching
2024-11-25 15:26:58 +00:00
John Colvin cb97978fb0 Log event data in websocket open, close, error callbacks 2024-11-25 15:26:58 +00:00
John Colvin 3a13bb389a refactor: Bring back Material DataGrid
Fix the column resize bugs that made it previously unusable
2024-11-25 15:26:58 +00:00
John Colvin ddf7c89b61 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
2024-11-25 15:26:58 +00:00
John Colvin 3078dfda73 cleanup: Get rid of magic const (subscriptionId) in webapp App.jsx 2024-11-25 15:26:58 +00:00
John Colvin 331d906a12 build: Copy configuration profiles to publish dir 2024-11-25 15:26:58 +00:00
John Colvin ef0ffdc243 cleanup: Remove unnecessary deps from csprojs 2024-11-25 15:26:58 +00:00
John Colvin 97229a8f1a 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.
2024-11-25 15:26:58 +00:00
John Colvin 8c77499015 dev: Install docker in devcontainer
So we can start various services like sparkd, pubsub, ds publishers, ds
webapp, etc. from inside the devcontainer.
2024-11-25 15:26:58 +00:00
John Colvin e1954f9ac9 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).
2024-11-25 15:26:58 +00:00
John Colvin a4a7ee384b 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).
2024-11-25 15:26:58 +00:00
John Colvin 5dfd2d96b5 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>
2024-11-25 15:26:58 +00:00
John Colvin d6b3f102de 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.
2024-11-25 15:26:58 +00:00
John Colvin 949b0b5b72 build: Copy configuration profiles to build dir
So they are readily available to publish/deploy scripts.
2024-11-25 15:26:58 +00:00
John Colvin 37e2d2ee13 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.
2024-11-25 15:26:58 +00:00
John Colvin bfdf6228be fix: Catch exception when creating TcpClient 2024-11-25 15:26:58 +00:00
John Colvin bc408c0c75 fix: Catch WebSocketException in DataStreamSubscription 2024-11-25 15:26:58 +00:00
John Colvin 1486c1185c fix: Add null check to NonIncGroupByStream 2024-11-25 15:26:58 +00:00
John Colvin cb06d07eea fix: Add null check to TableAccumulator2 2024-11-25 15:26:58 +00:00
John Colvin c7205fcdd0 fix: Add self-signed certificate to Dockerfile for ds webapp 2024-11-25 15:26:58 +00:00
John Colvin 911347e080 fix: Make SystemSubscriptionMapPublisher threadsafe
The PubSubState.onTagMapChanged event may not be invoked on
the same thread as doWork.
2024-11-25 15:26:58 +00:00
John Colvin a65eaf1cc4 fix: Add null check in TimeBasedFilter.cs 2024-11-25 15:26:58 +00:00
John Colvin fe2235bc8d Reduce task wait/timeout code in AsyncTCPConnector 2024-11-25 15:26:58 +00:00
John Colvin 2417b430fd Add a few canned queries to AwsProd.json for ds webapp 2024-11-25 15:26:58 +00:00
John Colvin be81e9af47 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.
2024-11-25 15:26:58 +00:00
John Colvin 5e4858e860 fix: Convert invalid doubles to nan in ds webapp serializer 2024-11-25 15:26:58 +00:00
John Colvin 9b82083a60 Increase datagrid maxheight in ds webapp to 1000px 2024-11-25 15:26:58 +00:00
John Colvin 30f322a60a Improve error display in ds webapp 2024-11-25 15:26:58 +00:00
John Colvin 58015a396e 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.
2024-11-25 15:26:58 +00:00
John Colvin 939bdc5f56 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
2024-11-25 15:26:58 +00:00
John Colvin 2939cb601f 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
2024-11-25 15:26:58 +00:00
John Colvin 2454f89ec4 Add config profile and Dockerfile args to deploy script 2024-11-25 15:26:58 +00:00
John Colvin df13b0c76f Copy DataStream WebApp 'dist' to 'wwwroot' in deploy script 2024-11-25 15:26:58 +00:00
John Colvin b4f87c21e0 Tweak DataGrid style in DataStream WebApp 2024-11-25 15:26:58 +00:00
John Colvin 9cfa28a91d Add AwsProd config for DataStream WebApp 2024-11-25 15:26:58 +00:00
John Colvin 6ade868afe fix: Add VITE_ prefix to imported env vars
For the DataStream WebApp client
2024-11-25 15:26:58 +00:00
John Colvin 1230424577 Fix urls for DataStreamPublisher AwsProd.json 2024-11-25 15:26:58 +00:00
John Colvin 9bbada0740 Add benzinga news streams to AwsProd.json
This is a config profile for DataStreamPublisher, designed to be deployed
to aws (on public internet).
2024-11-25 15:26:58 +00:00
John Colvin 44b3709c8f fix build warnings: Make props nullable strings in SharedStreamConfig 2024-11-25 15:26:58 +00:00
John Colvin cabcd406f7 whitespace: Format PubSubServer.json (indentation issues) 2024-11-25 15:26:58 +00:00
John Colvin 1c0026c108 Add a few tasks to run DataStream WebApp 2024-11-25 15:26:58 +00:00
John Colvin 11e862ae06 fix: Import websocket url from environment var 2024-11-25 15:26:58 +00:00
John Colvin 4deeacda4a Add scripts to deploy data stream apps 2024-11-25 15:26:58 +00:00
John Colvin 9a0bf98b2c Add SpaServer to Production environment
For Bts.DataStreamWebApp.Server
2024-11-25 15:26:58 +00:00
John Colvin c286c3646b 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).
2024-11-25 15:26:58 +00:00
John Colvin 50596abce3 Publish Bts.DataStreamWebApp.Server along with PubSub & DataStream 2024-11-25 15:26:58 +00:00
John Colvin 324a6031ba cleanup: Remove unused code in Bts.DataStreamWebApp.Client 2024-11-25 15:26:58 +00:00
John Colvin 94591eee6d 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
2024-11-25 15:26:58 +00:00
John Colvin 41390da06a Hardcode webSocketUrl to aws server in DataStreamWebApp client 2024-11-25 15:26:58 +00:00
John Colvin 9df9622ac2 Assert that System publishers 'doWork' is always called on same thread 2024-11-25 15:26:57 +00:00
John Colvin 4b965d1c3b fix: Make InternalPublisherQueue thread safe 2024-11-25 15:26:57 +00:00
John Colvin d485621d21 Improve error reporting in DataStreamWebSocketServer 2024-11-25 15:26:57 +00:00
John Colvin b8678f6043 data stream web app client check pt 2024-11-25 15:26:57 +00:00
John Colvin de15b0ea4b fix build: Fix Spark build after making config init async 2024-11-25 15:26:57 +00:00
John Colvin bd41e6cb52 refactor: Tweak SparkCoreServices to synchronize Configuration.init globally 2024-11-25 15:26:57 +00:00
John Colvin f07b1f2e5f refactor: Change Configuration.initialize to be async 2024-11-25 15:26:57 +00:00
John Colvin a232261df5 vscode: Add 'isSparkApiEnabled' input to launch.json 2024-11-25 15:26:57 +00:00
John Colvin c3cd8cf543 SparkApiService check pt 2024-11-25 15:26:57 +00:00
John Colvin 95814d3dae datastreamwebapp server checkpt 2024-11-25 15:26:57 +00:00
John Colvin c3ef18e649 datastream webapp client check pt 2024-11-25 15:26:57 +00:00
John Colvin feaf2cc6b4 Remove unused PubSubConfig props 2024-11-25 15:26:57 +00:00
John Colvin e184c850d1 Fix dsqa config json 2024-11-25 15:26:57 +00:00
John Colvin 161fdfa463 fix: Always call 'handle_internal_pubs' in PubSubMessageReactor main loop 2024-11-25 15:26:57 +00:00
John Colvin 9c184d7203 improvement: Accept CancellationToken, catch exceptions when running ds websocket server 2024-11-25 15:26:57 +00:00
John Colvin a2344e1494 Fix mismatched types in PubSubServerTagStatsStream schema 2024-11-25 15:26:57 +00:00
John Colvin cc153a1ced Add DataStreamPublisher service modules designed for Dependency Injection
* Change DataStreamPublisher json fields to match cs class property names verbatim
* Rename Publishers -> PublisherNodes in DataStreamPublisherConfig
2024-11-25 15:26:57 +00:00
John Colvin b19f720e42 refactor: Decouple ViewPublisher from IPubTableBroker impl 2024-11-25 15:26:57 +00:00
John Colvin 51d934de27 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
2024-11-25 15:26:57 +00:00
John Colvin 23e47f1749 refactor: Decouple RemoteQueryManager from IManagedSubscriber, IPubTableBroker impl 2024-11-25 15:26:57 +00:00
John Colvin a5a905e20f refactor: Decouple ManagedSubscriber from ISubscriberCore impl 2024-11-25 15:26:57 +00:00
John Colvin 1cecbe9276 refactor: Only support 1 tag type in IPubSubServerTagHandler 2024-11-25 15:26:57 +00:00
John Colvin edfc1fc0d7 refactor: Decouple PubTableBroker from IPublisherCore impl
Reference interface rather than the PublisherCore impl.
2024-11-25 15:26:57 +00:00
John Colvin cb43af0dd4 improvement: Accept CancellationToken in JsonRpcRequestObservable 2024-11-25 15:26:57 +00:00
John Colvin 70616d4a09 fix: Dispose market data sub in various md streams 2024-11-25 15:26:57 +00:00
John Colvin 6ec15d34a7 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
2024-11-25 15:26:57 +00:00
John Colvin 48b3852e6f refactor: Rename CloudStreamManager.cs -> RemoteQueryManager.cs
This matches the file name
2024-11-25 15:26:57 +00:00
John Colvin 595656f298 Change pub sub schema prefix 'bluto://' -> 'bts-cloud://'
In config json files (not actual code change)
2024-11-25 15:26:57 +00:00
John Colvin 951d68e20c fix build: Fix prop names after refactoring PubSubRoute
* Change 'server_address' -> 'ServerAddress'
* Change 'tag_reg_exp' -> 'TagRegExp'
2024-11-25 15:26:57 +00:00
John Colvin d64ddb3477 build: Add scripts to publish data stream apps 2024-11-25 15:26:57 +00:00
John Colvin d937054f6f Fix typo in log msg 2024-11-25 15:26:57 +00:00
John Colvin 61affcf749 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!
2024-11-25 15:26:57 +00:00
John Colvin 7270967181 vscode: Add DataStreamPublisher debug cfg to skip build 2024-11-25 15:26:57 +00:00
John Colvin 008e84dcf0 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.
2024-11-25 15:26:57 +00:00
John Colvin 9cc0108a01 feat: Add DataStream WebApp
Included in DataStreamSuite.sln, but not DataStreamQueryAnalyzer.sln
2024-11-25 15:26:57 +00:00
John Colvin 6c1d1a43f5 Add spark service modules designed for Dependency Injection 2024-11-25 15:26:57 +00:00
John Colvin d96b6da139 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).
2024-11-25 15:26:57 +00:00
John Colvin 295300e7fa 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.
2024-11-25 15:26:57 +00:00
John Colvin b35b9170e4 fix build (api server): Change namespace to bts.websocket_core 2024-11-25 15:26:57 +00:00
John Colvin e57e401780 Remove docker submodules again 2024-11-25 15:26:57 +00:00
John Colvin f5c333b84c 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)
2024-11-25 15:26:57 +00:00
John Colvin 60c784f371 cleanup: Fix benign typos in build scripts
Change BUILD_SPARK_PY var name to BUILD_PY (because these scripts to actually build 'spark')
2024-11-25 15:26:57 +00:00
John Colvin 68fe50f7e2 fix build (warn): Only use Registry on windows 2024-11-25 15:26:57 +00:00
John Colvin 7ebafd8246 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
2024-11-25 15:26:57 +00:00
John Colvin 8f2e37d644 cleanup: Disable nullability warnings
* BZip2InputStream
* TarInputStream
* Inflater
* InflaterDynHeader
* BZip2OutputStream
* DeflaterHuffman
* ParallelJoinTest
2024-11-25 15:26:57 +00:00
John Colvin 426b0daf61 cleanup: Modernize PubSubRoute code, json parsing 2024-11-25 15:26:56 +00:00
John Colvin 5d71d7f01b cleanup: Remove unused DateTime grammar from exp parser 2024-11-25 15:26:56 +00:00
John Colvin 1fa1dfa01e Add JsonRpcRequestObservable, AsyncEnumerable 2024-11-25 15:26:56 +00:00
John Colvin ec28e12a6f Add json facilities for DataStream websocket api 2024-11-25 15:26:56 +00:00
John Colvin 84b7e74bb6 refactor: Add handy WebsocketExtensions
* IsSocketStateOpen
* IsClosedProperly
2024-11-25 15:26:56 +00:00
John Colvin 64ffd3050f feat: Add JsonRpc types for websocket paradigm 2024-11-25 15:26:56 +00:00
John Colvin 1f2f7dda09 cleanup: Remove empty file (clearly added by accident) 2024-11-25 15:26:56 +00:00
John Colvin 60de12277b 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.
2024-11-25 15:26:56 +00:00
John Colvin 963a521a2c editorconfig: Use standard c# capitalization rules
* Use 'PascalCase' for public members (instead of 'snake_case')
* Use 'camelCase' for private members (instead of '_snake_case')
2024-11-25 15:26:56 +00:00
John Colvin 00ce3cdf37 refactor: Add WebsocketClient class
Basically an ISubject (I/O) wrapper for IWebsocketConnectionGateway
2024-11-25 15:26:56 +00:00
John Colvin fbdb4f112d refactor: Change WebsocketServerConfig.port to uint32
It should always be a number between 1-65535
2024-11-25 15:26:56 +00:00
John Colvin 2f9f20de06 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.
2024-11-25 15:26:56 +00:00
John Colvin c7b5b5df54 refactor: Remove nullability constraint in GetValueOrDefault 2024-11-25 15:26:56 +00:00
John Colvin 9342613501 refactor: Use events to avoid circular deps for ws sync/gateway 2024-11-25 15:26:56 +00:00
Mohammad Arham 0e893b9b5d Fix: Multiple Exchange data sources work without timee 2024-11-20 23:48:50 +00:00
Mohammad Arham 0593ae0320 Fix: Logging path was incorrect 2024-11-20 23:48:24 +00:00
Mohammad Arham 960149b9c5 Fix: Stupid bug on sleep time 2024-11-20 22:49:22 +00:00
Mohammad Arham b5f5f2f3d5 Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-11-20 17:21:45 -05:00
John Colvin bd8c97244a refactor: Return row id in IStore::retrieve_one
This is a prerequisite to synchronizing security ids stored via IDGenerator
(the "new" way to store ids, added when we implemented Deribit), and
SecurityDB (the original way from spark days). The problem was that these
2 implementations were using separate databases. We need to unify the
interfaces between these storage services to avoid breaking existing code.
2024-11-20 22:17:08 +00:00
John Colvin cb187e6997 Interpret db strng param as name or path in SqliteStore ctr 2024-11-20 22:17:08 +00:00
John Colvin 4004ed2267 refactor: Normalize sec key indexing for old md sources
Now both old and new (domain) md sources index securities by
the same string format.
2024-11-20 22:17:08 +00:00
John Colvin a00347ac3f Add ostream operator for Venue 2024-11-20 22:17:08 +00:00
John Colvin c4d08840bd Add ostream operator for SecurityType 2024-11-20 22:17:08 +00:00
John Colvin 84c0684b63 refactor: Normalize sec key indexing for new (domain) md sources
This is part of a larger effort to unify the way we index securities in order
to generate unique ids. Older md sources (e.g., MDP3Listener) use
SecurityIDRecorder to generate ids, which uses a different database and
different key-string formatting than the IDGenerator used by the newer md
sources (e.g., GeneralMarketDataListener and various ccapi-based sources).
2024-11-20 22:17:08 +00:00
Mohammad Arham bca8df6d99 Fix: Release Crash fixed still has timer 2024-11-20 22:14:48 +00:00
Mohammad Arham 98f8e58f3f Add optional tags to config 2024-11-20 22:12:06 +00:00
Mohammad Arham 76f18f3443 Fix: typo in fixed securities 2024-11-20 20:17:29 +00:00
Mohammad Arham b67d748ba1 removed: moved onix glbx to main controler thread 2024-11-20 06:58:14 +00:00
Mohammad Arham 0113721355 Add: Config for marex reconnect attemps 2024-11-20 06:29:41 +00:00
Mohammad Arham 715f7f7c70 Fix: Race condition causes crash not sure if fixed 2024-11-20 06:17:28 +00:00
Mohammad Arham 89955597c1 Add: Onix/Marex fix adapter, listener, and state handler 2024-11-20 06:16:58 +00:00
Mohammad Arham 96d9aae048 Add: IFIXGenericAdapter 2024-11-20 04:45:36 +00:00
Mohammad Arham f28d32946f Add: General Execution Gateway (between system and IFIXAdapter ) 2024-11-20 04:39:43 +00:00
Mohammad Arham 924efb2c3f Add: Added proto for marex fix config 2024-11-20 04:26:39 +00:00
Mohammad Arham 50abb1d784 Fix: Refactored to Switch Statement instead of if and aadded cboe 2024-11-20 04:24:51 +00:00
Mohammad Arham b5ef39ee4b Fix: Change default tick_config for taifed 2024-11-20 04:18:58 +00:00
Mohammad Arham 5b61b4fe69 Add: Accounts for CBOE Execution, subaccounts dont work 2024-11-20 03:22:18 +00:00
Mohammad Arham 2d8523ae67 FIX: Order cancel now working in emnative order 2024-11-20 03:18:31 +00:00
Mohammad Arham f0eef447d3 Add: Exchange parameter added to EMNAtive Order 2024-11-20 03:18:04 +00:00
Mohammad Arham 8604d5672c ADD: Comments for CME execution for later 2024-11-20 03:11:54 +00:00
Mohammad Arham 30822fb1f1 Fix: move start glbx onix to seperate thread 2024-11-20 03:09:07 +00:00
Mohammad Arham 826bbf76a9 Add: load_reference_data config for databento 2024-11-20 02:53:19 +00:00
John Colvin eb8c97a1b7 fix: Detect integer ticks of all sizes (not just 1)
Also don't divide by zero!

Bugs (fixed):
  * Spark crashes when opening a ladder with integer tick size of 5.
    This was first observed with TAIFEX futures.

    Cause: The ladder throws a DivideByZero exception when calculating
    the number of ticks per dollar. It isn't caught until it bubbles up
    to the scope in which 'Dispatcher.Run' was called. The catch handler
    then deliberately assert crashes.
2024-11-12 16:15:47 -05:00
John Colvin 5517c58724 fix (ui): Display trade time w/ microsecond precision
Was only showing milliseconds before
2024-11-12 11:42:23 -05:00
John Colvin e9bcdd0c65 fix build: Update Newtonsoft.Json to 13.0.3 in Spark.csproj 2024-11-12 10:35:51 -05:00
Taha 83b37c6661 Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-10-30 13:36:33 -04:00
Taha 6163887cd3 Bunch of CME queries are now working 2024-10-30 13:36:23 -04:00
Mohammad Arham 214641aa1e Add: cpp tp sec_common 2024-10-25 07:02:46 +00:00
Mohammad Arham 06bc7af232 FIx: Taifex md working 2024-10-25 06:59:52 +00:00
Mohammad Arham 36b6168dec Taifex State working 2024-10-18 21:13:56 +00:00
Taha f9aa9dd982 Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-10-15 23:48:34 -04:00
Taha 22f1ab44f9 Basic set of streams that can talks ot the LLM and get DSL back from few-shot prompt 2024-10-15 23:38:49 -04:00
John Colvin e4c87c267d Fix DateTimeConstant token regex for DataStreams
The previous regex was overly ambitious (and needlessly complex as a
result). The new regex is simpler, and doesn't impose bounds on month
and day ints, aside from requiring 1-2 digits.

