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No files matched your search
Vendored
+61
-4
@@ -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"
|
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},
|
||||
@@ -105,6 +122,18 @@
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "(gdb) Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
|
||||
"args": ["run"],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
|
||||
"environment": [],
|
||||
"externalConsole": false,
|
||||
"MIMode": "gdb",
|
||||
},
|
||||
{
|
||||
"name": "DataStreamQueryAnalyzer",
|
||||
"type": "coreclr",
|
||||
@@ -253,6 +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": [
|
||||
{
|
||||
|
||||
+67
-74
@@ -33,92 +33,85 @@ else()
|
||||
set(BUILD_ADMIN_WEB_APP ON CACHE BOOL "Build the Admin WebApp")
|
||||
endif()
|
||||
|
||||
include_directories(BEFORE SYSTEM ${EXTERNALS_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
|
||||
link_directories(${EXTERNALS_LIB})
|
||||
|
||||
add_compile_definitions(SHARED_MEMORY_PREFIX="${SHARED_MEMORY_PREFIX}")
|
||||
if(DEFINED APP_DATA_DIR)
|
||||
add_compile_definitions(APP_DATA_DIR="${APP_DATA_DIR}")
|
||||
endif()
|
||||
add_compile_definitions(EXPORT_MD_CONSUMER="${EXPORT_MD_CONSUMER}")
|
||||
if(WIN32)
|
||||
# subdirs
|
||||
add_subdirectory(src/lib_spark)
|
||||
else()
|
||||
if(BUILD_SPARKD)
|
||||
# Note: All macros that begin w/ 'CCAPI' are ccapi's macros (defined and/or
|
||||
# read by their code). We override some below.
|
||||
add_compile_definitions(SPARK_ENABLE_CCAPI)
|
||||
|
||||
# This allows us to override hardcoded exchange-urls with ones read from
|
||||
# config (i.e., resolved at runtime rather than compile-time)
|
||||
add_compile_definitions(CCAPI_EXPOSE_INTERNAL)
|
||||
if(BUILD_SPARKD)
|
||||
# Note: All macros that begin w/ 'CCAPI' are ccapi's macros (defined and/or
|
||||
# read by their code). We override some below.
|
||||
add_compile_definitions(SPARK_ENABLE_CCAPI)
|
||||
|
||||
# Enable ccapi services
|
||||
add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
|
||||
add_compile_definitions(CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT)
|
||||
# Enable ccapi exchanges
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_COIN_FUTURES)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_US)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_USDS_FUTURES)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_COINBASE)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_DERIBIT)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_OKX)
|
||||
# This allows us to override hardcoded exchange-urls with ones read from
|
||||
# config (i.e., resolved at runtime rather than compile-time)
|
||||
add_compile_definitions(CCAPI_EXPOSE_INTERNAL)
|
||||
|
||||
set(CCAPI_LOG_LEVEL
|
||||
"Warn"
|
||||
CACHE STRING "<Fatal|Error|Warn|Info|Debug|Trace> Log level for ccapi")
|
||||
string(TOUPPER "${CCAPI_LOG_LEVEL}" _ccapi_log_level_upper)
|
||||
add_compile_definitions("CCAPI_ENABLE_LOG_${_ccapi_log_level_upper}")
|
||||
# Enable ccapi services
|
||||
add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
|
||||
add_compile_definitions(CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT)
|
||||
# Enable ccapi exchanges
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_COIN_FUTURES)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_US)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_USDS_FUTURES)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_COINBASE)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_DERIBIT)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_OKX)
|
||||
|
||||
# ** Binance **
|
||||
add_compile_definitions(CCAPI_BINANCE_URL_REST_BASE="https://api.binance.com")
|
||||
add_compile_definitions(BINANCE_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
|
||||
add_compile_definitions(BINANCE_PRICE_STATS_PATH="/api/v3/ticker/24hr")
|
||||
set(CCAPI_LOG_LEVEL
|
||||
"Warn"
|
||||
CACHE STRING "<Fatal|Error|Warn|Info|Debug|Trace> Log level for ccapi")
|
||||
string(TOUPPER "${CCAPI_LOG_LEVEL}" _ccapi_log_level_upper)
|
||||
add_compile_definitions("CCAPI_ENABLE_LOG_${_ccapi_log_level_upper}")
|
||||
|
||||
# ** Binance US **
|
||||
add_compile_definitions(BINANCE_US_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
|
||||
add_compile_definitions(BINANCE_US_PRICE_STATS_PATH="/api/v3/ticker/24hr")
|
||||
# ** Binance **
|
||||
add_compile_definitions(CCAPI_BINANCE_URL_REST_BASE="https://api.binance.com")
|
||||
add_compile_definitions(BINANCE_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
|
||||
add_compile_definitions(BINANCE_PRICE_STATS_PATH="/api/v3/ticker/24hr")
|
||||
|
||||
# ** Binance USDS Futures **
|
||||
add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://dapi.binance.com")
|
||||
add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
|
||||
add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
|
||||
# ** Binance US **
|
||||
add_compile_definitions(BINANCE_US_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
|
||||
add_compile_definitions(BINANCE_US_PRICE_STATS_PATH="/api/v3/ticker/24hr")
|
||||
|
||||
# ** Deribit **
|
||||
add_compile_definitions(DERIBIT_INSTRUMENT_PATH="/api/v2/public/get_instrument")
|
||||
add_compile_definitions(DERIBIT_INSTRUMENTS_PATH="/api/v2/public/get_instruments")
|
||||
add_compile_definitions(DERIBIT_COMBOS_PATH="/api/v2/public/get_combos")
|
||||
add_compile_definitions(DERIBIT_TICKER_PATH="/api/v2/public/ticker")
|
||||
add_compile_definitions(DERIBIT_CURRENCIES_METHOD="public/get_currencies")
|
||||
add_compile_definitions(DERIBIT_INSTRUMENT_METHOD="public/get_instrument")
|
||||
add_compile_definitions(DERIBIT_INSTRUMENTS_METHOD="public/get_instruments")
|
||||
add_compile_definitions(DERIBIT_COMBO_DETAILS_METHOD="public/get_combo_details")
|
||||
add_compile_definitions(DERIBIT_COMBOS_METHOD="public/get_combos")
|
||||
# ** Binance USDS Futures **
|
||||
add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://dapi.binance.com")
|
||||
add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
|
||||
add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
|
||||
|
||||
# ** Okx **
|
||||
add_compile_definitions(OKX_INSTRUMENTS_PATH="/api/v5/public/instruments")
|
||||
add_compile_definitions(OKX_UNDERLYING_PATH="/api/v5/public/underlying")
|
||||
endif()
|
||||
# ** Deribit **
|
||||
add_compile_definitions(DERIBIT_INSTRUMENT_PATH="/api/v2/public/get_instrument")
|
||||
add_compile_definitions(DERIBIT_INSTRUMENTS_PATH="/api/v2/public/get_instruments")
|
||||
add_compile_definitions(DERIBIT_COMBOS_PATH="/api/v2/public/get_combos")
|
||||
add_compile_definitions(DERIBIT_TICKER_PATH="/api/v2/public/ticker")
|
||||
add_compile_definitions(DERIBIT_CURRENCIES_METHOD="public/get_currencies")
|
||||
