Compare commits

..
Author SHA1 Message Date
John Colvin c5ada70d49 webapp check pt? 2024-10-17 14:07:44 +00:00
John Colvin f93319cce4 cleanup (build): Remove unused cmake cache var 2024-10-17 05:47:47 +00:00
John Colvin d111143a3f Put cme config url in GlbxMarketDataConfig proto
Instead of using magic strings
2024-10-17 05:47:47 +00:00
John Colvin d4e9b8b49d refactor: Change raw IDGenerator ptr to shared_ptr 2024-10-17 05:47:47 +00:00
John Colvin 2bc8cf6db5 refactor: Return row id in IStore::retrieve_one
This is a prerequisite to synchronizing security ids stored via IDGenerator
(the "new" way to store ids, added when we implemented Deribit), and
SecurityDB (the original way from spark days). The problem was that these
2 implementations were using separate databases. We need to unify the
interfaces between these storage services to avoid breaking existing code.
2024-10-17 05:47:47 +00:00
John Colvin 881651e3d6 Add database dir and file fns to SparkDataDirectory 2024-10-17 05:47:47 +00:00
John Colvin 64b3d0d092 Interpret db strng param as name or path in SqliteStore ctr 2024-10-17 05:47:47 +00:00
John Colvin 7b40f56498 refactor: Normalize sec key indexing for old md sources
Now both old and new (domain) md sources index securities by
the same string format.
2024-10-17 05:47:47 +00:00
John Colvin f4b010f3f0 Add ostream operator for Venue 2024-10-17 05:47:47 +00:00
John Colvin edd0c2b2b7 Add ostream operator for SecurityType 2024-10-17 05:47:47 +00:00
John Colvin 74b2860414 refactor: Normalize sec key indexing for new (domain) md sources
This is part of a larger effort to unify the way we index securities in order
to generate unique ids. Older md sources (e.g., MDP3Listener) use
SecurityIDRecorder to generate ids, which uses a different database and
different key-string formatting than the IDGenerator used by the newer md
sources (e.g., GeneralMarketDataListener and various ccapi-based sources).
2024-10-17 05:47:47 +00:00
John Colvin 65ac7a03ad refactor: Replace ConfigDownloader w/ lib_http fns
Essentially all it did was fetch config files via http GET. I ported some http
fns over from the cme-websocket-connector repo, which uses curlpp instead of
curl, and also supports async requests (coroutines) via the 'concurrencpp'

https://github.com/David-Haim/concurrencpp
2024-10-17 05:47:47 +00:00
John Colvin 5a5649e440 cleanup: Get rid of another Security type aliases 2024-10-17 05:47:47 +00:00
John Colvin 98d98cb899 cleanup: Remove unused code in Security.h/cpp 2024-10-17 05:47:47 +00:00
John Colvin 1f2f483e21 Fix typo in 'Quantity' FMT_IMPL
I didn't realize the "value()" function rounded out the decimal,
so I replaced it with a call to "full_value()".
2024-10-17 05:47:47 +00:00
John Colvin 0d93cce697 diag: Log when sqlite db is created 2024-10-17 05:47:47 +00:00
John Colvin fe53fd0f2b diag: Log when an MDProducer is created 2024-10-17 05:47:46 +00:00
John Colvin 0b2a0266c1 diag: Add logs around synthetic security discovery in MDConsumer 2024-10-17 05:47:46 +00:00
John Colvin 670ed49534 refactor: Break shared mem md code up into smaller files
For easier reading/navigation
2024-10-17 05:47:46 +00:00
John Colvin 3d59e2d049 refactor: Break md relay/query server code up into smaller files
To make code navigation easier. This was a difficulty which I recently
confronted, while investigating a bug that prevented synthetics from
showing up the ui.
2024-10-17 05:47:46 +00:00
John Colvin c8a7cd0961 refactor: Get rid of 'TimeStamp' typedef in MDStructure.h
Before this commit, we had 4 different TimeStamp types/identifiers, which is
confusing enough as it is:

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

Additional aliases for these TimeStamps only adds to the confusion (esp
when the alias comes from a nested include).
2024-10-17 05:47:46 +00:00
John Colvin 7598d9a237 Make security 'formattable'
So it can be used as a param in LOG statements
2024-10-17 05:47:46 +00:00
John Colvin f4fbb304b8 refactor: Change refs/raw ptrs to smart ptrs in md gateway 2024-10-17 05:47:46 +00:00
John Colvin 7c0d2bf046 Fix typo in market_data.conf 2024-10-17 05:47:46 +00:00
John Colvin 79aa309141 Add BTC and ETH to VENUE_SIM in symbols.conf 2024-10-17 05:47:46 +00:00
John Colvin 27e834dee6 fix: Resolve main logging dir in new SparkDataDirectory class 2024-10-17 05:47:46 +00:00
John Colvin 032d53de5b refactor: Replace if/else with switch cases 2024-10-17 05:47:46 +00:00
John Colvin b0a7f28070 fix: Resolve onixs log & data dirs relative to app data root
When our logging code moved to lib_system, it lost access to the config
system. As a result, the "log_path" function, which was used by ICEMain
and MDP3Main, broke. I added a new class, SparkDataDirectory, to be the
central/common authority on paths to local storage.
2024-10-17 05:47:46 +00:00
John Colvin 0d6359904c cleanup: Remove over-engineered subcommands
We don't need explicit subcommands to 'run onixs' md (just use config).
2024-10-17 05:47:46 +00:00
John Colvin e74fb56431 fix: Ensure IDGenerator instance is created before deref 2024-10-17 05:47:46 +00:00
John Colvin cf7c0830d3 fix: Expand undefined vars to empty string
Bugs (fixed):
  * Md shared memory file names have unexpanded variable: '${BTS_SHARED_MEMORY_PREFIX}'
2024-10-17 05:47:46 +00:00
John Colvin 255c76cf3b fix: Emplace MDConsumerHandle instead of copy assign 2024-10-17 05:47:46 +00:00
John Colvin 873f9568b6 Generate c++ protos w/ relative paths
We shouldn't be generating protos defined outside of the current CMakeLists.txt dir.
2024-10-17 05:47:46 +00:00
John Colvin 17acf3424f fix build: Make venue conversion constexpr 2024-10-17 05:47:46 +00:00
John Colvin 3a36ffcb16 build: Use new/robust init_library fn in lib_domain 2024-10-17 05:47:46 +00:00
John Colvin 0883b4af48 refactor: Move config services to lib_system
The proto files are still in lib_spark, w/ the exception of
system_config.proto, since that is a dep of ConfigurationState.
2024-10-17 05:37:17 +00:00
John Colvin 8c3a12cda6 refactor: Move logging into lib_system
This is a fundamental part of our application suite, so system seems
like a sensible home.

Also moved a few logging deps (to lib_system):
* bts_chrono.h
* bts_no_copy.h
* defer.h
* dispatcher.h/cpp
* file_utils.h/cpp
* type_name.h
2024-10-17 05:37:17 +00:00
John Colvin b8799622d5 build: Move http code into its own lib 2024-10-17 05:37:16 +00:00
John Colvin 8b80c9821f refactor: Move thread_manager to lib_system 2024-10-17 05:34:30 +00:00
John Colvin 23d2c2d6c2 build (linux): Migrate catch2 dep to vcpkg (from externals) 2024-10-17 05:34:30 +00:00
John Colvin 60a34785a0 build (linux): Migrate fmt dep to vcpkg (from externals)
Now both linux and windows use vcpkg's fmt
2024-10-17 05:34:30 +00:00
John Colvin b8c4f772cc cleanup: Remove unnecessary includes 2024-10-17 05:33:12 +00:00
John Colvin d343f35fff refactor: Move threads.proto to lib_system 2024-10-17 05:33:12 +00:00
John Colvin ef7892e14e refactor: Move warn_ctrl.h into lib_system
This is another logging dep
2024-10-17 05:33:11 +00:00
John Colvin 08e8255b5a build: Link boost_filesystem in lib_system 2024-10-17 05:33:11 +00:00
John Colvin 4d1e0008d5 refactor: Move os.h/cpp and deps to lib_system
This is a prerequisite for the next objective: move logging into its own lib.
As logging is a core dependency for so much of our system, this will enable
us to move more complex services (like md providers) into smaller libs.
2024-10-17 05:33:11 +00:00
John Colvin cd2e7a5795 cleanup: Remove unused code 2024-10-17 05:33:11 +00:00
John Colvin e4a099cf6d cleanup: Remove more unnecessary includes 2024-10-17 05:33:11 +00:00
John Colvin d2bbd43ecb refactor: Move SecurityMarketDataStatistics to lib_domain 2024-10-17 05:33:11 +00:00
John Colvin 86eb53cc29 cleanup: Remove unnecessary code 2024-10-17 05:33:11 +00:00
John Colvin 95fda4f268 cleanup: Remove empty header FTXSecurity.h 2024-10-17 05:33:11 +00:00
John Colvin f7fba0b638 cleanup: Remove temporary redirect headers
These were used to make code migration smoother (to the new lib_system and lib_domain)

* spark/algorithm/TryCatch.h -> system/algorithm/try_catch.h
* spark/core/BoolName.h -> system/bool_name.h
* spark/core/EnumMacros.h -> system/enum_macros.h
* spark/core/FMT.h -> system/FMT.h
* spark/core/FMT_IMPL.h -> system/FMT_IMPL.h
* spark/core/TimeSpan.h -> system/time_span.h
* spark/core/TimeStamp.h -> system/time_stamp.h
* spark/domain/Price.h -> domain/price.h
* spark/io/JsonReader.h -> system/json/json_reader.h
* spark/io/JsonDumper.h -> system/json/json_dumper.h
2024-10-17 05:33:11 +00:00
John Colvin 08598d2b78 refactor: Move RFQ to lib_domain 2024-10-17 05:33:11 +00:00
John Colvin 5ecef5f34d refactor: Move AggressorSide proto to lib_domain
Get rid of non-proto AggressorSide enum while we're at it (consolidate to 1 type)
2024-10-17 05:33:11 +00:00
John Colvin ec9fabb26e cleanup: Remove more unused code 2024-10-17 05:33:11 +00:00
John Colvin c11f0157c5 refactor: Move a few Order types to lib_domain 2024-10-17 05:33:11 +00:00
John Colvin f1ace62773 refactor: Move TimeInForce to lib_domain 2024-10-17 05:33:11 +00:00
John Colvin 5b40ea03a6 cleanup: Remove unused code 2024-10-17 05:33:11 +00:00
John Colvin bf8dccf5eb refactor: Move TradeRecord into lib_domain 2024-10-17 05:33:11 +00:00
John Colvin bdcb71ec7f refactor: Move TradingStatus enum to lib_domain 2024-10-17 05:33:11 +00:00
John Colvin a6b387afec build: Update webpack-cli in admin webapp 2024-10-17 05:33:11 +00:00
John Colvin 603f810465 build: Configure admin webapp build entirely in CMakeLists
Get rid of build_admin_web_app.py
2024-10-17 05:33:11 +00:00
John Colvin 304c6fd4d1 refactor: Move domain types into new lib_domain
Also rename files in snake_case (standard naming convention for protos)
https://protobuf.dev/programming-guides/style/
2024-10-17 05:33:11 +00:00
John Colvin 30ee2cab3d refactor: Move collections into lib_system 2024-10-17 05:29:46 +00:00
John Colvin aa95fb3a35 refactor: Move a handful of types/utils to lib_system 2024-10-17 05:29:46 +00:00
John Colvin af1bc96e01 build: Add preset to build with 6 jobs (-j 6)
Otherwise the devcontainer may hog too much cpu and cause the container to freeze
2024-10-17 05:29:46 +00:00
John Colvin d41fa8a5fb cleanup: Remove unused includes
Mostly collection macro headers
2024-10-17 05:29:46 +00:00
John Colvin 1da52e9a5a cleanup (build): Move protobuf service generation cmake into lib_spark
Because lib_spark owns all the services
2024-10-17 05:29:46 +00:00
John Colvin 53739e3919 refactor: Rename protobuf out dir "include" -> "protobufs"
This is a more accurate and precise name. The dir contains c++ code generated
from .proto files - both sources (.cc) and headers (.pb.h).
2024-10-17 05:29:45 +00:00
John Colvin 18ea0ec425 refactor: Move ValueWrapper into lib_system
So other projects can use it
2024-10-17 05:29:45 +00:00
John Colvin 0b3a3d8833 Include bts_assert.h in bts_fatal.h
We shouldn't have to include bts_assert.h when we're already including bts_fatal.h
2024-10-17 05:29:45 +00:00
John Colvin b8d35cc0f9 refactor: Split MarketDataGateway up into providers/sources
MarketDataGateway still exists, but is greatly simplified. It creates
several `IMarketDataProvider`s, each of which generates a list of
`IMarketDataSource`s. The market data sources provide market data to an
`IMarketDataListener`.

* EmumbaMarketDataProvider
* CCApiMarketDataProvider
* PyMarketDataProvider
* OnixsMarketDataProvider
* ReplayMarketDataProvider

As a side effect, individual py market data sources are now explicitly
limited to a single venue (it probably should have been this way all
along, since the shared memory writers do not expect updates to involve
multiple venues).
2024-10-17 05:29:45 +00:00
John Colvin eb81da9863 cleanup: Remove superfluous code 2024-10-17 05:29:45 +00:00
John Colvin 9ea79c0bc9 improvement: Set SHARED_MEMORY_PREFIX to an environment variable
So we can effectively define it at runtime. We don't want to have to
produce different builds just to change the shared mem prefix.
2024-10-17 05:29:45 +00:00
John Colvin 621cdb90a4 fix: Always prepend proc name to shared mem prefix
Our shared memory model isn't really designed to be shared across processes.
Maybe some day it will.
2024-10-17 05:29:45 +00:00
John Colvin 3ded2653ad cleanup: Remove redundant macro def 2024-10-17 05:29:45 +00:00
John Colvin e92a91b450 Skip md recording thread loop if no recorders configured to run 2024-10-17 05:29:45 +00:00
John Colvin 9d66f268ec Handle signal interrupts explicitly in sparkd
Otherwise the python interpretter, which is instantiated when we load
python md plugins, prevents the application from exiting.
2024-10-17 05:29:45 +00:00
John Colvin a81f176de6 feat: Add support for python md plugins 2024-10-17 05:29:45 +00:00
John Colvin 3ff3f62be3 fix build: Ensure py scripts use unix line endings
I'm not sure why, but my sparkd build (linux) suddenly began failing to
generate cpp headers for protos. The error message indicated it was due
to an unexpected carriage return (\r) in plugin.py:

/usr/bin/env: ‘python\r’: No such file or directory
2024-10-17 05:24:19 +00:00
John Colvin 09b28704e6 refactor: Add lib_system proj for common utils
Migrates the following:
* Delegate.h
* bts_array_size.h
* string_utils.h

Note: File names in the new lib are snake_case (this seems to be the
standard naming convention for c++).
2024-10-17 05:24:19 +00:00
John Colvin 586fdefc45 cleanup: Trivial whitespace cleanup in sparkd CMakeLists 2024-10-16 18:35:26 +00:00
John Colvin 99f13b5ba5 build: Add cmake fns to symlink and install local libs
The code needed to do this (inline) is ugly and verbose
2024-10-16 18:35:26 +00:00
John Colvin 5c9624380e cleanup: Use conventional UPPER_CASE var names in sparkd CMakeLists 2024-10-16 18:35:26 +00:00
John Colvin ca6429e483 cleanup: Trivial whitespace cleanup in Protobuf.cmake 2024-10-16 18:35:26 +00:00
John Colvin 9f1e4d8b3e build: Clean up data_files cmake proj (support --target clean) 2024-10-16 18:35:16 +00:00
John Colvin 7e79430aeb refactor: Organize libspark proj w/ stuttering include
This new structure provides several benefits:

* Allows us to install multiple CMake projects in the same destination
  dir (without include path conflicts).
  - This makes shipping the trading algo sdk a trivial excercise. Simply
    copy the lib and include dirs from the install dest. That's it!
* Puts us in a position to break up the monolithic libspark into smaller
  modules, which are easier to manage.
2024-10-16 18:35:15 +00:00
John Colvin 031b0ac521 vscode: Add debug cfg to skip sparkd build 2024-10-14 17:21:49 +00:00
John Colvin 9ec5bf4ea5 fix build: Add ShmSegmentName.cpp to windows client sources 2024-10-14 17:21:49 +00:00
John Colvin 5507743201 Make a few timestamp fns const
They should have been const in the first place
2024-10-14 17:21:49 +00:00
John Colvin e0e4bf9764 Add config profiles to libspark
This is part of a larger effort to unify the libspark build, and eliminate
compile time differences between the builds used by our various services
2024-10-14 17:21:49 +00:00
John Colvin 95ba1bb0bd Add api server to docker compose 2024-10-14 17:21:49 +00:00
John Colvin a524943f47 Rename pingtest "sparkd-ping-test", make it depend on sparkd
Add it to a "ping-test" profile, as we may add similar tests for other services
2024-10-14 17:21:49 +00:00
John Colvin 19804866ad cleanup: Remove unnecessary env vars from webapp docker compose 2024-10-14 17:21:49 +00:00
John Colvin ef5835a83c Change api server ports so they don't conflict w/ ds webapp 2024-10-14 17:21:49 +00:00
John Colvin 86b9c67c54 vscode: Fix sparkd debug config 2024-10-14 17:21:49 +00:00
John Colvin 0a6d960522 build: Resolve app data dir and shared mem prefix at runtime
We really can't define them at compile time anymore as we build multiple
exes that depend on libspark in the same dir (e.g., spark api server,
pubsub, ds-publisher, webapp, etc.). That means one libspark.so (or dll)
must serve all exes. We should compile a consistent libspark to mitigate
the risk of running an exe with the wrong version (of libspark). For
example, running pubsub with a libspark configured for spark api server,
leftover from an earlier build.
2024-10-14 17:21:49 +00:00
John Colvin eb8be7a98f Don't log "initializing spark config" if it has already been initialized 2024-10-14 17:21:49 +00:00
John Colvin 8c05bcf4f7 vscode: Add debug cfg for spark api server 2024-10-14 17:21:49 +00:00
John Colvin b788505646 Use dependency injection in spark api server 2024-10-14 17:21:49 +00:00
John Colvin fcf5707ef1 Add SparkLoggerAdapter for Msft ILogger 2024-10-14 17:21:49 +00:00
John Colvin 38dcfeae79 Display exception stack trace w/ 1 call per line in ds webapp 2024-10-14 17:21:49 +00:00
John Colvin be4556a6b2 Remove unused ErrorView from ds webapp 2024-10-14 17:21:49 +00:00
John Colvin 939b783583 Propagate ViewStream errors to webapp frontend 2024-10-14 17:21:49 +00:00
John Colvin 466d3eb432 Add ErrorChanged event to propagate DataStream exceptions 2024-10-14 17:21:49 +00:00
John Colvin d3f069439d Set columns to empty array rather than null in ds webapp
If no data has been received. Since the 'columns' property was marked
'required', this eliminates a warning that was being logged to console.
2024-10-14 17:21:49 +00:00
John Colvin bc9102b7b5 Improve alignment/spacing in ds webapp 2024-10-14 17:21:49 +00:00
John Colvin b0bc68997b Configure datastream deployment with docker-compose
To deploy to aws, connect to our aws vpn then run:
tools/deploy-docker-compose.sh

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

Note: the name 'md-publisher' refers to DataStreamPublisher w/ MarketData
configuration
2024-10-14 17:21:49 +00:00
John Colvin ad1e9b1fe2 Remove "BTS Cloud Streams" title from webapp
Space is precious when viewing on phone (tbh, it didn't look that good
anyways).
2024-10-14 17:21:48 +00:00
John Colvin 1efbca9a49 fix: Ensure md-publisher waits for pubsub and sparkd
Bugs (fixed):
  * md-publisher silently fails if it tries to connect before those services are "ready".