Bugs (fixed):
  * The DataStreamExpressionInterpretter fails to parse certain date
    constants, such as "8/30/2024"
2024-10-15 11:46:58 -04:00
Mohammad Arham 86899a6ff0 FIX: TAifex state working 2024-10-14 17:19:03 +00:00
Taha 288b7712db Added and modified more streams to address teh CME NL queries 2024-10-09 13:59:01 -04:00
476 changed files with 15802 additions and 5577 deletions

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+7 -1
View File
@@ -25,6 +25,12 @@
"commands": [
"fake"
]
},
"dotnet-t4": {
"version": "3.0.0",
"commands": [
"t4"
]
}
}
}
}
+81
View File
@@ -0,0 +1,81 @@
# This file defines the global default configuration for docker deployments.
# It is tracked in source control. For temporary modifications, please create
# a separate file called ".env.local" (it's in .gitignore, so won't be tracked).
# If a variable is defined in both files, the value in .env.local will be used.
#
# About the deployment procedure:
# We use Docker Compose to build images and launch containers for various services
# that make up our software suite:
# - sparkd
# - 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:
#
# tools/deploy.sh
#
# This script builds release versions for each service, packaged (generally) in
# self-contained directories. Next, it runs a few "docker compose" commands to
# build docker images loaded with the self-contained binaries from the previous
# step, and start containers with those images to run each service. To view the
# commands that deploy.sh runs internally (without actually running them), run:
#
# tools/deploy.sh --dry-run
#
# For additional information/help, run:
#
# tools/deploy.sh --help
#
### Sparkd ###
# The internal image for sparkd to use. For more info, view:
# src/app_sparkd/Dockerfile
SPARKD__IMAGE=sparkd
# 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__CONFIG_PORT=8000
SPARKD__QUICKBUS_PORT=8001
SPARKD__SIM_FIX_PORT=8002
### 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
+3
View File
@@ -59,3 +59,6 @@ trace_data/
.devcontainer/
*.Generated.cs
*.lst
src/app_sparkd/spark.local.conf
.env.local
.md_recording
+50 -5
View File
@@ -16,11 +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"
},
@@ -33,11 +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"
},
@@ -45,7 +62,7 @@
"name": "Bts.DataStreamWebApp.Server",
"type": "coreclr",
"request": "launch",
"preLaunchTask": "Build DataStream WebApp (Debug)",
"preLaunchTask": "Build DataStream (Debug)",
"program": "${workspaceFolder}/build/Debug/bin/net7.0/Bts.DataStreamWebApp.Server.dll",
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
"env": {
@@ -265,6 +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": [
{
-3
View File
@@ -33,9 +33,6 @@ 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}")
+1 -1
View File
@@ -169,7 +169,7 @@
"value": "ON"
},
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/Spark.Api.Server/$<CONFIG>/bin/net7.0",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
+50
View File
@@ -14,6 +14,16 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "spark_test", "src\client\sp
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{89D666E6-B500-498F-B026-4D167F68ADFC}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\DataStreamSuite\Bts.Net\Bts.Net.csproj", "{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{05995ED5-650A-4955-9DFC-3242B737E77A}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{EFA9F78D-083E-457A-BABB-9386C88C32C0}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|x64 = Debug|x64
@@ -70,6 +80,46 @@ Global
{89D666E6-B500-498F-B026-4D167F68ADFC}.Release|x64.Build.0 = Release|x64
{89D666E6-B500-498F-B026-4D167F68ADFC}.RelWithDebInfo|x64.ActiveCfg = Debug|x64
{89D666E6-B500-498F-B026-4D167F68ADFC}.RelWithDebInfo|x64.Build.0 = Debug|x64
{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}.Debug|x64.ActiveCfg = Debug|Any CPU
{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}.Debug|x64.Build.0 = Debug|Any CPU
{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}.Release|x64.ActiveCfg = Release|Any CPU
{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}.Release|x64.Build.0 = Release|Any CPU
{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{CCDCB00A-CABF-4D82-8A5F-33EEC8ACE51D}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}.Debug|x64.ActiveCfg = Debug|Any CPU
{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}.Debug|x64.Build.0 = Debug|Any CPU
{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}.Release|x64.ActiveCfg = Release|Any CPU
{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}.Release|x64.Build.0 = Release|Any CPU
{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{CB62D5D2-3495-4488-BFBC-7C7A3725A1EE}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{05995ED5-650A-4955-9DFC-3242B737E77A}.Debug|x64.ActiveCfg = Debug|Any CPU
{05995ED5-650A-4955-9DFC-3242B737E77A}.Debug|x64.Build.0 = Debug|Any CPU
{05995ED5-650A-4955-9DFC-3242B737E77A}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{05995ED5-650A-4955-9DFC-3242B737E77A}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{05995ED5-650A-4955-9DFC-3242B737E77A}.Release|x64.ActiveCfg = Release|Any CPU
{05995ED5-650A-4955-9DFC-3242B737E77A}.Release|x64.Build.0 = Release|Any CPU
{05995ED5-650A-4955-9DFC-3242B737E77A}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{05995ED5-650A-4955-9DFC-3242B737E77A}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}.Debug|x64.ActiveCfg = Debug|Any CPU
{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}.Debug|x64.Build.0 = Debug|Any CPU
{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}.Release|x64.ActiveCfg = Release|Any CPU
{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}.Release|x64.Build.0 = Release|Any CPU
{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{A8B861DE-E098-4291-98EE-76AA0F5F5A7B}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{EFA9F78D-083E-457A-BABB-9386C88C32C0}.Debug|x64.ActiveCfg = Debug|Any CPU
{EFA9F78D-083E-457A-BABB-9386C88C32C0}.Debug|x64.Build.0 = Debug|Any CPU
{EFA9F78D-083E-457A-BABB-9386C88C32C0}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{EFA9F78D-083E-457A-BABB-9386C88C32C0}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{EFA9F78D-083E-457A-BABB-9386C88C32C0}.Release|x64.ActiveCfg = Release|Any CPU
{EFA9F78D-083E-457A-BABB-9386C88C32C0}.Release|x64.Build.0 = Release|Any CPU
{EFA9F78D-083E-457A-BABB-9386C88C32C0}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{EFA9F78D-083E-457A-BABB-9386C88C32C0}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
+10 -1
View File
@@ -72,6 +72,14 @@ function(init_library)
else()
add_library(${_name} ${${_name}_SOURCES} ${${_name}_CXX_PROTO_SOURCES})
endif()
target_include_directories(
${_name}
SYSTEM
BEFORE
PUBLIC
$<BUILD_INTERFACE:${EXTERNALS_ROOT}/include>
$<BUILD_INTERFACE:${EXTERNALS_ROOT}/include/zlib>
)
target_include_directories(
${_name}
PUBLIC
@@ -90,6 +98,7 @@ function(init_library)
${_name}
PUBLIC
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
$<BUILD_INTERFACE:${EXTERNALS_ROOT}/lib/$<CONFIG>>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_LIBDIR}>
)
# Install main lib
@@ -103,7 +112,7 @@ function(init_library)
)
# Add tests executable (if there are any)
if (${_name}_TEST_SOURCES)
if (${_name}_TEST_SOURCES AND NOT WIN32)
add_executable(${_name}-tests ${${_name}_TEST_SOURCES})
get_target_property(_lib_type ${_name} TYPE)
+5 -1
View File
@@ -15,7 +15,11 @@ function(protobuf_generate_cpp)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
if (NOT DEFINED _ARGS_PROTOC)
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc")
if (WIN32)
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc.exe")
else()
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc")
endif()
endif()
set(${_ARGS_CXX_SOURCES})
set(${_ARGS_CXX_HEADERS})
+6 -8
View File
@@ -20,16 +20,14 @@ endfunction()
function(sym_link_file)
set(_options)
set(_one_value_args TARGET_NAME SOURCE DEST INSTALL_DEST)
set(_one_value_args SOURCE DEST INSTALL_DEST)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
add_custom_command(
OUTPUT ${_ARGS_DEST}
COMMAND ln ARGS -s ${_ARGS_SOURCE} ${_ARGS_DEST}
)
add_custom_target(
${_ARGS_TARGET_NAME} ALL
DEPENDS ${_ARGS_DEST}
file(
CREATE_LINK
${_ARGS_SOURCE}
${_ARGS_DEST}
SYMBOLIC
)
if (DEFINED _ARGS_INSTALL_DEST)
install(
+1 -1
View File
@@ -5,7 +5,7 @@ cmake_minimum_required(VERSION 3.5)
cmake_policy(SET CMP0076 NEW)
# add protos to the library to facilitate source_group
target_sources(libspark PUBLIC ${Config_Protos} ${NonConfig_Protos} ${Service_Protos})
target_sources(spark PUBLIC ${Config_Protos} ${NonConfig_Protos} ${Service_Protos})
function(assign_source_group)
foreach(_source IN ITEMS ${ARGN})
+30 -23
View File
@@ -1,52 +1,59 @@
services:
sparkd:
build:
dockerfile: src/server/sparkd/Dockerfile
dockerfile: src/app_sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONF_FILE=${SPARKD__CONF_FILE}
- MD_RECORDING_DIR=${SPARKD__MD_RECORDING_DIR}
command: [ "./sparkd", "run" ]
ports: [ "8000:8000", "8001:8001", "8002:8002" ]
ports:
- "8000:8000"
- "8001:8001"
- "8002:8002"
pubsub:
environment:
- DOTNET_ENVIRONMENT=Staging
- DOTNET_ENVIRONMENT=${PUBSUB__DOTNET_ENVIRONMENT}
build:
dockerfile: src/DataStreamSuite/PubSubServer/Dockerfile
args:
- CS_SOURCE_DIR=${PUBSUB__CS_SOURCE_DIR}
- CPP_SOURCE_DIR=${PUBSUB__CPP_SOURCE_DIR}
- CONF_FILE=${PUBSUB__CONF_FILE}
ports:
- 22019:22019
- "22019:22019"
command: [ "./PubSubServer" ]
md-publisher:
build:
dockerfile: src/DataStreamSuite/DataStreamPublisher/Dockerfile
args:
- SOURCE_DIR=${MD_PUBLISHER__SOURCE_DIR}
- CONF_FILE=${MD_PUBLISHER__CONF_FILE}
depends_on:
- pubsub
- sparkd
command:
[
"dockerize",
"-wait",
"tcp://pubsub:22019",
"-wait",
"tcp://sparkd:8000",
"-timeout",
"10s",
"./DataStreamPublisher"
]
command: [ "dockerize", "-wait", "tcp://pubsub:22019", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./DataStreamPublisher" ]
environment:
- DOTNET_ENVIRONMENT=MarketData
- DOTNET_ENVIRONMENT=${MD_PUBLISHER__DOTNET_ENVIRONMENT}
webapp:
ports:
- 8080:8080
- 8443:8443
- "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=${WEBAPP__CONF_FILE}
command: [ "./Bts.DataStreamWebApp.Server" ]
environment:
- ASPNETCORE_ENVIRONMENT=Staging
- ASPNETCORE_ENVIRONMENT=${WEBAPP__ASPNETCORE_ENVIRONMENT}
api-server:
profiles:
- api-server
depends_on:
- sparkd
ports:
@@ -54,9 +61,9 @@ services:
- 9443:9443
build:
dockerfile: src/client/spark_api_server/Dockerfile
command: [ "./spark_api_server", "run" ]
command: [ "dockerize", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./spark_api_server", "run" ]
environment:
- ASPNETCORE_ENVIRONMENT=Staging
- ASPNETCORE_ENVIRONMENT=${API_SERVER__ASPNETCORE_ENVIRONMENT}
sparkd-ping-test:
depends_on:
@@ -1 +1 @@
VITE_DATASTREAM_WEBSOCKET_URL=wss://localhost:443
VITE_DATASTREAM_WEBSOCKET_URL=wss://localhost:8443/ws
@@ -1 +1 @@
VITE_DATASTREAM_WEBSOCKET_URL=wss://localhost:443
VITE_DATASTREAM_WEBSOCKET_URL=wss://localhost:8443/ws
@@ -1,32 +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: {
"import/order": [
"error",
{
"groups": [
"builtin",
"external",
"internal",
["parent", "sibling", "index"]
],
"newlines-between": "always"
}
],
'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
@@ -10,35 +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-import": "^2.29.1",
"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();
}, []);
@@ -1,5 +1,5 @@
import { fileURLToPath, URL } from 'node:url';
import { defineConfig, loadEnv } from 'vite';
import { defineConfig } from 'vite';
import plugin from '@vitejs/plugin-react';
import fs from 'fs';
import path from 'path';
@@ -51,11 +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"));
}
@@ -1,14 +1,4 @@
{
"Kestrel": {
"Endpoints": {
"Http": {
"Url": "http://localhost:8080"
},
"Https": {
"Url": "https://localhost:8443"
}
}
},
"PubSub": {
"Routing": {
"PublisherRoutes": [
@@ -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)"
]
}
]
}
]
}
}
@@ -30,5 +30,15 @@
"benzinga_news"
]
}
]
],
"Spark": {
"ConfigServer": "http://sparkd:8000/config"
},
"SparkApi": {
"IsEnabled": true,
"Credentials": {
"User": "bts",
"Password": ""
}
}
}
@@ -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"
}
]
}
@@ -18,8 +18,11 @@
<ItemGroup>
<PackageReference Include="HtmlAgilityPack" Version="1.11.57" />
<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" />
</ItemGroup>
</Project>
@@ -2,15 +2,27 @@ namespace Bts.DataStream;
using BCG;
using bts.api.core;
using Bts.DataStreamCore;
using Microsoft.Extensions.Logging;
using Spark.Core.Disposables;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
using System.Reactive.Linq;
public static class DataStreamExtensions {
public static ViewStream AsViewStream(this IObservable<DataPacket> source) =>
source as ViewStream ?? new ObservableViewStream(source);
public static ViewStream AsViewStream<T>(this IObservable<IDataPacket<T>> source, string? name = null, ILogger? logger = null) where T : IBlueRow =>
source as ViewStream ?? new ObservableViewStream(source.Select(dp => new DataPacket(dp.newRows, dp.addedRows, dp.deletedRows)), name, logger);
public static IObservable<DataPacket> AsObservable(this ViewStream source) {
return source as IObservable<DataPacket> ?? Observable.Create<DataPacket>(Subscribe);
@@ -23,4 +35,100 @@ public static class DataStreamExtensions {
$"Expected DataPacket, got {newValue?.GetType()}", nameof(newValue)));
}
}
public static IObservable<IDataPacket<T>> SelectDataPacket<T>(this IObservable<IDataPacket> source, Func<IBlueRow, T> selector) where T : IBlueRow =>
source.Select(dp => {
dp.get_new_added_deleted(out var newRows, out var addedRows, out var deletedRows);
return new DataPacket<T>(CastRows(newRows), CastRows(addedRows), CastRows(deletedRows));
IBlueRowCollection<T> CastRows(ICollection rows) =>
new BlueTableSelectorWrapper<T>(
rows as IBlueRowCollection ?? new BlueRowCollection(rows, dp.Schema), selector);
});
public static IObservable<TableUpdate<IBlueRow, int>> AsTables(this IObservable<IDataPacket> source) =>
source.AsTables<IBlueRow, int>(r => r, r => r.Id());
public static IObservable<TableUpdate<T, int>> AsTables<T>(this IObservable<IDataPacket> source, Func<IBlueRow, T> valueSelector) where T : IBlueRow =>
source.AsTables<T, int>(valueSelector, r => r.Id());
public static IObservable<TableUpdate<T, int>> AsTables<T>(
this IObservable<IDataPacket> source, Func<IBlueRow, T> valueSelector, Func<T, int> keySelector) =>
source.AsTables<T, int>(valueSelector, keySelector);
public static IObservable<TableUpdate<T, TKey>> AsTables<T, TKey>(
this IObservable<IDataPacket> source, Func<IBlueRow, T> valueSelector, Func<T, TKey> keySelector, Func<IBlueRow, TKey>? rowKeySelector = null) where TKey : IEquatable<TKey> {
rowKeySelector ??= r => keySelector(valueSelector(r));
return source.Scan(TableUpdate<T, TKey>.mk_empty(keySelector), (res, dp) => {
var bd = res.to_builder();
dp.get_new_added_deleted(out var newRows, out var addedRows, out var deletedRows);
foreach (IBlueRow r in addedRows) {
bd.add_or_update(valueSelector(r));
}
foreach (IBlueRow r in deletedRows) {
bd.remove(rowKeySelector(r));
}
return bd.to_table();
});
}
public static IObservable<IDataPacket<T>> AsDataPackets<T>(this IObservable<TableUpdate<T, int>> source, IBlueTableSchema schema) where T : IBlueRow =>
source.Scan(
(Table: new BlueTableImmutable<T>(schema), Dp: (IDataPacket<T>)DataPacket<T>.Empty(schema)),
(res, table) => {
var bd = res.Table.ToDataPacketBuilder();
foreach (var r in table.removed) {
bd.Remove(r.Id());
}
foreach (var r in table.added) {
bd.AddOrUpdate(r);
}
var resDp = bd.ToDataPacketT(out var newRows, out var addedRows, out var deletedRows);
return (newRows, resDp);
})
.Where(t => t.Dp.addedRows.Any() || t.Dp.deletedRows.Any())
.Select(t => t.Dp);
public static ViewStream AsViewStream<T>(this IObservable<TableUpdate<T, int>> source, IBlueTableSchema schema) where T : IBlueRow =>
source.AsDataPackets(schema).AsViewStream();
public static int ResolveIndices(this IBlueTableSchema schema, string name) {
var indices = ResolveIndices(schema, new[] { name });
return indices[0];
}
public static (int, int) ResolveIndices(this IBlueTableSchema schema, string name1, string name2) {
var indices = ResolveIndices(schema, new[] { name1, name2 });
return (indices[0], indices[1]);
}
public static (int, int, int) ResolveIndices(this IBlueTableSchema schema, string name1, string name2, string name3) {
var indices = ResolveIndices(schema, new[] { name1, name2, name3 });
return (indices[0], indices[1], indices[2]);
}
public static (int, int, int, int) ResolveIndices(this IBlueTableSchema schema, string name1, string name2, string name3, string name4) {
var indices = ResolveIndices(schema, new[] { name1, name2, name3, name4 });
return (indices[0], indices[1], indices[2], indices[3]);
}
public static int[] ResolveIndices(this IBlueTableSchema schema, string[] columnNames) {
var columns = schema.columnInfo;
var indices = new int[columnNames.Length];
int nResolved = 0;
for (int i = 0; i < columnNames.Length; i++) {
int origNResolved = nResolved;
for (int j = 0; j < columns.Length; j++) {
if (columns[j].colName == columnNames[i]) {
indices[i] = j;
nResolved++;
break;
}
}
if (nResolved == origNResolved) {
throw new ArgumentException($"No column named '{columnNames[i]}'", nameof(schema));
}
}
return indices;
}
}
@@ -0,0 +1,33 @@
namespace bts.SilverPine {
using System;
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, IDataStreamFactory streamFactory) {
Log.Gen.info($"DSLStream.cons dsl: {dsl}");
_dsl = dsl;
var rs = build_stream(streamFactory, dsl);
rs = rs ?? new LiteralStream("error", $"msg:invalid dsl");
mySetRealSource(rs);
}
static ViewStream? build_stream(IDataStreamFactory streamFactory, string stream_expression) {
try {
var exp = DataStreamExpressionsInterpreter.Evaluate(stream_expression);
var rv = exp.getView(new Dictionary<string, StatementExpression>(0), streamFactory);
return rv;
} catch (Exception ex) {
Log.Gen.error($"Could not build stream: {stream_expression} ex: {ex}");
return null;
}
}
}
}
@@ -4,14 +4,21 @@ using BCG;
using bts;
using Microsoft.Extensions.Logging;
using System;
public class ObservableViewStream : ViewStream, IObservable<DataPacket>, IDisposable {
readonly IObservable<DataPacket> source;
readonly string? name;
readonly ILogger? logger;
IDisposable? subscription;
public ObservableViewStream(IObservable<DataPacket> source) =>
public ObservableViewStream(IObservable<DataPacket> source, string? name = null, ILogger? logger = null) {
this.source = source;
this.name = name;
this.logger = logger;
}
public void Dispose() {
GC.SuppressFinalize(this);
@@ -23,7 +30,13 @@ public class ObservableViewStream : ViewStream, IObservable<DataPacket>, IDispos
protected override void myOnFirstSubscriber() {
Log.isnull(subscription);
subscription = source.Subscribe(myFireEvent);
subscription = source.Subscribe(myFireEvent, OnError, OnCompleted);
void OnError(Exception exception) =>
logger?.LogError("Error in ObservableViewStream. name: {Name}, error: {Exception}", name, exception);
void OnCompleted() =>
logger?.LogInformation("ObservableViewStream completed. name: {Name}", name);
}
protected override void myOnLastSubscriber() {
@@ -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
@@ -25,12 +25,12 @@ namespace BCG {
byte[] rem_req_bytes = rem_req.serialize();
_publisher_core.publish("System", "RemoteRequest", rem_req_bytes);
_source_str = new TableStream(_name);
_source_str.onChange += new ChangeDelegate(_handle_data);
_source_str.onChange += _handle_data;
}
protected override void myOnLastSubscriber() {
//maybe there should be a way to turn remote requests off ?