add_compile_definitions(DERIBIT_INSTRUMENT_METHOD="public/get_instrument")
|
||||
add_compile_definitions(DERIBIT_INSTRUMENTS_METHOD="public/get_instruments")
|
||||
add_compile_definitions(DERIBIT_COMBO_DETAILS_METHOD="public/get_combo_details")
|
||||
add_compile_definitions(DERIBIT_COMBOS_METHOD="public/get_combos")
|
||||
|
||||
# subdirs
|
||||
if (BUILD_SPARKD)
|
||||
add_subdirectory(src/lib_system)
|
||||
add_subdirectory(src/lib_http)
|
||||
add_subdirectory(src/lib_domain)
|
||||
add_subdirectory(src/lib_python_md)
|
||||
add_subdirectory(src/app_sparkd)
|
||||
add_subdirectory(src/data_files)
|
||||
endif()
|
||||
add_subdirectory(src/lib_spark)
|
||||
if (BUILD_ADMIN_WEB_APP)
|
||||
add_subdirectory(src/Spark.Admin.WebApp)
|
||||
endif()
|
||||
if(BUILD_DOCS)
|
||||
add_subdirectory(doc/user)
|
||||
endif()
|
||||
if(BUILD_SDK)
|
||||
add_subdirectory(src/sdk)
|
||||
endif()
|
||||
# ** Okx **
|
||||
add_compile_definitions(OKX_INSTRUMENTS_PATH="/api/v5/public/instruments")
|
||||
add_compile_definitions(OKX_UNDERLYING_PATH="/api/v5/public/underlying")
|
||||
endif()
|
||||
|
||||
# subdirs
|
||||
add_subdirectory(src/lib_system)
|
||||
add_subdirectory(src/lib_domain)
|
||||
add_subdirectory(src/lib_http)
|
||||
if (BUILD_SPARKD)
|
||||
add_subdirectory(src/lib_python_md)
|
||||
add_subdirectory(src/app_sparkd)
|
||||
add_subdirectory(src/data_files)
|
||||
endif()
|
||||
add_subdirectory(src/lib_spark)
|
||||
if (BUILD_ADMIN_WEB_APP)
|
||||
add_subdirectory(src/Spark.Admin.WebApp)
|
||||
endif()
|
||||
if(BUILD_DOCS)
|
||||
add_subdirectory(doc/user)
|
||||
endif()
|
||||
if(BUILD_SDK)
|
||||
add_subdirectory(src/sdk)
|
||||
endif()
|
||||
+5
-6
@@ -28,7 +28,7 @@
|
||||
"CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/OPT:REF /OPT:ICF /LTCG",
|
||||
"CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
|
||||
"EXTERNALS_ROOT": "${sourceDir}/externals/windows",
|
||||
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf",
|
||||
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
|
||||
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0;${sourceDir}/build/$<CONFIG>/bin/net7.0-windows",
|
||||
"EXPORT_MD_CONSUMER": {
|
||||
"type": "BOOL",
|
||||
@@ -168,8 +168,8 @@
|
||||
"type": "BOOL",
|
||||
"value": "ON"
|
||||
},
|
||||
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf",
|
||||
"DOTNET_BINARY_DIR": "${sourceDir}/build/Spark.Api.Server/$<CONFIG>/bin/net7.0",
|
||||
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
|
||||
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
|
||||
"EXPORT_MD_CONSUMER": {
|
||||
"type": "BOOL",
|
||||
"value": "ON"
|
||||
@@ -207,7 +207,7 @@
|
||||
"description": "Data Stream utils ported over from Edge",
|
||||
"binaryDir": "${sourceDir}/build/${presetName}",
|
||||
"cacheVariables": {
|
||||
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf",
|
||||
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf;spark/config/profiles/data_stream/*.conf",
|
||||
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0;${sourceDir}/build/$<CONFIG>/bin/net7.0-windows"
|
||||
}
|
||||
},
|
||||
@@ -240,8 +240,7 @@
|
||||
"CMAKE_CXX_COMPILER": "clang++",
|
||||
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
|
||||
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
|
||||
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf",
|
||||
"CONFIG_PROFILES": "default;data_stream",
|
||||
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf;spark/config/profiles/data_stream/*.conf",
|
||||
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0;${sourceDir}/build/$<CONFIG>/bin/net8.0",
|
||||
"EXPORT_MD_CONSUMER": {
|
||||
"type": "BOOL",
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -33,7 +33,7 @@ function(protobuf_generate_cpp_config)
|
||||
|
||||
# Generate static defaults. Ideally, this would be a single string, but we use an array because
|
||||
# the compiler complains if the string is longer than 65k.
|
||||
set(_cfg_defaults_str "const char * config_static_defaults[] = { ")
|
||||
set(_cfg_defaults_str "inline const char * config_static_defaults[] = { ")
|
||||
|
||||
foreach(_cfg_file_path ${_ARGS_PROTO_DEFAULTS})
|
||||
file(READ ${_cfg_file_path} _cfg_file_content)
|
||||
|
||||
+6
-8
@@ -20,16 +20,14 @@ endfunction()
|
||||
|
||||
function(sym_link_file)
|
||||
set(_options)
|
||||
set(_one_value_args TARGET_NAME SOURCE DEST INSTALL_DEST)
|
||||
set(_one_value_args SOURCE DEST INSTALL_DEST)
|
||||
set(_multi_value_args)
|
||||
cmake_parse_arguments(_ARGS "${_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(
|
||||
|
||||
+20
-16
@@ -1,15 +1,24 @@
|
||||
services:
|
||||
sparkd:
|
||||
build:
|
||||
dockerfile: src/server/sparkd/Dockerfile
|
||||
dockerfile: src/app_sparkd/Dockerfile
|
||||
args:
|
||||
- SOURCE_DIR=install/sparkd-release-gcc
|
||||
- CONF_FILE=src/app_sparkd/spark.conf
|
||||
command: [ "./sparkd", "run" ]
|
||||
ports: [ "8000:8000", "8001:8001", "8002:8002" ]
|
||||
ports:
|
||||
- 8000:8000
|
||||
- 8001:8001
|
||||
- 8002:8002
|
||||
|
||||
pubsub:
|
||||
environment:
|
||||
- DOTNET_ENVIRONMENT=Staging
|
||||
build:
|
||||
dockerfile: src/DataStreamSuite/PubSubServer/Dockerfile
|
||||
args:
|
||||
- SOURCE_DIR=build/Release/bin/net7.0/linux-x64/publish
|
||||
- CONF_FILE=src/DataStreamSuite/PubSubServer/spark.conf
|
||||
ports:
|
||||
- 22019:22019
|
||||
command: [ "./PubSubServer" ]
|
||||
@@ -17,20 +26,13 @@ services:
|
||||
md-publisher:
|
||||
build:
|
||||
dockerfile: src/DataStreamSuite/DataStreamPublisher/Dockerfile
|
||||
args:
|
||||
- SOURCE_DIR=build/Release/bin/net7.0/linux-x64/publish
|
||||
- CONF_FILE=src/DataStreamSuite/DataStreamPublisher/spark.conf
|
||||
depends_on:
|
||||
- pubsub
|
||||
- sparkd
|
||||
command:
|
||||
[
|
||||
"dockerize",
|
||||
"-wait",
|
||||
"tcp://pubsub:22019",
|
||||
"-wait",
|
||||
"tcp://sparkd:8000",
|
||||
"-timeout",
|
||||
"10s",
|
||||
"./DataStreamPublisher"
|
||||
]
|
||||
command: [ "dockerize", "-wait", "tcp://pubsub:22019", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./DataStreamPublisher" ]
|
||||
environment:
|
||||
- DOTNET_ENVIRONMENT=MarketData
|
||||
|
||||
@@ -40,13 +42,15 @@ services:
|
||||
- 8443:8443
|
||||
build:
|
||||
dockerfile: src/DataStreamSuite/Bts.DataStreamWebApp.Server/Dockerfile
|
||||
args:
|
||||
- SOURCE_DIR=build/Release/bin/net7.0/linux-x64/publish
|
||||
- WEB_ROOT=build/Bts.DataStreamWebApp.Client/production/dist
|
||||
- CONF_FILE=src/DataStreamSuite/Bts.DataStreamWebApp.Server/spark.conf
|
||||
command: [ "./Bts.DataStreamWebApp.Server" ]
|
||||
environment:
|
||||
- ASPNETCORE_ENVIRONMENT=Staging
|
||||
|
||||
api-server:
|
||||
profiles:
|
||||
- api-server
|
||||
depends_on:
|
||||
- sparkd
|
||||
ports:
|
||||
@@ -54,7 +58,7 @@ 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
|
||||