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

References:
  * https://github.com/jwilder/dockerize
2024-10-14 17:21:47 +00:00
John Colvin 00f825802d Replace ErrorView component w/ robust QueryStatusView 2024-10-14 17:21:47 +00:00
John Colvin 4dc95e1979 Fix typos in query button theme 2024-10-14 17:21:47 +00:00
John Colvin fd0f95a884 fix: Don't assert on exception in BooleanExpression.evaluate
Bugs (fixed):
  * DataStream WebApp Server sometimes crashes when the user enters a
    bad query.
2024-10-14 17:21:47 +00:00
John Colvin 00f866d3f5 Change VITE_DATASTREAM_WEBSOCKET_URL to localhost 2024-10-14 17:21:47 +00:00
John Colvin 17b2d56391 Assert that local ip address is successfully obtained 2024-10-14 17:21:47 +00:00
John Colvin 0d9699b79c improvement: Resolve hostnames when comparing ip addrs
So we can to configure pubsub routes by hostname or ipv4 (ipv6 hasn't been
tested yet...so we should assume it doesn't work).
2024-10-14 17:21:47 +00:00
John Colvin 87c3471c9c Assert TcpConnection endpoint matches expected 2024-10-14 17:21:46 +00:00
John Colvin 2bb6458c44 Fix typo in log msg (was missing interpolation '$') 2024-10-14 17:21:46 +00:00
John Colvin 768ec3ca34 Catch exceptions on AsyncTCPConnector_AsyncWrapper background thread
Since it spawns a new thread on each attempt, uncaught exceptions were previously undetected,
and caused silent failures down the pipe. This should make it easier to track such bugs down.
2024-10-14 17:21:46 +00:00
John Colvin b10135aded fix: Format PubSubRoute as json in log msgs
It was previously using the default ToString, which simply returns the type name
2024-10-14 17:21:46 +00:00
John Colvin 00dbbfa230 build: Upgrade packages (deps) in DataStreamTests 2024-10-14 17:21:46 +00:00
John Colvin f4570b2083 cleanup: Remove unused ViewStreamDatabase config 2024-10-14 17:21:46 +00:00
John Colvin 5e79a58253 vscode: Add PubSubServer debug cfg to skip build 2024-10-14 17:21:46 +00:00
John Colvin 61ddefa862 Configure apps as a distributed system via Docker compose 2024-10-14 17:21:46 +00:00
John Colvin 490e425fc3 Remove reference to spark protobuf Config in ViewStream
We can't read spark protobuf Config until it has been initialized,
and since ViewStream doesn't have the configServer param handy it
isn't able to initialize config if necessary. In that case, it would simply
block until config was initialized by someone else. Such a risk doesn't
seem justified for this particular configuration dependency
(DataStreamConfig.UseUncopiedNewRowsInFire). For now, its hardcoded to false.
2024-10-14 17:21:46 +00:00
John Colvin 0382d5de3b refactor: Run RemoteQueryManager as an IHostedService
This paradigm more accurately represents the RemoteQueryManager as a
Service that can be started/stopped.
2024-10-14 17:21:46 +00:00
John Colvin 0ae1d61ce1 Remove inappropriate "Unable to dispose subscription" log msg 2024-10-14 17:21:46 +00:00
John Colvin 3c1d849989 fix: Ensure spark config init and login are only performed once
As a static function that could be called from anywhere in the code
(directly or indirectly), 'Configuration.Initialize' was vulnerable to
race bugs. The "Configuration.get<T>()" method, whose calls are
ubiquitous in our code, would initialize config if it hadn't been done
so already. Without a reference to the configServer param, this param
would effectively be ignored/overridden with null.

It's important that login only be performed once, for obvious reasons
(our exes that connect to sparkd are generally designed to process data
for a single user). Furthermore, not every routine that requires a
successful login has a reference to the credentials needed to do it. To
address this, we now pass the ISparkdLoginService singleton to these
routines so they can wait until the singular login task has completed
before they begin.
2024-10-14 17:21:46 +00:00
John Colvin 1b26f4b114 Move misplaced log abt initializing query text to appropriate place 2024-10-14 17:21:46 +00:00
John Colvin 8a2dea53e6 Assert ViewStreamDatabase.instance is only created once
The instance must be initialized via ViewStreamDatabase.SetGlobalInstance
2024-10-14 17:21:46 +00:00
John Colvin e396ebb181 cleanup: Remove unused code from ViewStreamDatabase 2024-10-14 17:21:46 +00:00
John Colvin 7f9be44cc2 Include subscription id in ds websocket updates 2024-10-14 17:21:46 +00:00
John Colvin 0f88a15c57 fix: Define BoooleanConstant before StringConstant
Otherwise the former masks the latter and prevents it from matching
2024-10-14 17:21:46 +00:00
John Colvin b84dfce39d Log event data in websocket open, close, error callbacks 2024-10-14 17:21:46 +00:00
John Colvin 86bddb7fd6 refactor: Bring back Material DataGrid
Fix the column resize bugs that made it previously unusable
2024-10-14 17:21:46 +00:00
John Colvin 3b4e424dd3 refactor: Improve react webapp state management
* Add queryTextResetTime as part of the CannedQuery state
  (the QueryControl compares the canned query click time with the time of the
  last user input, and applies the text from the most recent change)

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

* Replace inappropriate useMemo call w/ useEffect
2024-10-14 17:21:46 +00:00
John Colvin 96dee6ac0e cleanup: Get rid of magic const (subscriptionId) in webapp App.jsx 2024-10-14 17:21:46 +00:00
John Colvin e0ea6418bd build: Copy configuration profiles to publish dir 2024-10-14 17:21:46 +00:00
John Colvin fd34c0f5e7 cleanup: Remove unnecessary deps from csprojs 2024-10-14 17:21:46 +00:00
John Colvin 0e50994c2d build: Change publish_data_stream.py to publish the sln
We were publishing individual projects as a workaround for the
dependency issue (bug) that caused some projects to incorrectly target
net8.0. The fact that publishing individual projects "just worked" was
probably dumb luck. Now that the underlying issue has been addressed, we
can resume publishing the sln as a whole.
2024-10-14 17:21:46 +00:00
John Colvin 8612f6c073 dev: Install docker in devcontainer
So we can start various services like sparkd, pubsub, ds publishers, ds
webapp, etc. from inside the devcontainer.
2024-10-14 17:21:46 +00:00
John Colvin 39bc561834 dev: Remove dotnet8 from devcontainer
We'll upgrade to dotnet8 eventually, but now isn't the time (too much
more important work to be done).
2024-10-14 17:21:46 +00:00
John Colvin 2f88cbd7e8 dev: Run devcontainer on host network
So we don't need to worry about publishing the right ports (and don't
need to rebuild the container everytime the list of ports changes).
2024-10-14 17:21:46 +00:00
John Colvin 1e625c58cf fix: Downgrade Microsoft.Extensions.Hosting to 7.0.1
A handful of csprojs were referencing version 8.0.0. Since that version
targets net8.0, I have no idea why it didn't cause the build to fail.
Instead, this framework mismatch led to a mysterious runtime crash with
the following error, despite the dll in question being present in the
build dir:

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

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

dotnet publish --configuration Release --sc --framework net7.0 --runtime linux-x64 <DataStreamSuite.sln>
2024-10-14 17:21:46 +00:00
John Colvin c792e1897e Add HttpsRedirection middleware first in the webapp pipeline
Middleware handlers are invoked in the order in which they are added. Any middleware
that is added before HttpsRedirection may can prevent the request from being redirected.
As of now, only development-specific middleware is added ahead of HttpsRedircetion.
2024-10-14 17:21:46 +00:00
John Colvin 71032cdefc build: Copy configuration profiles to build dir
So they are readily available to publish/deploy scripts.
2024-10-14 17:21:46 +00:00
John Colvin 6709ccc2fe Fix benign typo in Scanner/Parser msbuild targets
The output path referenced a non-existant msbuild metadata prop "RelativeOutputDir"
(the actual prop is called "RelativeDir"). Also, the OutputFile path is relative to the
project dir (the 'MSBuildProjectDir' prop), not the file being included.
2024-10-14 17:21:46 +00:00
John Colvin 807675a0ab fix: Catch exception when creating TcpClient 2024-10-14 17:21:46 +00:00
John Colvin f7f1ea2c0c fix: Catch WebSocketException in DataStreamSubscription 2024-10-14 17:21:46 +00:00
John Colvin 443aac540a fix: Add null check to NonIncGroupByStream 2024-10-14 17:21:46 +00:00
John Colvin 7c803d18f9 fix: Add null check to TableAccumulator2 2024-10-14 17:21:46 +00:00
John Colvin 2c813da889 fix: Add self-signed certificate to Dockerfile for ds webapp 2024-10-14 17:21:46 +00:00
John Colvin 6e0dbe56a3 fix: Make SystemSubscriptionMapPublisher threadsafe
The PubSubState.onTagMapChanged event may not be invoked on
the same thread as doWork.
2024-10-14 17:21:46 +00:00
John Colvin 7550e81aa7 fix: Add null check in TimeBasedFilter.cs 2024-10-14 17:21:46 +00:00
John Colvin d3ce9a7a9a Reduce task wait/timeout code in AsyncTCPConnector 2024-10-14 17:21:46 +00:00
John Colvin 4ffc0cf38e Add a few canned queries to AwsProd.json for ds webapp 2024-10-14 17:21:46 +00:00
John Colvin 5607e92ea9 fix: Copy canned queries to clipboard on click
Instead of trying to update the text directly, which causes the front end
to overwrite the user's changes everytime the data updates from then on.
2024-10-14 17:21:46 +00:00
John Colvin 77b9a2fbbb fix: Convert invalid doubles to nan in ds webapp serializer 2024-10-14 17:21:46 +00:00
John Colvin 7e1136a092 Increase datagrid maxheight in ds webapp to 1000px 2024-10-14 17:21:46 +00:00
John Colvin f5b71bda18 Improve error display in ds webapp 2024-10-14 17:21:46 +00:00
John Colvin e4d6bc604b fix: Dispose existing sub on subscribe req in ds webapp
Even if new sub has parse error. This fixes a bug where the previous
subscription would continue firing and updating the frontend, when it
should just display the error info to the user and cease updates.
2024-10-14 17:21:46 +00:00
John Colvin 148a1bd5d4 fix: Get rid of "UseSpa" calls in webapp Production environment
This was leftover from a misguided attempt to fix a bug that turned out
to be due to an omitted environment var:
ASPNETCORE_HOSTINGSTARTUPASSEMBLIES=Microsoft.AspNetCore.SpaProxy
2024-10-14 17:21:46 +00:00
John Colvin b4eaba8af4 Define webapp specific env vars in generic datastream app deploy script
For now, this makes things easier, as I don't need to write a special script just for the webapp
2024-10-14 17:21:46 +00:00
John Colvin 7801ac9300 Add config profile and Dockerfile args to deploy script 2024-10-14 17:21:46 +00:00
John Colvin 4f6614c080 Copy DataStream WebApp 'dist' to 'wwwroot' in deploy script 2024-10-14 17:21:46 +00:00
John Colvin f9084e24dd Tweak DataGrid style in DataStream WebApp 2024-10-14 17:21:46 +00:00
John Colvin 32c8589478 Add AwsProd config for DataStream WebApp 2024-10-14 17:21:46 +00:00
John Colvin 7e25b904b4 fix: Add VITE_ prefix to imported env vars
For the DataStream WebApp client
2024-10-14 17:21:46 +00:00
John Colvin a25afb9c64 Fix urls for DataStreamPublisher AwsProd.json 2024-10-14 17:21:46 +00:00
John Colvin f672d2221a Add benzinga news streams to AwsProd.json
This is a config profile for DataStreamPublisher, designed to be deployed
to aws (on public internet).
2024-10-14 17:21:46 +00:00
John Colvin 36f1596288 fix build warnings: Make props nullable strings in SharedStreamConfig 2024-10-14 17:21:46 +00:00
John Colvin d0f0ef12f5 whitespace: Format PubSubServer.json (indentation issues) 2024-10-14 17:21:46 +00:00
John Colvin ca326690a5 fix import from environment variable 2024-10-14 17:21:46 +00:00
John Colvin d84fb40454 Add a few tasks to run DataStream WebApp 2024-10-14 17:21:46 +00:00
John Colvin 263a051dd7 fix: Import websocket url from environment var 2024-10-14 17:21:46 +00:00
John Colvin 36f9e29520 Add scripts to deploy data stream apps 2024-10-14 17:21:46 +00:00
John Colvin ae8dd16e36 Add SpaServer to Production environment
For Bts.DataStreamWebApp.Server
2024-10-14 17:21:46 +00:00
John Colvin 26625e317e Change DirectoryBrowser requestPath to "/browse"
So we can view a psuedo file explorer for the webapp by requesting the "/browse" path
(only activated in Development environment).
2024-10-14 17:21:46 +00:00
John Colvin b966352d79 Publish Bts.DataStreamWebApp.Server along with PubSub & DataStream 2024-10-14 17:21:46 +00:00
John Colvin 38a3eebb13 cleanup: Remove unused code in Bts.DataStreamWebApp.Client 2024-10-14 17:21:46 +00:00
John Colvin 940a34cd8a Capture OperationCanceledException (instead of TaskCanceledException)
The former is the base class for the latter, so this will widen the umbrella to catch a few corner cases
that would otherwise been handled by the generic "Exception" catch block. One corner case I know
of is when an op is canceled via "CancellationToken.ThrowIfCancellationRequested". In that case,
an OperationCanceledException is thrown (not a TaskCanceledException).

https://stackoverflow.com/questions/34359129/operationcanceledexception-vs-taskcanceledexception-when-task-is-canceled
2024-10-14 17:21:46 +00:00
John Colvin e4ed09d96e Hardcode webSocketUrl to aws server in DataStreamWebApp client 2024-10-14 17:21:46 +00:00
John Colvin 6edb8b89f0 Assert that System publishers 'doWork' is always called on same thread 2024-10-14 17:21:46 +00:00
John Colvin b870e49d01 fix: Make InternalPublisherQueue thread safe 2024-10-14 17:21:46 +00:00
John Colvin f2e5ed35fb Improve error reporting in DataStreamWebSocketServer 2024-10-14 17:21:45 +00:00
John Colvin 368ffce5cf data stream web app client check pt 2024-10-14 17:21:45 +00:00
John Colvin 46b4313f2a fix build: Fix Spark build after making config init async 2024-10-14 17:21:45 +00:00
John Colvin 2dd6c3d6a6 fix Change Configuration.initialize to be async 2024-10-14 17:21:45 +00:00
John Colvin 547d3cd755 refactor: Tweak SparkCoreServices to synchronize Configuration.init globally 2024-10-14 17:21:45 +00:00
John Colvin 280c141f5b refactor: Change Configuration.initialize to be async 2024-10-14 17:21:45 +00:00
John Colvin 865e001888 vscode: Add 'isSparkApiEnabled' input to launch.json 2024-10-14 17:21:45 +00:00
John Colvin b621a6b240 SparkApiService check pt 2024-10-14 17:21:45 +00:00
John Colvin 979eb50268 pubsub server checkpt 2024-10-14 17:21:45 +00:00
John Colvin 3960403d5a pubsub checkpt 2024-10-14 17:21:45 +00:00
John Colvin ff66151fc1 datastreamwebapp server checkpt 2024-10-14 17:21:45 +00:00
John Colvin 76dcc331e4 datastream webapp client check pt 2024-10-14 17:21:45 +00:00
John Colvin 037ce4a2b8 fix add pubsub services 2024-10-14 17:21:45 +00:00
John Colvin 96f0cfec1c Remove unused PubSubConfig props 2024-10-14 17:21:45 +00:00
John Colvin 6d013abe7a Fix dsqa config json 2024-10-14 17:21:45 +00:00
John Colvin 97691cceb3 fix: Always call 'handle_internal_pubs' in PubSubMessageReactor main loop 2024-10-14 17:21:45 +00:00
John Colvin 7a612502e9 improvement: Accept CancellationToken, catch exceptions when running ds websocket server 2024-10-14 17:21:45 +00:00
John Colvin 964f9a0b06 Fix mismatched types in PubSubServerTagStatsStream schema 2024-10-14 17:21:45 +00:00
John Colvin 5085e872cb Add DataStreamPublisher service modules designed for Dependency Injection
* Change DataStreamPublisher json fields to match cs class property names verbatim
* Rename Publishers -> PublisherNodes in DataStreamPublisherConfig
2024-10-14 17:21:45 +00:00
John Colvin c0fd30ab92 refactor: Decouple ViewPublisher from IPubTableBroker impl 2024-10-14 17:21:45 +00:00
John Colvin 40dfbd90d5 Add PubSub service modules designed for Dependency Injection
* Get rid of JsonPropertyName attributes in PubSubConfig
  - The Dependency Injection framework (based around dotnet ApplicationBuilder)
    does not support this attribute, and maps property names verbatim to json fields.