_source_str.onChange -= new ChangeDelegate(_handle_data);
_source_str.onChange -= _handle_data;
}
static string get_expression(params string[] lines) {
@@ -21,13 +21,11 @@ namespace BCG
: this (new TableStream (tableName))
{}
protected override void myOnFirstSubscriber () {
myVS.onChange += new ChangeDelegate(myHandleChanges);
}
protected override void myOnLastSubscriber () {
myVS.onChange -= new ChangeDelegate(myHandleChanges);
}
protected override void myOnFirstSubscriber () =>
myVS.onChange += myHandleChanges;
protected override void myOnLastSubscriber () =>
myVS.onChange -= myHandleChanges;
private void myHandleChanges(object newValue)
{
@@ -30,7 +30,7 @@ namespace BCG
protected override void myOnFirstSubscriber()
{
myToCrush.onChange += new ChangeDelegate(myToCrush_onChange);
myToCrush.onChange += myToCrush_onChange;
}
protected override void myOnLastSubscriber()
@@ -15,11 +15,11 @@ namespace BCG
//set up an anonymous delegate for each of the streams
//we do this so that we can unsubscribe
myDelegates = new ChangeDelegate[myToCrush.Length];
myDelegates = new DataStreamChangeDelegate[myToCrush.Length];
for (int i = 0; i < myToCrush.Length; ++i)
{
int tempI = i;
myDelegates[tempI] = new ChangeDelegate((o) => { myHandleChange(tempI, ((DataPacket)o).newRows); });
myDelegates[tempI] = new((o) => { myHandleChange(tempI, ((DataPacket)o).newRows); });
}
}
@@ -27,7 +27,7 @@ namespace BCG
private ViewStream[] myToCrush;
private ITableCrusher myCrusher;
private ChangeDelegate[] myDelegates;
private DataStreamChangeDelegate[] myDelegates;
protected override void myOnFirstSubscriber()
{
@@ -28,7 +28,7 @@ namespace BCG
protected override void myOnFirstSubscriber()
{
myDataSource.onChange += new ChangeDelegate(myDataSource_onChange);
myDataSource.onChange += myDataSource_onChange;
}
protected override void myOnLastSubscriber()
@@ -18,7 +18,8 @@ namespace bts {
_filename = filename;
}
protected override void myOnFirstSubscriber() { _stream.onChange += new ChangeDelegate(_handle_changes); }
protected override void myOnFirstSubscriber() =>
_stream.onChange += _handle_changes;
void _handle_changes(object dp_obj) {
DataPacket dp = dp_obj as DataPacket;
@@ -26,7 +27,8 @@ namespace bts {
myFireEvent(dp_obj);
}
protected override void myOnLastSubscriber() { _stream.onChange -= new ChangeDelegate(_handle_changes); }
protected override void myOnLastSubscriber() =>
_stream.onChange -= _handle_changes;
protected void _save(DataPacket dp) {
StreamIOMessage.CreateMessage cr_msg = new StreamIOMessage.CreateMessage(dp.newRows);
@@ -37,12 +37,12 @@ namespace BCG.StreamWorld.Addition
protected override void myOnFirstSubscriber()
{
myBaseStream.onChange += new ChangeDelegate(myHandleChanges);
myBaseStream.onChange += myHandleChanges;
}
protected override void myOnLastSubscriber()
{
myBaseStream.onChange -= new ChangeDelegate(myHandleChanges);
myBaseStream.onChange -= myHandleChanges;
myBaseTable.clear();
myStateTable.clear();
}
@@ -228,13 +228,13 @@ namespace BCG
#endregion
#region overridden methods
protected override void myOnFirstSubscriber()
{ myParentStream.onChange += new ChangeDelegate(myHandleCallbacks); }
protected override void myOnFirstSubscriber() =>
myParentStream.onChange += myHandleCallbacks;
protected override void myOnLastSubscriber()
{
myLastFiredRows = null;
myParentStream.onChange -= new ChangeDelegate(myHandleCallbacks);
myParentStream.onChange -= myHandleCallbacks;
}
protected override void myFireEvent(object o)
@@ -0,0 +1,22 @@
namespace bts.SilverPine {
using BCG;
using System;
public class NullFilterStream : ViewStream {
public NullFilterStream(ViewStream parent_str, string col_name, bool filter_out_doublenans = false) {
ViewStream rs = new FilterStream(parent_str,
r => {
bool is_dbnull = r.is_null(col_name);
if (is_dbnull) {
return false;
}
if (r.schema[col_name].type_code() == TypeCode.Double) {
return !Double.IsNaN(r.get<double>(col_name));
}
return true;
});
mySetRealSource(rs);
}
}
}
@@ -36,11 +36,11 @@ namespace BCG
get{return myIsFrozen;}
}
protected override void myOnFirstSubscriber ()
{myStreamToFreeze.onChange += new DataStream.ChangeDelegate (myCallBack);}
protected override void myOnFirstSubscriber () =>
myStreamToFreeze.onChange += myCallBack;
protected override void myOnLastSubscriber ()
{myStreamToFreeze.onChange -= new DataStream.ChangeDelegate (myCallBack);}
protected override void myOnLastSubscriber () =>
myStreamToFreeze.onChange -= myCallBack;
internal void myCallBack(object o)
{
@@ -96,15 +96,15 @@ namespace BCG
protected override void myOnFirstSubscriber()
{
this.myLeftSource.onChange += new ChangeDelegate(myLeft_onChange);
this.myRightSource.onChange += new ChangeDelegate(myRight_onChange);
myLeftSource.onChange += myLeft_onChange;
myRightSource.onChange += myRight_onChange;
this.myVsd.addWorker(this);
}
protected override void myOnLastSubscriber()
{
this.myLeftSource.onChange -= new ChangeDelegate(myLeft_onChange);
this.myRightSource.onChange -= new ChangeDelegate(myRight_onChange);
myLeftSource.onChange -= myLeft_onChange;
myRightSource.onChange -= myRight_onChange;
this.myVsd.removeWorker(this);
}
@@ -1,102 +1,102 @@
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
{
// namespace BCG
// {
public class AverageGroupsStream : ViewStream
{
public AverageGroupsStream(ViewStream input, string colToAverage, string keyColumn)
{
// public class AverageGroupsStream : ViewStream
// {
// public AverageGroupsStream(ViewStream input, string colToAverage, string keyColumn)
// {
myColToAverage = colToAverage;
myInput = input;
myKeyColumn = keyColumn;
}
// myColToAverage = colToAverage;
// myInput = input;
// myKeyColumn = keyColumn;
// }
private ViewStream myInput;
private string myColToAverage;
private BlueTableSchema mySchema;
private string myKeyColumn;
// private ViewStream myInput;
// private string myColToAverage;
// private BlueTableSchema mySchema;
// private string myKeyColumn;
protected override void myOnFirstSubscriber()
{
myInput.onChange += new ChangeDelegate(myInput_onChange);
}
protected override void myOnLastSubscriber()
{
myInput.onChange -= myInput_onChange;
}
private void myInput_onChange(object newValue)
{
if (mySchema == null)
myBuildSchema(((DataPacket)newValue).schema);
// protected override void myOnFirstSubscriber()
// {
// myInput.onChange += new ChangeDelegate(myInput_onChange);
// }
// protected override void myOnLastSubscriber()
// {
// myInput.onChange -= myInput_onChange;
// }
// private void myInput_onChange(object newValue)
// {
// if (mySchema == null)
// myBuildSchema(((DataPacket)newValue).schema);
IBlueRowCollection newRows = myEvaluate((DataPacket)newValue);
// IBlueRowCollection newRows = myEvaluate((DataPacket)newValue);
if (myLastValue == null)
myFireEvent(new DataPacket(newRows, newRows, new BlueTable(mySchema)));
else
{
IBlueRowCollection added, deleted;
BlueDataUtility.computeDifferences(newRows, ((DataPacket) myLastValue).newRows, out deleted, out added);
myFireEvent(new DataPacket(newRows, added, deleted));
}
}
// if (myLastValue == null)
// myFireEvent(new DataPacket(newRows, newRows, new BlueTable(mySchema)));
// else
// {
// IBlueRowCollection added, deleted;
// BlueDataUtility.computeDifferences(newRows, ((DataPacket) myLastValue).newRows, out deleted, out added);
// myFireEvent(new DataPacket(newRows, added, deleted));
// }
// }
private void myBuildSchema(IBlueTableSchema schema)
{
List<ColumnInfo> columns = new List<ColumnInfo>();
// private void myBuildSchema(IBlueTableSchema schema)
// {
// List<ColumnInfo> columns = new List<ColumnInfo>();
foreach (ColumnInfo ci in schema.columnInfo)
columns.Add(ci);
// foreach (ColumnInfo ci in schema.columnInfo)
// columns.Add(ci);
columns.Add(new ColumnInfo("average_"+myColToAverage, columns.Count, typeof(double)));
mySchema = new BlueTableSchema("average_of_" + schema.tableName, columns.ToArray());
}
// columns.Add(new ColumnInfo("average_"+myColToAverage, columns.Count, typeof(double)));
// mySchema = new BlueTableSchema("average_of_" + schema.tableName, columns.ToArray());
// }
private IBlueRowCollection myEvaluate(DataPacket packet)
{
// private IBlueRowCollection myEvaluate(DataPacket packet)
// {
IDictionary<string, double> colToRunningTotal = new Dictionary<string, double>();
IDictionary<string, int> colToCount = new Dictionary<string, int>();
IDictionary<string, IBlueRow> colToLastRow = new Dictionary<string, IBlueRow>();
// IDictionary<string, double> colToRunningTotal = new Dictionary<string, double>();
// IDictionary<string, int> colToCount = new Dictionary<string, int>();
// IDictionary<string, IBlueRow> colToLastRow = new Dictionary<string, IBlueRow>();
foreach (IBlueRow r in packet.newRows)
{
double thisVal = Convert.ToDouble(r[myColToAverage]);
// foreach (IBlueRow r in packet.newRows)
// {
// double thisVal = Convert.ToDouble(r[myColToAverage]);
string keyVal = r[myKeyColumn].ToString();
if (!colToCount.ContainsKey(keyVal))
{
colToRunningTotal[keyVal] = thisVal;
colToCount[keyVal] = 1;
}
else
{
colToRunningTotal[keyVal] += thisVal;
colToCount[keyVal] += 1;
}
colToLastRow[keyVal] = r;
}
// string keyVal = r[myKeyColumn].ToString();
// if (!colToCount.ContainsKey(keyVal))
// {
// colToRunningTotal[keyVal] = thisVal;
// colToCount[keyVal] = 1;
// }
// else
// {
// colToRunningTotal[keyVal] += thisVal;
// colToCount[keyVal] += 1;
// }
// colToLastRow[keyVal] = r;
// }
BlueTable result = new BlueTable(mySchema);
foreach (string key in colToCount.Keys)
{
object[] values = new object[mySchema.columnInfo.Length];
// BlueTable result = new BlueTable(mySchema);
// foreach (string key in colToCount.Keys)
// {
// object[] values = new object[mySchema.columnInfo.Length];
colToLastRow[key].CopyTo(values, 0);
values[values.Length - 1] = packet.newRows.Count > 0 ? colToRunningTotal[key] / packet.newRows.Count : 0.0;
result.addRow(new BlueRow(mySchema, values));
}
// colToLastRow[key].CopyTo(values, 0);
// values[values.Length - 1] = packet.newRows.Count > 0 ? colToRunningTotal[key] / packet.newRows.Count : 0.0;
// result.addRow(new BlueRow(mySchema, values));
// }
return result;
}
// return result;
// }
}
}
// }
// }
@@ -0,0 +1,31 @@
namespace bts.SilverPine {
using BCG;
using System;
using System.Collections.Generic;
using System.Linq;
[DataStreamUserRespresentation("Average")]
public class AverageNonIncGroupsStream : ViewStream {
public AverageNonIncGroupsStream(ViewStream parent_stream, string inp_col_name, params string[] group_by_cols) {
NonIncGroupByStream rs = new NonIncGroupByStream(parent_stream, () => group_by_cols,
(g_rows) => _find_mean(inp_col_name, g_rows));
mySetRealSource(rs);
}
private List<IBlueRow> _find_mean(string inp_col_name, List<IBlueRow> g_rows) {
IBlueRow inp_row = g_rows.ElementAt(0);
IEnumerable<double> inp_vals = BlueDataUtility.get_colvalues<double>(g_rows, inp_col_name);
double sum = 0.0;
inp_vals.ToList().ForEach(d => sum += d);
string out_col_name = $"average_{inp_col_name}";
double average = sum / inp_vals.Count();
IBlueTableSchema schema_out = inp_row.schema.add_column(TypeCode.Double, out_col_name);
MutableBlueRow out_row = new MutableBlueRow(schema_out, inp_row);
out_row.setValue(out_col_name, average);
List<IBlueRow> rv = new List<IBlueRow>();
rv.Add(out_row);
return rv;
}
}
}
@@ -175,7 +175,7 @@ namespace BCG {
//gets resubscribed, we start the process of building data again, and treat the callback as the first
//callback.
myInit();
myStream.onChange -= new DataStream.ChangeDelegate(myChangeHandler);
myStream.onChange -= myChangeHandler;
}
protected override void myInit() {
@@ -10,6 +10,6 @@ namespace BCG {
}
public MaxStream(ViewStream stream, string outputCol)
: this(new AddColumnsStream(stream, "fakeCol=0"), outputCol, new string[] { "fakeCol" }) { }
: this(new AddColumnsStream(stream, "fake_col: 0"), outputCol, new string[] { "fake_col" }) { }
}
}
@@ -82,12 +82,12 @@ namespace BCG
protected override void myOnFirstSubscriber()
{
myStream.onChange += new DataStream.ChangeDelegate (myChangeHandler);
myStream.onChange += myChangeHandler;
}
protected override void myOnLastSubscriber ()
{
myStream.onChange -= new DataStream.ChangeDelegate (myChangeHandler);
myStream.onChange -= myChangeHandler;
}
}
}
@@ -1,13 +1,37 @@
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using bts;
namespace BCG
{
public class NonIncGroupByStream : ViewStream
{
namespace BCG {
public class NonIncGroupByStream : ViewStream {
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;
@@ -15,24 +39,29 @@ namespace BCG
private Stopwatch _timer = new();
private int _n_total_fires = 0, _n_expensive_fires = 0;
public NonIncGroupByStream(ViewStream main_stream, INonIncGroupByEvaluator groupby_func)
{
public NonIncGroupByStream(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.Length);
}
public NonIncGroupByStream(ViewStream main_stream, Func<string[]> groupby_cols_func,
Func<List<IBlueRow>, List<IBlueRow>> evaluate_func)
: this(main_stream, new DelNonIncGroupByEvaluator(groupby_cols_func, evaluate_func)) { }
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)
{
private void _main_stream_onchange(object nv) {
DataPacket dp = nv as DataPacket;
///grouping together
_timer.Restart();
IDictionary<int, List<IBlueRow>> grouped_rows = BlueDataUtility.group_together (dp.newRows, _groupby_cols, ref _row_hasher);
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) {
@@ -48,14 +77,13 @@ namespace BCG
return;
}
var applyElapsedMs = _timer.ElapsedMilliseconds;
_n_total_fires++;
if (applyElapsedMs >= 50)
{
_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}");
}
myFireEvent(new DataPacket(total_state, total_state, myLastValue == null ? new BlueTable(total_state.schema) : (myLastValue as DataPacket).newRows));
}
myFireEvent(new DataPacket(total_state, total_state, myLastValue == null ? new BlueTable(total_state.schema) : (myLastValue as DataPacket).newRows));
}
}
}
@@ -31,15 +31,15 @@ namespace BCG
{
myLeftOperand.master = this;
myRightOperand.master = this;
myLeftStream.onChange += new DataStream.ChangeDelegate (myLeftOperand.changeHandler);
myRightStream.onChange += new DataStream.ChangeDelegate (myRightOperand.changeHandler);
myLeftStream.onChange += myLeftOperand.changeHandler;
myRightStream.onChange += myRightOperand.changeHandler;
}
protected override void myOnLastSubscriber ()
{
myInit ();
myLeftStream.onChange -= new DataStream.ChangeDelegate (myLeftOperand.changeHandler);
myRightStream.onChange -= new DataStream.ChangeDelegate (myRightOperand.changeHandler);
myLeftStream.onChange -= myLeftOperand.changeHandler;
myRightStream.onChange -= myRightOperand.changeHandler;
}
public JoinOperand getOtherOperand (JoinOperand jo)
@@ -116,7 +116,7 @@ namespace BCG
IDictionary map = resolver.getMap ();
map["id"] = "id";
myPs = new ProjectStream (myIjs, map);
myPs.onChange += new DataStream.ChangeDelegate (myProjectChangeHandler);
myPs.onChange += myProjectChangeHandler;
return;
}
else
@@ -129,26 +129,26 @@ namespace BCG
private void myProjectChangeHandler (object o)
{
if (myIjs.myOnChangeDelegate.GetInvocationList().Length > 1)
myIjs.onChange -= new DataStream.ChangeDelegate (myInternalJoinChangeHandler);
myIjs.onChange -= myInternalJoinChangeHandler;
myFireEvent ((o as ICloneable).Clone());
}
protected override void myOnFirstSubscriber ()
{
myIjs.onChange += new DataStream.ChangeDelegate (myInternalJoinChangeHandler);
myIjs.onChange += myInternalJoinChangeHandler;
}
protected override void myOnLastSubscriber ()
{
// how does this relate to the -= in myProjectChangeHandler?