|
||||
|
||||
@@ -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",
|
||||
}
|
||||
}
|
||||
];
|
||||
+1303
-1955
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"
|
||||
}
|
||||
}
|
||||
@@ -1,5 +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';
|
||||
|
||||
@@ -1,11 +1,13 @@
|
||||
FROM bluetradingsystems/linux_dotnet7
|
||||
|
||||
ARG SOURCE_DIR="build/Release/bin/net7.0/linux-x64/publish"
|
||||
ARG CS_SOURCE_DIR="build/Release/bin/net7.0/linux-x64/publish"
|
||||
ARG CPP_SOURCE_DIR="install/data-stream-suite-linux"
|
||||
ARG WEB_ROOT="build/Bts.DataStreamWebApp.Client/production/dist"
|
||||
ARG CONF_FILE="src/DataStreamSuite/Bts.DataStreamWebApp.Server/spark.conf"
|
||||
|
||||
RUN dotnet dev-certs https --trust
|
||||
COPY --chown=bts:bts "${SOURCE_DIR}" "bin"
|
||||
COPY --chown=bts:bts "${CPP_SOURCE_DIR}/lib" "bin"
|
||||
COPY --chown=bts:bts "${CS_SOURCE_DIR}" "bin"
|
||||
COPY --chown=bts:bts "${WEB_ROOT}" "bin/wwwroot"
|
||||
COPY --chown=bts:bts "${CONF_FILE}" ".local/share/bts/Bts.DataStreamWebApp.Server/conf/spark.conf"
|
||||
WORKDIR "/home/bts/bin"
|
||||
@@ -1,14 +1,4 @@
|
||||
{
|
||||
"Kestrel": {
|
||||
"Endpoints": {
|
||||
"Http": {
|
||||
"Url": "http://localhost:8080"
|
||||
},
|
||||
"Https": {
|
||||
"Url": "https://localhost:8443"
|
||||
}
|
||||
}
|
||||
},
|
||||
"PubSub": {
|
||||
"Routing": {
|
||||
"PublisherRoutes": [
|
||||
|
||||
@@ -30,5 +30,15 @@
|
||||
"benzinga_news"
|
||||
]
|
||||
}
|
||||
]
|
||||
],
|
||||
"Spark": {
|
||||
"ConfigServer": "http://sparkd:8000/config"
|
||||
},
|
||||
"SparkApi": {
|
||||
"IsEnabled": true,
|
||||
"Credentials": {
|
||||
"User": "bts",
|
||||
"Password": ""
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -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>
|
||||
@@ -11,6 +11,9 @@ 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) where T : IBlueRow =>
|
||||
source as ViewStream ?? new ObservableViewStream(source.Select(dp => new DataPacket(dp.newRows, dp.addedRows, dp.deletedRows)));
|
||||
|
||||
public static IObservable<DataPacket> AsObservable(this ViewStream source) {
|
||||
return source as IObservable<DataPacket> ?? Observable.Create<DataPacket>(Subscribe);
|
||||
|
||||
|
||||
@@ -0,0 +1,32 @@
|
||||
namespace bts.SilverPine {
|
||||
using System;
|
||||
using BCG;
|
||||
using System.Collections.Generic;
|
||||
using Bts.DataStreamExpressions;
|
||||
|
||||
// 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) {
|
||||
Log.Gen.info($"DSLStream.cons dsl: {dsl}");
|
||||
_dsl = dsl;
|
||||
ViewStream rs = build_stream(dsl);
|
||||
rs = rs ?? new LiteralStream("error", $"msg:invalid dsl \"{dsl}\"");
|
||||
mySetRealSource(rs);
|
||||
}
|
||||
|
||||
static ViewStream? build_stream(string stream_expression) {
|
||||
try {
|
||||
var exp = DataStreamExpressionsInterpreter.Evaluate(stream_expression);
|
||||
var rv = exp.getView(new Dictionary<string, StatementExpression>(0));
|
||||
return rv;
|
||||
|
||||
} catch (Exception ex) {
|
||||
Log.Gen.error($"Could not build stream: {stream_expression} ex: {ex}");
|
||||
return null;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -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;
|
||||
}
|
||||
}
|
||||
}
|
||||
+42
-14
@@ -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;
|
||||
}
|
||||
|
||||
|
||||
+21
-32
@@ -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 +1,230 @@
|
||||
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);
|
||||
|
||||
+33
-24
@@ -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) {
|
||||
|
||||
@@ -15,10 +15,74 @@ using mbts;
|
||||
using BCG.Extensions;
|
||||
using System.Text.Json;
|
||||
using System.Text.Json.Nodes;
|
||||
using Newtonsoft.Json;
|
||||
using BCG;
|
||||
using System.Runtime.CompilerServices;
|
||||
|
||||
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);
|
||||
}
|
||||
@@ -49,6 +113,17 @@ 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 +187,17 @@ 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 +214,11 @@ 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 +275,18 @@ 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 +305,7 @@ 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 +582,16 @@ 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 +849,16 @@ 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 +930,20 @@ 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) {
|
||||
|
||||
@@ -96,3 +96,107 @@ public class BlueTableImmutable : IBlueRowCollection, IImmutableRowCollection {
|
||||
new(schema, table.ToImmutable());
|
||||
}
|
||||
}
|
||||
|
||||
public class BlueTableImmutable<T> : IBlueRowCollection<T> where T : IBlueRow {
|
||||
readonly ImmutableDictionary<int, T> rows;
|
||||
|
||||
public BlueTableImmutable(IBlueTableSchema schema)
|
||||
: this(schema, ImmutableDictionary<int, T>.Empty) { }
|
||||
|
||||
public BlueTableImmutable(IBlueTableSchema schema, ImmutableDictionary<int, T> rows) {
|
||||
this.schema = schema;
|
||||
this.rows = rows;
|
||||
}
|
||||
|
||||
public int Count => rows.Count;
|
||||
public bool IsSynchronized => false;
|
||||
public IBlueTableSchema schema { get; }
|
||||
public object SyncRoot => this;
|
||||
|
||||
public T this[int id] => rows[id];
|
||||
|
||||
public bool containsID(int id) =>
|
||||
rows.ContainsKey(id);
|
||||
|
||||
public void CopyTo(Array array, int index) {
|
||||
foreach (var r in rows.Values) {
|
||||
array.SetValue(r, index++);
|
||||
}
|
||||
}
|
||||
|
||||
public IEnumerator<T> GetEnumerator() =>
|
||||
rows.Values.GetEnumerator();
|
||||
|
||||
IEnumerator IEnumerable.GetEnumerator() =>
|
||||
GetEnumerator();
|
||||
|
||||
public DataPacketBuilder ToDataPacketBuilder() =>
|
||||
new(this);
|
||||
|
||||
public class DataPacketBuilder {
|
||||
readonly IBlueTableSchema schema;
|
||||
readonly ImmutableDictionary<int, T>.Builder table;
|
||||
readonly ImmutableDictionary<int, T>.Builder added =
|
||||
ImmutableDictionary<int, T>.Empty.ToBuilder();
|
||||
readonly ImmutableDictionary<int, T>.Builder removed =
|
||||
ImmutableDictionary<int, T>.Empty.ToBuilder();
|
||||
|
||||
public DataPacketBuilder(BlueTableImmutable<T> table) {
|
||||
schema = table.schema;
|
||||
this.table = table.rows.ToBuilder();
|
||||
}
|
||||
|
||||
public void AddOrUpdate(T row, IEqualityComparer<IBlueRow>? comparer = null) {
|
||||
var id = row.Id();
|
||||
if (table.TryGetValue(id, out var orig)) {
|
||||
if (comparer?.Equals(row, orig) ?? false) {
|
||||
// No op: This row was already in the table (according to 'comparer').
|
||||
// Remove it from 'added' and 'removed'.
|
||||
added.Remove(id);
|
||||
removed.Remove(id);
|
||||
return;
|
||||
}
|
||||
// Change op: A row with this id was already in the table,
|
||||
// but its values have changed (according to 'comparer').