* Change PubSubServer json fields to match cs class property names verbatim
2024-10-14 17:21:45 +00:00
John Colvin 9411e8ed21 refactor: Decouple RemoteQueryManager from IManagedSubscriber, IPubTableBroker impl 2024-10-14 17:21:45 +00:00
John Colvin b6291d89e3 refactor: Decouple ManagedSubscriber from ISubscriberCore impl 2024-10-14 17:21:45 +00:00
John Colvin 4fb8b26812 refactor: Only support 1 tag type in IPubSubServerTagHandler 2024-10-14 17:21:45 +00:00
John Colvin 583932ea91 refactor: Decouple PubTableBroker from IPublisherCore impl
Reference interface rather than the PublisherCore impl.
2024-10-14 17:21:45 +00:00
John Colvin 8f0a758f1a improvement: Accept CancellationToken in JsonRpcRequestObservable 2024-10-14 17:21:45 +00:00
John Colvin 1d76c0c0ed fix: Dispose market data sub in various md streams 2024-10-14 17:21:45 +00:00
John Colvin 89cb2b04bf cleanup: Remove unused pubsub tag handler code
* Removed 'IPubSubServerTagHandler.register'
  - All implementations of this function were empty
* Removed 'IPubSubServerTagHandler.supportedTagTypes'
  - This property wasn't referenced anywhere
* Remove IWorker inheritance from IPubSubServerTagHandler
  - No reason these interfaces have to be tied together
2024-10-14 17:21:45 +00:00
John Colvin 55f7a86500 refactor: Rename CloudStreamManager.cs -> RemoteQueryManager.cs
This matches the file name
2024-10-14 17:21:45 +00:00
John Colvin 86d01e73c4 Change pub sub schema prefix 'bluto://' -> 'bts-cloud://'
In config json files (not actual code change)
2024-10-14 17:21:45 +00:00
John Colvin 142aca7dc5 fix build: Fix prop names after refactoring PubSubRoute
* Change 'server_address' -> 'ServerAddress'
* Change 'tag_reg_exp' -> 'TagRegExp'
2024-10-14 17:21:45 +00:00
John Colvin 7b57a07a31 build: Add scripts to publish data stream apps 2024-10-14 17:21:45 +00:00
John Colvin d6983ab359 Fix typo in log msg 2024-10-14 17:21:45 +00:00
John Colvin dfa47bd88e Fix build scripts so they propagate the exit code back to the shell
I noticed this was broken because launch.json configurations would still start the debugger
even when the preLaunchTask (build) failed!
2024-10-14 17:21:45 +00:00
John Colvin 9fcf23c0d7 vscode: Add DataStreamPublisher debug cfg to skip build 2024-10-14 17:21:45 +00:00
John Colvin 5a51d6e7f6 build: Use separate cmd to build DataStreamSuite/QueryAnalyzer.sln
The DataStreamSuite.sln builds the new webapp now, which will
(eventually) replace DSQA. We'll keep it around for now, but with a
clean separation from the main build.
2024-10-14 17:21:45 +00:00
John Colvin fac11fdfe2 feat: Add DataStream WebApp
Included in DataStreamSuite.sln, but not DataStreamQueryAnalyzer.sln
2024-10-14 17:21:45 +00:00
John Colvin 4932388338 Add spark service modules designed for Dependency Injection 2024-10-14 17:21:45 +00:00
John Colvin cccfbc7bd2 build: Copy libspark to all dotnet dirs in single cmake target
This is cleaner than the previous impl, which used separate build
targets to copy libspark to "net7.0", and "net7.0-windows" (dirs).
2024-10-14 17:21:45 +00:00
John Colvin 4d2cac7216 fix: Parse ServerAddress as normal string
The "JsonValueOrArrayConverter<T>" doesn't work the way I thought it
would. When it is associated with a property via the JsonConverter
attribute, dotnet json parsing code throws an exception if "T" isn't
assignable to the property type.
2024-10-14 17:21:45 +00:00
John Colvin 1c30546c24 fix build (api server): Change namespace to bts.websocket_core 2024-10-14 17:21:45 +00:00
John Colvin c79ee0217a Remove docker submodules again 2024-10-14 17:21:45 +00:00
John Colvin a8b8e4215e Change externals url from ssh to https style
So we don't need ssh keys to clone it (the builtin credential manager
makes https authentication safe/easy)
2024-10-14 17:21:45 +00:00
John Colvin 79f3431e77 cleanup: Fix benign typos in build scripts
Change BUILD_SPARK_PY var name to BUILD_PY (because these scripts to actually build 'spark')
2024-10-14 17:21:45 +00:00
John Colvin 9469906d4d fix build (warn): Only use Registry on windows 2024-10-14 17:21:45 +00:00
John Colvin de62ac6e82 cleanup: Fix numerous build warnings in DataStreamSuite
Nearly all warnings were due to nullability issues, since the concept of
nullable reference types did not exist when the DataStream code was
originally written.

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

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

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

* PubSubSingleTagStateEvent.cs
* PubSubMessageReactor
* PubSubState
* SystemHeartbeatPublisher
* SystemStatsPublisher
* SingleTagData
* ManagedTCPMessageHub
* PubsubDeserializationController
* PublisherCore
* InflaterHuffmanTree
* AsyncTCPConnection_APM
* ThreadSafeQueue
* ManagedSubscriber
* SubscriberCore
* PubSubServerManagedTCPConnection
* AsyncTCPConnection_APM
* SuperMapStream
* MapStream
* TradeBarsStream
2024-10-14 17:21:45 +00:00
John Colvin 4340910285 cleanup: Normalize indentation in TradeBarsStream 2024-10-14 17:21:45 +00:00
John Colvin 3b5e8d6e7e cleanup: Disable nullability warnings
* BZip2InputStream
* TarInputStream
* Inflater
* InflaterDynHeader
* BZip2OutputStream
* DeflaterHuffman
* ParallelJoinTest
2024-10-14 17:21:45 +00:00
John Colvin 2fab790ebf cleanup: Modernize PubSubRoute code, json parsing 2024-10-14 17:21:45 +00:00
John Colvin 06352bd6e9 cleanup: Remove unused DateTime grammar from exp parser 2024-10-14 17:21:45 +00:00
John Colvin ea4c91116f Add JsonRpcRequestObservable, AsyncEnumerable 2024-10-14 17:21:45 +00:00
John Colvin f7c2fc52ce Add json facilities for DataStream websocket api 2024-10-14 17:21:45 +00:00
John Colvin 7882c5ca77 refactor: Add handy WebsocketExtensions
* IsSocketStateOpen
* IsClosedProperly
2024-10-14 17:21:45 +00:00
John Colvin 91b9d2a37b feat: Add JsonRpc types for websocket paradigm 2024-10-14 17:21:45 +00:00
John Colvin 48419e8d3c cleanup: Remove empty file (clearly added by accident) 2024-10-14 17:21:45 +00:00
John Colvin 66511d69bb fix: Fix improper 'OfType' linq cast
Previously, animations were expressed through polymorphism (derived from the
base class CellAnimation), but the new impl uses composition. This 'OfType' call
was leftover from the polymorphism implementation, an attempt to linq cast
elements of base class (CellAnimation) to BackgroundAnimation.
2024-10-14 17:21:45 +00:00
John Colvin 68a6e716f7 editorconfig: Use standard c# capitalization rules
* Use 'PascalCase' for public members (instead of 'snake_case')
* Use 'camelCase' for private members (instead of '_snake_case')
2024-10-14 17:21:45 +00:00
John Colvin 5d28d0e455 refactor: Add WebsocketClient class
Basically an ISubject (I/O) wrapper for IWebsocketConnectionGateway
2024-10-14 17:21:45 +00:00
John Colvin 8db44cc7f5 refactor: Change WebsocketServerConfig.port to uint32
It should always be a number between 1-65535
2024-10-14 17:21:45 +00:00
John Colvin 91220a0296 refactor: Rename WebsocketServerConfig proto pkg 'bts.websocket_core'
This matches the namespace used in spark_websocket csproj. Eventually,
I'd like to use conventional capitalization (TitleCase namespaces/types,
etc.), but let's shelf that until we have enough time/energy to do a
more comprehensive refactoring.
2024-10-14 17:21:45 +00:00
John Colvin 9709112307 refactor: Remove nullability constraint in GetValueOrDefault 2024-10-14 17:21:44 +00:00
John Colvin 82128be9ca refactor: Use events to avoid circular deps for ws sync/gateway 2024-10-14 17:21:44 +00:00
John Colvin fd59682b28 refactor: Let caller specify nullability of T in json parse fn 2024-10-14 17:21:44 +00:00
476 changed files with 5556 additions and 15781 deletions