myIjs.onChange -= new DataStream.ChangeDelegate (myInternalJoinChangeHandler);
myIjs.onChange -= myInternalJoinChangeHandler;
// if there is a project after the ijs we need to
// unsubscribe to it otherwise references will be kept and
// a memory leak will occur
if (myPs != null)
myPs.onChange -= new DataStream.ChangeDelegate (myProjectChangeHandler);
myPs.onChange -= myProjectChangeHandler;
myPs = null;
}
@@ -5,11 +5,10 @@ using mbts;
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Security.Cryptography;
namespace BCG
{
public class NonIncJoinBookkeeper : IDisposable
{
namespace BCG {
public class NonIncJoinBookkeeper : IDisposable {
public Action on_new_data;
private readonly NonIncJoinSpec _join_spec;
private readonly int _join_position;
@@ -26,41 +25,38 @@ namespace BCG
private int[] _join_col_indices = null,
_data_col_indices = null;
public NonIncJoinBookkeeper(NonIncJoinSpec the_join_spec, int join_position, int start_index_in_output, BlueRowHasher row_hasher)
{
public NonIncJoinBookkeeper(NonIncJoinSpec the_join_spec, int join_position, int start_index_in_output, BlueRowHasher row_hasher) {
_join_spec = the_join_spec;
_join_position = join_position;
_start_index_in_output = start_index_in_output;
_row_hasher = row_hasher;
_is_left_most = _join_position == 0;
_is_tag_along = _join_spec.join_col_names.Length == 0;
}
public void init() {
_join_spec.stream.onChange += _on_stream_cb;
}
public void _on_stream_cb(object dp_obj)
{
public void _on_stream_cb(object dp_obj) {
Log.Gen.info($"NonIncJoinBookkeeper._on_stream_cb dp_obj: {dp_obj}");
var timer = Stopwatch.StartNew();
DataPacket dp = (DataPacket)dp_obj;
if (_schema == null)
{
if (_schema == null) {
_schema = dp.schema;
_join_col_indices = BlueDataUtility.get_column_indices(_schema, _join_spec.join_col_names);
_data_col_indices = BlueDataUtility.get_column_indices(_schema, _join_spec.data_col_names);
}
if (_is_left_most)
{
if (_is_left_most) {
_row_list.Clear();
foreach (IBlueRow r in dp.newRows)
_row_list.Add(new Pair<int, IBlueRow>(_row_hasher.get_hash(r, _join_col_indices), r));
}
else
{
_row_list.Add(new Pair<int, IBlueRow>(_row_hasher.get_hash(r, _join_col_indices), r));
} else {
if (_is_tag_along)
_solitary_row = BlueDataUtility.extractRow(dp.newRows, 0);
else
{
else {
_row_map.Clear();
foreach (IBlueRow r in dp.newRows)
_row_map[_row_hasher.get_hash(r, _join_col_indices)] = r;
@@ -79,31 +75,25 @@ namespace BCG
public bool is_ready { get { return _schema != null; } }
public void constribute_cols_to_schema(List<ColumnInfo> cis)
{
public void constribute_cols_to_schema(List<ColumnInfo> cis) {
for (int i = 0; i < _join_spec.data_col_names.Length; i++)
cis.Add(new ColumnInfo(_join_spec.projected_col_names[i], cis.Count, _schema[_join_spec.data_col_names[i]].colType));
}
public List<Pair<int, IBlueRow>> get_list() { return _row_list; }
public void copy_master_row_to_output_row(int row_index, object[] output_row)
{
public void copy_master_row_to_output_row(int row_index, object[] output_row) {
IBlueRow this_row = _row_list[row_index].second;
BlueDataUtility.copy_to_row(this_row, _data_col_indices, output_row, _start_index_in_output);
}
public void copy_matching_row_to_output_row(int row_hash, object[] output_row)
{
if (_is_tag_along)
{
public void copy_matching_row_to_output_row(int row_hash, object[] output_row) {
if (_is_tag_along) {
if (_solitary_row != null)
BlueDataUtility.copy_to_row(_solitary_row, _data_col_indices, output_row, _start_index_in_output);
else
copy_dbnull_to_output_row(output_row);
}
else
{
} else {
IBlueRow this_row = null;
if (_row_map.TryGetValue(row_hash, out this_row))
BlueDataUtility.copy_to_row(this_row, _data_col_indices, output_row, _start_index_in_output);
@@ -112,8 +102,7 @@ namespace BCG
}
}
private void copy_dbnull_to_output_row(object[] output_row)
{
private void copy_dbnull_to_output_row(object[] output_row) {
for (int i = 0; i < _data_col_indices.Length; i++)
output_row[i + _start_index_in_output] = DBNull.Value;
}
@@ -3,63 +3,62 @@ using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using mbts;
namespace BCG
{
public class NonIncJoinSpec
{
namespace BCG {
public class NonIncJoinSpec {
public ViewStream stream;
// join col names are the names on which the streams are joined (for equality),
// data col names are the names in the original stream
// projected col naes are their new names, ie if its x:l_x, then x is in the
// data_col_names and l_x in projected cols
public string[] join_col_names, data_col_names, projected_col_names;
public NonIncJoinSpec() { }
public NonIncJoinSpec(ViewStream the_stream, string[] the_join_col_names, string[] the_data_col_names)
: this (the_stream, the_join_col_names, the_data_col_names, the_data_col_names)
{ }
: this(the_stream, the_join_col_names, the_data_col_names, the_data_col_names) { }
public NonIncJoinSpec(ViewStream the_stream, string[] the_join_col_names, string[] the_data_col_names, string[] the_projected_col_names)
{
public NonIncJoinSpec(ViewStream the_stream, string[] the_join_col_names, string[] the_data_col_names, string[] the_projected_col_names) {
stream = the_stream;
join_col_names = the_join_col_names;
data_col_names = the_data_col_names;
projected_col_names = the_projected_col_names;
}
public static NonIncJoinSpec[] from_triplet(params Triplet<ViewStream, string, string>[] join_specs)
{
public static NonIncJoinSpec[] from_triplet(params Triplet<ViewStream, string, string>[] join_specs) {
List<NonIncJoinSpec> rv = new List<NonIncJoinSpec>();
foreach (Triplet<ViewStream, string, string> r in join_specs)
{
string[] keys = String.IsNullOrEmpty (r.second) ? new string[] {} : r.second.Split(' ');
foreach (Triplet<ViewStream, string, string> r in join_specs) {
string[] keys = String.IsNullOrEmpty(r.second) ? new string[] { } : r.second.Split(' ');
string[] visible_cols = r.third.Split(' ');
List<string> data_col_names = new List<string>(), mapped_col_names = new List<string>();
foreach (string s in visible_cols)
{
foreach (string s in visible_cols) {
string[] toks = s.Split(':');
if (toks.Length == 1)
{
if (toks.Length == 1) {
data_col_names.Add(toks[0]);
mapped_col_names.Add(toks[0]);
}
else if (toks.Length == 2)
{
} else if (toks.Length == 2) {
data_col_names.Add(toks[0]);
mapped_col_names.Add(toks[1]);
}
}
rv.Add (new NonIncJoinSpec (r.first, keys, data_col_names.ToArray (), mapped_col_names.ToArray()));
rv.Add(new NonIncJoinSpec(r.first, keys, data_col_names.ToArray(), mapped_col_names.ToArray()));
}
return rv.ToArray ();
return rv.ToArray();
}
public override string ToString() {
Func<string[], string> arr_txt = (a) => {
string rv = "";
foreach (string s in a) {
rv += "{s} ";
}
rv = rv.Trim();
return rv;
};
string rv = $"stream: {stream} join_col_names: {arr_txt(join_col_names)} data_col_names: {arr_txt(data_col_names)} projected_col_names: {arr_txt(projected_col_names)}";
return rv;
}
}
//[DataStreamUserRespresentation("ninctest")]
//public class NonIncJoinTestStream : ViewStream
//{
// public NonIncJoinTestStream (string key_cols, string data_cols)
// {
// NonIncJoinSpec.from_triplet(new Triplet<ViewStream, string, string>(null, key_cols, data_cols));
// }
//}
}
@@ -6,11 +6,9 @@ using System;
using System.Collections.Generic;
using System.Diagnostics;
namespace BCG
{
namespace BCG {
[DataStreamUserRespresentation("fastJoin")]
public class NonIncJoinStream : ViewStream, BCG.Utilities.General.IWorker
{
public class NonIncJoinStream : ViewStream, BCG.Utilities.General.IWorker {
private readonly NonIncJoinSpec[] _join_specs;
private readonly INonIncJoinInlineMapper _output_mapper;
private readonly BlueRowHasher _row_hasher;
@@ -28,24 +26,19 @@ namespace BCG
{
new Triplet<ViewStream, string, string> (left, left_join_cols, left_proj),
new Triplet<ViewStream, string, string> (right, right_join_cols, right_proj)
})
{ }
}) { }
public NonIncJoinStream(params Triplet<ViewStream, string, string>[] join_specs)
: this(NonIncJoinSpec.from_triplet(join_specs), null, 0)
{ }
: this(NonIncJoinSpec.from_triplet(join_specs), null, 0) { }
public NonIncJoinStream(ViewStreamDatabase vsd, INonIncJoinInlineMapper output_mapper, int throttles_ms,
params Triplet<ViewStream, string, string>[] join_specs)
: this(vsd, NonIncJoinSpec.from_triplet(join_specs), output_mapper, throttles_ms)
{ }
: this(vsd, NonIncJoinSpec.from_triplet(join_specs), output_mapper, throttles_ms) { }
public NonIncJoinStream(NonIncJoinSpec[] join_specs, INonIncJoinInlineMapper output_mapper, int throttles_ms = 0)
: this(ViewStreamDatabase.instance, join_specs, output_mapper, throttles_ms)
{ }
: this(ViewStreamDatabase.instance, join_specs, output_mapper, throttles_ms) { }
public NonIncJoinStream(ViewStreamDatabase vsd, NonIncJoinSpec[] join_specs, INonIncJoinInlineMapper output_mapper, int throttles_ms = 0)
{
public NonIncJoinStream(ViewStreamDatabase vsd, NonIncJoinSpec[] join_specs, INonIncJoinInlineMapper output_mapper, int throttles_ms = 0) {
_join_specs = join_specs;
_output_mapper = output_mapper;
_row_hasher = new BlueRowHasher(_join_specs[0].join_col_names.Length);
@@ -53,12 +46,11 @@ namespace BCG
_vsd = vsd;
}
protected override void myOnFirstSubscriber()
{
protected override void myOnFirstSubscriber() {
int data_col_no = 1;
for (int jp = 0; jp < _join_specs.Length; jp++)
{
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]}");
data_col_no += _join_specs[jp].data_col_names.Length;
s.on_new_data += _stream_callback;
_book_keeping_data.Add(s);
@@ -66,10 +58,11 @@ namespace BCG
if (_output_mapper != null)
_output_mapper.onMapperChange += _on_mapper_change;
_vsd.addWorker(this);
foreach (var bkd in _book_keeping_data)
bkd.init();
}
protected override void myOnLastSubscriber()
{
protected override void myOnLastSubscriber() {
foreach (NonIncJoinBookkeeper d in _book_keeping_data)
d.Dispose();
if (_output_mapper != null)
@@ -77,30 +70,26 @@ namespace BCG
_vsd.removeWorker(this);
}
private void _stream_callback()
{
private void _stream_callback() {
Log.Gen.info("NonIncJoinStream._stream_callback received callback");
_is_dirty = true;
doWork();
}
private void _on_mapper_change()
{
private void _on_mapper_change() {
_is_dirty = true;
doWork();
}
private bool _is_ready()
{
private bool _is_ready() {
bool rv = true;
foreach (NonIncJoinBookkeeper d in _book_keeping_data)
rv &= d.is_ready;
return rv;
}
private void _construct_schema()
{
if (_output_schema == null)
{
private void _construct_schema() {
if (_output_schema == null) {
List<ColumnInfo> cis = new List<ColumnInfo>(new ColumnInfo[] { new ColumnInfo("id", 0, typeof(int)) });
foreach (NonIncJoinBookkeeper d in _book_keeping_data)
d.constribute_cols_to_schema(cis);
@@ -109,27 +98,23 @@ namespace BCG
}
private int _n_total_fires = 0, _n_expensive_fires = 0;
private void _form_and_fire()
{
if (_is_ready())
{
private void _form_and_fire() {
Log.Gen.info($"NonIncJoinStream._form_and_fire _is_ready(): {_is_ready()}");
if (_is_ready()) {
_construct_schema();
var timer = Stopwatch.StartNew();
IList<Pair<int, IBlueRow>> left_row_list = _book_keeping_data[0].get_list();
List<object[]> output_rows = new List<object[]>();
for (int i = 0; i < left_row_list.Count; i++)
{
for (int i = 0; i < left_row_list.Count; i++) {
object[] or = new object[_output_schema.columnInfo.Length];
or[0] = i;
output_rows.Add(or);
}
for (int ji = 0; ji < _book_keeping_data.Count; ji++)
{
for (int ji = 0; ji < _book_keeping_data.Count; ji++) {
NonIncJoinBookkeeper bk_data = _book_keeping_data[ji];
for (int i = 0; i < left_row_list.Count; i++)
{
for (int i = 0; i < left_row_list.Count; i++) {
if (ji == 0)
bk_data.copy_master_row_to_output_row(i, output_rows[i]);
else
@@ -139,19 +124,20 @@ namespace BCG
IBlueRowCollection dp_output_rows = _apply_map(new SequentialIDBlueTable(_output_schema, output_rows));
timer.Stop();
_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} ratio {_n_expensive_fires}/{_n_total_fires}";
}
myFireEvent(new DataPacket(dp_output_rows, dp_output_rows, myLastValue == null ? new BlueTable(_output_schema) : (myLastValue as DataPacket).newRows));
//if (timer.ElapsedMilliseconds >= 250) {
_n_expensive_fires++;
string log_msg = $"Join and map time for {_book_keeping_data.Count} "
+ $"tables {timer.Elapsed.TotalMilliseconds} msecs, ratio {_n_expensive_fires}/{_n_total_fires}";
Log.Gen.info(log_msg);
//}
var dp_out = BlueDataUtility.build_dp_inc(dp_output_rows, myLastValue as DataPacket);
myFireEvent(dp_out);
//myFireEvent(new DataPacket(dp_output_rows, dp_output_rows, myLastValue == null ? new BlueTable(_output_schema) : (myLastValue as DataPacket).newRows));
}
}
private IBlueRowCollection _apply_map(IBlueRowCollection unmapped_rows)
{
if (_output_mapper != null)
{
private IBlueRowCollection _apply_map(IBlueRowCollection unmapped_rows) {
if (_output_mapper != null) {
IBlueRowCollection output_rows;
var timer = Stopwatch.StartNew();
output_rows = _output_mapper.map_rows(unmapped_rows);
@@ -160,17 +146,14 @@ namespace BCG
Log.Gen.info($"Time to map {unmapped_rows.Count} rows into {output_rows.Count} rows {timer.Elapsed}");
}
return output_rows;
}
else
{
} else {
return unmapped_rows;
}
}
public void doWork()
{
if (DateTime.Now - _last_fire_time >= _throttle_period && _is_dirty)
{
public void doWork() {
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;
_form_and_fire();
@@ -181,8 +181,8 @@ namespace BCG
protected override void myOnFirstSubscriber()
{
myVLeft.onChange += new ChangeDelegate(myVLeft_onChange);
myVRight.onChange += new ChangeDelegate(myVRight_onChange);
myVLeft.onChange += myVLeft_onChange;
myVRight.onChange += myVRight_onChange;
}
void myVRight_onChange(object newValue)
@@ -0,0 +1,68 @@
namespace bts {
using BCG;
using BCG.Utilities.General;
using System;
using System.Diagnostics;
using ZstdSharp.Unsafe;
// functon that joins the 2 rows and returns the outputput row. The function
// can return a null which means the 2 rows dont need to be joined
using JoinFunc = System.Func<BCG.IBlueRow, BCG.IBlueRow, BCG.IBlueRow>;
public class ProximityJoinStream : ViewStream, IWorker {
private ViewStream _lvs, _rvs;
private JoinFunc _join_func;
private bool _dirty = false;
private Stopwatch _stopwatch = new Stopwatch();
private ViewStreamDatabase _vsd = ViewStreamDatabase.instance;
public ProximityJoinStream(ViewStream lvs, ViewStream rvs, JoinFunc join_func) {
_lvs = lvs;
_rvs = rvs;
_join_func = join_func;
}
protected override void myOnFirstSubscriber() {
_lvs.onChange += _handle_data;
_rvs.onChange += _handle_data;
_vsd.addWorker(this);
}
protected override void myOnLastSubscriber() {
_lvs.onChange -= _handle_data;
_rvs.onChange -= _handle_data;
_vsd.removeWorker(this);
}
private void _handle_data(object dp_obj) {
_dirty = true;
doWork();
}
public void doWork() {
Func<bool> all_data_revcd = () => {
return _lvs.rows != null && _rvs.rows != null;
};
_stopwatch.Start();
if (_dirty && all_data_revcd()) {
_dirty = false;
BlueTable rv = null;
foreach (IBlueRow lr in _lvs.rows) {
foreach (IBlueRow rr in _rvs.rows) {
IBlueRow resr = _join_func(lr, rr);
if (resr == null)
continue;
rv = rv ?? new BlueTable(resr.schema);
rv.addRow(resr);
}
}
_stopwatch.Stop();
Log.Gen.info($"ProximityJoinStream left_count: {_lvs.rows.Count} right_count: {_rvs.rows.Count} result_count: {rv.Count} time: {_stopwatch.ElapsedMilliseconds} msecs");
var dp = BlueDataUtility.build_dp_inc(rv, myLastValue as DataPacket);
myFireEvent(dp);
}
}
}
}
@@ -0,0 +1,47 @@
namespace bts.SilverPine {
using BCG;
using System;
using System.CodeDom;
using System.Configuration;
using System.Reactive.Disposables;
public class TimeProximityJoinStream : ViewStream {
private int _id = 0;
public TimeProximityJoinStream(ViewStream ls, string l_time_col, ViewStream rs, string r_time_col,
string pre_join_period, string post_join_period) :
this(ls, l_time_col, rs, r_time_col, TimeBasedFilter.parse_duration(pre_join_period),
TimeBasedFilter.parse_duration(post_join_period)) { }
public TimeProximityJoinStream(ViewStream ls, string l_time_col, ViewStream rs, string r_time_col,
TimeSpan pre_join_period, TimeSpan post_join_period) {
Func<IBlueRow, IBlueRow, IBlueRow> create_row = (lr, rr) => {
var id = 0;
lock (this) {
id = _id++;
}
IBlueRow rv = BlueDataUtility.create_composite_row(lr, rr, id);
return rv;
};
Func<IBlueRow, IBlueRow, IBlueRow> join_func = (lr, rr) => {
DateTime ldt = lr.get_datetime(l_time_col);
DateTime rdt = rr.get_datetime(r_time_col);
TimeSpan diff = ldt - rdt;
if (ldt < rdt) {
if (diff.Duration() > pre_join_period) {
return null;
}
} else {
if (diff > post_join_period)
return null;
}
return create_row(lr, rr);
};
ViewStream rstr = new ProximityJoinStream(ls, rs, join_func);
mySetRealSource(rstr);
}
}
}
@@ -327,14 +327,14 @@ namespace BCG
protected override void myOnFirstSubscriber()
{
myLeftStream.onChange += new ChangeDelegate(myHandleLeftStreamChanges);
myRightStream.onChange += new ChangeDelegate(myHandleRightStreamChanges);
myLeftStream.onChange += myHandleLeftStreamChanges;
myRightStream.onChange += myHandleRightStreamChanges;
}
protected override void myOnLastSubscriber()
{
myLeftStream.onChange -= new ChangeDelegate(myHandleLeftStreamChanges);
myRightStream.onChange -= new ChangeDelegate(myHandleRightStreamChanges);
myLeftStream.onChange -= myHandleLeftStreamChanges;
myRightStream.onChange -= myHandleRightStreamChanges;
myLeftKeyToLeftRows.Clear();
myRightKeyToRightRows.Clear();
myLeftIDToResultRows.Clear();
@@ -23,15 +23,15 @@ namespace BCG
myRightOperand.master = this;
//the events are not hooked onto the operands delegate, but rather a level of indirection
//added in the form on myLeftChangeHandler
myLeftStream.onChange += new DataStream.ChangeDelegate (myLeftChangeHandler);
myRightStream.onChange += new DataStream.ChangeDelegate (myRightChangeHandler);
myLeftStream.onChange += myLeftChangeHandler;
myRightStream.onChange += myRightChangeHandler;
}
protected override void myOnLastSubscriber ()
{
myInit ();
myLeftStream.onChange -= new DataStream.ChangeDelegate (myLeftChangeHandler);
myRightStream.onChange -= new DataStream.ChangeDelegate (myRightChangeHandler);
myLeftStream.onChange -= myLeftChangeHandler;
myRightStream.onChange -= myRightChangeHandler;
}
protected override void myInit()
@@ -2,9 +2,13 @@ using System;
using System.Collections;
using System.Collections.Generic;
using Amazon.Runtime.Internal.Util;
using BCG;
using BCG.Utilities;
using bts;
namespace BCG {
public class LiteralStream : ViewStream {
@@ -22,6 +26,34 @@ namespace BCG {
return rv;
}
//literal("table1", "x:123, y:1.001, z:abc;x:123, y:1.001, z:abc")
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(' ');
@@ -55,7 +87,7 @@ namespace BCG {
mySetRealSource(new BlueRowCollectionStaticStream(t));
}
public LiteralStream(string schema, string value) : this("literal", schema, value) { }
// public LiteralStream(string schema, string value) : this("literal", schema, value) { }
// public LiteralStream(string value) {
@@ -0,0 +1,72 @@
using BCG;
using MongoDB.Driver.Core.WireProtocol.Messages;
using System;
using System.Collections.Generic;
using System.Linq;
// the first arg is all the rows, the second arg is the index of the row that needs mapping, and
// the func returns the mapped row (ie mapped version of the index row)
using GlobalMap = System.Func<System.Collections.Generic.List<BCG.IBlueRow>, uint, BCG.IBlueRow>;
namespace bts {
// In GlobalMap, each row is mapped with the full view of all rows, ie the map functions for a row
// can use the state fo all rows.