|
||||
removed[id] = orig;
|
||||
}
|
||||
added[id] = row;
|
||||
}
|
||||
|
||||
public void Remove(int id) {
|
||||
added.Remove(id);
|
||||
if (table.TryGetValue(id, out var orig)) {
|
||||
removed[id] = orig;
|
||||
}
|
||||
}
|
||||
|
||||
public DataPacket ToDataPacket(bool reset = true) {
|
||||
table.RemoveRange(removed.Keys);
|
||||
table.AddRange(added);
|
||||
var newRows = new BlueTableImmutable<T>(schema, table.ToImmutable());
|
||||
var addedRows = new BlueTableImmutable<T>(schema, added.ToImmutable());
|
||||
var removedRows = new BlueTableImmutable<T>(schema, removed.ToImmutable());
|
||||
if (reset) {
|
||||
added.Clear();
|
||||
removed.Clear();
|
||||
}
|
||||
return new(newRows, addedRows, removedRows);
|
||||
}
|
||||
|
||||
public IDataPacket<T> ToDataPacketT(bool reset = true) {
|
||||
table.RemoveRange(removed.Keys);
|
||||
table.AddRange(added);
|
||||
var newRows = new BlueTableImmutable<T>(schema, table.ToImmutable());
|
||||
var addedRows = new BlueTableImmutable<T>(schema, added.ToImmutable());
|
||||
var removedRows = new BlueTableImmutable<T>(schema, removed.ToImmutable());
|
||||
if (reset) {
|
||||
added.Clear();
|
||||
removed.Clear();
|
||||
}
|
||||
return new DataPacket<T>(newRows, addedRows, removedRows);
|
||||
}
|
||||
|
||||
public BlueTableImmutable<T> ToImmutable() =>
|
||||
new(schema, table.ToImmutable());
|
||||
}
|
||||
}
|
||||
@@ -24,7 +24,16 @@ namespace BCG
|
||||
/// </summary>
|
||||
object? this[int index] {get;}
|
||||
object? this[string colName] {get;}
|
||||
bool IDictionary.IsFixedSize => true;
|
||||
bool IDictionary.IsReadOnly => true;
|
||||
object ICollection.SyncRoot => this;
|
||||
bool ICollection.IsSynchronized => false;
|
||||
}
|
||||
|
||||
// public interface IBlueRow<T> : IBlueRow where T : IBlueRow {
|
||||
// T Value => (T)this;
|
||||
// }
|
||||
|
||||
namespace Extensions
|
||||
{
|
||||
public static class IBlueRowExtensions
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
using System;
|
||||
using System.Collections;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace BCG
|
||||
{
|
||||
@@ -16,4 +17,10 @@ namespace BCG
|
||||
IBlueTableSchema schema {get;}
|
||||
bool containsID (int id);
|
||||
}
|
||||
|
||||
public interface IBlueRowCollection<T> : IBlueRowCollection, IReadOnlyCollection<T> where T : IBlueRow {
|
||||
new T this[int id] { get; }
|
||||
|
||||
IBlueRow IBlueRowCollection.this[int id] => this[id];
|
||||
}
|
||||
}
|
||||
@@ -314,6 +314,18 @@ namespace BCG
|
||||
}
|
||||
}
|
||||
|
||||
public class DataPacket<T> : IDataPacket<T> where T : IBlueRow {
|
||||
public DataPacket(IBlueRowCollection<T> newRows, IBlueRowCollection<T> addedRows, IBlueRowCollection<T> deletedRows) {
|
||||
this.newRows = newRows;
|
||||
this.addedRows = addedRows;
|
||||
this.deletedRows = deletedRows;
|
||||
}
|
||||
|
||||
public IBlueRowCollection<T> newRows { get; }
|
||||
public IBlueRowCollection<T> addedRows { get; }
|
||||
public IBlueRowCollection<T> deletedRows { get; }
|
||||
}
|
||||
|
||||
public static class DataPacketExtensions {
|
||||
public static bool HasChanges(this DataPacket dataPacket) =>
|
||||
dataPacket.addedRows.Count > 0 || dataPacket.deletedRows.Count > 0;
|
||||
|
||||
@@ -53,16 +53,15 @@ namespace BCG
|
||||
|
||||
public event Action<Exception> ErrorChanged;
|
||||
|
||||
public delegate void ChangeDelegate(object newValue);
|
||||
public event ChangeDelegate onChange
|
||||
public event DataStreamChangeDelegate onChange
|
||||
{
|
||||
add
|
||||
{
|
||||
ChangeDelegate currValue = value;
|
||||
DataStreamChangeDelegate currValue = value;
|
||||
if (myTestMode)
|
||||
{
|
||||
ChangeDelegateWrapper w = new ChangeDelegateWrapper (value);
|
||||
currValue = new ChangeDelegate (w.wrapperFunction);
|
||||
currValue = new DataStreamChangeDelegate (w.wrapperFunction);
|
||||
myDelMap.Add (value, currValue);
|
||||
}
|
||||
if (myRealSource != null)
|
||||
@@ -70,7 +69,7 @@ namespace BCG
|
||||
else
|
||||
{
|
||||
myOnChangeDelegate =
|
||||
(ChangeDelegate) Delegate.Combine (myOnChangeDelegate,currValue);
|
||||
(DataStreamChangeDelegate) Delegate.Combine (myOnChangeDelegate,currValue);
|
||||
|
||||
|
||||
if (myOnChangeDelegate.GetInvocationList().Length == 1) // first subscriber
|
||||
@@ -95,11 +94,11 @@ namespace BCG
|
||||
}
|
||||
remove
|
||||
{
|
||||
ChangeDelegate currValue = value;
|
||||
var currValue = value;
|
||||
// BlueTrace.WriteViewStreamUnsubscribe(this.ID);
|
||||
if (myTestMode)
|
||||
{
|
||||
currValue = myDelMap[value] as ChangeDelegate;
|
||||
currValue = myDelMap[value] as DataStreamChangeDelegate;
|
||||
myDelMap.Remove (value);
|
||||
}
|
||||
if (myRealSource != null)
|
||||
@@ -107,7 +106,7 @@ namespace BCG
|
||||
else
|
||||
{
|
||||
myOnChangeDelegate =
|
||||
(ChangeDelegate) Delegate.Remove (myOnChangeDelegate,currValue);
|
||||
(DataStreamChangeDelegate) Delegate.Remove (myOnChangeDelegate,currValue);
|
||||
|
||||
// this is need to avoid a callback in a reentrant add.
|
||||
if (myPendingAdds.Count > 0)
|
||||
@@ -175,7 +174,7 @@ namespace BCG
|
||||
|
||||
// this was made internal for testing purposes only.
|
||||
// don't mess with it.
|
||||
internal ChangeDelegate myOnChangeDelegate;
|
||||
internal DataStreamChangeDelegate myOnChangeDelegate;
|
||||
protected object myLastValue;
|
||||
protected DataStream myRealSource;
|
||||
private Stack myPendingAdds;
|
||||
@@ -184,9 +183,9 @@ namespace BCG
|
||||
internal class ChangeDelegateWrapper
|
||||
{
|
||||
readonly Stopwatch timer = new();
|
||||
private DataStream.ChangeDelegate myDel;
|
||||
private DataStreamChangeDelegate myDel;
|
||||
|
||||
internal ChangeDelegateWrapper (DataStream.ChangeDelegate del) {myDel = del;}
|
||||
internal ChangeDelegateWrapper (DataStreamChangeDelegate del) {myDel = del;}
|
||||
|
||||
internal void wrapperFunction (object o)
|
||||
{
|
||||
|
||||
@@ -0,0 +1,4 @@
|
||||
namespace BCG;
|
||||
|
||||
public delegate void DataStreamChangeDelegate(object newValue);
|
||||
public delegate void DataStreamChangeDelegate<T>(IDataPacket<T> dp) where T : IBlueRow;
|
||||
@@ -9,6 +9,9 @@
|
||||
<ItemGroup>
|
||||
<PackageReference Include="Google.Protobuf" Version="3.24.3" />
|
||||
<PackageReference Include="Microsoft.Extensions.Hosting" Version="7.0.1" />
|
||||
<PackageReference Include="Newtonsoft.Json" Version="13.0.3" />
|
||||
<PackageReference Include="OpenAI" Version="2.0.0" />
|
||||
<PackageReference Include="SimMetrics.Net" Version="1.0.5" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
@@ -17,8 +20,8 @@
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<Proto Include="../../lib/config/protos/data_stream_config.proto" CSName="DataStreamConfig">
|
||||
<OutDir>$(ProtoOutputPath)/lib/config/protos</OutDir>
|
||||
<Proto Include="../../lib_spark/spark/config/protos/data_stream_config.proto" CSName="DataStreamConfig">
|
||||
<OutDir>$(ProtoOutputPath)/spark/config/protos</OutDir>
|
||||
</Proto>
|
||||
</ItemGroup>
|
||||
|
||||
|
||||
@@ -8,11 +8,12 @@ namespace BCG {
|
||||
using System.Collections;
|
||||
using System.Reflection;
|
||||
using System.IO;
|
||||
using System.Collections.Generic;
|
||||
|
||||
public class PrimitiveManager {
|
||||
private IDictionary myTypeLookupTable = new Hashtable();
|
||||
private static PrimitiveManager mySelf;
|
||||
private ArrayList myAssemblyNames = new ArrayList();
|
||||
readonly List<string> myAssemblyNames = new();
|
||||
readonly Dictionary<string, Type> myTypeLookupTable = new();
|
||||
|
||||
private PrimitiveManager() {
|
||||
myLoadAllTypes();
|
||||
@@ -95,15 +96,14 @@ namespace BCG {
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Returns the Type name corresponding to the primitive name
|
||||
/// Returns the Type corresponding to the primitive name
|
||||
/// </summary>
|
||||
/// <param name="friendlyName"></param>
|
||||
/// <returns></returns>
|
||||
public string find(string friendlyName) {
|
||||
if (myTypeLookupTable[friendlyName] == null)
|
||||
throw new ApplicationException(friendlyName + " is not the friendly name of any of the loaded types");
|
||||
return (myTypeLookupTable[friendlyName] as Type).Name;
|
||||
}
|
||||
public Type find(string friendlyName) =>
|
||||
myTypeLookupTable.TryGetValue(friendlyName, out var t)
|
||||
? t
|
||||
: throw new ArgumentException($"'{friendlyName}' is not the friendly name of any of the loaded types", nameof(friendlyName));
|
||||
|
||||
/// <summary>
|
||||
/// Constructs and returns a ViewStream of type corresponding to the friendly name
|
||||
@@ -118,12 +118,8 @@ namespace BCG {
|
||||
constructorArgs = new object[args.Count];
|
||||
args.CopyTo(constructorArgs, 0);
|
||||
}
|
||||
if (myTypeLookupTable[friendlyName] == null)
|
||||
throw new ApplicationException(friendlyName + " is not the friendly name of any of the loaded types");
|
||||
return
|
||||
constructorArgs == null ?