No files matched your search

+1 -7
View File
@@ -25,12 +25,6 @@
"commands": [
"fake"
]
},
"dotnet-t4": {
"version": "3.0.0",
"commands": [
"t4"
]
}
}
}
}
-81
View File
@@ -1,81 +0,0 @@
# This file defines the global default configuration for docker deployments.
# It is tracked in source control. For temporary modifications, please create
# a separate file called ".env.local" (it's in .gitignore, so won't be tracked).
# If a variable is defined in both files, the value in .env.local will be used.
#
# About the deployment procedure:
# We use Docker Compose to build images and launch containers for various services
# that make up our software suite:
# - sparkd
# - pubsub
# - md-publisher
# - webapp (DSQA on the web)
# - api-server (websocket based)
# From inside a devcontainer, you can launch all services in separate containers
# on your machine by running:
#
# tools/deploy.sh
#
# This script builds release versions for each service, packaged (generally) in
# self-contained directories. Next, it runs a few "docker compose" commands to
# build docker images loaded with the self-contained binaries from the previous
# step, and start containers with those images to run each service. To view the
# commands that deploy.sh runs internally (without actually running them), run:
#
# tools/deploy.sh --dry-run
#
# For additional information/help, run:
#
# tools/deploy.sh --help
#
### Sparkd ###
# The internal image for sparkd to use. For more info, view:
# src/app_sparkd/Dockerfile
SPARKD__IMAGE=sparkd
# The 'spark.conf' for this service to use
SPARKD__CONF_FILE=src/app_sparkd/spark.conf
# To run replay md, put recorded md files in SPARKD__MD_RECORDING_DIR, and use:
# SPARKD__IMAGE=sparkd_md_replay
# SPARKD__CONF_FILE=src/app_sparkd/spark.local.conf
# (configure which md to replay in the new SPARKD__CONF_FILE)
SPARKD__MD_RECORDING_DIR=.md_recording
SPARKD__SOURCE_DIR=install/sparkd-release-gcc
SPARKD__CONFIG_PORT=8000
SPARKD__QUICKBUS_PORT=8001
SPARKD__SIM_FIX_PORT=8002
### Pubsub ###
# The 'spark.conf' for this service to use
PUBSUB__CONF_FILE=src/DataStreamSuite/PubSubServer/spark.conf
PUBSUB__CS_SOURCE_DIR=build/Release/bin/net7.0/linux-x64/publish
PUBSUB__CPP_SOURCE_DIR=install/data-stream-suite-linux
# The appsettings to load at runtime. Expects a file named:
# src/DataStreamSuite/PubSub/appsettings.${PUBSUB__DOTNET_ENVIRONMENT}.json
PUBSUB__DOTNET_ENVIRONMENT=Staging
### Md Publisher ###
# The 'spark.conf' for this service to use
MD_PUBLISHER__CONF_FILE=src/DataStreamSuite/DataStreamPublisher/spark.conf
MD_PUBLISHER__SOURCE_DIR=build/Release/bin/net7.0/linux-x64/publish
# Determines which appsettings to load at runtime. Expects a file named:
# src/DataStreamSuite/DataStreamPublisher/appsettings.${MD_PUBLISHER__DOTNET_ENVIRONMENT}.json
MD_PUBLISHER__DOTNET_ENVIRONMENT=MarketData
### Webapp (DSQA on the web) ###
# The 'spark.conf' for this service to use
WEBAPP__CONF_FILE=src/client/spark_api_server/spark.conf
WEBAPP__SOURCE_DIR=build/Release/bin/net7.0/linux-x64/publish
WEBAPP__WEB_ROOT=build/Bts.DataStreamWebApp.Client/production/dist
# Determines which appsettings to load at runtime. Expects a file named:
# src/DataStreamSuite/Bts.DataStreamWebApp.Server/appsettings.${WEBAPP__ASPNETCORE_ENVIRONMENT}.json
WEBAPP__ASPNETCORE_ENVIRONMENT=Staging
### Api Server ###
# The 'spark.conf' for this service to use
API_SERVER__CONF_FILE=src/client/spark_api_server/spark.conf
API_SERVER__CS_SOURCE_DIR=build/Release/bin/net7.0/linux-x64/publish
API_SERVER__CPP_SOURCE_DIR=install/spark-api-server-linux
# Determines which appsettings to load at runtime. Expects a file named:
# src/client/spark_api_server/appsettings.${API_SERVER__ASPNETCORE_ENVIRONMENT}.json
API_SERVER__ASPNETCORE_ENVIRONMENT=Staging
-3
View File
@@ -59,6 +59,3 @@ trace_data/
.devcontainer/
*.Generated.cs
*.lst
src/app_sparkd/spark.local.conf
.env.local
.md_recording
+5 -50
View File
@@ -16,20 +16,11 @@
"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"
},
@@ -42,19 +33,11 @@
"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"
},
@@ -62,7 +45,7 @@
"name": "Bts.DataStreamWebApp.Server",
"type": "coreclr",
"request": "launch",
"preLaunchTask": "Build DataStream (Debug)",
"preLaunchTask": "Build DataStream WebApp (Debug)",
"program": "${workspaceFolder}/build/Debug/bin/net7.0/Bts.DataStreamWebApp.Server.dll",
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
"env": {
@@ -282,34 +265,6 @@
}
]
},
{
"name": "Sparkd Web (Skip Build)",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
},
"args": [
"web"
],
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd",
"stopAtEntry": false,
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
},
{
"description": "Set Disassembly Flavor to Intel",
"text": "-gdb-set disassembly-flavor intel",
"ignoreFailures": true
}
]
},
],
"inputs": [
{
+3
View File
@@ -33,6 +33,9 @@ else()
set(BUILD_ADMIN_WEB_APP ON CACHE BOOL "Build the Admin WebApp")
endif()
include_directories(BEFORE SYSTEM ${EXTERNALS_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
link_directories(${EXTERNALS_LIB})
add_compile_definitions(SHARED_MEMORY_PREFIX="${SHARED_MEMORY_PREFIX}")
if(DEFINED APP_DATA_DIR)
add_compile_definitions(APP_DATA_DIR="${APP_DATA_DIR}")
+1 -1
View File
@@ -169,7 +169,7 @@
"value": "ON"
},
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"DOTNET_BINARY_DIR": "${sourceDir}/build/Spark.Api.Server/$<CONFIG>/bin/net7.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
-50
View File
@@ -14,16 +14,6 @@ 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
@@ -80,46 +70,6 @@ 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
+1 -10
View File
@@ -72,14 +72,6 @@ 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
@@ -98,7 +90,6 @@ 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
@@ -112,7 +103,7 @@ function(init_library)
)
# Add tests executable (if there are any)
if (${_name}_TEST_SOURCES AND NOT WIN32)
if (${_name}_TEST_SOURCES)
add_executable(${_name}-tests ${${_name}_TEST_SOURCES})
get_target_property(_lib_type ${_name} TYPE)
+1 -5
View File
@@ -15,11 +15,7 @@ function(protobuf_generate_cpp)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
if (NOT DEFINED _ARGS_PROTOC)
if (WIN32)
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc.exe")
else()
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc")
endif()
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc")
endif()
set(${_ARGS_CXX_SOURCES})
set(${_ARGS_CXX_HEADERS})
+8 -6
View File
@@ -20,14 +20,16 @@ endfunction()
function(sym_link_file)
set(_options)
set(_one_value_args SOURCE DEST INSTALL_DEST)
set(_one_value_args TARGET_NAME SOURCE DEST INSTALL_DEST)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
file(
CREATE_LINK
${_ARGS_SOURCE}
${_ARGS_DEST}
SYMBOLIC
add_custom_command(
OUTPUT ${_ARGS_DEST}
COMMAND ln ARGS -s ${_ARGS_SOURCE} ${_ARGS_DEST}
)
add_custom_target(
${_ARGS_TARGET_NAME} ALL
DEPENDS ${_ARGS_DEST}
)
if (DEFINED _ARGS_INSTALL_DEST)
install(
+1 -1
View File
@@ -5,7 +5,7 @@ cmake_minimum_required(VERSION 3.5)
cmake_policy(SET CMP0076 NEW)
# add protos to the library to facilitate source_group
target_sources(spark PUBLIC ${Config_Protos} ${NonConfig_Protos} ${Service_Protos})
target_sources(libspark PUBLIC ${Config_Protos} ${NonConfig_Protos} ${Service_Protos})
function(assign_source_group)
foreach(_source IN ITEMS ${ARGN})
+23 -30
View File
@@ -1,59 +1,52 @@
services:
sparkd:
build:
dockerfile: src/app_sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONF_FILE=${SPARKD__CONF_FILE}
- MD_RECORDING_DIR=${SPARKD__MD_RECORDING_DIR}
dockerfile: src/server/sparkd/Dockerfile
command: [ "./sparkd", "run" ]
ports:
- "8000:8000"
- "8001:8001"
- "8002:8002"
ports: [ "8000:8000", "8001:8001", "8002:8002" ]
pubsub:
environment:
- DOTNET_ENVIRONMENT=${PUBSUB__DOTNET_ENVIRONMENT}
- DOTNET_ENVIRONMENT=Staging
build:
dockerfile: src/DataStreamSuite/PubSubServer/Dockerfile
args:
- CS_SOURCE_DIR=${PUBSUB__CS_SOURCE_DIR}
- CPP_SOURCE_DIR=${PUBSUB__CPP_SOURCE_DIR}
- CONF_FILE=${PUBSUB__CONF_FILE}
ports:
- "22019:22019"
- 22019:22019
command: [ "./PubSubServer" ]
md-publisher:
build:
dockerfile: src/DataStreamSuite/DataStreamPublisher/Dockerfile
args:
- SOURCE_DIR=${MD_PUBLISHER__SOURCE_DIR}
- CONF_FILE=${MD_PUBLISHER__CONF_FILE}
depends_on:
- pubsub
- sparkd
command: [ "dockerize", "-wait", "tcp://pubsub:22019", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./DataStreamPublisher" ]
command:
[
"dockerize",
"-wait",
"tcp://pubsub:22019",
"-wait",
"tcp://sparkd:8000",
"-timeout",
"10s",
"./DataStreamPublisher"
]
environment:
- DOTNET_ENVIRONMENT=${MD_PUBLISHER__DOTNET_ENVIRONMENT}
- DOTNET_ENVIRONMENT=MarketData
webapp:
ports:
- "8080:8080"
- "8443:8443"
- 8080:8080
- 8443:8443
build:
dockerfile: src/DataStreamSuite/Bts.DataStreamWebApp.Server/Dockerfile
args:
- SOURCE_DIR=${WEBAPP__SOURCE_DIR}
- WEB_ROOT=${WEBAPP__WEB_ROOT}
- CONF_FILE=${WEBAPP__CONF_FILE}
command: [ "./Bts.DataStreamWebApp.Server" ]
environment:
- ASPNETCORE_ENVIRONMENT=${WEBAPP__ASPNETCORE_ENVIRONMENT}
- ASPNETCORE_ENVIRONMENT=Staging
api-server:
profiles:
- api-server
depends_on:
- sparkd
ports:
@@ -61,9 +54,9 @@ services:
- 9443:9443
build:
dockerfile: src/client/spark_api_server/Dockerfile
command: [ "dockerize", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./spark_api_server", "run" ]
command: [ "./spark_api_server", "run" ]
environment:
- ASPNETCORE_ENVIRONMENT=${API_SERVER__ASPNETCORE_ENVIRONMENT}
- ASPNETCORE_ENVIRONMENT=Staging
sparkd-ping-test:
depends_on:
@@ -1 +1 @@
VITE_DATASTREAM_WEBSOCKET_URL=wss://localhost:8443/ws
VITE_DATASTREAM_WEBSOCKET_URL=wss://localhost:443
@@ -1 +1 @@
VITE_DATASTREAM_WEBSOCKET_URL=wss://localhost:8443/ws
VITE_DATASTREAM_WEBSOCKET_URL=wss://localhost:443
@@ -0,0 +1,32 @@
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 },
],
},
}
@@ -1,36 +0,0 @@
import importPlugin from "eslint-plugin-import";
import reactPkg from "eslint-plugin-react";
const { configs: reactConfigs } = reactPkg;
import js from "@eslint/js";
import defineConfig from "./vite.config.js";
export default [
js.configs.recommended,
importPlugin.flatConfigs.recommended,
reactConfigs.flat.recommended,
reactConfigs.flat["jsx-runtime"],
{
files: ["**/*.{js,jsx}"],
languageOptions: {
ecmaVersion: "latest",
sourceType: "module",
globals: {
console: "readonly"
}
},
settings: {
"import/resolver": {
vite: {
viteConfig: defineConfig({ mode: "development" })
}
}
},
rules: {
semi: "error",
"prefer-const": "error",
"no-unused-vars": "warn",
"import/no-dynamic-require": "warn",
"import/no-nodejs-modules": "warn",
}
}
];
File diff suppressed because it is too large. Load diff
@@ -10,37 +10,35 @@
"preview": "vite preview"
},
"dependencies": {
"@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",
"@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",
"classnames": "^2.5.1",
"react": "^18.3.1",
"react-data-grid": "^7.0.0-beta.47",
"react-data-grid": "^7.0.0-beta.44",
"react-data-table-component": "^7.6.2",
"react-dom": "^18.3.1",
"react-json-view-lite": "^1.5.0",
"react-json-view-lite": "^1.4.0",
"react-pro-sidebar": "^1.1.0",
"react-use-websocket": "^4.9.0",
"rpc-websockets": "^9.0.4"
"react-use-websocket": "^4.8.1",
"rpc-websockets": "^7.11.2"
},
"devDependencies": {
"@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"
"@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"
}
}
@@ -1,7 +1,7 @@
import PropTypes from 'prop-types';
import { useTheme } from '@mui/material/styles';
import { DataGrid } from '@mui/x-data-grid';
import './DataGrid.css';
import './DataGrid.css'
import { useMemo, useState } from 'react';
export default function DataTable({ columns, rows }) {
@@ -23,7 +23,7 @@ export default function DataTable({ columns, rows }) {
headerName: col.name,
width: columnWidths[col.name],
};
};
}
}, [columnWidths]);
return (
@@ -12,7 +12,7 @@ const QueryStatusView = ({ queryState, details, error }) => {
let header = queryState;
let headerContent = null;
const detailElements = [];
let detailElements = [];
let severity = queryState == "Subscribed" ? "success" : "info";
let cursor = details == null ? "default" : "pointer";
if (error != null) {
@@ -20,14 +20,14 @@ const QueryStatusView = ({ queryState, details, error }) => {
cursor = "pointer";
header = `Error Code: ${error.code}`;
headerContent = error.message;
detailElements.push(<Typography key="error-msg" variant="body1">{error.data.error_message}</Typography>);
detailElements.push(<Typography key="error-details" variant="subtitle1">Stack Trace:</Typography>);
(error.data.stack_trace ?? []).forEach((line, idx) => detailElements.push(
<Typography key={`stacktrace-${idx}`} variant="body2" component="pre" sx={{ whiteSpace: 'pre-wrap' }}>
detailElements.push(<Typography variant="body1">{error.data.error_message}</Typography>);
detailElements.push(<Typography variant="subtitle1">Stack Trace:</Typography>);
(error.data.stack_trace ?? []).forEach(line => detailElements.push(
<Typography variant="body2" component="pre" sx={{ whiteSpace: 'pre-wrap' }}>
{line}
</Typography>));
} else if (details != null) {
detailElements.push(<Typography key="status-msg" variant="body1">{details}</Typography>);
detailElements.push(<Typography variant="body1">{details}</Typography>);
}
return (
<Box sx={{ margin: theme.spacing(2, 0, 0, 0) }}>
@@ -13,7 +13,7 @@ function getGridColDef(col) {
export default function ReactDataGrid({columns, rows}) {
return (
<DataGrid className={"data-grid"} rows={rows} columns={columns.map(getGridColDef)} />
);
)
}
ReactDataGrid.propTypes = {
@@ -3,7 +3,7 @@ import Button from '@mui/material/Button';
import { useTheme } from '@mui/material/styles';
import PropTypes from 'prop-types';
import Tooltip from '@mui/material/Tooltip';
import ChevronLeftRounded from "@mui/icons-material/ChevronLeftRounded";
import ChevronLeftRounded from "@mui/icons-material/ChevronLeftRounded"
import ChevronRightRounded from '@mui/icons-material/ChevronRightRounded';
import FileCopyIcon from '@mui/icons-material/FileCopy';
import './SideBar.css';
@@ -51,7 +51,7 @@ const Sidebar = ({ onSelection, onOpened, onClosed }) => {
} catch (error) {
console.error('Error fetching WebSocket config:', error);
}
};
}
fetchCannedQueries();
}, []);
@@ -1,5 +1,5 @@
import { fileURLToPath, URL } from 'node:url';
import { defineConfig } from 'vite';
import { defineConfig, loadEnv } from 'vite';
import plugin from '@vitejs/plugin-react';
import fs from 'fs';
import path from 'path';
@@ -50,25 +50,10 @@ export default defineConfig(({ $$command, mode, $$isSsrBuild, $$isPreview }) =>
server: {
proxy: {
'^/api': {
target,
secure: false,
configure: (proxy) => {
proxy.on('error', (err) => {
console.log('proxy error', err);
});
proxy.on('proxyReq', (proxyReq, req) => {
console.log(`Forwarding ${proxyReq.method} ${proxyReq.protocol}//${proxyReq.host}${proxyReq.path} to ${req.socket.remoteAddress}${req.url}`);
});
proxy.on('proxyRes', (proxyRes, req, res) => {
console.log(`Forwarding response ${req.socket.localAddress} to ${res.socket.remoteAddress}. Status=${proxyRes.statusCode}`);
});
},
},
'^/ws': {
target,
secure: false
},
'^/browse': {
'^/ws': {
target,
secure: false
}
@@ -1,21 +1,14 @@
namespace Bts.DataStreamWebApp.Server.Controllers;
using Bts.DataStream;
using Microsoft.AspNetCore.Mvc;
[Route("/ws")]
public class DataStreamSubscriptionController : ControllerBase {
readonly ILogger logger;
readonly IDataStreamFactory streamFactory;
public DataStreamSubscriptionController(ILogger<DataStreamSubscriptionController> logger, IEnumerable<IDataStreamFactory> streamFactories) {
public DataStreamSubscriptionController(ILogger<DataStreamSubscriptionController> logger) {
this.logger = logger;
logger.LogInformation("Creating {ControllerType}", GetType().Name);
var streamFactoryList = streamFactories.ToList();
streamFactory = streamFactoryList.Count == 1
? streamFactoryList[0]
: new CompositeDataStreamFactory(streamFactoryList);
}
[Route("/ws")]
@@ -28,7 +21,7 @@ public class DataStreamSubscriptionController : ControllerBase {
try {
using var webSocket = await HttpContext.WebSockets.AcceptWebSocketAsync();
logger.LogInformation("Websocket connection established.");
using var server = new DataStreamWebSocketServer(webSocket, streamFactory, logger);
using var server = new DataStreamWebSocketServer(webSocket, logger);
await server.Run(cancellationToken);
} catch (Exception ex) {
logger.LogError("DataStreamSubscriptionController.Run threw exception: {Exception}", ex);
@@ -2,7 +2,6 @@ namespace Bts.DataStreamWebApp.Server.Controllers;
using bts.websocket_core.json_rpc;
using Bts.DataStream;
using Bts.DataStreamWebApp.Server.Messages;
using System.Net.WebSockets;
@@ -14,11 +13,9 @@ public class DataStreamWebSocketServer : IDisposable, IAsyncDisposable {
readonly ILogger logger;
readonly WebSocket webSocket;
readonly Dictionary<string, DataStreamSubscription> subscriptions = new();
readonly IDataStreamFactory streamFactory;
public DataStreamWebSocketServer(WebSocket webSocket, IDataStreamFactory streamFactory, ILogger logger) {
public DataStreamWebSocketServer(WebSocket webSocket, ILogger logger) {
this.webSocket = webSocket;
this.streamFactory = streamFactory;
this.logger = logger;
}
@@ -70,7 +67,7 @@ public class DataStreamWebSocketServer : IDisposable, IAsyncDisposable {
}
var subId = subReq.SubscriptionId ?? throw new InvalidOperationException("SubscriptionId is null (parse false)");
disposeSubscription(subId);
if (!subReq.ParseQuery(streamFactory, out var vs, out parseErr, out errCode)) {
if (!subReq.ParseQuery(out var vs, out parseErr, out errCode)) {
logger.LogError("Invalid 'subscribe' request: {Reason}", parseErr);
var rpcError = JsonRpcResponse.CreateError<SubscriptionError>(
req.Id, new() { Code = (long)errCode, Message = "Failed to parse subscription request", Data = parseErr });
@@ -1,13 +1,11 @@
FROM bluetradingsystems/linux_dotnet7
ARG CS_SOURCE_DIR="build/Release/bin/net7.0/linux-x64/publish"
ARG CPP_SOURCE_DIR="install/data-stream-suite-linux"
ARG SOURCE_DIR="build/Release/bin/net7.0/linux-x64/publish"
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 "${CPP_SOURCE_DIR}/lib" "bin"
COPY --chown=bts:bts "${CS_SOURCE_DIR}" "bin"
COPY --chown=bts:bts "${SOURCE_DIR}" "bin"
COPY --chown=bts:bts "${WEB_ROOT}" "bin/wwwroot"
COPY --chown=bts:bts "${CONF_FILE}" ".local/share/bts/Bts.DataStreamWebApp.Server/conf/spark.conf"
WORKDIR "/home/bts/bin"
@@ -4,7 +4,6 @@ using BCG;
using bts.websocket_core.json_rpc;
using Bts.DataStream;
using Bts.DataStreamExpressions;
using System.Diagnostics.CodeAnalysis;
@@ -38,12 +37,7 @@ public class SubscribeRequest {
return true;
}
internal bool ParseQuery(
IDataStreamFactory streamFactory,
[NotNullWhen(true)] out ViewStream? stream,
[NotNullWhen(false)] out SubscriptionError? error,
out ErrorCode errorCode
) {
internal bool ParseQuery([NotNullWhen(true)] out ViewStream? stream, [NotNullWhen(false)] out SubscriptionError? error, out ErrorCode errorCode) {
stream = null;
errorCode = ErrorCode.None;
error = null;
@@ -60,7 +54,7 @@ public class SubscribeRequest {
}
Exception? exception = null;
try {
stream = exp.getView(new Dictionary<string, StatementExpression>(0), streamFactory);
stream = exp.getView(new Dictionary<string, StatementExpression>(0));
} catch (Exception ex) {
exception = ex;
}
@@ -1,6 +1,5 @@
using Bts.DataStreamCore.Services;
using Bts.PubSub.Services;
using Bts.SharedStreams.Services;
using Spark.Api.Services;
using Spark.Core.Services;
@@ -79,9 +78,5 @@ static void ConfigureServices(IServiceCollection services, IConfiguration config
.AddSparkApi(config.GetSection("SparkApi"))
.AddMasterWorker(config.GetSection("MasterWorker"))
.AddViewStreamDatabase()
.AddPrimitiveDataStreamFactory(config.GetSection("PrimitiveStreams"))
.AddOhlcvStreams(config.GetSection("StreamDatabase"))
.AddNaturalLanguageStreams(config.GetSection("NaturalLanguageStream"))
.AddCompositeDataStreamFactory()
.AddPubSubClient(config.GetSection("PubSub"));
}
@@ -1,4 +1,14 @@
{
"Kestrel": {
"Endpoints": {
"Http": {
"Url": "http://localhost:8080"
},
"Https": {
"Url": "https://localhost:8443"
}
}
},
"PubSub": {
"Routing": {
"PublisherRoutes": [
@@ -1,45 +0,0 @@
{