public class GlobalMapStream : ViewStream {
private ViewStream _base_stream;
private readonly string _sort_col_name, _group_by_col;
private GlobalMap _map_func;
public GlobalMapStream(ViewStream base_stream, string sort_col_name, string group_by_col, GlobalMap map_func) {
_base_stream = base_stream;
_sort_col_name = sort_col_name;
_group_by_col = group_by_col;
_map_func = map_func;
}
public GlobalMapStream(ViewStream base_stream, string sort_col_name, GlobalMap map_func) :
this(base_stream, sort_col_name, null, map_func) {
}
protected override void myOnFirstSubscriber() {
_base_stream.onChange += _handle_stream_update;
}
protected override void myOnLastSubscriber() {
_base_stream.onChange -= _handle_stream_update;
}
void _handle_stream_update(object dp_obj) {
DataPacket dp = dp_obj as DataPacket;
IDictionary<int, List<IBlueRow>> groups = !String.IsNullOrEmpty(_group_by_col) ?
BlueDataUtility.group_together(dp.newRows, new string[] { _group_by_col })
:
new Dictionary<int, List<IBlueRow>>() { { 0, dp.newRows.to_list() } };
BlueTable out_table = null;
foreach (var kv in groups) {
List<IBlueRow> group_rows = kv.Value;
group_rows.Sort((r1, r2) => BlueDataUtility.compare_rows(r2, r1, _sort_col_name));
uint i = 0;
foreach (IBlueRow r in group_rows) {
IBlueRow nr = _map_func(group_rows, i++);
out_table = out_table ?? new BlueTable(nr.schema);
out_table.addRow(nr);
}
}
// List<IBlueRow> rows = dp.newRows.to_ienum().ToList();
// rows.Sort((r1, r2) => BlueDataUtility.compare_rows(r1, r2, _sort_col_name));
// uint i = 0;
// BlueTable out_table = null;
// foreach (IBlueRow r in rows) {
// IBlueRow nr = _map_func(rows, i++);
// out_table = out_table ?? new BlueTable(nr.schema);
// out_table.addRow(nr);
// }
DataPacket dp_out = BlueDataUtility.build_dp_inc(out_table, myLastValue as DataPacket);
myFireEvent(dp_out);
}
}
}
@@ -119,13 +119,13 @@ namespace BCG {
protected override void myOnFirstSubscriber() {
myStream.onChange += new DataStream.ChangeDelegate(myChangeHandler);
myStream.onChange += myChangeHandler;
}
protected override void myOnLastSubscriber() {
myInit();
if (myStream != null)
myStream.onChange -= new DataStream.ChangeDelegate(myChangeHandler);
myStream.onChange -= myChangeHandler;
}
protected override void myOnTableClear() {
@@ -83,10 +83,11 @@ namespace BCG {
myMapper.onMapperChange += new MapperChangeDelegate(myHandleMapChange);
}
protected override void myOnFirstSubscriber() { myStream.onChange += new ChangeDelegate(myHandleData); }
protected override void myOnFirstSubscriber() =>
myStream.onChange += myHandleData;
protected override void myOnLastSubscriber() {
myStream.onChange -= new ChangeDelegate(myHandleData);
myStream.onChange -= myHandleData;
myRows = null;
myBaseRows = null;
myMap.Clear();
@@ -16,10 +16,10 @@ namespace BCG {
}
protected override void myOnFirstSubscriber() {
_stream.onChange += new ChangeDelegate(_onstream_change);
_stream.onChange += _onstream_change;
}
protected override void myOnLastSubscriber() {
_stream.onChange -= new ChangeDelegate(_onstream_change);
_stream.onChange -= _onstream_change;
}
private void _onstream_change(object o) {
@@ -45,4 +45,4 @@ namespace BCG {
}
}
}
}
@@ -17,10 +17,10 @@ namespace BCG {
}
protected override void myOnFirstSubscriber() {
_stream.onChange += new ChangeDelegate(_onstream_change);
_stream.onChange += _onstream_change;
}
protected override void myOnLastSubscriber() {
_stream.onChange -= new ChangeDelegate(_onstream_change);
_stream.onChange -= _onstream_change;
}
@@ -41,7 +41,6 @@ namespace BCG {
}
_table.addRows(added_rows);
myFireEvent(new DataPacket(_table, added_rows, new BlueTable(_table.schema)));
}
}
@@ -137,10 +137,24 @@ namespace bts {
HashSet<string> removed_cols = new HashSet<string>();
Dictionary<string, string> mapped_to_orig_map = new Dictionary<string, 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,
// examples: if a schema has cols a b c
// project(parent_str, "a:aa ") -> aa b c
// project(parent_str, "a:aa !c") -> aa b
// project(parent_str, "a:aa !") -> aa
// project(parent_str, "a:aa b = (aa*aa)!") -> aa b
bool hide_all = false;
foreach (string p_tok in project_toks) {
if (p_tok.StartsWith("!")) {
string removed_col = p_tok.Substring(1);
removed_cols.Add(removed_col);
if (p_tok.Length == 1) {
// if it is a "blanket "!"=> hide all cols except the one that
// are stated explicitly
hide_all = true;
} else {
string removed_col = p_tok.Substring(1);
removed_cols.Add(removed_col);
}
} else if (p_tok.Contains(":")) {
string[] map_toks = p_tok.Split(":");
string orig_col = map_toks[0];
@@ -155,12 +169,11 @@ namespace bts {
}
}
}
// make the new schema
List<ColumnInfo> new_cols = new List<ColumnInfo>();
foreach (ColumnInfo ci in input_schema.columnInfo) {
if (ci.colName == "id") {
// if there's a hidden col, other columns will show by default, but if cols are being
// projected epxlicitely, than others wil be hidden
ColumnInfo nc = new ColumnInfo(ci.colName, new_cols.Count, ci.colType);
new_cols.Add(nc);
continue;
@@ -172,12 +185,13 @@ namespace bts {
ColumnInfo nc = new ColumnInfo(mapped_name, new_cols.Count, ci.colType);
new_cols.Add(nc);
} else {
if (ci.colName == "id" || removed_cols.Count > 0) {
// if there's a hidden col, other columns will show by default, but if cols are being
// projected epxlicitely, than others wil be hidden
ColumnInfo nc = new ColumnInfo(ci.colName, new_cols.Count, ci.colType);
new_cols.Add(nc);
}
if (hide_all)
continue;
//if (ci.colName == "id" || removed_cols.Count > 0) {
// unless columns are explicitely hidden, all columns show up
ColumnInfo nc = new ColumnInfo(ci.colName, new_cols.Count, ci.colType);
new_cols.Add(nc);
//}
}
}
IBlueTableSchema new_schema = new BlueTableSchema(input_schema.tableName, new_cols.ToArray());
@@ -54,12 +54,12 @@ namespace BCG {
protected override void myOnFirstSubscriber()
{
myVs.onChange += new BCG.DataStream.ChangeDelegate (myHandleChange);
myVs.onChange += myHandleChange;
}
protected override void myOnLastSubscriber()
{
myVs.onChange -= new BCG.DataStream.ChangeDelegate (myHandleChange);;
myVs.onChange -= myHandleChange;
}
internal void myHandleChange (object newValue)
@@ -0,0 +1,54 @@
namespace Bts.DataStream;
using BCG;
using System;
using System.Collections.Generic;
using System.Data;
using System.Data.SQLite;
using System.Linq;
using System.Threading;
public class SQLiteEnumerable : IAsyncEnumerable<IBlueRowCollection> {
readonly string location;
readonly string statement;
readonly int pageSize;
public SQLiteEnumerable(string location, string statement, int pageSize = 65536) {
this.location = location;
this.statement = statement;
this.pageSize = pageSize;
}
public async IAsyncEnumerator<IBlueRowCollection> GetAsyncEnumerator(CancellationToken cancellationToken = default) {
var dataTable = new DataTable();
await using var conn = new SQLiteConnection($"Data Source={location};Version=3");
await conn.OpenAsync(cancellationToken);
await using var cmd = new SQLiteCommand(statement, conn);
await using var reader = cmd.ExecuteReader();
var schema = await reader.GetColumnSchemaAsync(cancellationToken);
var columns = schema.OrderBy(c => c.ColumnOrdinal ?? int.MaxValue)
.Select((c, i) => new ColumnInfo(c.ColumnName, c.ColumnOrdinal ?? i, c.DataType))
.Append(new ColumnInfo("id", schema.Count, typeof(int)))
.ToArray();
var blueSchema = new BlueTableSchema("anon", columns);
BlueTable? table = null;
int rowId = 1;
while (await reader.ReadAsync(cancellationToken)) {
table ??= new BlueTable(blueSchema);
var rowVals = new object[blueSchema.columnInfo.Length];
if (reader.GetValues(rowVals) != rowVals.Length - 1) {
throw new InvalidOperationException("Sqlite reader value count for single row not equal to column count");
}
rowVals[^1] = rowId++;
table.addRow(new BlueRow(blueSchema, rowVals));
if (table.Count == pageSize) {
yield return table;
table = null;
}
}
if (table is not null) {
yield return table;
}
}
}
@@ -0,0 +1,230 @@
using System;
using System.Data;
using System.Data.SQLite;
using System.Diagnostics;
using System.Collections;
using BCG;
using System.Linq;
using System.Data.Entity;
using System.Collections.Generic;
namespace bts.SilverPine {
public class DataRowWrapperRow : IBlueRow {
private readonly DataRow _row;
private readonly IBlueTableSchema _schema;
private readonly int _id;
public DataRowWrapperRow(IBlueTableSchema schema, DataRow row, int id) {
_row = row;
_id = id;
_schema = schema;
}
public virtual IBlueTableSchema schema { get { return _schema; } }
public virtual object this[string col_name] {
get {
ColumnInfo ci = _schema[col_name];
return this[ci.colNo];
}
}
public virtual object this[int index] {
get {
if (_schema[index].colName == "id")
return _id;
return _row[index];
}
}
public virtual int Count { get { return _row.ItemArray.Length; } }
public virtual bool IsSynchronized { get { return false; } }
public virtual object SyncRoot { get { return this; } }
public virtual void CopyTo(Array array, int index) { _row.ItemArray.CopyTo(array, index); }
public virtual bool IsFixedSize { get { return true; } }
virtual public bool IsReadOnly { get { return true; } }
/// <summary>
/// The key can either be the string corrsponding to the column name or
/// the order of the column
/// </summary>
public virtual object this[object key] {
get {
if (key is string)
return this[(string)key];
else if (key is int)
return this[(int)key];
throw new BlueDataException("Wrong type while indexing the row");
}
set { throw new NotSupportedException("The IBlueRow is readonly"); }
}
public virtual ICollection Keys { get { return _schema.columnNames; } }
public virtual ICollection Values { get { return _row.ItemArray; } }
public virtual void Add(object key, object value) { throw new NotSupportedException("The IBlueRow is readonly"); }
public virtual void Clear() { throw new NotSupportedException("The IBlueRow is readonly"); }
public virtual bool Contains(object key) { return _schema[(string)key] != null; }
public IDictionaryEnumerator GetEnumerator() { return new BlueRowDictionaryEnumerator(this); }
IEnumerator IEnumerable.GetEnumerator() { return new BlueRowEnumerator(this); }
public virtual void Remove(object key) { throw new NotSupportedException("The IBlueRow is readonly"); }
}
public class DataTableWrapperTable : IBlueRowCollection {
public class DataTableWrapperTableEnumerator : IEnumerator {
private IEnumerator _enumerator;
private IBlueTableSchema _schema;
private int _id = 0;
public DataTableWrapperTableEnumerator(DataTable table) {
_enumerator = table.Rows.GetEnumerator();
_schema = BlueDataUtility.getSchema(table);
}
public object Current {
get {
DataRow r = _enumerator.Current as DataRow;
return new DataRowWrapperRow(_schema, r, _id);
}
}
public bool MoveNext() {
_id++;
return _enumerator.MoveNext();
}
public void Reset() {
_id = 0;
_enumerator.Reset();
}
}
private readonly DataTable _table;
private IBlueTableSchema _schema;
private IEnumerator _enumerator;
public DataTableWrapperTable(DataTable table) {
_table = table;
_schema = BlueDataUtility.getSchema(_table);
_enumerator = new DataTableWrapperTableEnumerator(table);
}
public virtual IBlueRow this[int id] {
get {
// its assumed the rows index == id
DataRow dr = _table.Rows[id];
return new DataRowWrapperRow(_schema, dr, id);
}
set {
}
}
public virtual IBlueTableSchema schema { get { return _schema; } }
public virtual bool containsID(int id) { return id < _table.Rows.Count; }
// private List<IBlueRow> _rows() {
// List<IBlueRow> rv = new List<IBlueRow>();
// int id = 0;
// foreach (DataRow r in _table.Rows) {
// rv.Add(new DataRowWrapperRow(r, id++));
// }
// return rv;
// }
public virtual IEnumerator GetEnumerator() {
// var rows = _rows();
// return rows.GetEnumerator();
return _enumerator;
}
public virtual bool IsSynchronized { get { return false; } }
public virtual object SyncRoot { get { return this; } }
public virtual void CopyTo(Array array, int index) {
Log.assert(false);
//_rows().CopyTo(array as IBlueRow[], index);
}
public virtual int Count {
get { return _table.Rows.Count; }
}
}
public static class SQLiteHelper {
public static DataTable ExecuteSelectQuery(string connection_string, string query) {
// Create a new DataTable to store the results
DataTable dataTable = new DataTable();
// Create and open a SQLite connection using the provided connection string
using (SQLiteConnection connection = new SQLiteConnection(connection_string)) {
try {
connection.Open();
// Create a SQLite command with the provided query
using (SQLiteCommand command = new SQLiteCommand(query, connection)) {
// Use SQLiteDataAdapter to fill the DataTable
using (SQLiteDataAdapter adapter = new SQLiteDataAdapter(command)) {
adapter.Fill(dataTable);
}
}
} catch (Exception ex) {
Console.WriteLine("An error occurred: " + ex.Message);
}
}
// Return the populated DataTable
return dataTable;
}
}
[DataStreamUserRespresentation("SQLite")]
public class SQLiteStream : ViewStream {
private readonly string _connection_string, _query;
private Stopwatch _stopwatch = new Stopwatch();
public SQLiteStream(string connection_string, string query) {
_connection_string = connection_string;
_query = query;
}
private void _read_from_sqlite_nd_fire() {
_stopwatch.Start();
DataTable dt = SQLiteHelper.ExecuteSelectQuery(_connection_string, _query);
_stopwatch.Stop();
Log.Gen.info($"SQLiteStream._read_from_sqlite_and_fire time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
_stopwatch.Start();
IBlueRowCollection rows = BCG.BlueDataUtility.toIBlueRowCollection(dt);
//IBlueRowCollection rows = new DataTableWrapperTable(dt);
_stopwatch.Stop();
Log.Gen.info($"SQLiteStream._read_from_sqlite_and_fire time to load into IBlueRowCollection: {_stopwatch.ElapsedMilliseconds} msecs");
DataPacket dp = BlueDataUtility.build_dp_inc(rows, myLastValue as DataPacket);
myFireEvent(dp);
}
protected override void myOnFirstSubscriber() {
_read_from_sqlite_nd_fire();
}
protected override void myOnLastSubscriber() {
// this value will be cleared by the base class
// but in this particular stream this behaviour
// is not usefull since any new subscribers
// would force the query to be recreated
//myLastDP = myLastValue;
}
}
}
@@ -3,12 +3,15 @@ using System.Collections.Generic;
using System.Text;
using System.IO;
using BCG.Utilities;
using System.Diagnostics;
using Microsoft.Data.Analysis;
using Parquet;
using Parquet.Data;
namespace BCG
{
namespace BCG {
[DataStreamUserRespresentation("CSVSaver")]
public class CSVSaverStream : ViewStream, ISideEffectStream
{
public class CSVSaverStream : ViewStream, ISideEffectStream {
private IBlueTableSchema myResultSchema = new BlueTableSchema("CSVResult", new ColumnInfo("id", 0, typeof(int)),
new ColumnInfo("fileName", 1, typeof(string)),
new ColumnInfo("nWrites", 2, typeof(int)),
@@ -20,11 +23,9 @@ namespace BCG
private int myNWrites = 0, myNMaxWrites = Int32.MaxValue;
public CSVSaverStream(ViewStream vs, string fullyQualifiedFileName)
: this(vs, fullyQualifiedFileName, true, Int32.MaxValue, false)
{ }
: this(vs, fullyQualifiedFileName, true, Int32.MaxValue, false) { }
public CSVSaverStream(ViewStream vs, string fullyQualifiedFileName, bool overwrite, int nMaxWrites, bool fireResultSnapshot)
{
public CSVSaverStream(ViewStream vs, string fullyQualifiedFileName, bool overwrite, int nMaxWrites, bool fireResultSnapshot) {
myStream = vs;
myFullyQualifiedFileName = fullyQualifiedFileName;
myOverwrite = overwrite;
@@ -32,22 +33,20 @@ namespace BCG
myFireResultSnapshot = fireResultSnapshot;
}
protected override void myOnFirstSubscriber() { myStream.onChange += new ChangeDelegate(myHandleChanges); }
protected override void myOnFirstSubscriber() =>
myStream.onChange += myHandleChanges;
protected override void myOnLastSubscriber() { myStream.onChange -= new ChangeDelegate(myHandleChanges); }
protected override void myOnLastSubscriber() =>
myStream.onChange -= myHandleChanges;
private void myHandleChanges(object newValue)
{
private void myHandleChanges(object newValue) {
IBlueRowCollection totalState = (newValue as DataPacket).newRows;
if (totalState.Count > 0 && myNWrites < myNMaxWrites)
{
if (totalState.Count > 0 && myNWrites < myNMaxWrites) {
myNWrites++;
int i = 0;
StreamWriter writer = new StreamWriter(new FileStream(myGetNewFileName(), FileMode.Create, FileAccess.Write));
foreach (IBlueRow r in totalState)
{
if (i++ == 0)
{
foreach (IBlueRow r in totalState) {
if (i++ == 0) {
string header = String.Empty;
foreach (string col in r.schema.columnNames)
if (col != "id")
@@ -59,20 +58,17 @@ namespace BCG
writer.Flush();
}
writer.Close();
if (myFireResultSnapshot)
{
if (myFireResultSnapshot) {
IBlueRow nr = new BlueRow(myResultSchema, 0, myFullyQualifiedFileName, myNWrites, totalState.Count);
BlueTable nRows = new BlueTable(myResultSchema);
nRows.addRow(nr);
myFireEvent(new DataPacket(nRows, nRows, new BlueTable(myLastValue == null ? new BlueTable(myResultSchema) : (myLastValue as DataPacket).newRows)));
}
else
} else
myFireEvent(newValue);
}
}
private string myGetNewFileName()
{
private string myGetNewFileName() {
string[] tags = myFullyQualifiedFileName.Split('.');
if (myOverwrite)
return tags[0] + ".csv";
@@ -80,14 +76,11 @@ namespace BCG
return tags[0] + "_" + myFormateDateTime(DateTime.Now) + ".csv";
}
private static string myGetCSVRow(IBlueRow r)
{
private static string myGetCSVRow(IBlueRow r) {
string rv = String.Empty;
int i = 0;
foreach (string col in r.schema.columnNames)
{
if (col != "id")
{
foreach (string col in r.schema.columnNames) {
if (col != "id") {
string colText = String.Empty;
if (r[col] != null && r[col] != DBNull.Value)
colText = r[col].ToString();
@@ -99,8 +92,7 @@ namespace BCG
return rv;
}
private string myFormateDateTime(DateTime dt)
{
private string myFormateDateTime(DateTime dt) {
return
string.Format("{0}-{1}-{2}-{3}-{4}-{5}-{6}",
dt.Year.ToString("0000"),