|
||||
Activator.CreateInstance(myTypeLookupTable[friendlyName] as Type) as ViewStream :
|
||||
Activator.CreateInstance(myTypeLookupTable[friendlyName] as Type, constructorArgs) as ViewStream;
|
||||
var type = find(friendlyName);
|
||||
return Activator.CreateInstance(type, constructorArgs) as ViewStream;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
|
||||
@@ -12,4 +12,16 @@ namespace BCG
|
||||
//this is an ICollection of IDictionary
|
||||
void get_new_added_deleted(out ICollection new_rows, out ICollection added_rows, out ICollection deleted_rows);
|
||||
}
|
||||
|
||||
public interface IDataPacket<T> : IDataPacket where T : IBlueRow {
|
||||
IBlueRowCollection<T> newRows { get; }
|
||||
IBlueRowCollection<T> addedRows { get; }
|
||||
IBlueRowCollection<T> deletedRows { get; }
|
||||
|
||||
void IDataPacket.get_new_added_deleted(out ICollection new_rows, out ICollection added_rows, out ICollection deleted_rows) {
|
||||
new_rows = newRows;
|
||||
added_rows = addedRows;
|
||||
deleted_rows = deletedRows;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,13 @@
|
||||
namespace BCG;
|
||||
|
||||
public interface IViewStream {
|
||||
event DataStreamChangeDelegate onChange;
|
||||
|
||||
IBlueRowCollection rows { get; }
|
||||
}
|
||||
|
||||
public interface IViewStream<T> : IViewStream where T : IBlueRow {
|
||||
new event DataStreamChangeDelegate<T> onChange;
|
||||
|
||||
new IBlueRowCollection<T> rows { get; }
|
||||
}
|
||||
@@ -5,7 +5,7 @@ namespace BCG
|
||||
/// <summary>
|
||||
/// Marker abstract class
|
||||
/// </summary>
|
||||
public abstract class ViewStream : DataStream
|
||||
public abstract class ViewStream : DataStream, IViewStream
|
||||
{
|
||||
private IBlueRowCollection myLastValueForTestMode;
|
||||
// protected bool myUseUncopiedNewRowsInFireEvent =
|
||||
@@ -45,7 +45,7 @@ namespace BCG
|
||||
{
|
||||
// used to force a computation of a stream which
|
||||
// happens to have no subscribers
|
||||
onChange += new DataStream.ChangeDelegate(myDummy);
|
||||
onChange += new DataStreamChangeDelegate(myDummy);
|
||||
try
|
||||
{
|
||||
|
||||
@@ -56,7 +56,7 @@ namespace BCG
|
||||
}
|
||||
finally
|
||||
{
|
||||
onChange -= new DataStream.ChangeDelegate(myDummy);
|
||||
onChange -= new DataStreamChangeDelegate(myDummy);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -9,7 +9,15 @@
|
||||
Letter [a-zA-Z]
|
||||
BooleanConstant 'true'|'false'
|
||||
CSStringConstant \"([^\"\\]*|\\.)*\"
|
||||
DateTimeConstant ([1-9]|'10'|'11'|'12')\/([1-9]|([1-2][0-9])|'30'|'31')\/[0-9][0-9][0-9]*
|
||||
YearInt [0-9]{4}
|
||||
MonthInt [0-9]{1,2}
|
||||
DayInt [0-9]{1,2}
|
||||
/**
|
||||
* DateTimeConstant supports American (mm/dd/yyyy) and European (yyyy/mm/dd)
|
||||
* formats. Month and day can be 1 or 2 digits. It does not validate that the
|
||||
* numbers represent an actual date.
|
||||
*/
|
||||
DateTimeConstant ({MonthInt}\/{DayInt}\/{YearInt}|{YearInt}\/{MonthInt}\/{DayInt})
|
||||
IntegerConstant -?[0-9]+
|
||||
NullConstant 'null'
|
||||
RealConstant -?[0-9]+\.[0-9]+
|
||||
|
||||
@@ -20,7 +20,7 @@ public class PrimitiveExpression : StatementExpression {
|
||||
}
|
||||
|
||||
public override string print(int startCol, IList<string> activeBindings) {
|
||||
string prelude = "new " + PrimitiveManager.instance.find(myName) + " (";
|
||||
string prelude = "new " + PrimitiveManager.instance.find(myName).Name + " (";
|
||||
|
||||
return prelude + myPrintArgs(startCol + prelude.Length, activeBindings) + ")";
|
||||
}
|
||||
|
||||
@@ -1,9 +1,10 @@
|
||||
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 CONF_FILE="src/DataStreamSuite/DataStreamPublisher/spark.conf"
|
||||
|
||||
ENV DOCKERIZE_VERSION v0.7.0
|
||||
ENV DOCKERIZE_VERSION=v0.7.0
|
||||
USER root
|
||||
RUN apt-get update \
|
||||
&& apt-get install -y wget \
|
||||
@@ -11,6 +12,7 @@ RUN apt-get update \
|
||||
&& apt-get autoremove -yqq --purge wget && rm -rf /var/lib/apt/lists/*
|
||||
|
||||
USER bts
|
||||
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 "${CONF_FILE}" ".local/share/bts/DataStreamPublisher/conf/spark.conf"
|
||||
WORKDIR "/home/bts/bin"
|
||||
@@ -1,4 +1,13 @@
|
||||
{
|
||||
"Spark": {
|
||||
"ConfigServer": "http://localhost:8000/config"
|
||||
},
|
||||
"SparkApi": {
|
||||
"Credentials": {
|
||||
"User": "bts",
|
||||
"Password": ""
|
||||
}
|
||||
},
|
||||
"PubSub": {
|
||||
"Routing": {
|
||||
"PublisherRoutes": [
|
||||
@@ -29,7 +38,7 @@
|
||||
},
|
||||
{
|
||||
"Name": "test_literal",
|
||||
"Expression": "literal(\"x\", \"420.0\")",
|
||||
"Expression": "literal(\"x\", \"x:420.0\")",
|
||||
"IsOnWebsocket": true
|
||||
}
|
||||
]
|
||||
|
||||
@@ -48,12 +48,12 @@
|
||||
},
|
||||
{
|
||||
"Name": "test_literal",
|
||||
"Expression": "literal(\"x\", \"420.0\")",
|
||||
"Expression": "literal(\"x\", \"x:420.0\")",
|
||||
"IsOnWebsocket": true
|
||||
},
|
||||
{
|
||||
"Name": "test_not_on_websocket",
|
||||
"Expression": "literal(\"x\", \"840.0\")",
|
||||
"Expression": "literal(\"x\", \"x:840.0\")",
|
||||
"IsOnWebsocket": false
|
||||
}
|
||||
]
|
||||
|
||||
@@ -73,7 +73,7 @@
|
||||
"Streams": [
|
||||
{
|
||||
"Name": "test_literal",
|
||||
"Expression": "literal(\"x\", \"420.0\")",
|
||||
"Expression": "literal(\"x\", \"x:420.0\")",
|
||||
"IsOnWebsocket": true
|
||||
}
|
||||
]
|
||||
|
||||
@@ -169,8 +169,10 @@ namespace BCG
|
||||
}
|
||||
#endregion
|
||||
|
||||
private Stopwatch _stopwatch = new Stopwatch();
|
||||
private void myTryExpression(string expStr)
|
||||
{
|
||||
_stopwatch.Restart();
|
||||
myFreezeView(false); // force unfreeze the view
|
||||
DataStreamExpression oldExp = myExp;
|
||||
try
|
||||
@@ -344,6 +346,7 @@ namespace BCG
|
||||
// this is the stream callback
|
||||
private void myCallback(object o)
|
||||
{
|
||||
_stopwatch.Stop();
|
||||
var timer = Stopwatch.StartNew();
|
||||
DataPacket dp = o as DataPacket;
|
||||
myCrono.Stop();
|
||||
@@ -359,7 +362,8 @@ namespace BCG
|
||||
myToolStripStatusLabelRows.BackColor = Color.Black;
|
||||
myToolStripStatusLabelTime.ForeColor = Color.White;
|
||||
myToolStripStatusLabelRows.ForeColor = Color.White;
|
||||
myToolStripStatusLabelTime.Text = "Last update: " + DateTime.Now.ToString("hh:mm:ss:fff tt");
|
||||
string time_text = "Last update: " + DateTime.Now.ToString("hh:mm:ss:fff tt") + $" time: {_stopwatch.ElapsedMilliseconds} msecs\t\t";
|
||||
myToolStripStatusLabelTime.Text = time_text;
|
||||
myToolStripStatusLabelRows.Text = "New = " + dp.newRows.Count + " Added = " + dp.addedRows.Count + " Deleted = " + dp.deletedRows.Count;
|
||||
Log.Ui.diag(Text);
|
||||