"NaturalLanguagePrompt": {
"prompts": [
{
"category": "Impact of financial events on the market",
"description": "Show how trading metrics (e.g., price movement, volume) are affected by events related to finance (rate announcements, earnings reports, etc.).",
"prompt": "Show me the price movement and volume of Crude Oil futures during the 5-minute window following the last 5 OPEC meetings",
"examples": [
{
"natural_language": "Show me the price movement and volume of Crude Oil futures during the 5-minute window following the last 5 OPEC meetings",
"dsl": [
"time_idx=EventTimeIndex.OpecMeetings(which: \"last 5\", duration: \"+5min\")",
"contract_idx=ActiveFutureContracts(predicate: \"product==CL\")",
"Bars(time_index: time_idx, contract_index: contract_idx, fields: [\"price_movement\", \"volume\"])"
]
},
{
"natural_language": "How do OPEC meetings affect the price of Crude futures? Examine the 10 minutes after each meeting this year.",
"dsl": [
"time_idx=EventTimeIndex.OpecMeetings(duration: \"+10min\", predicate: \"timestamp.year==2024\")",
"contract_idx=ActiveFutureContracts(predicate: \"product==CL\")",
"Bars(time_index: time_idx, contract_index: contract_idx, fields: [\"price_movement\", \"volume\"])"
]
},
{
"natural_language": "Show me how the SP 500 price moves after FOMC rate announcements that day",
"dsl": [
"time_idx=EventTimeIndex.FomcRateAnnouncements(which: \"timestamp.year==2024\", duration: \"+10min\")",
"contract_idx=ActiveFutureContracts(predicate: \"product==ES\")",
"Bars(time_index: time_idx, contract_index: contract_idx, fields: [\"price_movement\", \"volume\"])"
]
},
{
"natural_language": "Analyze the impact of the FED's interest rate hikes in 2022 on the 10-year Treasury yield, focusing on the 2-week period following each hike.",
"dsl": [
"time_idx=FedInterestRateAnnouncements(predicate: \"timestamp.year==2022 && change_pct>0\", duration: \"+2 weeks\")",
"contract_idx=ActiveFutureContracts(predicate: \"product==ZN\")",
"Bars(time_index: time_idx, contract_index: contract_idx)"
]
}
]
}
]
}
}
@@ -30,15 +30,5 @@
"benzinga_news"
]
}
],
"Spark": {
"ConfigServer": "http://sparkd:8000/config"
},
"SparkApi": {
"IsEnabled": true,
"Credentials": {
"User": "bts",
"Password": ""
}
}
]
}
@@ -11,14 +11,8 @@
"Http": {
"Url": "http://0.0.0.0:8080"
},
"HttpIpv6": {
"Url": "http://[::1]:8080"
},
"Https": {
"Url": "https://0.0.0.0:8443"
},
"HttpsIpv6": {
"Url": "https://[::1]:8443"
}
}
},
@@ -28,358 +22,6 @@
"ViewStreamDatabase": {
"Interval": "00:00:00.1"
},
"PrimitiveStream": {
"Assemblies": [
"DataStream.dll",
"SharedStreams.dll"
],
"ExcludedTypes": [
"SettlementPriceStream",
"OHLCVStream"
]
},
"StreamDatabase": {
"Path": "/home/bts/.local/share/bts/silver_pine/store.db",
"Query": "select * from metadata"
},
"NaturalLanguageStream": {
"prompts": [
{
"category": "Settlement",
"MulitLineDescription": [
"This is a few shot learning example for an NL to DSL. The DSL function in question is Settlement (symbol_or_contract, datetime1). ",
"The first argument is a future (like CL, for crude oil) or a specific future contract like crude oil Dec 24 future (CLZ4). ",
"The second argument is the date at which the settlement is to be fetched. There is an overloaded function, Settlement ",
"(symbol_or_contract, begin_dt, end_dt) which gets the settlements for all dates from begin_dt to end_dt. This will also have ",
"datetimes expressed as Today, Yesterday, Last Friday, First Friday of the month, Last Thursday of August etc. You will need to know ",
"what Today is, since there will be referecnes to last week, yesterday etc. These examples are assuming Today is 10/11/2024, however ",
"you should use the Today's real date"
],
"prompt": "What was the settlement for SP 500 Future on June 8th?",
"examples": [
{
"natural_language": "Find Settlement price of the SP500 future on 04/22/2023.",
"dsl": "Settlement(\"ES\", 4/22/2023)"
},
{
"natural_language": "Find Settlement price of the Silver Dec 24 Future on 04/22/2023.",
"dsl": "Settlement(\"SIZ4\", 4/22/2023)"
},
{
"natural_language": "Find Yesterday's Settlement of the Crude Oil Future.",
"dsl": "Settlement(\"CL\", 10/10/2024)"
},
{
"natural_language": "Find today's settlement of the 10 year treasury future.",
"dsl": "Settlement(\"ZN\", 10/11/2024)"
},
{
"natural_language": "Find the Settlement of Natural Gas Dec 24 future on the first Friday of Sept.",
"dsl": "Settlement(\"NGZ4\", 9/6/2024)"
},
{
"natural_language": "Find the Settlement of WTI Jan 25 future in the first Week of Sept.",
"dsl": "Settlement(\"CLF5\", 9/2/2024, 9/6/2024)"
},
{
"natural_language": "Find the Settlement price for the Sp 500 Dec 24 Mar 25 spread for the first two weeks of September.",
"dsl": "Settlement(\"ESZ4-ESH5\", 9/14/2024, 9/1/2024)"
},
{
"natural_language": "Find the Settlement of Natural Gas future on the first Friday of Sept.",
"dsl": "Settlement(\"NG\", 9/6/2024)"
}
]
},
{
"category": "BBO",
"MulitLineDescription": [
"This is a few shot learning example for an NL to DSL. The DSL function in question is Bbo(args...). ",
"It accepts the following parameters: ",
"symbol (a product code such as ZN for 10 year T-Note futures), ",
"contract (a specific contract, such as ZNZ4 for the 10 Year T-Note future Dec 2024 exp), ",
"venue (name of the exchange, such as CME, NASDAQ, NYSE, NYMEX, DERIBIT etc.), ",
"interval (sample frequency of the data), ",
"begin and end (inclusive beginning and end of the time window to query, respectively), ",
"Arguments are specified by name, for example: Bbo(symbol: \"ZN\", venue: \"CME\", interval: \"PT1M\", begin: \"2024-10-10\", end: \"2024-10-11\"). ",
"Depending on the wording of the request, some arguments may be omitted. ",
"The begin, end, and interval args should be expressed in iso 8601 format. ",
"Interpret dates according to the trading schedule rather than calendar date whenever possible. ",
"In some prompts, the time window will be expressed in relative terms (e.g., \"last Monday\", or \"yesterday\") ",
"which must be translated to exact dates. To correctly interpret the dsl in the examples, assume the current time is 2024-10-11T12:00-05:00."
],
"prompt": "Show me bbo for SP 500 futures on Sep 23rd of this year.",
"examples": [
{
"natural_language": "Get SP500 future bbo from Wednesday.",
"dsl": "Bbo(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-08T17:00:00-06:00\", end: \"2024-10-09T16:00:00-06:00\")"
},
{
"natural_language": "Get bbo for 10 year T-Notes in the first minute after the market opened yesterday.",
"dsl": "Bbo(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-10T17:00:00-06:00\", end: \"2024-10-10T17:01:00-06:00\")"
},
{
"natural_language": "Retrieve NVIDIA L1 books from Oct 3",
"dsl": "Bbo(symbol: \"NVDA\", venue: \"NASDAQ\", begin: \"2024-10-02TT18:00:00-05:00\", end: \"2024-10-03T17:00:00-05:00\")"
},
{
"natural_language": "Show me L1 data for Crude oil futures this week",
"dsl": "Bbo(symbol: \"CL\", venue: \"CME\", begin: \"2024-10-06:T17:00:00-06:00\")"
},
{
"natural_language": "Fetch hourly bbo for Gold futures this week",
"dsl": "Bbo(symbol: \"GC\", venue: \"CME\", begin: \"2024-10-06:T17:00:00-06:00\", interval: \"PT1H\")"
},
{
"natural_language": "What was the minute by minute bbo for Tesla yesterday?",
"dsl": "Bbo(symbol: \"TSLA\", venue: \"NASDAQ\", begin: \"2024-10-09T18:00:00-05:00\", end: \"2024-10-10T17:00:00-05:00\", interval: \"PT1M\")"
}
]
},
{
"category": "Order flow imbalance",
"MulitLineDescription": [
"This is a few shot learning example for an NL to DSL. The DSL function in question is OrderImbalance(args...). ",
"It accepts the following parameters: ",
"symbol (a product code such as ZN for 10 year T-Note futures), ",
"contract (a specific contract, such as ZNZ4 for the 10 Year T-Note future Dec 2024 exp), ",
"venue (name of the exchange, such as CME, NASDAQ, NYSE, NYMEX, DERIBIT etc.), ",
"interval (sample frequency of the data), ",
"levels (the number of price levels to examine)",
"begin and end (inclusive beginning and end of the time window to query, respectively), ",
"Arguments are specified by name, for example: OrderImbalance(symbol: \"ZN\", venue: \"CME\", interval: \"PT1M\", begin: \"2024-10-10\", end: \"2024-10-11\"). ",
"Depending on the wording of the request, some arguments may be omitted. ",
"The begin, end, and interval args should be expressed in iso 8601 format. ",
"If the prompt doesn't contain an explicit interval, please choose a reasonable value depending on the duration between begin and end.",
"Interpret dates according to the trading schedule rather than calendar date whenever possible. ",
"In some prompts, the time window will be expressed in relative terms (e.g., \"last Monday\", or \"yesterday\") ",
"which must be translated to exact dates. To correctly interpret the dsl in the examples, assume the current time is 2024-10-11T12:00-05:00."
],
"examples": [
{
"natural_language": "Get SP500 order imbalance from Wednesday.",
"dsl": "OrderImbalance(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-08T17:00:00-06:00\", end: \"2024-10-09T16:00:00-06:00\", \"PT1M\")"
},
{
"natural_language": "Get SP500 order imbalance from Wednesday for the top 5 price levels.",
"dsl": "OrderImbalance(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-08T17:00:00-06:00\", end: \"2024-10-09T16:00:00-06:00\", levels: 5, interval: \"PT1M\")"
},
{
"natural_language": "Get orderflow imbalance for 10 year T-Notes in the first minute after the market opened yesterday.",
"dsl": "OrderImbalance(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-10T17:00:00-06:00\", end: \"2024-10-10T17:01:00-06:00\", interval: \"PT1S\")"
},
{
"natural_language": "Retrieve NVIDIA order flow from Oct 3",
"dsl": "OrderImbalance(symbol: \"NVDA\", venue: \"NASDAQ\", begin: \"2024-10-02TT18:00:00-05:00\", end: \"2024-10-03T17:00:00-05:00\", interval: \"PT1S\")"
},
{
"natural_language": "Show me order imbalance for Crude oil futures this week",
"dsl": "OrderImbalance(symbol: \"CL\", venue: \"CME\", begin: \"2024-10-06:T17:00:00-06:00\", interval: \"PT1H\")"
},
{
"natural_language": "Fetch hourly orderflow for Gold futures this week",
"dsl": "OrderImbalance(symbol: \"GC\", venue: \"CME\", begin: \"2024-10-06:T17:00:00-06:00\", interval: \"PT1H\")"
},
{
"natural_language": "What was the minute by minute orderflow for Tesla yesterday?",
"dsl": "OrderImbalance(symbol: \"TSLA\", venue: \"NASDAQ\", begin: \"2024-10-09T18:00:00-05:00\", end: \"2024-10-10T17:00:00-05:00\", interval: \"PT1M\")"
}
]
},
{
"category": "VWAP",
"description": "This is a few shot learning example for an NL to DSL. The DSL function in question is VWAP (symbol_or_contract, datetime1, datetime2). The first argument is a future (like CL, for crude oil, or ES for SP 500) or a specific future contract like crude oil Dec 24 future (CLZ4) or SP 500 Dec 2024 (ESZ4). The second argument is where the VWAP has to be calculated (also the beginning of the time window), and the third argument is datetime specifying the end of the time window. So, for example, a 20-day VWAP on 9/30/2023, the first argument will be 9/30/2023, and the third argument will be 9/10/2023 (20 days prior). This will also have datetimes expressed as Today, Yesterday, Last Friday, Last Sunday, etc. For the purpose of this few-shot prompts, let's assume today is 10/11/2024.",
"prompt": "What was the VWAP for SP 500 Future over the past 30 days?",
"examples": [
{
"natural_language": "Find the 20 day VWAP of the SP future on 04/22/2023.",
"dsl": "VWAP(\"ES\", 4/22/2023, 4/02/2023)"
},
{
"natural_language": "Find Yesterday's 10 day VWAP of the Crude Oil Future.",
"dsl": "VWAP(\"CL\", 10/10/2024, 10/1/2024)"
},
{
"natural_language": "Find today's 30-day VWAP of the 10 year treasury future.",
"dsl": "VWAP(\"ZN\", 10/11/2024, 9/11/2024)"
},
{
"natural_language": "Find the 10 hour VWAP of the Natural Gas future from yesterday at 5:00 PM.",
"dsl": "VWAP(\"NG\", 9/27/2024 17:00:00, 9/27/2024 7:00:00)"
}
]
},
{
"category": "Price Diff",
"description": "This is a few shot learning example for an NL to DSL. The DSL function in question is OHLCVPriceDiff (symbol_or_contract, datetime1, datetime2). The first argument is a future (like CL, for crude oil) or a specific future contract like crude oil Dec 24 future (CLZ4). The second and third arguments are dates, that the function finds the difference of prices at. Assume today is 10/15/2024",
"prompt": "What is the difference in SP 500 Future from July 10th to July 14th?",
"examples": [
{
"natural_language": "What is the difference in ZN price from July 10th to July 14th?",
"dsl": "OHLCVPriceDiff(\"ZN\", 7/14/2024, 7/10/2024)"
},
{
"natural_language": "What is the price difference in SP Future price from Sept 10th and Sept 5th?",
"dsl": "OHLCVPriceDiff(\"ES\", 9/10/2024, 9/5/2024)"
},
{
"natural_language": "What is the price difference in Natural Gas Dec Future price from Aug 30th and Aug 20th?",
"dsl": "OHLCVPriceDiff(\"NGZ4\", 8/30/2024, 8/20/2024)"
}
]
},
{
"category": "Absolute Volume",
"description": "this is a few shot learning example for an NL to DSL. The DSL function in question is AbsVolume(symbol, ContractType, datetime1, datetime2), which computes the highest volume in the date range, specified by datetime1, and datetime2. The first argument is a future symbol (like CL for crude oil, ES for SP 500 etc). The second argument is the ContractType, which is \"Future\" for futures and \"FutureSpread\" for future spreads. the 3rd argument is the begin date and the 4th argument is the end date, between which the max volume is computed. If no future is specified use \"*\" from the first arugment. For this prompt, assume today is 10/11/2024 ",
"prompt": "Which SP 500 Future traded the most between 7/14/2024 and 7/10/2024",
"examples": [
{
"natural_language": "Which SP Future traded the most between 7/14/2024 and 7/10/2024",
"dsl": "AbsVolume(\"ES\", \"Future\", 7/14/2024, 7/10/2024)"
},
{
"natural_language": "Which Gold Spread traded the most between Today and Sept 20th",
"dsl": "AbsVolume(\"GC\", \"FutureSpread\", 10/1/2024, 9/20/2024)"
},
{
"natural_language": "Which 10 year Spread traded the highest volume last week?",
"dsl": "AbsVolume(\"ZN\", \"FutureSpread\", 9/27/2024, 9/23/2024)"
},
{
"natural_language": "Which Corn Spread traded the most today?",
"dsl": "AbsVolume(\"ZC\", \"FutureSpread\", 10/1/2024, 10/1/2024)"
},
{
"natural_language": "Which Gold Future traded the most today?",
"dsl": "AbsVolume(\"GC\", \"Future\", 9/30/2024, 9/30/2024)"
}
]
},
{
"category": "Roll",
"description": "This is a few shot learning example for an NL to DSL. The DSL function in question is FuturesRoll(symbol) which computes the rollover date for a future, ie when the highest volume swtches from one expiration to the next one. ",
"prompt": "When does the roll typically occur In SP 500?",
"examples": [
{
"natural_language": "When does the roll typically occur In CL?",
"dsl": "FuturesRoll(\"CL\")"
},
{
"natural_language": "When does the roll typically occur for 10 year treasury?",
"dsl": "FuturesRoll(\"ZN\")"
},
{
"natural_language": "When does the roll usually occur for Gold Future",
"dsl": "FuturesRoll(\"GC\")"
},
{
"natural_language": "At what date does the future rollover happens for SP500?",
"dsl": "FuturesRoll(\"ES\")"
},
{
"natural_language": "When does the future rollover happens for the Corn Future?",
"dsl": "FuturesRoll(\"ZC\")"
}
]
},
{
"category": "Daily Move",
"description": "This is a few shot learning example for an NL to DSL. ",
"prompt": "How often did Sp 500 Future settle + or - 10% over the previous day?",
"examples": [
{
"natural_language": "List all the days when the SP 500 closed + or -5% from the previous day's close",
"dsl": "ColDiff(filteredOHLCV(\"ES\"),\"ts_event\", -1, \"close\", \"close\", \"close_diff\", 5)"
},
{
"natural_language": "List all the days when the Crude Oil closed + or -2.5% from the previous day's close",
"dsl": "ColDiff(filteredOHLCV(\"CL\"),\"ts_event\", -1, \"close\", \"close\", \"close_diff\", 2.5)"
},
{
"natural_language": "Show me all the days when the Ten year Treaury Future opened + or -1% from the previous day's open",
"dsl": "ColDiff(filteredOHLCV(\"ZN\"),\"ts_event\", -1, \"open\", \"open\", \"open_diff\", 1.0)"
},
{
"natural_language": "List all the trading days when the Silver Future opened + or -1% from the previous day's close",
"dsl": "ColDiff(filteredOHLCV(\"SI\"),\"ts_event\", -1, \"open\", \"open\", \"open_diff\", 1.0)"
}
]
},
{
"category": "Average Volume",
"description": "This is a few shot learning example for an NL to DSL. For the purpose of this few shot prompts, lets assume today is 10/3/2024 ",
"prompt": "When does the most open interest typically shift from one contract to another in SP 500 Future?",
"examples": [
{
"natural_language": "When does the most open interest typically shift from one contract to another in e-minis? ",
"dsl": "FuturesRoll(\"ES\")"
},
{
"natural_language": "Usually when does the open interest move from one contract to another in WTI?",
"dsl": "FuturesRoll(\"CL\")"
}
]
},
{
"category": "Events",
"description": "This is a few shot learning example for an NL to DSL. In the NL prompt the user is asking to show the price of a future (treasury future, or SP 500 future etc) around an event type. The event type could be \"FOMC Announcement\" or \"Storage numbers\" etc. The DSL is as follows: EventsPriceAction(future_name, event_type, pre_event_window, post_event_window, number_of_events) first arg is the name of the future, (ex ES or ZN etc), the second argument is the event type, for example, \"FOMC announcement\", the 3rd argument is a time window for how much pre-event data to include in the end result, the 4th argument is how much post-event data to include in the end result. Both are strings of the form \"5d\" for 5 days, \"5h\" for 5 hours and \"120m\" for 120 minutes and so on. Usually, only one of the event periods is provided. Set the other to be half of what the user provided. The last argument is the number of events to consider. So if it’s 7, that means the most recent 7 events. If the user does not specify that, pass a large number.",
"prompt": "What did the volume and price of SP500 Future do following the release of the last 10 FOMC rates?",
"examples": [
{
"natural_language": "How did SP 500 Future do in the 5 days following the FOMC announcements?",
"dsl": "EventsPriceAction(\"ES\", \"FOMC Announcement\", \"2d\", \"5d\", 10)"
},
{
"natural_language": "How did the price of Treasury Future evolve in the 2 days following the Job Reports?",
"dsl": "EventsPriceAction(\"ZN\", \"Job Reports\", \"1d\", \"2d\", 10)"
},
{
"natural_language": "Show me the price movement and volume of Crude Oil futures during the 5-minute window following the last 5 OPEC meetings.",
"dsl": "EventsPriceAction(\"CL\", \"OPEC Meeting\", \"2m\", \"5m\", 5)"
},
{
"natural_language": "Show me the price movement and volume of SP 500 futures preceding the 10-minute window of the last 5 OPEC meetings.",
"dsl": "EventsPriceAction(\"CL\", \"OPEC Meeting\", \"10m\", \"5m\", 5)"
}
]
},
{
"category": "Indicator, Standard Deviation",
"MulitLineDescription": [
"This is a few shot learning example for an NL to DSL. In the NL prompt the user is asking to show all the days when ",
"the price of a future (treasury future, or SP 500 future etc) moved more than m times the N days standard deviation, ",
"where both m and N are provided. For example, the DSL for \"Using a 90d standard deviation, give me the dates and ",
"amounts of the last 4+ standard deviation moves in WTI futures\" would be: ",
"r=standardDeviation(\"ES\", \"90d\")\n",
"r=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 4\")\n",
"r=filter(r,\"abs_daily_change >= comp\"). ",
"The first line, creates a stream for StandardDeviation, based on the number of days, for example 90d standard deviation, ",
"and assigned it to r, the second line takes r from the first line and passes it to a math stream that creates 2 new columns, ",
"abs_daily_change and comp. comp is the factor (4, from 4+ in the prompt) times standard deviation. The third line filters ",
"(like a sql where) of rows where abs_daily_change >= comp"