@@ -114,52 +106,49 @@ namespace BCG
}
[DataStreamUserRespresentation("CSVReader")]
public class CSVReaderStream : ViewStream
{
private IBlueRowCollection myRows;
public CSVReaderStream(string fileAddress)
{
myRows = BlueDataUtility.createRowsFromCSVFileWithoutTypes(fileAddress);
public class CSVReaderStream : ViewStream {
private readonly string _file_address;
Stopwatch _stopwatch = new Stopwatch();
public CSVReaderStream(string fileAddress) {
_file_address = fileAddress;
}
protected override void myOnFirstSubscriber()
{
myFireEvent(new DataPacket(myRows, myRows, new BlueTable(myRows.schema)));
protected override void myOnFirstSubscriber() {
_stopwatch.Start();
DataFrame df = DataFrame.LoadCsv(_file_address);
_stopwatch.Stop();
bts.Log.Gen.info($"CSVReaderStream.myOnFirstSubscriber stream csv load col_count: {df.Columns.Count} rows, time: {_stopwatch.ElapsedMilliseconds} msecs");
_stopwatch.Start();
IBlueRowCollection rows = BlueDataUtility.createRowsFromCSVFileWithoutTypes(_file_address);
_stopwatch.Stop();
bts.Log.Gen.info($"CSVReaderStream.myOnFirstSubscriber stream csv load count: {rows.Count} rows, time: {_stopwatch.ElapsedMilliseconds} msecs");
DataPacket dp_out = BlueDataUtility.build_dp_inc(rows, myLastValue as DataPacket);
myFireEvent(dp_out);
}
}
[DataStreamUserRespresentation ("CSVReaderStreamMapper")]
public class CSVReaderStreamMapperStream : ViewStream
{
public CSVReaderStreamMapperStream(ViewStream stream, string output_schema)
{
[DataStreamUserRespresentation("CSVReaderStreamMapper")]
public class CSVReaderStreamMapperStream : ViewStream {
public CSVReaderStreamMapperStream(ViewStream stream, string output_schema) {
mySetRealSource(new MapStream(stream, new CSVReaderStreamMapper(output_schema)));
}
}
public class CSVReaderStreamMapper : IStreamMapper
{
public class CSVReaderStreamMapper : IStreamMapper {
private IBlueTableSchema mySchema;
private readonly string[] myOutputSchemaStringArray;
public CSVReaderStreamMapper(string outputSchema)
{
public CSVReaderStreamMapper(string outputSchema) {
myOutputSchemaStringArray = outputSchema.Split(' ');
}
public IBlueTableSchema getOutputSchema(IBlueTableSchema inputSchema)
{
if (mySchema == null)
{
public IBlueTableSchema getOutputSchema(IBlueTableSchema inputSchema) {
if (mySchema == null) {
ColumnInfo[] ci = inputSchema.columnInfo;
foreach (string col in myOutputSchemaStringArray)
{
foreach (string col in myOutputSchemaStringArray) {
string colName = col.Substring(0, col.IndexOf('\\')).ToLower();
for (int i = 0; i < ci.Length; i++)
{
if (ci[i].colName.ToLower().Equals(colName))
{
for (int i = 0; i < ci.Length; i++) {
if (ci[i].colName.ToLower().Equals(colName)) {
Type t = myGetType(col.Substring(col.IndexOf('\\') + 1));
ci[i] = new ColumnInfo(ci[i].colName, i, t);
break;
@@ -171,74 +160,52 @@ namespace BCG
return mySchema;
}
public IBlueRow map(IBlueRow row)
{
public IBlueRow map(IBlueRow row) {
object[] vals = new object[row.schema.columnInfo.Length];
row.Values.CopyTo(vals, 0);
for (int i = 0; i < mySchema.columnInfo.Length; i++)
{
for (int i = 0; i < mySchema.columnInfo.Length; i++) {
Type t = mySchema.columnInfo[i].colType;
try
{
try {
vals[i] = System.Convert.ChangeType(vals[i], mySchema.columnInfo[i].colType, System.Globalization.CultureInfo.InvariantCulture);
}
catch
{
if (t.Equals(typeof(Int16)))
{
} catch {
if (t.Equals(typeof(Int16))) {
Int16 result;
if (Int16.TryParse((string)vals[i], out result))
{
if (Int16.TryParse((string)vals[i], out result)) {
vals[i] = result;
continue;
}
double r2;
if (Double.TryParse((string)vals[i], out r2))
{
try
{
if (Double.TryParse((string)vals[i], out r2)) {
try {
vals[i] = (Int16)r2;
continue;
}
catch { }
} catch { }
}
}
else if (t.Equals(typeof(Int32)))
{
} else if (t.Equals(typeof(Int32))) {
Int32 result;
if (Int32.TryParse((string)vals[i], out result))
{
if (Int32.TryParse((string)vals[i], out result)) {
vals[i] = result;
continue;
}
double r2;
if (Double.TryParse((string)vals[i], out r2))
{
try
{
if (Double.TryParse((string)vals[i], out r2)) {
try {
vals[i] = (Int32)r2;
continue;
}
catch { }
} catch { }
}
}
else if (t.Equals(typeof(Int64)))
{
} else if (t.Equals(typeof(Int64))) {
Int64 result;
if (Int64.TryParse((string)vals[i], out result))
{
if (Int64.TryParse((string)vals[i], out result)) {
vals[i] = result;
continue;
}
double r2;
if (Double.TryParse((string)vals[i], out r2))
{
try
{
if (Double.TryParse((string)vals[i], out r2)) {
try {
vals[i] = (Int64)r2;
continue;
}
catch { }
} catch { }
}
}
vals[i] = DBNull.Value;
@@ -247,8 +214,7 @@ namespace BCG
return new BlueRow(mySchema, vals);
}
private Type myGetType(string type)
{
private Type myGetType(string type) {
type = type.ToLower();
if (type.Contains("int"))
return typeof(int);
@@ -1,31 +1,41 @@
using System;
using System.Collections;
using System.Reflection;
using BCG.Utilities;
namespace BCG
{
[DataStreamUserRespresentation (false)]
public class BlueRowCollectionStaticStream : ViewStream
{
public BlueRowCollectionStaticStream () {}
public BlueRowCollectionStaticStream (IBlueRowCollection rows) {loadCollection (rows);}
public void loadCollection (IBlueRowCollection rows)
{
myFireEvent (new DataPacket (rows, rows, myLastValue != null ?
new BlueTable((myLastValue as DataPacket).newRows) : new BlueTable (rows.schema)));
namespace BCG {
// if a table needs to be fired, it can be wrapped around this
public class BlueTableStream : ViewStream {
private IBlueRowCollection _rows;
public BlueTableStream(IBlueRowCollection rows) {
_rows = rows;
}
public void crush_with_single_row(IBlueRow r)
{
protected override void myOnFirstSubscriber() {
var dp_out = BlueDataUtility.build_dp_inc(_rows, myLastValue as DataPacket);
myFireEvent(dp_out);
}
}
[DataStreamUserRespresentation(false)]
public class BlueRowCollectionStaticStream : ViewStream {
public BlueRowCollectionStaticStream() { }
public BlueRowCollectionStaticStream(IBlueRowCollection rows) { loadCollection(rows); }
public void loadCollection(IBlueRowCollection rows) {
myFireEvent(new DataPacket(rows, rows, myLastValue != null ?
new BlueTable((myLastValue as DataPacket).newRows) : new BlueTable(rows.schema)));
}
public void crush_with_single_row(IBlueRow r) {
BlueTable t = new BlueTable(r.schema);
t.addRow(r);
loadCollection(t);
}
public void loadPacket (DataPacket dp) {myFireEvent (dp);}
public void loadPacket(DataPacket dp) { myFireEvent(dp); }
/// <summary>
/// Will work with streams that take ViewStream as first argument ex project, filter, distinct etc
@@ -35,17 +45,16 @@ namespace BCG
/// <param name="streamType"></param>
/// <param name="args"></param>
/// <returns></returns>
public static IBlueRowCollection statelessOp (IBlueRowCollection rows, Type streamType, params object[] args)
{
ArrayList totArgs = new ArrayList (args);
BlueRowCollectionStaticStream v1 = new BlueRowCollectionStaticStream ();
totArgs.Insert (0, v1);
ViewStream retVal = Activator.CreateInstance (streamType, totArgs.ToArray()) as ViewStream;
v1.loadCollection (rows);
public static IBlueRowCollection statelessOp(IBlueRowCollection rows, Type streamType, params object[] args) {
ArrayList totArgs = new ArrayList(args);
BlueRowCollectionStaticStream v1 = new BlueRowCollectionStaticStream();
totArgs.Insert(0, v1);
ViewStream retVal = Activator.CreateInstance(streamType, totArgs.ToArray()) as ViewStream;
v1.loadCollection(rows);
return retVal.rows;
}
}
}
@@ -35,14 +35,14 @@ namespace BCG
#region ViewStream
protected override void myOnFirstSubscriber()
{
myStream.onChange +=new ChangeDelegate(myStreamChange);
myStream.onChange += myStreamChange;
myVsd.addWorker(this);
}
protected override void myOnLastSubscriber()
{
myVsd.removeWorker(this);
myStream.onChange -= new ChangeDelegate(myStreamChange);
myStream.onChange -= myStreamChange;
}
#endregion
@@ -28,7 +28,7 @@ namespace BCG
protected override void myOnFirstSubscriber()
{
myParentStream.onChange += new ChangeDelegate(myParentStreamChangeHandler);
myParentStream.onChange += myParentStreamChangeHandler;
myVSD.addWorker(this);
}
@@ -36,7 +36,7 @@ namespace BCG
protected override void myOnLastSubscriber()
{
myParentStream.onChange -= new ChangeDelegate(myParentStreamChangeHandler);
myParentStream.onChange -= myParentStreamChangeHandler;
myVSD.removeWorker(this);
}
@@ -53,11 +53,11 @@ namespace BCG
if (r.is_subscription)
{
_current_source_subscription = r.subscription_id;
_source_stream.onChange += new ChangeDelegate(_source_stream_onChange);
_source_stream.onChange += _source_stream_onChange;
}
else
{
_source_stream.onChange -= new ChangeDelegate(_source_stream_onChange);
_source_stream.onChange -= _source_stream_onChange;
}
}
}
@@ -0,0 +1,34 @@
namespace bts.SilverPine {
using bts;
using BCG;
using System;
public class DateTimeExpanstionStream : ViewStream {
public DateTimeExpanstionStream(ViewStream parent_stream, string inp_col) {
Func<IBlueTableSchema, IBlueTableSchema> get_schema = (s) => {
IBlueTableSchema rv = s.add_column(System.TypeCode.DateTime, $"{inp_col}_date");
rv = rv.add_column(System.TypeCode.String, $"{inp_col}_day");
rv = rv.add_column(System.TypeCode.String, $"{inp_col}_month");
rv = rv.add_column(System.TypeCode.String, $"{inp_col}_hour");
rv = rv.add_column(System.TypeCode.String, $"{inp_col}_min");
return rv;
};
ViewStream rs = new MapStream(parent_stream,
s => get_schema(s),
r => {
DateTime dt = r.get_datetime(inp_col);
IBlueTableSchema s = get_schema(r.schema);
MutableBlueRow rv = new MutableBlueRow(s, r);
rv.setValue($"{inp_col}_date", dt.Date);
rv.setValue($"{inp_col}_day", dt.DayOfWeek.ToString());
rv.setValue($"{inp_col}_month", dt.Date.Month.ToString());
rv.setValue($"{inp_col}_hour", dt.Hour);
rv.setValue($"{inp_col}_min", dt.Minute);
return rv;
});
mySetRealSource(rs);
}
}
}
@@ -24,7 +24,7 @@ namespace BCG
protected override void myOnFirstSubscriber()
{
myKeyToTimeToValue = new Dictionary<string, SortedList<DateTime, double>>();
myToAverage.onChange += new ChangeDelegate(myToAverage_onChange);
myToAverage.onChange += myToAverage_onChange;
}
@@ -0,0 +1,111 @@
namespace bts.SilverPine {
using BCG;
using bts;
using bts.collections;
using System;
using System.CodeDom;
using System.Collections.Generic;
using System.Linq;
// Given 2 filters, and 2 columns, finds the different in the value of the 2 columns from the 2 rows
// so:
// f1(base_stream.rows)[col1] - f1(base_stream.rows)[col2]
[DataStreamUserRespresentation("ColDiff")]
public class ColumnDifferenceStream : ViewStream {
private readonly ViewStream _base_stream;
private readonly FilterStream.OnFilter _f1, _f2;
private readonly string _c1, _c2;
public ColumnDifferenceStream(ViewStream base_stream, FilterStream.OnFilter f1, FilterStream.OnFilter f2, string col1, string col2) {
_base_stream = base_stream;
_f1 = f1;
_f2 = f2;
_c1 = col1;
_c2 = col2;
}
public ColumnDifferenceStream(ViewStream base_stream, string f1, string f2, string col1, string col2) {
FilterStream.OnFilter f1_del = r => {
BooleanExpressionFilter rv = new BooleanExpressionFilter(f1);
return rv.filter(r);
};
FilterStream.OnFilter f2_del = r => {
BooleanExpressionFilter rv = new BooleanExpressionFilter(f2);
return rv.filter(r);
};
ViewStream rs = new ColumnDifferenceStream(base_stream, f1_del, f2_del, col1, col2);
mySetRealSource(rs);
}
// for each row, does a row[new_ol_name] = row[col1] - rows[row_ffset][col2]
// we should generlize this for any math operation
public ColumnDifferenceStream(ViewStream parent_stream, string sort_col_name, int row_offset, string col1, string col2, string diff_col_name, double optional_perc_diff_filter = 0.0) {
// use GlobalMapStream
string diff_col_perc_name = $"{diff_col_name}_percentage";
System.Func<System.Collections.Generic.List<BCG.IBlueRow>, uint, BCG.IBlueRow> g_map_func = (rows, idx) => {
int minuend_idx = Convert.ToInt32(idx);
var inp_schema = rows[0].schema;
var out_schema = inp_schema.add_column(TypeCode.Double, diff_col_name);
out_schema = out_schema.add_column(TypeCode.Double, diff_col_perc_name);
// minuend - subtrahend
IBlueRow minuend_row = rows.ElementAt(minuend_idx);
MutableBlueRow rv = new MutableBlueRow(out_schema, minuend_row);
int subtrahend_index = minuend_idx + row_offset;
double diff_val = Double.NaN, diff_val_perc = Double.NaN;
if (subtrahend_index >= 0) {
try {
IBlueRow subtrahend_row = rows.ElementAt(subtrahend_index);
diff_val = minuend_row.get<double>(col1) - subtrahend_row.get<double>(col2);
diff_val_perc = 100.0 * diff_val / subtrahend_row.get<double>(col1);
} catch (Exception ex) {
Log.assert(false, ex.Message);
}
}
rv.setValue(diff_col_name, diff_val);
rv.setValue(diff_col_perc_name, diff_val_perc);
return rv;
};
ViewStream rs = new GlobalMapStream(parent_stream, sort_col_name, g_map_func);
if (optional_perc_diff_filter != 0) {
rs = new FilterStream(rs, r => {
double diff_val_perc = r.get<double>(diff_col_perc_name);
double abs_diff_val_perc = Math.Abs(diff_val_perc);
return abs_diff_val_perc >= optional_perc_diff_filter;
});
}
mySetRealSource(rs);
}
protected override void myOnFirstSubscriber() {
_base_stream.onChange += _handle_base_stream_update;
}
protected override void myOnLastSubscriber() {
_base_stream.onChange -= _handle_base_stream_update;
}
private void _handle_base_stream_update(object dp_obj) {
// could have been done with filter and cartesian prod, and then math
DataPacket dp = dp_obj as DataPacket;
List<IBlueRow> rows = dp.newRows.to_list();
var f1_rows = rows.Where(r => _f1(r));
Log.assert(f1_rows.Count() == 1);
var f2_rows = rows.Where(r => _f2(r));
Log.assert(f2_rows.Count() == 1);
IBlueRow f1_r = f1_rows.ElementAt(0);
IBlueRow f2_r = f2_rows.ElementAt(0);
double diff = f1_r.get<double>(_c1) - f2_r.get<double>(_c2);
IBlueTableSchema out_schema = f1_r.schema.add_columns(Tuple.Create(typeof(double), "diff"));
BlueTable out_table = new BlueTable(out_schema);
MutableBlueRow out_row = new MutableBlueRow(out_schema, f1_r);
out_row.setValue("diff", diff);
out_table.addRow(out_row);
DataPacket dp_out = BlueDataUtility.build_dp(out_table, myLastValue as DataPacket);
myFireEvent(dp_out);
}
}
}
@@ -0,0 +1,51 @@
namespace bts.SilverPine {
using BCG;
using bts;
using System.Collections.Generic;
using System.Linq;
// Given a sort order, an optional group by col, it observes the values of a column
// within that group (or the whole table, if grouping not specified) and returns all rows
// where the value changes, ie row[current][col] != row[current-1][col]
// TODO: a more general way to express a filter where row[current][col] != row[previous][col],
// or even expand it to row[current][col_a] - row[previous][col_b] < 0.5
[DataStreamUserRespresentation("ColEvol")]
public class ColumnEvolutionStream : ViewStream {
private readonly ViewStream _base_stream;
private readonly string _sort_col;
private readonly string _evol_col;
public ColumnEvolutionStream(ViewStream base_stream, string sort_col, string evolution_col) {
_base_stream = base_stream;
_sort_col = sort_col;
_evol_col = evolution_col;
}
protected override void myOnFirstSubscriber() {
_base_stream.onChange += _handle_base_stream_update;
}
protected override void myOnLastSubscriber() {
base.myOnLastSubscriber();
}
private void _handle_base_stream_update(object dp_obj) {
DataPacket dp = dp_obj as DataPacket;
List<IBlueRow> rows = dp.newRows.to_list();
rows.Sort((r1, r2) => BlueDataUtility.compare_rows(r2, r1, _sort_col));
BlueTable rv = new BlueTable(dp.schema);
IBlueRow prev_row = rows.ElementAt(0);
foreach (IBlueRow r in rows) {
var cr = BlueDataUtility.compare_rows(r, prev_row, _evol_col);
if (cr != 0) {
rv.addRow(r);
}
prev_row = r;
}
DataPacket dp_out = BlueDataUtility.build_dp(rv, myLastValue as DataPacket);
myFireEvent(dp_out);
}
}
}
@@ -12,10 +12,10 @@ namespace BCG {
mySrc = src;
}
protected override void myOnFirstSubscriber() {
mySrc.onChange += new ChangeDelegate(mySrc_onChange);
mySrc.onChange += mySrc_onChange;
}
protected override void myOnLastSubscriber() {
mySrc.onChange -= new ChangeDelegate(mySrc_onChange);
mySrc.onChange -= mySrc_onChange;
}
private void mySrc_onChange(object newValue) {
DataPacket dp = (DataPacket)newValue;
@@ -28,14 +28,14 @@ namespace BCG
protected override void myOnFirstSubscriber()
{
myLeftStream.onChange += new ChangeDelegate(myHandleLeftChanges);
myRightstream.onChange += new ChangeDelegate(myHandleRightChanges);
myLeftStream.onChange += myHandleLeftChanges;
myRightstream.onChange += myHandleRightChanges;
}
protected override void myOnLastSubscriber()
{
myLeftStream.onChange -= new ChangeDelegate(myHandleLeftChanges);
myRightstream.onChange -= new ChangeDelegate(myHandleRightChanges);
myLeftStream.onChange -= myHandleLeftChanges;
myRightstream.onChange -= myHandleRightChanges;
}
private void myHandleLeftChanges (object newValue)
@@ -222,7 +222,7 @@ namespace BCG
pj = new ProjectStream(pj, "!");
myStreamIndex.Add(myMovingIndex, new Pair<ViewStream, ViewStream>(vs, pj));
if (mySubscriptionActive)
pj.onChange += new ChangeDelegate(myHandleStreamChanges);
pj.onChange += myHandleStreamChanges;
}
public void removeStream(ViewStream vs)
@@ -235,7 +235,7 @@ namespace BCG
index = p.Key;
if (mySubscriptionActive)
{
p.Value.second.onChange -= new ChangeDelegate(myHandleStreamChanges);
p.Value.second.onChange -= myHandleStreamChanges;
if (myTable != null)
{
IBlueRowCollection delRows = myTable.removeTable(p.Key);
@@ -254,14 +254,14 @@ namespace BCG
{
mySubscriptionActive = true;
foreach (KeyValuePair<int, Pair<ViewStream, ViewStream>> p in myStreamIndex)
p.Value.second.onChange += new ChangeDelegate(myHandleStreamChanges);
p.Value.second.onChange += myHandleStreamChanges;
}
protected override void myOnLastSubscriber()
{
mySubscriptionActive = false;
foreach (KeyValuePair<int, Pair<ViewStream, ViewStream>> p in myStreamIndex)
p.Value.second.onChange -= new ChangeDelegate(myHandleStreamChanges);
p.Value.second.onChange -= myHandleStreamChanges;