int hscrollval = myChangeStyle ? 0 : myDataGrid.HorizScrollBarValue;
|
||||
|
||||
@@ -1,8 +1,10 @@
|
||||
FROM bluetradingsystems/linux_dotnet7
|
||||
|
||||
ARG SOURCE_DIR="build/Release/bin/net7.0/linux-x64/publish"
|
||||
ARG CS_SOURCE_DIR="build/Release/bin/net7.0/linux-x64/publish"
|
||||
ARG CPP_SOURCE_DIR="install/data-stream-suite-linux"
|
||||
ARG CONF_FILE="src/DataStreamSuite/PubSubServer/spark.conf"
|
||||
|
||||
COPY --chown=bts:bts "${SOURCE_DIR}" "bin"
|
||||
COPY --chown=bts:bts "${CPP_SOURCE_DIR}/lib" "bin"
|
||||
COPY --chown=bts:bts "${CS_SOURCE_DIR}" "bin"
|
||||
COPY --chown=bts:bts "${CONF_FILE}" ".local/share/bts/PubSubServer/conf/spark.conf"
|
||||
WORKDIR "/home/bts/bin"
|
||||
@@ -0,0 +1,182 @@
|
||||
using bts.SilverPine;
|
||||
|
||||
namespace bts.SilverPine {
|
||||
using bts.api;
|
||||
using bts.spark;
|
||||
|
||||
using System;
|
||||
|
||||
using ZstdSharp.Unsafe;
|
||||
|
||||
public static class ContractUtils {
|
||||
#region Parsing
|
||||
public static FutureContract ParseFutureContract(string contract_txt, Exchange exchange = Exchange.CME) {
|
||||
// Validate the future string length
|
||||
if (!contract_txt.All(c => Char.IsLetterOrDigit(c)))
|
||||
return null;
|
||||
if (contract_txt.Length < 4) {
|
||||
return null;
|
||||
}
|
||||
|
||||
// Extract the symbol and the expiration month/year codes
|
||||
string symbol = contract_txt.Substring(0, contract_txt.Length - 2);
|
||||
char monthCode = contract_txt[contract_txt.Length - 2];
|
||||
char yearCode = contract_txt[contract_txt.Length - 1];
|
||||
|
||||
// Map month code to month, return null if the month code is invalid
|
||||
int month = monthCode switch {
|
||||
'F' => 1, // January
|
||||
'G' => 2, // February
|
||||
'H' => 3, // March
|
||||
'J' => 4, // April
|
||||
'K' => 5, // May
|
||||
'M' => 6, // June
|
||||
'N' => 7, // July
|
||||
'Q' => 8, // August
|
||||
'U' => 9, // September
|
||||
'V' => 10, // October
|
||||
'X' => 11, // November
|
||||
'Z' => 12, // December
|
||||
_ => 0 // Return 0 for invalid month code
|
||||
};
|
||||
|
||||
if (month == 0) {
|
||||
return null; // Invalid month code
|
||||
}
|
||||
|
||||
// Calculate the year based on the current decade
|
||||
int currentYear = DateTime.Now.Year;
|
||||
int decadeStart = currentYear / 10 * 10;
|
||||
int year = decadeStart + (yearCode - '0');
|
||||
|
||||
// If the year is in the past, assume the next decade
|
||||
if (year < currentYear) {
|
||||
year += 10;
|
||||
}
|
||||
|
||||
// Create the FutureContract instance and set its properties
|
||||
DateTime expiration = new DateTime(year, month, 1);
|
||||
var futureContract = new FutureContract {
|
||||
symbol = symbol,
|
||||
expiration = expiration,
|
||||
exchange = exchange
|
||||
};
|
||||
|
||||
return futureContract;
|
||||
}
|
||||
// Method to parse a futures spread, e.g. "CLX4-CLZ4"
|
||||
public static FutureSpreadContract ParseFutureSpreadContract(string spreadString, Exchange exchange = Exchange.CME) {
|
||||
// Split the string by '-' to handle each leg
|
||||
var spreadParts = spreadString.Split('-');
|
||||
if (spreadParts.Length < 2) {
|
||||
return null; // Not a valid spread format
|
||||
}
|
||||
|
||||
var spreadContract = new FutureSpreadContract { legs = new List<Tuple<double, FutureContract>>() };
|
||||
|
||||
foreach (var part in spreadParts) {
|
||||
// Split each leg by '*', assuming the format is weight*future or just future
|
||||
string[] legParts = part.Split('*');
|
||||
double weight = 1.0;
|
||||
string futurePart;
|
||||
|
||||
if (legParts.Length == 2) {
|
||||
if (!double.TryParse(legParts[0], out weight)) {
|
||||
return null; // Invalid weight, parsing failed
|
||||
}
|
||||
futurePart = legParts[1];
|
||||
} else if (legParts.Length == 1) {
|
||||
futurePart = legParts[0];
|
||||
} else {
|
||||
return null; // Invalid format, too many '*' parts
|
||||
}
|
||||
|
||||
// Parse the future contract
|
||||
var futureContract = ParseFutureContract(futurePart, exchange);
|
||||
if (futureContract == null) {
|
||||
return null; // Failed to parse the future part
|
||||
}
|
||||
|
||||
// Add the leg to the spread contract
|
||||
spreadContract.legs.Add(new Tuple<double, FutureContract>(weight, futureContract));
|
||||
}
|
||||
|
||||
return spreadContract;
|
||||
}
|
||||
|
||||
public static ContractType DetermineFutureOrSpread(string contract) {
|
||||
if (contract.Contains("-")) {
|
||||
return ContractType.FutureSpread;
|
||||
} else {
|
||||
return ContractType.Future;
|
||||
}
|
||||
}
|
||||
#endregion
|
||||
|
||||
public static ContractType get_type(string contract_txt) {
|
||||
FutureContract fc = ParseFutureContract(contract_txt);
|
||||
if (fc != null) {
|
||||
return ContractType.Future;
|
||||
}
|
||||
FutureSpreadContract sc = ParseFutureSpreadContract(contract_txt);
|
||||
if (sc != null) {
|
||||
return ContractType.FutureSpread;
|
||||
}
|
||||
// tehre are some non calendar spreads we cant parse
|
||||
//Log.assert(false);
|
||||
return bts.SilverPine.ContractUtils.ContractType.FutureSpread;
|
||||
}
|
||||
|
||||
public static ContractCategory get_category(string symbol) {
|
||||
var tp = get_symbol_category(symbol);
|
||||
return tp.Item1;
|
||||
}
|
||||
|
||||
public static Tuple<ContractCategory, string> get_symbol_category(string symbol) {
|
||||
ContractUtils.FutureContract fc = ParseFutureContract(symbol);
|
||||
if (fc != null) {
|
||||
return Tuple.Create(ContractCategory.FutureString, fc.symbol);
|
||||
}
|
||||
var sc = ParseFutureSpreadContract(symbol);
|
||||
if (sc != null) {
|
||||
return Tuple.Create(ContractCategory.FutureString, sc.symbol);
|
||||
}
|
||||
return Tuple.Create(ContractCategory.Symbol, symbol);
|
||||
}
|
||||
|
||||
|
||||
|
||||
public enum ContractType {
|
||||
Spot,
|
||||
Option,
|
||||
Future,
|
||||
FutureSpread,
|
||||
OptionSpread
|
||||
}
|
||||
public enum ContractCategory {
|
||||
Symbol = 0,
|
||||
FutureString,
|
||||
SpreadString
|
||||
}
|
||||
public enum CallPut {
|
||||
Call,
|
||||
Put
|
||||
}
|
||||
public enum Exchange {
|
||||
CME
|
||||
}
|
||||
public class FutureContract {
|
||||
public string symbol;
|
||||
public DateTime expiration;
|
||||
public Exchange exchange;
|
||||
}
|
||||
public class FutureSpreadContract {
|
||||
public List<Tuple<double, bts.SilverPine.ContractUtils.FutureContract>> legs;
|
||||
public string symbol {
|
||||
get {
|
||||
return legs == null || legs.Count == 0 ? String.Empty : legs.ElementAt(0).Item2.symbol;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,23 @@
|
||||
namespace bts.SilverPine {
|
||||
using BCG;
|
||||
|
||||