],
"prompt": "Using a 90d standard deviation, give me the dates and amounts of the last 1+ standard deviation moves in SP futures ?",
"examples": [
{
"natural_language": "Using a 90d standard deviation, give me the dates and amounts of the last 1+ standard deviation moves in WTI futures ?",
"dsl": "r=standardDeviation(\"CL\", \"90d\")\nr=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 1.0\")\nr=filter(r,\"abs_daily_change >= comp\")"
},
{
"natural_language": "Show me the times the SP Futures moved twice the 60 day standard deviation",
"dsl": "r=standardDeviation(\"ES\", \"60d\")\nr=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 2.0\")\nr=filter(r,\"abs_daily_change >= comp\")"
},
{
"natural_language": "List all the days the Gold Futures moved 1.5 times the 45 day standard deviation",
"dsl": "r=standardDeviation(\"GC\", \"45d\")\nr=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 1.5\")\nr=filter(r,\"abs_daily_change >= comp\")"
},
{
"natural_language": "List all the days the 10 year treasury future moved more than twice the 1 month standard deviation",
"dsl": "r=standardDeviation(\"ZN\", \"30d\")\nr=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 2.0\")\nr=filter(r,\"abs_daily_change >= comp\")"
}
]
}
]
},
"SparkApi": {
"IsEnabled": false,
"Credentials": {
@@ -435,7 +77,7 @@
{
"TagType": ".*",
"Assembly": "DataStreamCore",
"Class": "bts.PubsubServerGenericDataHandler"
"Class": "bts.PubsubServerGenericDataHandler"
}
]
}
@@ -18,11 +18,8 @@
<ItemGroup>
<PackageReference Include="HtmlAgilityPack" Version="1.11.57" />
<PackageReference Include="Microsoft.Data.Analysis" Version="0.21.1" />
<PackageReference Include="MongoDB.Bson" Version="2.23.1" />
<PackageReference Include="MongoDB.Driver" Version="2.23.1" />
<PackageReference Include="Parquet.Net" Version="5.0.1" />
<PackageReference Include="System.Data.SQLite" Version="1.0.118" />
</ItemGroup>
</Project>
@@ -2,27 +2,15 @@ namespace Bts.DataStream;
using BCG;
using bts.api.core;
using Bts.DataStreamCore;
using Microsoft.Extensions.Logging;
using Spark.Core.Disposables;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
using System.Reactive.Linq;
public static class DataStreamExtensions {
public static ViewStream AsViewStream(this IObservable<DataPacket> source) =>
source as ViewStream ?? new ObservableViewStream(source);
public static ViewStream AsViewStream<T>(this IObservable<IDataPacket<T>> source, string? name = null, ILogger? logger = null) where T : IBlueRow =>
source as ViewStream ?? new ObservableViewStream(source.Select(dp => new DataPacket(dp.newRows, dp.addedRows, dp.deletedRows)), name, logger);
public static IObservable<DataPacket> AsObservable(this ViewStream source) {
return source as IObservable<DataPacket> ?? Observable.Create<DataPacket>(Subscribe);
@@ -35,100 +23,4 @@ public static class DataStreamExtensions {
$"Expected DataPacket, got {newValue?.GetType()}", nameof(newValue)));
}
}
public static IObservable<IDataPacket<T>> SelectDataPacket<T>(this IObservable<IDataPacket> source, Func<IBlueRow, T> selector) where T : IBlueRow =>
source.Select(dp => {
dp.get_new_added_deleted(out var newRows, out var addedRows, out var deletedRows);
return new DataPacket<T>(CastRows(newRows), CastRows(addedRows), CastRows(deletedRows));
IBlueRowCollection<T> CastRows(ICollection rows) =>
new BlueTableSelectorWrapper<T>(
rows as IBlueRowCollection ?? new BlueRowCollection(rows, dp.Schema), selector);
});
public static IObservable<TableUpdate<IBlueRow, int>> AsTables(this IObservable<IDataPacket> source) =>
source.AsTables<IBlueRow, int>(r => r, r => r.Id());
public static IObservable<TableUpdate<T, int>> AsTables<T>(this IObservable<IDataPacket> source, Func<IBlueRow, T> valueSelector) where T : IBlueRow =>
source.AsTables<T, int>(valueSelector, r => r.Id());
public static IObservable<TableUpdate<T, int>> AsTables<T>(
this IObservable<IDataPacket> source, Func<IBlueRow, T> valueSelector, Func<T, int> keySelector) =>
source.AsTables<T, int>(valueSelector, keySelector);
public static IObservable<TableUpdate<T, TKey>> AsTables<T, TKey>(
this IObservable<IDataPacket> source, Func<IBlueRow, T> valueSelector, Func<T, TKey> keySelector, Func<IBlueRow, TKey>? rowKeySelector = null) where TKey : IEquatable<TKey> {
rowKeySelector ??= r => keySelector(valueSelector(r));
return source.Scan(TableUpdate<T, TKey>.mk_empty(keySelector), (res, dp) => {
var bd = res.to_builder();
dp.get_new_added_deleted(out var newRows, out var addedRows, out var deletedRows);
foreach (IBlueRow r in addedRows) {
bd.add_or_update(valueSelector(r));
}
foreach (IBlueRow r in deletedRows) {
bd.remove(rowKeySelector(r));
}
return bd.to_table();
});
}
public static IObservable<IDataPacket<T>> AsDataPackets<T>(this IObservable<TableUpdate<T, int>> source, IBlueTableSchema schema) where T : IBlueRow =>
source.Scan(
(Table: new BlueTableImmutable<T>(schema), Dp: (IDataPacket<T>)DataPacket<T>.Empty(schema)),
(res, table) => {
var bd = res.Table.ToDataPacketBuilder();
foreach (var r in table.removed) {
bd.Remove(r.Id());
}
foreach (var r in table.added) {
bd.AddOrUpdate(r);
}
var resDp = bd.ToDataPacketT(out var newRows, out var addedRows, out var deletedRows);
return (newRows, resDp);
})
.Where(t => t.Dp.addedRows.Any() || t.Dp.deletedRows.Any())
.Select(t => t.Dp);
public static ViewStream AsViewStream<T>(this IObservable<TableUpdate<T, int>> source, IBlueTableSchema schema) where T : IBlueRow =>
source.AsDataPackets(schema).AsViewStream();
public static int ResolveIndices(this IBlueTableSchema schema, string name) {
var indices = ResolveIndices(schema, new[] { name });
return indices[0];
}
public static (int, int) ResolveIndices(this IBlueTableSchema schema, string name1, string name2) {
var indices = ResolveIndices(schema, new[] { name1, name2 });
return (indices[0], indices[1]);
}
public static (int, int, int) ResolveIndices(this IBlueTableSchema schema, string name1, string name2, string name3) {
var indices = ResolveIndices(schema, new[] { name1, name2, name3 });
return (indices[0], indices[1], indices[2]);
}
public static (int, int, int, int) ResolveIndices(this IBlueTableSchema schema, string name1, string name2, string name3, string name4) {
var indices = ResolveIndices(schema, new[] { name1, name2, name3, name4 });
return (indices[0], indices[1], indices[2], indices[3]);
}
public static int[] ResolveIndices(this IBlueTableSchema schema, string[] columnNames) {
var columns = schema.columnInfo;
var indices = new int[columnNames.Length];
int nResolved = 0;
for (int i = 0; i < columnNames.Length; i++) {
int origNResolved = nResolved;
for (int j = 0; j < columns.Length; j++) {
if (columns[j].colName == columnNames[i]) {
indices[i] = j;
nResolved++;
break;
}
}
if (nResolved == origNResolved) {
throw new ArgumentException($"No column named '{columnNames[i]}'", nameof(schema));
}
}
return indices;
}
}
@@ -1,33 +0,0 @@
namespace bts.SilverPine {
using System;
using BCG;
using System.Collections.Generic;
using Bts.DataStreamExpressions;
using Bts.DataStream;
// All this does is take in a dsl expression, parse it and fire the data that come out of running it.
// So for example, if an expresison is passed
[DataStreamUserRespresentation("dsl")]
public class DSLStream : ViewStream {
private readonly string _dsl;
public DSLStream(string dsl, IDataStreamFactory streamFactory) {
Log.Gen.info($"DSLStream.cons dsl: {dsl}");
_dsl = dsl;
var rs = build_stream(streamFactory, dsl);
rs = rs ?? new LiteralStream("error", $"msg:invalid dsl");
mySetRealSource(rs);
}
static ViewStream? build_stream(IDataStreamFactory streamFactory, string stream_expression) {
try {
var exp = DataStreamExpressionsInterpreter.Evaluate(stream_expression);
var rv = exp.getView(new Dictionary<string, StatementExpression>(0), streamFactory);
return rv;
} catch (Exception ex) {
Log.Gen.error($"Could not build stream: {stream_expression} ex: {ex}");
return null;
}
}
}
}
@@ -4,21 +4,14 @@ using BCG;
using bts;
using Microsoft.Extensions.Logging;
using System;
public class ObservableViewStream : ViewStream, IObservable<DataPacket>, IDisposable {
readonly IObservable<DataPacket> source;
readonly string? name;
readonly ILogger? logger;
IDisposable? subscription;
public ObservableViewStream(IObservable<DataPacket> source, string? name = null, ILogger? logger = null) {
public ObservableViewStream(IObservable<DataPacket> source) =>
this.source = source;
this.name = name;
this.logger = logger;
}
public void Dispose() {
GC.SuppressFinalize(this);
@@ -30,13 +23,7 @@ public class ObservableViewStream : ViewStream, IObservable<DataPacket>, IDispos
protected override void myOnFirstSubscriber() {
Log.isnull(subscription);
subscription = source.Subscribe(myFireEvent, OnError, OnCompleted);
void OnError(Exception exception) =>
logger?.LogError("Error in ObservableViewStream. name: {Name}, error: {Exception}", name, exception);
void OnCompleted() =>
logger?.LogInformation("ObservableViewStream completed. name: {Name}", name);
subscription = source.Subscribe(myFireEvent);
}
protected override void myOnLastSubscriber() {
@@ -34,12 +34,12 @@ namespace BCG {
view_publisher = view_publisher_;
}
}
static ViewStream? build_stream(IDataStreamFactory streamFactory, string stream_expression)
static ViewStream? build_stream(string stream_expression)
{
try
{
var exp = DataStreamExpressionsInterpreter.Evaluate(stream_expression);
var rv = exp.getView(new Dictionary<string, StatementExpression>(0), streamFactory);
var rv = exp.getView(new Dictionary<string, StatementExpression>(0));
return rv;
} catch (Exception ex) {
@@ -51,17 +51,15 @@ namespace BCG {
_stream_pub_map = new Dictionary<string, StreamPubUnit>();
readonly IPubTableBroker _broker;
readonly IManagedSubscriber _sub;
readonly IDataStreamFactory streamFactory;
readonly object syncRoot = new();
IDisposable? cloudStreamsSub;
IDisposable? remoteRequestsSub;
bool isDisposed;
public RemoteQueryManager(IManagedSubscriber managedSubscriber, IPubTableBroker pubTableBroker, IDataStreamFactory streamFactory) {
public RemoteQueryManager(IManagedSubscriber managedSubscriber, IPubTableBroker pubTableBroker) {
_sub = managedSubscriber;
_broker = pubTableBroker;
this.streamFactory = streamFactory;
}
public Task StartAsync(CancellationToken cancellationToken) {
@@ -104,11 +102,7 @@ namespace BCG {
private void _spawn_remote_stream(string name, string stream_expression, bool persist) {
bts.Log.Gen.info($"CloudStreamManager.assign name: {name} stream_expression: {stream_expression}");
var stream = build_stream(streamFactory, stream_expression);
if (stream is null) {
Log.DataFlow.error($"Failed to spawn remote stream. name: {name}; expression: {stream_expression}");
return;
}
ViewStream stream = build_stream(stream_expression);
_expose_to_ws(name, stream);
if (persist) {
stream = new PersistorStream(stream, name, "C:\\Temp\\", 1000000); // 10MBs
@@ -25,12 +25,12 @@ namespace BCG {
byte[] rem_req_bytes = rem_req.serialize();
_publisher_core.publish("System", "RemoteRequest", rem_req_bytes);
_source_str = new TableStream(_name);
_source_str.onChange += _handle_data;
_source_str.onChange += new ChangeDelegate(_handle_data);
}
protected override void myOnLastSubscriber() {
//maybe there should be a way to turn remote requests off ?
_source_str.onChange -= _handle_data;
_source_str.onChange -= new ChangeDelegate(_handle_data);
}
static string get_expression(params string[] lines) {
@@ -21,11 +21,13 @@ namespace BCG
: this (new TableStream (tableName))
{}
protected override void myOnFirstSubscriber () =>
myVS.onChange += myHandleChanges;
protected override void myOnFirstSubscriber () {
myVS.onChange += new ChangeDelegate(myHandleChanges);
}
protected override void myOnLastSubscriber () {
myVS.onChange -= new ChangeDelegate(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 += myToCrush_onChange;
myToCrush.onChange += new ChangeDelegate(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 DataStreamChangeDelegate[myToCrush.Length];
myDelegates = new ChangeDelegate[myToCrush.Length];
for (int i = 0; i < myToCrush.Length; ++i)
{
int tempI = i;
myDelegates[tempI] = new((o) => { myHandleChange(tempI, ((DataPacket)o).newRows); });
myDelegates[tempI] = new ChangeDelegate((o) => { myHandleChange(tempI, ((DataPacket)o).newRows); });
}
}
@@ -27,7 +27,7 @@ namespace BCG
private ViewStream[] myToCrush;
private ITableCrusher myCrusher;
private DataStreamChangeDelegate[] myDelegates;
private ChangeDelegate[] myDelegates;
protected override void myOnFirstSubscriber()
{
@@ -28,7 +28,7 @@ namespace BCG
protected override void myOnFirstSubscriber()
{
myDataSource.onChange += myDataSource_onChange;
myDataSource.onChange += new ChangeDelegate(myDataSource_onChange);
}
protected override void myOnLastSubscriber()
@@ -18,8 +18,7 @@ namespace bts {
_filename = filename;
}
protected override void myOnFirstSubscriber() =>
_stream.onChange += _handle_changes;
protected override void myOnFirstSubscriber() { _stream.onChange += new ChangeDelegate(_handle_changes); }
void _handle_changes(object dp_obj) {
DataPacket dp = dp_obj as DataPacket;
@@ -27,8 +26,7 @@ namespace bts {
myFireEvent(dp_obj);
}
protected override void myOnLastSubscriber() =>
_stream.onChange -= _handle_changes;
protected override void myOnLastSubscriber() { _stream.onChange -= new ChangeDelegate(_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 += myHandleChanges;
myBaseStream.onChange += new ChangeDelegate(myHandleChanges);
}
protected override void myOnLastSubscriber()
{
myBaseStream.onChange -= myHandleChanges;
myBaseStream.onChange -= new ChangeDelegate(myHandleChanges);
myBaseTable.clear();
myStateTable.clear();
}
@@ -228,13 +228,13 @@ namespace BCG
#endregion
#region overridden methods
protected override void myOnFirstSubscriber() =>
myParentStream.onChange += myHandleCallbacks;
protected override void myOnFirstSubscriber()
{ myParentStream.onChange += new ChangeDelegate(myHandleCallbacks); }
protected override void myOnLastSubscriber()
{
myLastFiredRows = null;
myParentStream.onChange -= myHandleCallbacks;
myParentStream.onChange -= new ChangeDelegate(myHandleCallbacks);
}
protected override void myFireEvent(object o)
@@ -1,22 +0,0 @@
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 += myCallBack;
protected override void myOnFirstSubscriber ()
{myStreamToFreeze.onChange += new DataStream.ChangeDelegate (myCallBack);}
protected override void myOnLastSubscriber () =>
myStreamToFreeze.onChange -= myCallBack;
protected override void myOnLastSubscriber ()
{myStreamToFreeze.onChange -= new DataStream.ChangeDelegate (myCallBack);}
internal void myCallBack(object o)
{
@@ -96,15 +96,15 @@ namespace BCG
protected override void myOnFirstSubscriber()
{
myLeftSource.onChange += myLeft_onChange;
myRightSource.onChange += myRight_onChange;
this.myLeftSource.onChange += new ChangeDelegate(myLeft_onChange);
this.myRightSource.onChange += new ChangeDelegate(myRight_onChange);
this.myVsd.addWorker(this);
}
protected override void myOnLastSubscriber()
{
myLeftSource.onChange -= myLeft_onChange;
myRightSource.onChange -= myRight_onChange;
this.myLeftSource.onChange -= new ChangeDelegate(myLeft_onChange);
this.myRightSource.onChange -= new ChangeDelegate(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;
}
// }
// }
}
}
@@ -1,31 +0,0 @@
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 -= myChangeHandler;
myStream.onChange -= new DataStream.ChangeDelegate(myChangeHandler);
}
protected override void myInit() {
@@ -10,6 +10,6 @@ namespace BCG {
}
public MaxStream(ViewStream stream, string outputCol)
: this(new AddColumnsStream(stream, "fake_col: 0"), outputCol, new string[] { "fake_col" }) { }
: this(new AddColumnsStream(stream, "fakeCol=0"), outputCol, new string[] { "fakeCol" }) { }
}
}
@@ -82,12 +82,12 @@ namespace BCG
protected override void myOnFirstSubscriber()
{
myStream.onChange += myChangeHandler;
myStream.onChange += new DataStream.ChangeDelegate (myChangeHandler);
}
protected override void myOnLastSubscriber ()
{
myStream.onChange -= myChangeHandler;
myStream.onChange -= new DataStream.ChangeDelegate (myChangeHandler);
}
}
}
@@ -1,37 +1,13 @@
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using bts;
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();
}
}
namespace BCG
{
public class NonIncGroupByStream : ViewStream
{
private ViewStream _main_stream;
private INonIncGroupByEvaluator _groupby_func;
private BlueRowHasher _row_hasher;
@@ -39,29 +15,24 @@ 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 = (_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);
IDictionary<int, List<IBlueRow>> grouped_rows = BlueDataUtility.group_together (dp.newRows, _groupby_cols, ref _row_hasher);
_timer.Stop();
var groupElapsedMs = _timer.ElapsedMilliseconds;
if (groupElapsedMs >= 50) {
@@ -77,13 +48,14 @@ 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 += myLeftOperand.changeHandler;
myRightStream.onChange += myRightOperand.changeHandler;
myLeftStream.onChange += new DataStream.ChangeDelegate (myLeftOperand.changeHandler);
myRightStream.onChange += new DataStream.ChangeDelegate (myRightOperand.changeHandler);
}
protected override void myOnLastSubscriber ()
{
myInit ();
myLeftStream.onChange -= myLeftOperand.changeHandler;
myRightStream.onChange -= myRightOperand.changeHandler;
myLeftStream.onChange -= new DataStream.ChangeDelegate (myLeftOperand.changeHandler);
myRightStream.onChange -= new DataStream.ChangeDelegate (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 += myProjectChangeHandler;
myPs.onChange += new DataStream.ChangeDelegate (myProjectChangeHandler);
return;
}
else
@@ -129,26 +129,26 @@ namespace BCG
private void myProjectChangeHandler (object o)
{
if (myIjs.myOnChangeDelegate.GetInvocationList().Length > 1)
myIjs.onChange -= myInternalJoinChangeHandler;
myIjs.onChange -= new DataStream.ChangeDelegate (myInternalJoinChangeHandler);
myFireEvent ((o as ICloneable).Clone());
}
protected override void myOnFirstSubscriber ()
{
myIjs.onChange += myInternalJoinChangeHandler;
myIjs.onChange += new DataStream.ChangeDelegate (myInternalJoinChangeHandler);
}
protected override void myOnLastSubscriber ()
{
// how does this relate to the -= in myProjectChangeHandler?
myIjs.onChange -= myInternalJoinChangeHandler;
myIjs.onChange -= new DataStream.ChangeDelegate (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 -= myProjectChangeHandler;
myPs.onChange -= new DataStream.ChangeDelegate (myProjectChangeHandler);
myPs = null;
}
@@ -5,10 +5,11 @@ 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;
@@ -25,38 +26,41 @@ 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) {
Log.Gen.info($"NonIncJoinBookkeeper._on_stream_cb dp_obj: {dp_obj}");
public void _on_stream_cb(object 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;
@@ -75,25 +79,31 @@ 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);
@@ -102,7 +112,8 @@ 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;
}
@@ -3,62 +3,63 @@ 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();
}
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;
return rv.ToArray ();
}
}
//[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));
// }
//}
}
@@ -6,9 +6,11 @@ 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;
@@ -26,19 +28,24 @@ 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);
@@ -46,11 +53,12 @@ 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);
@@ -58,11 +66,10 @@ 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)
@@ -70,26 +77,30 @@ namespace BCG {
_vsd.removeWorker(this);
}
private void _stream_callback() {
Log.Gen.info("NonIncJoinStream._stream_callback received callback");
private void _stream_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);
@@ -98,23 +109,27 @@ namespace BCG {
}
private int _n_total_fires = 0, _n_expensive_fires = 0;
private void _form_and_fire() {
Log.Gen.info($"NonIncJoinStream._form_and_fire _is_ready(): {_is_ready()}");
if (_is_ready()) {
private void _form_and_fire()
{
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
@@ -124,20 +139,19 @@ 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.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));