if (myTable != null)
myTable.clear();
}
@@ -14,11 +14,11 @@ namespace BCG {
}
protected override void myOnFirstSubscriber()
{
mySrc.onChange += new ChangeDelegate(mySrc_onChange);
mySrc.onChange += mySrc_onChange;
}
protected override void myOnLastSubscriber ()
{
mySrc.onChange -= new ChangeDelegate (mySrc_onChange);
mySrc.onChange -= mySrc_onChange;
}
private void mySrc_onChange (object newValue) {
DataPacket dp = (DataPacket)newValue;
@@ -21,15 +21,15 @@ namespace BCG
{
myLeftOp = new UnionOperand (true, this);
myRightOp = new UnionOperand (false, this);
myLeftVs.onChange += new DataStream.ChangeDelegate (myLeftOp.myChangeHandler);
myRightVs.onChange += new DataStream.ChangeDelegate (myRightOp.myChangeHandler);
myLeftVs.onChange += myLeftOp.myChangeHandler;
myRightVs.onChange += myRightOp.myChangeHandler;
}
protected override void myOnLastSubscriber ()
{
myInit ();
myLeftVs.onChange -= new DataStream.ChangeDelegate (myLeftOp.myChangeHandler);
myRightVs.onChange -= new DataStream.ChangeDelegate (myRightOp.myChangeHandler);
myLeftVs.onChange -= myLeftOp.myChangeHandler;
myRightVs.onChange -= myRightOp.myChangeHandler;
}
public void startSession ()
@@ -116,4 +116,4 @@ namespace BCG
receiveStream(dp, isLeft);
}
}
}
}
@@ -14,11 +14,11 @@ namespace BCG {
protected override void myOnFirstSubscriber() {
_vs_publisher = new ViewPublisher(_name, _broker, _main_stream);
_main_stream.onChange += new DataStream.ChangeDelegate(_handle_update);
_main_stream.onChange += _handle_update;
}
protected override void myOnLastSubscriber() {
_main_stream.onChange -= new DataStream.ChangeDelegate(_handle_update);
_main_stream.onChange -= _handle_update;
_vs_publisher.Dispose();
}
@@ -28,4 +28,4 @@ namespace BCG {
}
}
}
@@ -20,11 +20,11 @@ namespace BCG {
public ViewPublisher(string name, IPubTableBroker broker, ViewStream vs) {
_stream = String.IsNullOrEmpty(name) ? vs : new ChangeTableNameStream(vs, name);
_broker = broker;
_stream.onChange += new DataStream.ChangeDelegate(_handle_update);
_stream.onChange += _handle_update;
}
public void Dispose() {
_stream.onChange -= new DataStream.ChangeDelegate(_handle_update);
_stream.onChange -= _handle_update;
}
private void _handle_update(object o) {
@@ -0,0 +1,73 @@
namespace Bts.DataStream;
using BCG;
using bts.api.core;
using Bts.DataStreamCore;
using System;
using System.Collections;
using System.Collections.Generic;
public class TableUpdateDataPacket<T> : IDataPacket<T> where T : IBlueRow {
readonly TableUpdate<T, int> table;
readonly IBlueTableSchema schema;
public TableUpdateDataPacket(TableUpdate<T, int> table, IBlueTableSchema schema) {
this.table = table;
this.schema = schema;
}
public IBlueRowCollection<T> newRows {
get {
var rv = new BlueTableImmutable<T>(schema);
return rv;
}
}
public IBlueRowCollection<T> addedRows => throw new NotImplementedException();
public IBlueRowCollection<T> deletedRows => throw new NotImplementedException();
class MyRowCollection : IBlueRowCollection<T> {
readonly TableUpdate<T, int> table;
readonly IEnumerable<T> items;
Lazy<SortedList<int, T>> itemList;
public MyRowCollection(IEnumerable<T> items, IBlueTableSchema schema) {
this.items = items;
this.schema = schema;
itemList = new(() => {
var rv = new SortedList<int, T>();
foreach (var item in this.items) {
rv.Add(item.Id(), item);
}
return rv;
});
}
public int Count => itemList.Value.Count;
public bool IsSynchronized => false;
public object SyncRoot => this;
public T this[int id] => itemList.Value[id];
public IBlueTableSchema schema { get; }
public bool containsID(int id) =>
itemList.Value.ContainsKey(id);
public void CopyTo(Array array, int index) {
}
public IEnumerator<T> GetEnumerator() {
throw new NotImplementedException();
}
IEnumerator IEnumerable.GetEnumerator() {
throw new NotImplementedException();
}
}
}
@@ -0,0 +1,127 @@
namespace Bts.DataStreamCore;
using BCG;
using bts.utils;
using mbts.utils;
using Spark.Core;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
public class BlueColumnTable : IBlueRowCollection {
readonly Variant[][] columns;
readonly List<int> rowIds;
readonly int idColIndex;
public BlueColumnTable(IBlueTableSchema schema, int capacity = 4) {
ExceptionAssert.Argument.GreaterThanEqualTo(capacity, 0);
rowIds = new(capacity);
columns = new Variant[schema.columnInfo.Length][];
if (columns.Length == 0) {
throw new ArgumentException("Schema contains no columns", nameof(schema));
}
if (!schema.columnInfo.Select(c => c.colName).TryFindIndex("id", out idColIndex)) {
throw new ArgumentException("Schema contains no 'id' column", nameof(schema));
}
this.schema = schema;
for (int i = 0; i < columns.Length; i++) {
columns[schema.columnInfo[i].colNo] = new Variant[capacity];
}
}
public int Count => rowIds.Count;
public IBlueTableSchema schema { get; }
public IBlueRow this[int id] {
get {
var idx = rowIds.BinarySearch(id);
if (idx < 0) {
throw new KeyNotFoundException($"No row with id {id}");
}
return new MyRow(this, idx);
}
}
public void Add(Variant[] values) {
var id = values[idColIndex].VInt32;
var idx = rowIds.BinarySearch(id);
if (idx >= 0) {
throw new ArgumentException($"Row with id {id} already exists.", nameof(values));
}
idx = ~idx;
for (int i = 0; i < columns.Length; i++) {
int len = rowIds.Count;
ArrayHelper.Insert(ref columns[i], idx, values[i], ref len);
}
rowIds.Insert(idx, id);
}
public void AddOrUpdate(Variant[] values) {
var id = values[idColIndex].VInt32;
var idx = rowIds.BinarySearch(id);
if (idx >= 0) {
rowIds[idx] = id;
for (int i = 0; i < columns.Length; i++) {
columns[idx][i] = values[i];
}
return;
}
idx = ~idx;
int len;
for (int i = 0; i < columns.Length; i++) {
len = rowIds.Count;
ArrayHelper.Insert(ref columns[i], idx, values[i], ref len);
}
rowIds.Insert(idx, id);
}
public void Clear() =>
rowIds.Clear();
public bool Remove(int id) {
var idx = rowIds.BinarySearch(id);
if (idx < 0) {
return false;
}
rowIds.RemoveAt(idx);
for (int i = 0; i < columns.Length; i++) {
ArrayHelper.remove_at(ref columns[i], idx);
}
return true;
}
public void Trim() {
for (int i = 0; i < columns.Length; i++) {
ArrayHelper.trim(ref columns[i], rowIds.Count);
}
}
public bool containsID(int id) =>
rowIds.BinarySearch(id) >= 0;
public IEnumerator GetEnumerator() {
var count = rowIds.Count;
for (int i = 0; i < count; i++) {
yield return new MyRow(this, i);
}
}
class MyRow : IBlueRow {
readonly BlueColumnTable table;
readonly int rowIdx;
public MyRow(BlueColumnTable table, int rowIdx) {
this.table = table;
this.rowIdx = rowIdx;
}
public object this[int colNo] => table.columns[colNo][rowIdx].GetValue();
public IBlueTableSchema schema => table.schema;
}
}
@@ -15,16 +15,208 @@ using mbts;
using BCG.Extensions;
using System.Text.Json;
using System.Text.Json.Nodes;
using Newtonsoft.Json;
using BCG;
using System.Runtime.CompilerServices;
using Spark.Core;
using System.Numerics;
namespace bts {
// public class CompositeRow : IBlueRow {
// private IBlueRow _lrow, _rrow;
// private BlueRow _out_row;
// public CompositeRow(IBlueRow lrow, IBlueRow rrow) {
// _lrow = lrow;
// _rrow = rrow;
// IBlueTableSchema schema = _lrow.schema;
// List<object> vals = new List<object>();
// foreach (var o in _lrow) {
// vals.Add(o);
// }
// foreach (ColumnInfo ci in _rrow.schema.columnInfo) {
// if (ci.colName == "id") {
// continue;
// }
// vals.Add(_rrow[ci.colNo]);
// schema = schema.add_column(ci.type_code(), ci.colName);
// }
// _out_row = new BlueRow(schema, vals.ToArray());
// }
// public IBlueTableSchema schema {
// get { return _out_row.schema; }
// }
// public object? this[int index] {
// get { return _out_row[index]; }
// }
// public object? this[string colName] {
// get {
// return _out_row[colName];
// }
// }
// }
}
namespace BCG {
public static class BlueDataUtility {
public static IBlueRow create_composite_row(IBlueRow lr, IBlueRow rr, int id) {
IBlueTableSchema schema = lr.schema;
List<object> vals = new List<object>();
foreach (ColumnInfo ci in lr.schema.columnInfo) {
if (ci.colName == "id") {
vals.Add(id);
}
vals.Add(lr[ci.colName]);
}
foreach (ColumnInfo ci in rr.schema.columnInfo) {
if (ci.colName == "id") {
continue;
}
schema = schema.add_column(ci.type_code(), ci.colName);
vals.Add(rr[ci.colName]);
}
IBlueRow r = new BlueRow(schema, vals.ToArray());
return r;
}
#region Extensions
public static bool is_null(this IBlueRow r, string col_name) {
object col_val = r[col_name];
return col_val == null || DBNull.Value.Equals(col_val);
}
public static DateTime get_datetime(this IBlueRow r, string col_name, DateTime err_value = default(DateTime)) {
return BlueDataUtility.get_row_datetime_value(r, col_name, err_value);
}
public static DateTime get_datetime(this IBlueRow r, int col_no, DateTime err_value = default(DateTime)) {
return BlueDataUtility.get_row_datetime_value(r, col_no, err_value);
}
public static double? GetFloat64(this IBlueRow r, int colNo) =>
GetFloat64(r[colNo]);
public static double? GetFloat64(this IBlueRow r, string colName) =>
GetFloat64(r[colName]);
public static double? GetFloat64(object obj) {
if (obj is double d) {
return d;
}
if (obj is int i32) {
return i32;
}
if (obj is long i64) {
return i64;
}
if (obj is string s) {
return double.TryParse(s, out d) ? d : null;
}
if (obj is uint u32) {
return u32;
}
if (obj is ulong u64) {
return u64;
}
if (obj is short i16) {
return i16;
}
if (obj is ushort u16) {
return u16;
}
return null;
}
public static int? GetInt32(this IBlueRow r, int colNo) =>
GetInt32(r[colNo]);
public static int? GetInt32(this IBlueRow r, string colName) =>
GetInt32(r[colName]);
public static int? GetInt32(object obj) {
checked {
if (obj is double d) {
return (int)d;
}
if (obj is int i32) {
return i32;
}
if (obj is long i64) {
return (int)i64;
}
if (obj is string s) {
return double.TryParse(s, out d) ? (int)d : null;
}
if (obj is uint u32) {
return (int)u32;
}
if (obj is ulong u64) {
return (int)u64;
}
if (obj is short i16) {
return i16;
}
if (obj is ushort u16) {
return u16;
}
}
return null;
}
public static long? GetInt64(this IBlueRow r, int colNo) =>
GetInt64(r[colNo]);
public static long? GetInt64(this IBlueRow r, string colName) =>
GetInt64(r[colName]);
public static long? GetInt64(object obj) {
checked {
if (obj is double d) {
return (long)d;
}
if (obj is int i32) {
return i32;
}
if (obj is long i64) {
return i64;
}
if (obj is string s) {
return double.TryParse(s, out d) ? (long)d : null;
}
if (obj is uint u32) {
return u32;
}
if (obj is ulong u64) {
return (long)u64;
}
if (obj is short i16) {
return i16;
}
if (obj is ushort u16) {
return u16;
}
}
return null;
}
public static DateTime? GetUnixEpochDateTime(this IBlueRow row, string colName) =>
GetUnixEpochDateTime(row[colName]);
public static DateTime? GetUnixEpochDateTime(this IBlueRow row, int colNo) =>
GetUnixEpochDateTime(row[colNo]);
public static DateTime? GetUnixEpochDateTime(object obj) {
var tsNanos = GetInt64(obj);
return tsNanos.HasValue ? DateTime.UnixEpoch.Add(new TimeSpan(tsNanos.Value / 100)) : null;
}
public static DateTime? GetDateTime(object obj) {
var res = _get_datetime_value(obj, DateTime.MinValue);
if (res == DateTime.MinValue) {
return null;
}
return res;
}
public static T get_enum<T>(this IBlueRow r, string col_name, T err_value = default(T)) where T : struct {
return BlueDataUtility.get_row_enum_value<T>(r, col_name, err_value);
}
@@ -49,6 +241,17 @@ namespace BCG {
rv.Add(r.get<T>(col));
return rv;
}
public static IEnumerable<T> get_colvalues<T>(IEnumerable<IBlueRow> rows, string col, int start_index, int count) {
List<T> rv = new List<T>();
int i = 0;
int n_copied = 0;
foreach (IBlueRow r in rows)
if (i++ >= start_index && n_copied < count) {
rv.Add(r.get<T>(col));
n_copied++;
}
return rv;
}
public static IDictionary<T, IEnumerable<IBlueRow>> group_by<T>(IBlueRowCollection rows, string gp_col) {
Dictionary<T, List<IBlueRow>> rv = new Dictionary<T, List<IBlueRow>>();
@@ -112,13 +315,17 @@ namespace BCG {
}
}
public static IEnumerable<IBlueRow> to_ienum(this IBlueRowCollection rows) {
public static List<IBlueRow> to_list(this IBlueRowCollection rows) {
List<IBlueRow> rv = new List<IBlueRow>();
foreach (IBlueRow r in rows)
rv.Add(r);
return rv;
}
public static IEnumerable<IBlueRow> to_ienum(this IBlueRowCollection rows) {
return rows.to_list();
}
public static IDictionary<int, IBlueRow> to_map(this IBlueRowCollection rows) {
Dictionary<int, IBlueRow> rv = new Dictionary<int, IBlueRow>();
foreach (IBlueRow r in rows) {
@@ -135,6 +342,11 @@ namespace BCG {
return new BlueTableSchema(input_schema.tableName, cis.ToArray());
}
public static IBlueTableSchema add_column(this IBlueTableSchema input_schema, TypeCode type_arg, string col_name) {
Tuple<Type, string> tup = new Tuple<Type, string>(_typecode_to_type[type_arg], col_name);
return add_columns(input_schema, tup);
}
public static IBlueRowCollection to_collection(this IBlueRow r) {
if (r == null)
return null;
@@ -191,6 +403,18 @@ namespace BCG {
#region json
public static Dictionary<string, string> convert_json_to_dictionary(string json_string) {
Dictionary<string, string> dictionary = JsonConvert.DeserializeObject<Dictionary<string, string>>(json_string);
return dictionary;
}
public static IBlueRow convert_json_to_row(string json_string, int id = 0) {
Dictionary<string, object> dictionary = JsonConvert.DeserializeObject<Dictionary<string, object>>(json_string);
if (!dictionary.ContainsKey("id")) {
dictionary.Add("id", id);
}
return new BlueRow(dictionary);
}
public static List<JsonNode> json_to_json_node_list(string jsonString) {
var jsonNodeList = new List<JsonNode>();
bool noe = String.IsNullOrEmpty(jsonString);
@@ -209,7 +433,7 @@ namespace BCG {
foreach (JsonNode jsonNode in jsonArray) {
jsonNodeList.Add(jsonNode);
}
} catch (JsonException ex) {
} catch (System.Text.Json.JsonException ex) {
Console.WriteLine($"Invalid JSON: {ex.Message}");
}
@@ -486,7 +710,16 @@ namespace BCG {
ColumnInfo[] cis = new ColumnInfo[table.Columns.Count];
foreach (DataColumn col in table.Columns)
cis[col.Ordinal] = new ColumnInfo(col.ColumnName, col.Ordinal, col.DataType);
return new BlueTableSchema(cis, table.TableName);
IBlueTableSchema rv = new BlueTableSchema(cis, table.TableName);
rv = rv.add_id_col_if_missing();
return rv;
}
public static IBlueTableSchema add_id_col_if_missing(this IBlueTableSchema schema) {
IBlueTableSchema rv = schema;
if (!schema.columnNames.Contains("id")) {
rv = schema.add_columns(Tuple.Create(typeof(int), "id"));
}
return rv;
}
/// <summary>
@@ -744,10 +977,16 @@ namespace BCG {
}
public static IBlueRowCollection toIBlueRowCollection(DataTable dt) {
BlueTable retVal = new BlueTable(getSchema(dt));
foreach (DataRow dr in dt.Rows)
retVal.addRow(dr);
return retVal;
IBlueTableSchema schema = getSchema(dt);
BlueTable rv = new BlueTable(schema);
foreach (DataRow dr in dt.Rows) {
MutableBlueRow nr = new MutableBlueRow(schema);
foreach (DataColumn col in dr.Table.Columns)
nr.setValue(col.ColumnName, dr[col.ColumnName]);
nr.setValue("id", rv.Count);
rv.addRow(nr);
}
return rv;
}
public static IBlueRowCollection toIBlueRowCollection(DataRow[] rows) {
@@ -819,20 +1058,20 @@ namespace BCG {
/// </summary>
/// <param name="r1"></param>
/// <param name="r2"></param>
/// <param name="colNames"></param>
/// <param name="col_names"></param>
/// <returns></returns>
public static int compare_rows(IBlueRow r1,
IBlueRow r2,
params string[] colNames) {
int retVal = 0;
foreach (string colName in colNames) {
object val1 = r1[colName];
object val2 = r2[colName];
retVal = _compare_row_cols(val1, val2);
if (retVal != 0)
params string[] col_names) {
int comp_res = 0;
foreach (string cn in col_names) {
object val1 = r1[cn];
object val2 = r2[cn];
comp_res = _compare_row_cols(val1, val2);
if (comp_res != 0)
break;
}
return retVal;
return comp_res;
}
private static int _compare_row_cols(object v1, object v2) {
@@ -2113,6 +2352,32 @@ namespace BCG {
}
}
public static TimeSpan? get_timespan(this IBlueRow r, int col_no) =>
get_timespan(r[col_no]);
public static TimeSpan? get_timespan(this IBlueRow r, string col_name) =>
get_timespan(r[col_name]);
public static TimeSpan? get_timespan(object obj) {
if (obj is TimeSpan ts) {
return ts;
}
var str = obj as string ?? obj?.ToString();
if (str is null) {
return null;
}
if (TimeSpan.TryParse(str, out ts)) {
return ts;
}
if (str.StartsWith("PT")) {
try {
// Parse ISO 8601 duration
return System.Xml.XmlConvert.ToTimeSpan(str);
} catch {
}
}
return null;
}
#endregion
#region CSV methods
@@ -0,0 +1,56 @@
#nullable enable
namespace Bts.DataStreamCore;
using BCG;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
public class BlueRowCollection : IBlueRowCollection {
readonly ICollection source;
readonly Func<int, IBlueRow> findRow;
readonly Func<int, bool> containsKey;
public BlueRowCollection(ICollection source, IBlueTableSchema schema, Func<int, IBlueRow>? findRow = null, Func<int, bool>? containsKey = null) {
this.source = source;
this.schema = schema;
if (findRow is null || containsKey is null) {
if (source is IBlueRowCollection brc) {
findRow ??= id => brc[id];
containsKey ??= brc.containsID;
} else if (source is IDictionary dict) {
findRow ??= id => dict[id] as IBlueRow ?? throw new KeyNotFoundException();
containsKey ??= id => dict.Contains(id);
} else if (source is IDictionary<int, IBlueRow> genDict) {
findRow ??= id => genDict[id];
containsKey ??= genDict.ContainsKey;
} else if (source is IReadOnlyDictionary<int, IBlueRow> roGenDict) {
findRow ??= id => roGenDict[id];
containsKey = roGenDict.ContainsKey;
} else {
var cachedRows = new Lazy<Dictionary<int, IBlueRow>>(() =>
source.Cast<IBlueRow>().ToDictionary(r => r.Id()));
findRow ??= id => cachedRows.Value[id];
// Don't remove this lambda expression. Intellisense may suggest it, but that would
// instantiate 'cachedRows' immediately and defeat the purpose of using Lazy<T>.