// Finds the regions around specified events
|
||||
[DataStreamUserRespresentation("EventsPriceAction")]
|
||||
public class EventsPriceActionStream : ViewStream {
|
||||
public EventsPriceActionStream(string symbol, string event_type, string pre_event_period,
|
||||
string post_event_period, int n_events) :
|
||||
this(symbol, event_type, TimeBasedFilter.parse_duration(pre_event_period), TimeBasedFilter.parse_duration(post_event_period),
|
||||
n_events, ViewStreamDatabase.instance) { }
|
||||
|
||||
public EventsPriceActionStream(string symbol, string event_type, TimeSpan pre_event_period,
|
||||
TimeSpan post_event_period, int n_events, ViewStreamDatabase vsd) {
|
||||
// TODO: figure out which bars to use, 1 min or 1 day or live, based on pre_event_period / post_event_period
|
||||
FuturesActiveContractStream olhcv_str = new FuturesActiveContractStream(symbol);
|
||||
ViewStream events_str = new EventsStream(vsd, event_type);
|
||||
// todo
|
||||
//events_str = new TopStream(events_str, n_events, "-ts");
|
||||
ViewStream rs = new TimeProximityJoinStream(olhcv_str, "ts_event", events_str, "ts", pre_event_period, post_event_period);
|
||||
mySetRealSource(rs);
|
||||
}
|
||||
}
|
||||
}
|
||||
File renamed without changes.
@@ -0,0 +1,20 @@
|
||||
namespace bts.SilverPine {
|
||||
using BCG;
|
||||
|
||||
public class IndicatorStream : ViewStream {
|
||||
enum Indicator {
|
||||
StandardDeviation = 0
|
||||
}
|
||||
public class IndicatorInfo {
|
||||
Indicator indicator;
|
||||
IDictionary<string, object> parameters;
|
||||
}
|
||||
public IndicatorStream(string symbol_name, string indicator_name, string indicator_params_json) {
|
||||
|
||||
}
|
||||
public IndicatorStream(string symbol_name, IndicatorInfo info) {
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,57 @@
|
||||
namespace bts.SilverPine {
|
||||
using BCG;
|
||||
|
||||
using ZstdSharp.Unsafe;
|
||||
|
||||
[DataStreamUserRespresentation("AbsVolume")]
|
||||
// Calculates the volume within a time window (this does not do rates, like highest daily volume etc,
|
||||
// but with some thought can perhaps be extended)
|
||||
public class AbsoluteVolumeStream : ViewStream {
|
||||
// TODO, abstract this out
|
||||
// adds contract_type to OHLCV stream
|
||||
private static ViewStream _get_ohlcv_steam(string symbol, DateTime d1, DateTime d2) {
|
||||
var ohlcv_params = OHLCVStream.get_params(d1, d2);
|
||||
ViewStream rs = new OHLCVStream(symbol, ohlcv_params);
|
||||
Func<IBlueTableSchema, IBlueTableSchema> create_schema =
|
||||
s => BlueDataUtility.add_columns(s, Tuple.Create(typeof(string), "contract_type"));
|
||||
rs = new SuperMapStream(rs,
|
||||
s => create_schema(s),
|
||||
r => {
|
||||
IBlueTableSchema out_schema = create_schema(r.schema);
|
||||
string contract_txt = r.get<string>("contract");
|
||||
var contr_type = ContractUtils.get_type(contract_txt);
|
||||
MutableBlueRow out_row = new MutableBlueRow(out_schema, r);
|
||||
out_row.setValue("contract_type", contr_type.ToString());
|
||||
return new IBlueRow[] { out_row };
|
||||
});
|
||||
return rs;
|
||||
}
|
||||
|
||||
public AbsoluteVolumeStream(string symbol, string ctype, DateTime d1)
|
||||
: this(symbol, ctype, d1, d1) { }
|
||||
|
||||
public AbsoluteVolumeStream(string symbol, string ctype, DateTime d1, DateTime d2)
|
||||
: this(symbol, Enum.Parse<ContractUtils.ContractType>(ctype), d1, d2) {
|
||||
}
|
||||
|
||||
static void swap_if_necessary(ref DateTime dt1, ref DateTime dt2) {
|
||||
if (dt1 < dt2) {
|
||||
DateTime aux = dt1;
|
||||
dt1 = dt2;
|
||||
dt2 = aux;
|
||||
}
|
||||
}
|
||||
|
||||
private AbsoluteVolumeStream(string symbol, ContractUtils.ContractType ctype, DateTime d1, DateTime d2) {
|
||||
swap_if_necessary(ref d1, ref d2);
|
||||
ViewStream ohlcv_str = _get_ohlcv_steam(symbol, d1, d2);
|
||||
ohlcv_str = new FilterStream(ohlcv_str,
|
||||
r => r.get_datetime("ts_event") <= d1 && r.get_datetime("ts_event") >= d2);
|
||||
ohlcv_str = new FilterStream(ohlcv_str, r => String.Compare(ctype.ToString(), r.get<string>("contract_type"), true) == 0);
|
||||
ViewStream rs = new MaxStream(ohlcv_str, "volume");
|
||||
rs = new NewProjectStream(rs, "volume:total_volume contract !");
|
||||
mySetRealSource(rs);
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,152 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
|
||||
using bts;
|
||||
|
||||
namespace bts.SilverPine {
|
||||
public static class IndicatorCalc {
|
||||
public static double calculate_pearson_correlation(List<double> prices1, List<double> prices2) {
|
||||
if (prices1 == null)
|
||||
throw new ArgumentNullException(nameof(prices1), "First price list cannot be null.");
|
||||
if (prices2 == null)
|
||||
throw new ArgumentNullException(nameof(prices2), "Second price list cannot be null.");
|
||||
if (prices1.Count != prices2.Count)
|
||||
throw new ArgumentException("Price lists must have the same number of elements.");
|
||||
if (prices1.Count < 2)
|
||||
throw new ArgumentException("At least two data points are required to calculate correlation.");
|
||||
|
||||
int n = prices1.Count;
|
||||
double sumX = 0;
|
||||
double sumY = 0;
|
||||
double sumX2 = 0;
|
||||
double sumY2 = 0;
|
||||
double sumXY = 0;
|
||||
|
||||
for (int i = 0; i < n; i++) {
|
||||
double x = prices1[i];
|
||||
double y = prices2[i];
|
||||
|
||||
sumX += x;
|
||||
sumY += y;
|
||||
sumX2 += x * x;
|
||||
sumY2 += y * y;
|
||||
sumXY += x * y;
|
||||
}
|
||||
|
||||
double numerator = (n * sumXY) - (sumX * sumY);
|
||||
double denominatorPart1 = (n * sumX2) - (sumX * sumX);
|
||||
double denominatorPart2 = (n * sumY2) - (sumY * sumY);
|
||||
double denominator = Math.Sqrt(denominatorPart1 * denominatorPart2);
|
||||
|
||||
if (denominator == 0)
|
||||
throw new InvalidOperationException("Denominator is zero, correlation is undefined.");
|
||||
|
||||
return numerator / denominator;
|
||||
}
|
||||
public static double calculate_VWAP(List<Tuple<int, double>> volumePriceData) {
|
||||
Log.Gen.info($"ChartingHelper.calculate_VWAP n_vals: {volumePriceData.Count}");
|
||||
double totalVolume = 0;
|
||||
double totalPriceVolume = 0;
|
||||
|
||||
foreach (var data in volumePriceData) {
|
||||
int volume = data.Item1; // Volume
|
||||
double price = data.Item2; // Closing price
|
||||
|
||||
// Accumulate total price-volume (price * volume) and total volume
|
||||
totalPriceVolume += price * volume;
|
||||
totalVolume += volume;
|
||||
}
|
||||
|
||||
// VWAP is totalPriceVolume divided by totalVolume
|
||||
return totalVolume > 0 ? totalPriceVolume / totalVolume : 0;
|
||||
}
|
||||
|
||||