if (timer.ElapsedMilliseconds >= 250) {
_n_expensive_fires++;
string log_msg = $"Join and map time for {_book_keeping_data.Count} "
+ $"tables {timer.Elapsed} ratio {_n_expensive_fires}/{_n_total_fires}";
}
myFireEvent(new DataPacket(dp_output_rows, dp_output_rows, myLastValue == null ? new BlueTable(_output_schema) : (myLastValue as DataPacket).newRows));
}
}
private IBlueRowCollection _apply_map(IBlueRowCollection unmapped_rows) {
if (_output_mapper != null) {
private IBlueRowCollection _apply_map(IBlueRowCollection unmapped_rows)
{
if (_output_mapper != null)
{
IBlueRowCollection output_rows;
var timer = Stopwatch.StartNew();
output_rows = _output_mapper.map_rows(unmapped_rows);
@@ -146,14 +160,17 @@ namespace BCG {
Log.Gen.info($"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() {
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) {
public void doWork()
{
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 += myVLeft_onChange;
myVRight.onChange += myVRight_onChange;
myVLeft.onChange += new ChangeDelegate(myVLeft_onChange);
myVRight.onChange += new ChangeDelegate(myVRight_onChange);
}
void myVRight_onChange(object newValue)
@@ -1,68 +0,0 @@
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);
}
}
}
}
@@ -1,47 +0,0 @@
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 += myHandleLeftStreamChanges;
myRightStream.onChange += myHandleRightStreamChanges;
myLeftStream.onChange += new ChangeDelegate(myHandleLeftStreamChanges);
myRightStream.onChange += new ChangeDelegate(myHandleRightStreamChanges);
}
protected override void myOnLastSubscriber()
{
myLeftStream.onChange -= myHandleLeftStreamChanges;
myRightStream.onChange -= myHandleRightStreamChanges;
myLeftStream.onChange -= new ChangeDelegate(myHandleLeftStreamChanges);
myRightStream.onChange -= new ChangeDelegate(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 += myLeftChangeHandler;
myRightStream.onChange += myRightChangeHandler;
myLeftStream.onChange += new DataStream.ChangeDelegate (myLeftChangeHandler);
myRightStream.onChange += new DataStream.ChangeDelegate (myRightChangeHandler);
}
protected override void myOnLastSubscriber ()
{
myInit ();
myLeftStream.onChange -= myLeftChangeHandler;
myRightStream.onChange -= myRightChangeHandler;
myLeftStream.onChange -= new DataStream.ChangeDelegate (myLeftChangeHandler);
myRightStream.onChange -= new DataStream.ChangeDelegate (myRightChangeHandler);
}
protected override void myInit()
@@ -2,13 +2,9 @@ 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 {
@@ -26,34 +22,6 @@ 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(' ');
@@ -87,7 +55,7 @@ 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) {
@@ -1,72 +0,0 @@
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 += myChangeHandler;
myStream.onChange += new DataStream.ChangeDelegate(myChangeHandler);
}
protected override void myOnLastSubscriber() {
myInit();
if (myStream != null)
myStream.onChange -= myChangeHandler;
myStream.onChange -= new DataStream.ChangeDelegate(myChangeHandler);
}
protected override void myOnTableClear() {
@@ -83,11 +83,10 @@ namespace BCG {
myMapper.onMapperChange += new MapperChangeDelegate(myHandleMapChange);
}
protected override void myOnFirstSubscriber() =>
myStream.onChange += myHandleData;
protected override void myOnFirstSubscriber() { myStream.onChange += new ChangeDelegate(myHandleData); }
protected override void myOnLastSubscriber() {
myStream.onChange -= myHandleData;
myStream.onChange -= new ChangeDelegate(myHandleData);
myRows = null;
myBaseRows = null;
myMap.Clear();
@@ -16,10 +16,10 @@ namespace BCG {
}
protected override void myOnFirstSubscriber() {
_stream.onChange += _onstream_change;
_stream.onChange += new ChangeDelegate(_onstream_change);
}
protected override void myOnLastSubscriber() {
_stream.onChange -= _onstream_change;
_stream.onChange -= new ChangeDelegate(_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 += _onstream_change;
_stream.onChange += new ChangeDelegate(_onstream_change);
}
protected override void myOnLastSubscriber() {
_stream.onChange -= _onstream_change;
_stream.onChange -= new ChangeDelegate(_onstream_change);
}
@@ -41,6 +41,7 @@ namespace BCG {
}
_table.addRows(added_rows);
myFireEvent(new DataPacket(_table, added_rows, new BlueTable(_table.schema)));
}
}
@@ -137,24 +137,10 @@ 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("!")) {
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);
}
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];
@@ -169,11 +155,12 @@ 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;
@@ -185,13 +172,12 @@ namespace bts {
ColumnInfo nc = new ColumnInfo(mapped_name, new_cols.Count, ci.colType);
new_cols.Add(nc);
} else {
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);
//}
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);
}
}
}
IBlueTableSchema new_schema = new BlueTableSchema(input_schema.tableName, new_cols.ToArray());
@@ -54,12 +54,12 @@ namespace BCG {
protected override void myOnFirstSubscriber()
{
myVs.onChange += myHandleChange;
myVs.onChange += new BCG.DataStream.ChangeDelegate (myHandleChange);
}
protected override void myOnLastSubscriber()
{
myVs.onChange -= myHandleChange;
myVs.onChange -= new BCG.DataStream.ChangeDelegate (myHandleChange);;
}
internal void myHandleChange (object newValue)
@@ -1,54 +0,0 @@
namespace Bts.DataStream;
using BCG;
using System;
using System.Collections.Generic;
using System.Data;
using System.Data.SQLite;
using System.Linq;
using System.Threading;
public class SQLiteEnumerable : IAsyncEnumerable<IBlueRowCollection> {
readonly string location;
readonly string statement;
readonly int pageSize;
public SQLiteEnumerable(string location, string statement, int pageSize = 65536) {
this.location = location;
this.statement = statement;
this.pageSize = pageSize;
}
public async IAsyncEnumerator<IBlueRowCollection> GetAsyncEnumerator(CancellationToken cancellationToken = default) {
var dataTable = new DataTable();
await using var conn = new SQLiteConnection($"Data Source={location};Version=3");
await conn.OpenAsync(cancellationToken);
await using var cmd = new SQLiteCommand(statement, conn);
await using var reader = cmd.ExecuteReader();
var schema = await reader.GetColumnSchemaAsync(cancellationToken);
var columns = schema.OrderBy(c => c.ColumnOrdinal ?? int.MaxValue)
.Select((c, i) => new ColumnInfo(c.ColumnName, c.ColumnOrdinal ?? i, c.DataType))
.Append(new ColumnInfo("id", schema.Count, typeof(int)))
.ToArray();
var blueSchema = new BlueTableSchema("anon", columns);
BlueTable? table = null;
int rowId = 1;
while (await reader.ReadAsync(cancellationToken)) {
table ??= new BlueTable(blueSchema);
var rowVals = new object[blueSchema.columnInfo.Length];
if (reader.GetValues(rowVals) != rowVals.Length - 1) {
throw new InvalidOperationException("Sqlite reader value count for single row not equal to column count");
}
rowVals[^1] = rowId++;
table.addRow(new BlueRow(blueSchema, rowVals));
if (table.Count == pageSize) {
yield return table;
table = null;
}
}
if (table is not null) {
yield return table;
}
}
}
@@ -1,230 +0,0 @@
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;
}
}
}
@@ -3,15 +3,12 @@ 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)),
@@ -23,9 +20,11 @@ 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;
@@ -33,20 +32,22 @@ namespace BCG {
myFireResultSnapshot = fireResultSnapshot;
}
protected override void myOnFirstSubscriber() =>
myStream.onChange += myHandleChanges;
protected override void myOnFirstSubscriber() { myStream.onChange += new ChangeDelegate(myHandleChanges); }
protected override void myOnLastSubscriber() =>
myStream.onChange -= myHandleChanges;
protected override void myOnLastSubscriber() { myStream.onChange -= new ChangeDelegate(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")
@@ -58,17 +59,20 @@ 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";
@@ -76,11 +80,14 @@ 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();
@@ -92,7 +99,8 @@ 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"),
@@ -106,49 +114,52 @@ namespace BCG {
}
[DataStreamUserRespresentation("CSVReader")]
public class CSVReaderStream : ViewStream {
private readonly string _file_address;
Stopwatch _stopwatch = new Stopwatch();
public CSVReaderStream(string fileAddress) {
_file_address = fileAddress;
public class CSVReaderStream : ViewStream
{
private IBlueRowCollection myRows;
public CSVReaderStream(string fileAddress)
{
myRows = BlueDataUtility.createRowsFromCSVFileWithoutTypes(fileAddress);
}
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);
protected override void myOnFirstSubscriber()
{
myFireEvent(new DataPacket(myRows, myRows, new BlueTable(myRows.schema)));
}
}
[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;
@@ -160,52 +171,74 @@ 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;
@@ -214,7 +247,8 @@ namespace BCG {
return new BlueRow(mySchema, vals);
}
private Type myGetType(string type) {
private Type myGetType(string type)
{
type = type.ToLower();
if (type.Contains("int"))
return typeof(int);
@@ -1,41 +1,31 @@
using System;
using System.Collections;
using System.Reflection;
using BCG.Utilities;
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;
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)));
}
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) {
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
@@ -45,16 +35,17 @@ 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 += myStreamChange;
myStream.onChange +=new ChangeDelegate(myStreamChange);
myVsd.addWorker(this);
}
protected override void myOnLastSubscriber()
{
myVsd.removeWorker(this);
myStream.onChange -= myStreamChange;
myStream.onChange -= new ChangeDelegate(myStreamChange);
}
#endregion
@@ -28,7 +28,7 @@ namespace BCG
protected override void myOnFirstSubscriber()
{
myParentStream.onChange += myParentStreamChangeHandler;
myParentStream.onChange += new ChangeDelegate(myParentStreamChangeHandler);
myVSD.addWorker(this);
}
@@ -36,7 +36,7 @@ namespace BCG
protected override void myOnLastSubscriber()
{
myParentStream.onChange -= myParentStreamChangeHandler;
myParentStream.onChange -= new ChangeDelegate(myParentStreamChangeHandler);
myVSD.removeWorker(this);
}
@@ -53,11 +53,11 @@ namespace BCG
if (r.is_subscription)
{
_current_source_subscription = r.subscription_id;
_source_stream.onChange += _source_stream_onChange;
_source_stream.onChange += new ChangeDelegate(_source_stream_onChange);
}
else
{
_source_stream.onChange -= _source_stream_onChange;
_source_stream.onChange -= new ChangeDelegate(_source_stream_onChange);
}
}
}
@@ -1,34 +0,0 @@
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 += myToAverage_onChange;
myToAverage.onChange += new ChangeDelegate(myToAverage_onChange);
}
@@ -1,111 +0,0 @@
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);
}
}
}
@@ -1,51 +0,0 @@
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 += mySrc_onChange;
mySrc.onChange += new ChangeDelegate(mySrc_onChange);
}
protected override void myOnLastSubscriber() {
mySrc.onChange -= mySrc_onChange;
mySrc.onChange -= new ChangeDelegate(mySrc_onChange);
}
private void mySrc_onChange(object newValue) {
DataPacket dp = (DataPacket)newValue;
@@ -28,14 +28,14 @@ namespace BCG
protected override void myOnFirstSubscriber()
{
myLeftStream.onChange += myHandleLeftChanges;
myRightstream.onChange += myHandleRightChanges;
myLeftStream.onChange += new ChangeDelegate(myHandleLeftChanges);
myRightstream.onChange += new ChangeDelegate(myHandleRightChanges);
}
protected override void myOnLastSubscriber()
{
myLeftStream.onChange -= myHandleLeftChanges;
myRightstream.onChange -= myHandleRightChanges;
myLeftStream.onChange -= new ChangeDelegate(myHandleLeftChanges);
myRightstream.onChange -= new ChangeDelegate(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 += myHandleStreamChanges;
pj.onChange += new ChangeDelegate(myHandleStreamChanges);
}
public void removeStream(ViewStream vs)
@@ -235,7 +235,7 @@ namespace BCG
index = p.Key;
if (mySubscriptionActive)
{
p.Value.second.onChange -= myHandleStreamChanges;
p.Value.second.onChange -= new ChangeDelegate(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 += myHandleStreamChanges;
p.Value.second.onChange += new ChangeDelegate(myHandleStreamChanges);
}
protected override void myOnLastSubscriber()
{
mySubscriptionActive = false;
foreach (KeyValuePair<int, Pair<ViewStream, ViewStream>> p in myStreamIndex)
p.Value.second.onChange -= myHandleStreamChanges;
p.Value.second.onChange -= new ChangeDelegate(myHandleStreamChanges);
if (myTable != null)
myTable.clear();
}
@@ -14,11 +14,11 @@ namespace BCG {
}
protected override void myOnFirstSubscriber()
{
mySrc.onChange += mySrc_onChange;
mySrc.onChange += new ChangeDelegate(mySrc_onChange);
}
protected override void myOnLastSubscriber ()
{
mySrc.onChange -= mySrc_onChange;
mySrc.onChange -= new ChangeDelegate (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 += myLeftOp.myChangeHandler;
myRightVs.onChange += myRightOp.myChangeHandler;
myLeftVs.onChange += new DataStream.ChangeDelegate (myLeftOp.myChangeHandler);
myRightVs.onChange += new DataStream.ChangeDelegate (myRightOp.myChangeHandler);
}
protected override void myOnLastSubscriber ()
{
myInit ();
myLeftVs.onChange -= myLeftOp.myChangeHandler;
myRightVs.onChange -= myRightOp.myChangeHandler;
myLeftVs.onChange -= new DataStream.ChangeDelegate (myLeftOp.myChangeHandler);
myRightVs.onChange -= new DataStream.ChangeDelegate (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 += _handle_update;
_main_stream.onChange += new DataStream.ChangeDelegate(_handle_update);
}
protected override void myOnLastSubscriber() {
_main_stream.onChange -= _handle_update;
_main_stream.onChange -= new DataStream.ChangeDelegate(_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 += _handle_update;
_stream.onChange += new DataStream.ChangeDelegate(_handle_update);
}
public void Dispose() {
_stream.onChange -= _handle_update;
_stream.onChange -= new DataStream.ChangeDelegate(_handle_update);
}
private void _handle_update(object o) {
@@ -1,73 +0,0 @@
namespace Bts.DataStream;
using BCG;
using bts.api.core;
using Bts.DataStreamCore;
using System;
using System.Collections;
using System.Collections.Generic;
public class TableUpdateDataPacket<T> : IDataPacket<T> where T : IBlueRow {
readonly TableUpdate<T, int> table;
readonly IBlueTableSchema schema;
public TableUpdateDataPacket(TableUpdate<T, int> table, IBlueTableSchema schema) {
this.table = table;
this.schema = schema;
}
public IBlueRowCollection<T> newRows {
get {
var rv = new BlueTableImmutable<T>(schema);
return rv;
}
}
public IBlueRowCollection<T> addedRows => throw new NotImplementedException();
public IBlueRowCollection<T> deletedRows => throw new NotImplementedException();
class MyRowCollection : IBlueRowCollection<T> {
readonly TableUpdate<T, int> table;
readonly IEnumerable<T> items;
Lazy<SortedList<int, T>> itemList;
public MyRowCollection(IEnumerable<T> items, IBlueTableSchema schema) {
this.items = items;
this.schema = schema;
itemList = new(() => {
var rv = new SortedList<int, T>();
foreach (var item in this.items) {
rv.Add(item.Id(), item);
}
return rv;
});
}
public int Count => itemList.Value.Count;
public bool IsSynchronized => false;
public object SyncRoot => this;
public T this[int id] => itemList.Value[id];
public IBlueTableSchema schema { get; }
public bool containsID(int id) =>
itemList.Value.ContainsKey(id);
public void CopyTo(Array array, int index) {
}
public IEnumerator<T> GetEnumerator() {
throw new NotImplementedException();
}
IEnumerator IEnumerable.GetEnumerator() {
throw new NotImplementedException();
}
}
}
@@ -1,127 +0,0 @@
namespace Bts.DataStreamCore;
using BCG;
using bts.utils;
using mbts.utils;
using Spark.Core;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
public class BlueColumnTable : IBlueRowCollection {
readonly Variant[][] columns;
readonly List<int> rowIds;
readonly int idColIndex;
public BlueColumnTable(IBlueTableSchema schema, int capacity = 4) {
ExceptionAssert.Argument.GreaterThanEqualTo(capacity, 0);
rowIds = new(capacity);
columns = new Variant[schema.columnInfo.Length][];
if (columns.Length == 0) {
throw new ArgumentException("Schema contains no columns", nameof(schema));
}
if (!schema.columnInfo.Select(c => c.colName).TryFindIndex("id", out idColIndex)) {
throw new ArgumentException("Schema contains no 'id' column", nameof(schema));
}
this.schema = schema;
for (int i = 0; i < columns.Length; i++) {
columns[schema.columnInfo[i].colNo] = new Variant[capacity];
}
}
public int Count => rowIds.Count;
public IBlueTableSchema schema { get; }
public IBlueRow this[int id] {
get {
var idx = rowIds.BinarySearch(id);
if (idx < 0) {
throw new KeyNotFoundException($"No row with id {id}");
}
return new MyRow(this, idx);
}
}
public void Add(Variant[] values) {
var id = values[idColIndex].VInt32;
var idx = rowIds.BinarySearch(id);
if (idx >= 0) {
throw new ArgumentException($"Row with id {id} already exists.", nameof(values));
}
idx = ~idx;
for (int i = 0; i < columns.Length; i++) {
int len = rowIds.Count;
ArrayHelper.Insert(ref columns[i], idx, values[i], ref len);
}
rowIds.Insert(idx, id);
}
public void AddOrUpdate(Variant[] values) {
var id = values[idColIndex].VInt32;
var idx = rowIds.BinarySearch(id);
if (idx >= 0) {
rowIds[idx] = id;
for (int i = 0; i < columns.Length; i++) {
columns[idx][i] = values[i];
}
return;
}
idx = ~idx;
int len;
for (int i = 0; i < columns.Length; i++) {
len = rowIds.Count;
ArrayHelper.Insert(ref columns[i], idx, values[i], ref len);
}
rowIds.Insert(idx, id);
}
public void Clear() =>
rowIds.Clear();
public bool Remove(int id) {
var idx = rowIds.BinarySearch(id);
if (idx < 0) {
return false;
}
rowIds.RemoveAt(idx);
for (int i = 0; i < columns.Length; i++) {
ArrayHelper.remove_at(ref columns[i], idx);
}
return true;
}
public void Trim() {
for (int i = 0; i < columns.Length; i++) {
ArrayHelper.trim(ref columns[i], rowIds.Count);
}
}
public bool containsID(int id) =>
rowIds.BinarySearch(id) >= 0;
public IEnumerator GetEnumerator() {
var count = rowIds.Count;
for (int i = 0; i < count; i++) {
yield return new MyRow(this, i);
}
}
class MyRow : IBlueRow {
readonly BlueColumnTable table;
readonly int rowIdx;
public MyRow(BlueColumnTable table, int rowIdx) {
this.table = table;
this.rowIdx = rowIdx;
}
public object this[int colNo] => table.columns[colNo][rowIdx].GetValue();
public IBlueTableSchema schema => table.schema;
}
}
@@ -15,208 +15,16 @@ using mbts;
using BCG.Extensions;
using System.Text.Json;
using System.Text.Json.Nodes;
using Newtonsoft.Json;
using BCG;
using System.Runtime.CompilerServices;
using Spark.Core;
using System.Numerics;
namespace bts {
// public class CompositeRow : IBlueRow {
// private IBlueRow _lrow, _rrow;
// private BlueRow _out_row;
// public CompositeRow(IBlueRow lrow, IBlueRow rrow) {
// _lrow = lrow;
// _rrow = rrow;
// IBlueTableSchema schema = _lrow.schema;
// List<object> vals = new List<object>();
// foreach (var o in _lrow) {
// vals.Add(o);
// }
// foreach (ColumnInfo ci in _rrow.schema.columnInfo) {
// if (ci.colName == "id") {
// continue;
// }
// vals.Add(_rrow[ci.colNo]);
// schema = schema.add_column(ci.type_code(), ci.colName);
// }
// _out_row = new BlueRow(schema, vals.ToArray());
// }
// public IBlueTableSchema schema {
// get { return _out_row.schema; }
// }
// public object? this[int index] {
// get { return _out_row[index]; }
// }
// public object? this[string colName] {
// get {
// return _out_row[colName];
// }
// }
// }
}
namespace BCG {
public static class BlueDataUtility {
public static IBlueRow create_composite_row(IBlueRow lr, IBlueRow rr, int id) {
IBlueTableSchema schema = lr.schema;
List<object> vals = new List<object>();
foreach (ColumnInfo ci in lr.schema.columnInfo) {
if (ci.colName == "id") {
vals.Add(id);
}
vals.Add(lr[ci.colName]);
}
foreach (ColumnInfo ci in rr.schema.columnInfo) {
if (ci.colName == "id") {
continue;
}
schema = schema.add_column(ci.type_code(), ci.colName);
vals.Add(rr[ci.colName]);
}
IBlueRow r = new BlueRow(schema, vals.ToArray());
return r;
}