containsKey ??= id => cachedRows.Value.ContainsKey(id);
}
}
this.findRow = findRow;
this.containsKey = containsKey;
}
public IBlueRow this[int id] => findRow(id);
public IBlueTableSchema schema { get; }
public int Count => source.Count;
public bool containsID(int id) =>
containsKey(id);
public IEnumerator GetEnumerator() =>
source.GetEnumerator();
}
@@ -0,0 +1,64 @@
#nullable enable
namespace Bts.DataStreamCore;
using BCG;
using bts.collections;
using bts.utils;
using System;
using System.Collections.Generic;
public class BlueRowColumnMask : IBlueRow {
readonly IBlueRow row;
readonly int[] hiddenColumns;
public BlueRowColumnMask(IBlueRow row, params int[] hiddenColumns) {
this.row = row;
this.hiddenColumns = hiddenColumns;
Array.Sort(hiddenColumns);
}
/// <summary>
/// Provides a way to explicitly skip sorting hiddenColumns. This is done at the callers risk,
/// as the index (int) operator performs a binary search on hiddenColumns.
/// </summary>
/// <param name="row">The underlying row whose columns to hide</param>
/// <param name="sortHiddenColumns">Whether or not to sort <paramref name="hiddenColumns"/> in
/// the constructor. They are sorted by default to ensure correct behavior in the index (int)
/// operator, which performs a binary search on this array.</param>
/// <param name="hiddenColumns">The columns (indices) to hide</param>
public BlueRowColumnMask(IBlueRow row, bool sortHiddenColumns, params int[] hiddenColumns) {
this.row = row;
this.hiddenColumns = hiddenColumns;
if (sortHiddenColumns) {
Array.Sort(hiddenColumns);
}
}
public object? this[string colName] {
get {
for (int i = 0; i < hiddenColumns.Length; i++) {
if (row.schema.columnInfo[i].colName == colName) {
throw new KeyNotFoundException();
}
}
return row[colName];
}
}
public object? this[int index] {
get {
if (index > row.schema.columnInfo.Length - hiddenColumns.Length) {
throw new IndexOutOfRangeException();
}
int pos = hiddenColumns.BinarySearch(index);
if (pos < 0) {
pos = ~pos;
}
return row[index + pos];
}
}
public IBlueTableSchema schema => row.schema;
}
@@ -7,7 +7,7 @@ namespace BCG
/// Used for enumerating an IEnumerable (ex ICollection). Furthermore, this is the
/// default Enueramtor used when enumerating asn IBlueRow
/// </summary>
public class BlueRowEnumerator : IEnumerator
public class BlueRowEnumerator : IDictionaryEnumerator
{
protected int myPos = -1;
protected int myRowSize = -1;
@@ -18,6 +18,11 @@ namespace BCG
myRow = row;
myRowSize = row.schema.columnNames.Length;
}
public DictionaryEntry Entry =>
new(myRow.schema.columnInfo[myPos].colName, myRow[myPos]);
public object Key => myRow.schema.columnInfo[myPos].colName;
public object Value => myRow[myPos];
#region IEnumerator members
public void Reset() {myPos = 0;}
@@ -0,0 +1,30 @@
#nullable enable
namespace BCG;
using System;
using System.Collections;
public class BlueRowKeyCollection : ICollection {
readonly ColumnInfo[] columns;
public BlueRowKeyCollection(ColumnInfo[] columns) =>
this.columns = columns;
public int Count => columns.Length;
public bool IsSynchronized => false;
public object SyncRoot => this;
public void CopyTo(Array array, int index) {
for (int i = 0; i < columns.Length; i++) {
array.SetValue(columns[i].colName, i + index);
}
}
public IEnumerator GetEnumerator() {
for (int i = 0; i < columns.Length; i++) {
yield return columns[i].colName;
}
}
}
@@ -0,0 +1,44 @@
#nullable enable
namespace Bts.DataStreamCore;
using BCG;
using System.Linq;
using System.Reflection;
public static class BlueRowReflectionFactory {
public static IBlueRow Create<T>(T row, string? tableName = null) =>
new BlueRowReflection<T>(row);
class BlueRowReflection<T> : IBlueRow {
public static readonly ColumnInfo[] ColumnInfos;
public static readonly PropertyInfo[] ColumnProps;
readonly T row;
readonly string? tableName;
static BlueRowReflection() {
var colTups = typeof(T).GetProperties(BindingFlags.Instance)
.Select(p => (Prop: p, Attr: p.GetCustomAttribute<BlueTableColumnAttribute>()))
.Where(p => p.Attr is not null)
.ToList();
ColumnInfos = new ColumnInfo[colTups.Count];
ColumnProps = new PropertyInfo[colTups.Count];
for (int i = 0; i < colTups.Count; i++) {
var (prop, attr) = colTups[i];
ColumnInfos[i] = new(attr?.Name ?? prop.Name, i, prop.PropertyType);
ColumnProps[i] = prop;
}
}
public BlueRowReflection(T row, string? tableName = null) {
this.row = row;
this.tableName = tableName;
}
public object? this[int index] => ColumnProps[index].GetValue(row);
public IBlueTableSchema schema =>
new BlueTableSchema(ColumnInfos, tableName ?? typeof(T).Name);
}
}
@@ -0,0 +1,311 @@
#nullable enable
namespace Bts.DataStreamCore;
using BCG;
using mbts.utils;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Diagnostics.CodeAnalysis;
using System.Linq;
public class BlueRowStore<T1, T2, T3, T4, T5, T6> : IBlueRow, IReadOnlyDictionary<string, object?> {
readonly string? name;
IBlueTableSchema? _schema;
public BlueRowStore() { }
public BlueRowStore(
int id,
(string Name, T1 Value) item1,
(string Name, T2 Value) item2,
(string Name, T3 Value) item3,
(string Name, T4 Value) item4,
(string Name, T5 Value) item5,
(string Name, T6 Value) item6
) {
Id = id;
Item1 = item1;
Item2 = item2;
Item3 = item3;
Item4 = item4;
Item5 = item5;
Item6 = item6;
}
public int Id { get; set; }
public (string Name, T1 Value) Item1 { get; set; }
public (string Name, T2 Value) Item2 { get; set; }
public (string Name, T3 Value) Item3 { get; set; }
public (string Name, T4 Value) Item4 { get; set; }
public (string Name, T5 Value) Item5 { get; set; }
public (string Name, T6 Value) Item6 { get; set; }
public int Count => 5;
public IReadOnlyList<string> Keys => new KeyList(this);
public IReadOnlyList<object?> Values => new ValueList(this);
public IBlueTableSchema schema =>
_schema ??= new BlueTableSchema(name, new ColumnInfo[]{
new("id", 0, typeof(int)),
new(Item1.Name, 1, typeof(T1)),
new(Item2.Name, 2, typeof(T2)),
new(Item3.Name, 3, typeof(T3)),
new(Item4.Name, 4, typeof(T4)),
new(Item5.Name, 5, typeof(T5)),
new(Item6.Name, 6, typeof(T6)),
});
ICollection IDictionary.Keys => new KeyList(this);
ICollection IDictionary.Values => new ValueList(this);
IEnumerable<string> IReadOnlyDictionary<string, object?>.Keys => Keys;
IEnumerable<object?> IReadOnlyDictionary<string, object?>.Values => Values;
bool ICollection.IsSynchronized => false;
object ICollection.SyncRoot => this;
public object? this[string colName] {
get {
if (colName == "id") {
return Id;
}
if (colName == Item1.Name) {
return Item1.Value;
}
if (colName == Item2.Name) {
return Item2.Value;
}
if (colName == Item3.Name) {
return Item3.Value;
}
if (colName == Item4.Name) {
return Item4.Value;
}
if (colName == Item5.Name) {
return Item5.Value;
}
if (colName == Item6.Name) {
return Item6.Value;
}
throw new KeyNotFoundException();
}
set {
if (colName == "id") {
Id = ExceptionAssert.Cast(value).To<int>();
}
if (colName == Item1.Name) {
Item1 = (Item1.Name, ExceptionAssert.Cast(value).To<T1>());
}
if (colName == Item2.Name) {
Item2 = (Item2.Name, ExceptionAssert.Cast(value).To<T2>());
}
if (colName == Item3.Name) {
Item3 = (Item3.Name, ExceptionAssert.Cast(value).To<T3>());
}
if (colName == Item4.Name) {
Item4 = (Item4.Name, ExceptionAssert.Cast(value).To<T4>());
}
if (colName == Item5.Name) {
Item5 = (Item5.Name, ExceptionAssert.Cast(value).To<T5>());
}
if (colName == Item6.Name) {
Item6 = (Item6.Name, ExceptionAssert.Cast(value).To<T6>());
}
throw new KeyNotFoundException();
}
}
public object? this[int index] => index switch {
0 => Id,
1 => Item1.Value,
2 => Item2.Value,
3 => Item3.Value,
4 => Item4.Value,
5 => Item5.Value,
6 => Item6.Value,
_ => throw new IndexOutOfRangeException()
};
object? IDictionary.this[object key] {
get => this[ExceptionAssert.Cast(key).To<string>()];
set => this[ExceptionAssert.Cast(key).To<string>()] = value;
}
public void CopyTo(Array array, int index) {
array.SetValue(Id, index++);
array.SetValue(Item1.Value, index++);
array.SetValue(Item2.Value, index++);
array.SetValue(Item3.Value, index++);
array.SetValue(Item4.Value, index++);
array.SetValue(Item5.Value, index++);
array.SetValue(Item6.Value, index++);
}
public bool Contains(object key) =>
key is string keystr && ContainsKey(keystr);
public bool ContainsKey(string key) =>
Keys.Contains(key);
public void SetId(int id) =>
Id = id;
public void SetValue1(T1 value) =>
Item1 = (Item1.Name, value);
public void SetValue1(string colName, T1 value) =>
Item1 = (colName, value);
public void SetValue2(T2 value) =>
Item2 = (Item2.Name, value);
public void SetValue2(string colName, T2 value) =>
Item2 = (colName, value);
public void SetValue3(T3 value) =>
Item3 = (Item3.Name, value);
public void SetValue3(string colName, T3 value) =>
Item3 = (colName, value);
public void SetValue4(T4 value) =>
Item4 = (Item4.Name, value);
public void SetValue4(string colName, T4 value) =>
Item4 = (colName, value);
public void SetValue5(T5 value) =>
Item5 = (Item5.Name, value);
public void SetValue5(string colName, T5 value) =>
Item5 = (colName, value);
public void SetValue6(T6 value) =>
Item6 = (Item6.Name, value);
public void SetValue6(string colName, T6 value) =>
Item6 = (colName, value);
public bool TryGetValue(string key, [MaybeNullWhen(false)] out object? value) {
if (!Keys.TryFindIndex(key, out int index)) {
value = null;
return false;
}
value = this[index];
return true;
}
void IDictionary.Add(object key, object? value) =>
throw new NotSupportedException();
void IDictionary.Clear() =>
throw new NotSupportedException();
void IDictionary.Remove(object key) =>
throw new NotSupportedException();
IDictionaryEnumerator IDictionary.GetEnumerator() =>
throw new NotImplementedException();
IEnumerator IEnumerable.GetEnumerator() =>
throw new NotImplementedException();
public IEnumerator<KeyValuePair<string, object?>> GetEnumerator() {
throw new NotImplementedException();
}
class KeyList : ICollection, IReadOnlyList<string> {
readonly BlueRowStore<T1, T2, T3, T4, T5, T6> store;
public KeyList(BlueRowStore<T1, T2, T3, T4, T5, T6> store) =>
this.store = store;
public int Count => 5;
bool ICollection.IsSynchronized => false;
object ICollection.SyncRoot => this;
public string this[int index] =>
index switch {
0 => "id",
1 => store.Item1.Name,
2 => store.Item2.Name,
3 => store.Item3.Name,
4 => store.Item4.Name,
5 => store.Item5.Name,
6 => store.Item6.Name,
_ => throw new IndexOutOfRangeException()
};
public void CopyTo(Array array, int index) {
array.SetValue(store.Id, index++);
array.SetValue(store.Item1.Value, index++);
array.SetValue(store.Item2.Value, index++);
array.SetValue(store.Item3.Value, index++);
array.SetValue(store.Item4.Value, index++);
array.SetValue(store.Item5.Value, index++);
array.SetValue(store.Item6.Value, index++);
}
public IEnumerator<string> GetEnumerator() {
yield return "id";
yield return store.Item1.Name;
yield return store.Item2.Name;
yield return store.Item3.Name;
yield return store.Item4.Name;
yield return store.Item5.Name;
yield return store.Item6.Name;
}
IEnumerator IEnumerable.GetEnumerator() =>
GetEnumerator();
}
class ValueList : ICollection, IReadOnlyList<object?> {
readonly BlueRowStore<T1, T2, T3, T4, T5, T6> store;
public ValueList(BlueRowStore<T1, T2, T3, T4, T5, T6> store) =>
this.store = store;
public object? this[int index] =>
index switch {
0 => store.Id,
1 => store.Item1.Value,
2 => store.Item2.Value,
3 => store.Item3.Value,
4 => store.Item4.Value,
5 => store.Item5.Value,
6 => store.Item6.Value,
_ => throw new IndexOutOfRangeException()
};
public int Count => 5;
public bool IsSynchronized => false;
public object SyncRoot => this;
public void CopyTo(Array array, int index) {
array.SetValue(store.Id, index++);
array.SetValue(store.Item1.Value, index++);
array.SetValue(store.Item2.Value, index++);
array.SetValue(store.Item3.Value, index++);
array.SetValue(store.Item4.Value, index++);
array.SetValue(store.Item5.Value, index++);
array.SetValue(store.Item6.Value, index++);
}
public IEnumerator<object?> GetEnumerator() {
yield return store.Id;
yield return store.Item1.Value;
yield return store.Item2.Value;
yield return store.Item3.Value;
yield return store.Item4.Value;
yield return store.Item5.Value;
yield return store.Item6.Value;
}
IEnumerator IEnumerable.GetEnumerator() =>
GetEnumerator();
}
}
@@ -0,0 +1,32 @@
#nullable enable
namespace BCG;
using System;
using System.Collections;
public class BlueRowValueCollection : ICollection {
readonly IBlueRow row;
public BlueRowValueCollection(IBlueRow row) =>
this.row = row;
public int Count => row.schema.columnInfo.Length;
public bool IsSynchronized => false;
public object SyncRoot => this;
public void CopyTo(Array array, int index) {
var length = row.schema.columnInfo.Length;
for (int i = 0; i < length; i++) {
array.SetValue(row[i], i + index);
}
}
public IEnumerator GetEnumerator() {
var length = row.schema.columnInfo.Length;
for (int i = 0; i < length; i++) {
yield return row[i];
}
}
}
@@ -0,0 +1,17 @@
#nullable enable
namespace Bts.DataStreamCore;
using System;
[AttributeUsage(AttributeTargets.Property)]
public class BlueTableColumnAttribute : Attribute {
readonly int index;
public BlueTableColumnAttribute(string? name = null, int index = -1) {
Name = name;
this.index = index;
}
public string? Name { get; }
public int? Index => index >= 0 ? index : null;
}
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