// Calculate Volatility (Standard Deviation of returns) over a given period
|
||||
public static double calculate_volatility(IList<double> prices, int period = 252) {
|
||||
if (prices == null || prices.Count < period + 1) {
|
||||
throw new ArgumentException("Insufficient data to calculate volatility.");
|
||||
}
|
||||
|
||||
// Calculate daily returns
|
||||
var returns = new List<double>();
|
||||
for (int i = 1; i < prices.Count; i++) {
|
||||
double dailyReturn = (prices[i] - prices[i - 1]) / prices[i - 1];
|
||||
returns.Add(dailyReturn);
|
||||
}
|
||||
|
||||
// Get the returns over the desired period
|
||||
var recentReturns = returns.Skip(returns.Count - period).Take(period).ToList();
|
||||
|
||||
// Calculate the mean of returns
|
||||
double meanReturn = recentReturns.Average();
|
||||
|
||||
// Calculate the variance (sum of squared differences from the mean)
|
||||
double variance = recentReturns.Sum(r => Math.Pow(r - meanReturn, 2)) / period;
|
||||
|
||||
// Volatility is the square root of variance (standard deviation)
|
||||
double volatility = Math.Sqrt(variance);
|
||||
|
||||
// Annualize volatility by multiplying by the square root of 252 (number of trading days in a year)
|
||||
return volatility * Math.Sqrt(252);
|
||||
}
|
||||
|
||||
// Calculate SMA (Simple Moving Average) for a given period (e.g., 50, 100, or 200)
|
||||
public static double calculate_SMA(IList<double> prices, int period = 50) {
|
||||
if (prices == null || prices.Count < period) {
|
||||
throw new ArgumentException("Insufficient data to calculate SMA.");
|
||||
}
|
||||
|
||||
// Sum up the prices over the given period
|
||||
double sum = prices.Skip(prices.Count - period).Take(period).Sum();
|
||||
|
||||
// Return the average
|
||||
return sum / period;
|
||||
}
|
||||
|
||||
public static double calculate_RSI(IList<double> prices, int period = 14) {
|
||||
if (prices == null || prices.Count < period + 1) {
|
||||
return Double.NaN;
|
||||
//throw new ArgumentException("Insufficient data to calculate RSI.");
|
||||
}
|
||||
|
||||
double gainSum = 0;
|
||||
double lossSum = 0;
|
||||
|
||||
// Calculate the initial average gain and loss over the first 'period' days
|
||||
for (int i = 1; i <= period; i++) {
|
||||
double change = prices[i] - prices[i - 1];
|
||||
if (change > 0) {
|
||||
gainSum += change;
|
||||
} else {
|
||||
lossSum -= change; // Subtract since loss is negative
|
||||
}
|
||||
}
|
||||
|
||||
double avgGain = gainSum / period;
|
||||
double avgLoss = lossSum / period;
|
||||
|
||||
// Calculate RSI using smoothed values
|
||||
for (int i = period + 1; i < prices.Count; i++) {
|
||||
double change = prices[i] - prices[i - 1];
|
||||
if (change > 0) {
|
||||
avgGain = (avgGain * (period - 1) + change) / period;
|
||||
avgLoss = (avgLoss * (period - 1)) / period;
|
||||
} else {
|
||||
avgGain = (avgGain * (period - 1)) / period;
|
||||
avgLoss = (avgLoss * (period - 1) - change) / period;
|
||||
}
|
||||
}
|
||||
|
||||
// Prevent division by zero in case of no losses
|
||||
if (avgLoss == 0) {
|
||||
return 100;
|
||||
}
|
||||
|
||||
double rs = avgGain / avgLoss;
|
||||
double rsi = 100 - (100 / (1 + rs));
|
||||
|
||||
return rsi;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,31 @@
|
||||
namespace bts.SilverPine {
|
||||
using BCG;
|
||||
|
||||
using bts;
|
||||
|
||||
[DataStreamUserRespresentation("DailyChange")]
|
||||
// takes in the ohlcv stream and computes the closing vs closing difference
|
||||
public class DailyChange : ViewStream {
|
||||
public DailyChange(ViewStream ohlc_str) {
|
||||
GlobalMapStream rs = new GlobalMapStream(ohlc_str, "ts_event", "contract",
|
||||
(rows, idx) => {
|
||||
double daily_change = Double.NaN;
|
||||
double daily_change_perc = Double.NaN;
|
||||
IBlueRow ir = rows.ElementAt((int)idx);
|
||||
if (idx < rows.Count - 1) {
|
||||
IBlueRow pr = rows.ElementAt((int)idx + 1);
|
||||
double close = ir.get<double>("close"), prev_close = pr.get<double>("close");
|
||||
daily_change = close - prev_close;
|
||||
daily_change_perc = 100.0 * daily_change / prev_close;
|
||||
}
|
||||
IBlueTableSchema schema = ir.schema.add_columns(Tuple.Create(typeof(double), "daily_change"));
|
||||
schema = schema.add_columns(Tuple.Create(typeof(double), "daily_change_perc"));
|
||||
MutableBlueRow nr = new MutableBlueRow(schema, ir);
|
||||
nr.setValue("daily_change", daily_change);
|
||||
nr.setValue("daily_change_perc", daily_change_perc);
|
||||
return nr;
|
||||
});
|
||||
mySetRealSource(rs);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,54 +0,0 @@
|
||||
|
||||
using Google.Protobuf.WellKnownTypes;
|
||||
|
||||
using System;
|
||||
using BCG.Utilities.General;
|
||||
using System.Data;
|
||||
using bts.api.domain;
|
||||
|
||||
namespace BCG {
|
||||
// Stream computes the EMA of a column in any stream. It takes in the base stream, the column name and a smoothing factor
|
||||
// as args, and create one row with an ema column, which is the running ema of the column provided
|
||||
[DataStreamUserRespresentation("ema")]
|
||||
public class EMAStream : ViewStream {
|
||||
private ViewStream _stream;
|
||||
private readonly string _col_name;
|
||||
private EMACalculator _calc;
|
||||
private readonly IBlueTableSchema _schema = BlueDataUtility.form_schema(
|
||||
"SMA", Tuple.Create("id", TypeCode.Int32),
|
||||
Tuple.Create("ema", TypeCode.Double));
|
||||
|
||||
public EMAStream(ViewStream stream, string col_name, double smoothing_factor) {
|
||||
_col_name = col_name;
|
||||
_stream = stream;
|
||||
_calc = new EMACalculator(smoothing_factor);
|
||||
}
|
||||
|
||||
protected override void myOnFirstSubscriber() {
|
||||
_stream.onChange += new ChangeDelegate(_onstream_change);
|
||||
}
|
||||
protected override void myOnLastSubscriber() {
|
||||
_stream.onChange -= new ChangeDelegate(_onstream_change);
|
||||
}
|
||||
|
||||
|
||||
private void _onstream_change(object o) {
|
||||
|
||||
DataPacket dp = o as DataPacket;
|
||||
foreach (IBlueRow r in dp.addedRows) {
|
||||
double price = r.get<double>(_col_name);
|
||||
if (!Double.IsNaN(price))
|
||||
_calc.add(price);
|
||||
}
|
||||
IBlueRow nr = new BlueRow(_schema, 0, _calc.get_EMA());
|
||||
BlueTable state = new BlueTable(_schema);
|
||||
state.addRow(nr);
|
||||
DataPacket dp_out = BlueDataUtility.build_dp_inc(state, myLastValue as DataPacket);
|
||||
myFireEvent(dp_out);
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
|
||||
|
||||
Loaded 100 of 256 files, more files were not shown because too many files have changed in this diff.
Show more
Reference in new issue
Block a user