#region Extensions
public static bool is_null(this IBlueRow r, string col_name) {
object col_val = r[col_name];
return col_val == null || DBNull.Value.Equals(col_val);
}
public static DateTime get_datetime(this IBlueRow r, string col_name, DateTime err_value = default(DateTime)) {
return BlueDataUtility.get_row_datetime_value(r, col_name, err_value);
}
public static DateTime get_datetime(this IBlueRow r, int col_no, DateTime err_value = default(DateTime)) {
return BlueDataUtility.get_row_datetime_value(r, col_no, err_value);
}
public static double? GetFloat64(this IBlueRow r, int colNo) =>
GetFloat64(r[colNo]);
public static double? GetFloat64(this IBlueRow r, string colName) =>
GetFloat64(r[colName]);
public static double? GetFloat64(object obj) {
if (obj is double d) {
return d;
}
if (obj is int i32) {
return i32;
}
if (obj is long i64) {
return i64;
}
if (obj is string s) {
return double.TryParse(s, out d) ? d : null;
}
if (obj is uint u32) {
return u32;
}
if (obj is ulong u64) {
return u64;
}
if (obj is short i16) {
return i16;
}
if (obj is ushort u16) {
return u16;
}
return null;
}
public static int? GetInt32(this IBlueRow r, int colNo) =>
GetInt32(r[colNo]);
public static int? GetInt32(this IBlueRow r, string colName) =>
GetInt32(r[colName]);
public static int? GetInt32(object obj) {
checked {
if (obj is double d) {
return (int)d;
}
if (obj is int i32) {
return i32;
}
if (obj is long i64) {
return (int)i64;
}
if (obj is string s) {
return double.TryParse(s, out d) ? (int)d : null;
}
if (obj is uint u32) {
return (int)u32;
}
if (obj is ulong u64) {
return (int)u64;
}
if (obj is short i16) {
return i16;
}
if (obj is ushort u16) {
return u16;
}
}
return null;
}
public static long? GetInt64(this IBlueRow r, int colNo) =>
GetInt64(r[colNo]);
public static long? GetInt64(this IBlueRow r, string colName) =>
GetInt64(r[colName]);
public static long? GetInt64(object obj) {
checked {
if (obj is double d) {
return (long)d;
}
if (obj is int i32) {
return i32;
}
if (obj is long i64) {
return i64;
}
if (obj is string s) {
return double.TryParse(s, out d) ? (long)d : null;
}
if (obj is uint u32) {
return u32;
}
if (obj is ulong u64) {
return (long)u64;
}
if (obj is short i16) {
return i16;
}
if (obj is ushort u16) {
return u16;
}
}
return null;
}
public static DateTime? GetUnixEpochDateTime(this IBlueRow row, string colName) =>
GetUnixEpochDateTime(row[colName]);
public static DateTime? GetUnixEpochDateTime(this IBlueRow row, int colNo) =>
GetUnixEpochDateTime(row[colNo]);
public static DateTime? GetUnixEpochDateTime(object obj) {
var tsNanos = GetInt64(obj);
return tsNanos.HasValue ? DateTime.UnixEpoch.Add(new TimeSpan(tsNanos.Value / 100)) : null;
}
public static DateTime? GetDateTime(object obj) {
var res = _get_datetime_value(obj, DateTime.MinValue);
if (res == DateTime.MinValue) {
return null;
}
return res;
}
public static T get_enum<T>(this IBlueRow r, string col_name, T err_value = default(T)) where T : struct {
return BlueDataUtility.get_row_enum_value<T>(r, col_name, err_value);
}
@@ -241,17 +49,6 @@ 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>>();
@@ -315,17 +112,13 @@ namespace BCG {
}
}
public static List<IBlueRow> to_list(this IBlueRowCollection rows) {
public static IEnumerable<IBlueRow> to_ienum(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) {
@@ -342,11 +135,6 @@ 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;
@@ -403,18 +191,6 @@ 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);
@@ -433,7 +209,7 @@ namespace BCG {
foreach (JsonNode jsonNode in jsonArray) {
jsonNodeList.Add(jsonNode);
}
} catch (System.Text.Json.JsonException ex) {
} catch (JsonException ex) {
Console.WriteLine($"Invalid JSON: {ex.Message}");
}
@@ -710,16 +486,7 @@ 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);
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;
return new BlueTableSchema(cis, table.TableName);
}
/// <summary>
@@ -977,16 +744,10 @@ namespace BCG {
}
public static IBlueRowCollection toIBlueRowCollection(DataTable dt) {
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;
BlueTable retVal = new BlueTable(getSchema(dt));
foreach (DataRow dr in dt.Rows)
retVal.addRow(dr);
return retVal;
}
public static IBlueRowCollection toIBlueRowCollection(DataRow[] rows) {
@@ -1058,20 +819,20 @@ namespace BCG {
/// </summary>
/// <param name="r1"></param>
/// <param name="r2"></param>
/// <param name="col_names"></param>
/// <param name="colNames"></param>
/// <returns></returns>
public static int compare_rows(IBlueRow r1,
IBlueRow r2,
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)
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)
break;
}
return comp_res;
return retVal;
}
private static int _compare_row_cols(object v1, object v2) {
@@ -2352,32 +2113,6 @@ namespace BCG {
}
}
public static TimeSpan? get_timespan(this IBlueRow r, int col_no) =>
get_timespan(r[col_no]);
public static TimeSpan? get_timespan(this IBlueRow r, string col_name) =>
get_timespan(r[col_name]);
public static TimeSpan? get_timespan(object obj) {
if (obj is TimeSpan ts) {
return ts;
}
var str = obj as string ?? obj?.ToString();
if (str is null) {
return null;
}
if (TimeSpan.TryParse(str, out ts)) {
return ts;
}
if (str.StartsWith("PT")) {
try {
// Parse ISO 8601 duration
return System.Xml.XmlConvert.ToTimeSpan(str);
} catch {
}
}
return null;
}
#endregion
#region CSV methods
@@ -1,56 +0,0 @@
#nullable enable
namespace Bts.DataStreamCore;
using BCG;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
public class BlueRowCollection : IBlueRowCollection {
readonly ICollection source;
readonly Func<int, IBlueRow> findRow;
readonly Func<int, bool> containsKey;
public BlueRowCollection(ICollection source, IBlueTableSchema schema, Func<int, IBlueRow>? findRow = null, Func<int, bool>? containsKey = null) {
this.source = source;
this.schema = schema;
if (findRow is null || containsKey is null) {
if (source is IBlueRowCollection brc) {
findRow ??= id => brc[id];
containsKey ??= brc.containsID;
} else if (source is IDictionary dict) {
findRow ??= id => dict[id] as IBlueRow ?? throw new KeyNotFoundException();
containsKey ??= id => dict.Contains(id);
} else if (source is IDictionary<int, IBlueRow> genDict) {
findRow ??= id => genDict[id];
containsKey ??= genDict.ContainsKey;
} else if (source is IReadOnlyDictionary<int, IBlueRow> roGenDict) {
findRow ??= id => roGenDict[id];
containsKey = roGenDict.ContainsKey;
} else {
var cachedRows = new Lazy<Dictionary<int, IBlueRow>>(() =>
source.Cast<IBlueRow>().ToDictionary(r => r.Id()));
findRow ??= id => cachedRows.Value[id];
// Don't remove this lambda expression. Intellisense may suggest it, but that would
// instantiate 'cachedRows' immediately and defeat the purpose of using Lazy<T>.
containsKey ??= id => cachedRows.Value.ContainsKey(id);
}
}
this.findRow = findRow;
this.containsKey = containsKey;
}
public IBlueRow this[int id] => findRow(id);
public IBlueTableSchema schema { get; }
public int Count => source.Count;
public bool containsID(int id) =>
containsKey(id);
public IEnumerator GetEnumerator() =>
source.GetEnumerator();
}
@@ -1,64 +0,0 @@
#nullable enable
namespace Bts.DataStreamCore;
using BCG;
using bts.collections;
using bts.utils;
using System;
using System.Collections.Generic;
public class BlueRowColumnMask : IBlueRow {
readonly IBlueRow row;
readonly int[] hiddenColumns;
public BlueRowColumnMask(IBlueRow row, params int[] hiddenColumns) {
this.row = row;
this.hiddenColumns = hiddenColumns;
Array.Sort(hiddenColumns);
}
/// <summary>
/// Provides a way to explicitly skip sorting hiddenColumns. This is done at the callers risk,
/// as the index (int) operator performs a binary search on hiddenColumns.
/// </summary>
/// <param name="row">The underlying row whose columns to hide</param>
/// <param name="sortHiddenColumns">Whether or not to sort <paramref name="hiddenColumns"/> in
/// the constructor. They are sorted by default to ensure correct behavior in the index (int)
/// operator, which performs a binary search on this array.</param>
/// <param name="hiddenColumns">The columns (indices) to hide</param>
public BlueRowColumnMask(IBlueRow row, bool sortHiddenColumns, params int[] hiddenColumns) {
this.row = row;
this.hiddenColumns = hiddenColumns;
if (sortHiddenColumns) {
Array.Sort(hiddenColumns);
}
}
public object? this[string colName] {
get {
for (int i = 0; i < hiddenColumns.Length; i++) {
if (row.schema.columnInfo[i].colName == colName) {
throw new KeyNotFoundException();
}
}
return row[colName];
}
}
public object? this[int index] {
get {
if (index > row.schema.columnInfo.Length - hiddenColumns.Length) {
throw new IndexOutOfRangeException();
}
int pos = hiddenColumns.BinarySearch(index);
if (pos < 0) {
pos = ~pos;
}
return row[index + pos];
}
}
public IBlueTableSchema schema => row.schema;
}
@@ -7,7 +7,7 @@ namespace BCG
/// Used for enumerating an IEnumerable (ex ICollection). Furthermore, this is the
/// default Enueramtor used when enumerating asn IBlueRow
/// </summary>
public class BlueRowEnumerator : IDictionaryEnumerator
public class BlueRowEnumerator : IEnumerator
{
protected int myPos = -1;
protected int myRowSize = -1;
@@ -18,11 +18,6 @@ namespace BCG
myRow = row;
myRowSize = row.schema.columnNames.Length;
}
public DictionaryEntry Entry =>
new(myRow.schema.columnInfo[myPos].colName, myRow[myPos]);
public object Key => myRow.schema.columnInfo[myPos].colName;
public object Value => myRow[myPos];
#region IEnumerator members
public void Reset() {myPos = 0;}
@@ -1,30 +0,0 @@
#nullable enable
namespace BCG;
using System;
using System.Collections;
public class BlueRowKeyCollection : ICollection {
readonly ColumnInfo[] columns;
public BlueRowKeyCollection(ColumnInfo[] columns) =>
this.columns = columns;
public int Count => columns.Length;
public bool IsSynchronized => false;
public object SyncRoot => this;
public void CopyTo(Array array, int index) {
for (int i = 0; i < columns.Length; i++) {
array.SetValue(columns[i].colName, i + index);
}
}
public IEnumerator GetEnumerator() {
for (int i = 0; i < columns.Length; i++) {
yield return columns[i].colName;
}
}
}
@@ -1,44 +0,0 @@
#nullable enable
namespace Bts.DataStreamCore;
using BCG;
using System.Linq;
using System.Reflection;
public static class BlueRowReflectionFactory {
public static IBlueRow Create<T>(T row, string? tableName = null) =>
new BlueRowReflection<T>(row);
class BlueRowReflection<T> : IBlueRow {
public static readonly ColumnInfo[] ColumnInfos;
public static readonly PropertyInfo[] ColumnProps;
readonly T row;
readonly string? tableName;
static BlueRowReflection() {
var colTups = typeof(T).GetProperties(BindingFlags.Instance)
.Select(p => (Prop: p, Attr: p.GetCustomAttribute<BlueTableColumnAttribute>()))
.Where(p => p.Attr is not null)
.ToList();
ColumnInfos = new ColumnInfo[colTups.Count];
ColumnProps = new PropertyInfo[colTups.Count];
for (int i = 0; i < colTups.Count; i++) {
var (prop, attr) = colTups[i];
ColumnInfos[i] = new(attr?.Name ?? prop.Name, i, prop.PropertyType);
ColumnProps[i] = prop;
}
}
public BlueRowReflection(T row, string? tableName = null) {
this.row = row;
this.tableName = tableName;
}
public object? this[int index] => ColumnProps[index].GetValue(row);
public IBlueTableSchema schema =>
new BlueTableSchema(ColumnInfos, tableName ?? typeof(T).Name);
}
}
@@ -1,311 +0,0 @@
#nullable enable
namespace Bts.DataStreamCore;
using BCG;
using mbts.utils;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Diagnostics.CodeAnalysis;
using System.Linq;
public class BlueRowStore<T1, T2, T3, T4, T5, T6> : IBlueRow, IReadOnlyDictionary<string, object?> {
readonly string? name;
IBlueTableSchema? _schema;
public BlueRowStore() { }
public BlueRowStore(
int id,
(string Name, T1 Value) item1,
(string Name, T2 Value) item2,
(string Name, T3 Value) item3,
(string Name, T4 Value) item4,
(string Name, T5 Value) item5,
(string Name, T6 Value) item6
) {
Id = id;
Item1 = item1;
Item2 = item2;
Item3 = item3;
Item4 = item4;
Item5 = item5;
Item6 = item6;
}
public int Id { get; set; }
public (string Name, T1 Value) Item1 { get; set; }
public (string Name, T2 Value) Item2 { get; set; }
public (string Name, T3 Value) Item3 { get; set; }
public (string Name, T4 Value) Item4 { get; set; }
public (string Name, T5 Value) Item5 { get; set; }
public (string Name, T6 Value) Item6 { get; set; }
public int Count => 5;
public IReadOnlyList<string> Keys => new KeyList(this);
public IReadOnlyList<object?> Values => new ValueList(this);
public IBlueTableSchema schema =>
_schema ??= new BlueTableSchema(name, new ColumnInfo[]{
new("id", 0, typeof(int)),
new(Item1.Name, 1, typeof(T1)),
new(Item2.Name, 2, typeof(T2)),
new(Item3.Name, 3, typeof(T3)),
new(Item4.Name, 4, typeof(T4)),
new(Item5.Name, 5, typeof(T5)),
new(Item6.Name, 6, typeof(T6)),
});
ICollection IDictionary.Keys => new KeyList(this);
ICollection IDictionary.Values => new ValueList(this);
IEnumerable<string> IReadOnlyDictionary<string, object?>.Keys => Keys;
IEnumerable<object?> IReadOnlyDictionary<string, object?>.Values => Values;
bool ICollection.IsSynchronized => false;
object ICollection.SyncRoot => this;
public object? this[string colName] {
get {
if (colName == "id") {
return Id;
}
if (colName == Item1.Name) {
return Item1.Value;
}
if (colName == Item2.Name) {
return Item2.Value;
}
if (colName == Item3.Name) {
return Item3.Value;
}
if (colName == Item4.Name) {
return Item4.Value;
}
if (colName == Item5.Name) {
return Item5.Value;
}
if (colName == Item6.Name) {
return Item6.Value;
}
throw new KeyNotFoundException();
}
set {
if (colName == "id") {
Id = ExceptionAssert.Cast(value).To<int>();
}
if (colName == Item1.Name) {
Item1 = (Item1.Name, ExceptionAssert.Cast(value).To<T1>());
}
if (colName == Item2.Name) {
Item2 = (Item2.Name, ExceptionAssert.Cast(value).To<T2>());
}
if (colName == Item3.Name) {
Item3 = (Item3.Name, ExceptionAssert.Cast(value).To<T3>());
}
if (colName == Item4.Name) {
Item4 = (Item4.Name, ExceptionAssert.Cast(value).To<T4>());
}
if (colName == Item5.Name) {
Item5 = (Item5.Name, ExceptionAssert.Cast(value).To<T5>());
}
if (colName == Item6.Name) {
Item6 = (Item6.Name, ExceptionAssert.Cast(value).To<T6>());
}
throw new KeyNotFoundException();
}
}
public object? this[int index] => index switch {
0 => Id,
1 => Item1.Value,
2 => Item2.Value,
3 => Item3.Value,
4 => Item4.Value,
5 => Item5.Value,
6 => Item6.Value,
_ => throw new IndexOutOfRangeException()
};
object? IDictionary.this[object key] {
get => this[ExceptionAssert.Cast(key).To<string>()];
set => this[ExceptionAssert.Cast(key).To<string>()] = value;
}
public void CopyTo(Array array, int index) {
array.SetValue(Id, index++);
array.SetValue(Item1.Value, index++);
array.SetValue(Item2.Value, index++);
array.SetValue(Item3.Value, index++);
array.SetValue(Item4.Value, index++);
array.SetValue(Item5.Value, index++);
array.SetValue(Item6.Value, index++);
}
public bool Contains(object key) =>
key is string keystr && ContainsKey(keystr);
public bool ContainsKey(string key) =>
Keys.Contains(key);
public void SetId(int id) =>
Id = id;
public void SetValue1(T1 value) =>
Item1 = (Item1.Name, value);
public void SetValue1(string colName, T1 value) =>
Item1 = (colName, value);
public void SetValue2(T2 value) =>
Item2 = (Item2.Name, value);
public void SetValue2(string colName, T2 value) =>
Item2 = (colName, value);
public void SetValue3(T3 value) =>
Item3 = (Item3.Name, value);
public void SetValue3(string colName, T3 value) =>
Item3 = (colName, value);
public void SetValue4(T4 value) =>
Item4 = (Item4.Name, value);
public void SetValue4(string colName, T4 value) =>
Item4 = (colName, value);
public void SetValue5(T5 value) =>
Item5 = (Item5.Name, value);
public void SetValue5(string colName, T5 value) =>
Item5 = (colName, value);
public void SetValue6(T6 value) =>
Item6 = (Item6.Name, value);
public void SetValue6(string colName, T6 value) =>
Item6 = (colName, value);
public bool TryGetValue(string key, [MaybeNullWhen(false)] out object? value) {
if (!Keys.TryFindIndex(key, out int index)) {
value = null;
return false;
}
value = this[index];
return true;
}
void IDictionary.Add(object key, object? value) =>
throw new NotSupportedException();
void IDictionary.Clear() =>
throw new NotSupportedException();
void IDictionary.Remove(object key) =>
throw new NotSupportedException();
IDictionaryEnumerator IDictionary.GetEnumerator() =>
throw new NotImplementedException();
IEnumerator IEnumerable.GetEnumerator() =>
throw new NotImplementedException();
public IEnumerator<KeyValuePair<string, object?>> GetEnumerator() {
throw new NotImplementedException();
}
class KeyList : ICollection, IReadOnlyList<string> {
readonly BlueRowStore<T1, T2, T3, T4, T5, T6> store;
public KeyList(BlueRowStore<T1, T2, T3, T4, T5, T6> store) =>
this.store = store;
public int Count => 5;
bool ICollection.IsSynchronized => false;
object ICollection.SyncRoot => this;
public string this[int index] =>
index switch {
0 => "id",
1 => store.Item1.Name,
2 => store.Item2.Name,
3 => store.Item3.Name,
4 => store.Item4.Name,
5 => store.Item5.Name,
6 => store.Item6.Name,
_ => throw new IndexOutOfRangeException()
};
public void CopyTo(Array array, int index) {
array.SetValue(store.Id, index++);
array.SetValue(store.Item1.Value, index++);
array.SetValue(store.Item2.Value, index++);
array.SetValue(store.Item3.Value, index++);
array.SetValue(store.Item4.Value, index++);
array.SetValue(store.Item5.Value, index++);
array.SetValue(store.Item6.Value, index++);
}
public IEnumerator<string> GetEnumerator() {
yield return "id";
yield return store.Item1.Name;
yield return store.Item2.Name;
yield return store.Item3.Name;
yield return store.Item4.Name;
yield return store.Item5.Name;
yield return store.Item6.Name;
}
IEnumerator IEnumerable.GetEnumerator() =>
GetEnumerator();
}
class ValueList : ICollection, IReadOnlyList<object?> {
readonly BlueRowStore<T1, T2, T3, T4, T5, T6> store;
public ValueList(BlueRowStore<T1, T2, T3, T4, T5, T6> store) =>
this.store = store;
public object? this[int index] =>
index switch {
0 => store.Id,
1 => store.Item1.Value,
2 => store.Item2.Value,
3 => store.Item3.Value,
4 => store.Item4.Value,
5 => store.Item5.Value,
6 => store.Item6.Value,
_ => throw new IndexOutOfRangeException()
};
public int Count => 5;
public bool IsSynchronized => false;
public object SyncRoot => this;
public void CopyTo(Array array, int index) {
array.SetValue(store.Id, index++);
array.SetValue(store.Item1.Value, index++);
array.SetValue(store.Item2.Value, index++);
array.SetValue(store.Item3.Value, index++);
array.SetValue(store.Item4.Value, index++);
array.SetValue(store.Item5.Value, index++);
array.SetValue(store.Item6.Value, index++);
}
public IEnumerator<object?> GetEnumerator() {
yield return store.Id;
yield return store.Item1.Value;
yield return store.Item2.Value;
yield return store.Item3.Value;
yield return store.Item4.Value;
yield return store.Item5.Value;
yield return store.Item6.Value;
}
IEnumerator IEnumerable.GetEnumerator() =>
GetEnumerator();
}
}
@@ -1,32 +0,0 @@
#nullable enable
namespace BCG;
using System;
using System.Collections;
public class BlueRowValueCollection : ICollection {
readonly IBlueRow row;
public BlueRowValueCollection(IBlueRow row) =>
this.row = row;
public int Count => row.schema.columnInfo.Length;
public bool IsSynchronized => false;
public object SyncRoot => this;
public void CopyTo(Array array, int index) {
var length = row.schema.columnInfo.Length;
for (int i = 0; i < length; i++) {
array.SetValue(row[i], i + index);
}
}
public IEnumerator GetEnumerator() {
var length = row.schema.columnInfo.Length;
for (int i = 0; i < length; i++) {
yield return row[i];
}
}
}
@@ -1,17 +0,0 @@
#nullable enable
namespace Bts.DataStreamCore;
using System;
[AttributeUsage(AttributeTargets.Property)]
public class BlueTableColumnAttribute : Attribute {
readonly int index;
public BlueTableColumnAttribute(string? name = null, int index = -1) {
Name = name;
this.index = index;
}
public string? Name { get; }
public int? Index => index >= 0 ? index : null;
}
Loaded 100 of 476 files, more files were not shown because too many files have changed in this diff. Show more