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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
2528 changed files with 35449 additions and 136550 deletions

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+2 -8
View File
@@ -9,7 +9,7 @@
]
},
"fable": {
"version": "4.24.0",
"version": "4.0.6",
"commands": [
"fable"
]
@@ -25,12 +25,6 @@
"commands": [
"fake"
]
},
"dotnet-t4": {
"version": "3.0.0",
"commands": [
"t4"
]
}
}
}
}
+3 -1
View File
@@ -65,7 +65,7 @@ RUN \
&& apt-get install -y cmake
# Dotnet
RUN apt-get update && apt-get install -y dotnet8
RUN apt-get update && apt-get install -y dotnet7
# Node
ARG node_major=18
@@ -129,3 +129,5 @@ RUN \
-G sudo \
--password "$(openssl passwd -1 "$docker_pass")" \
"$docker_user"
RUN usermod -aG docker "$docker_user"
+17 -6
View File
@@ -1,10 +1,15 @@
{
"dockerFile": "Dockerfile",
// Creates local dir to mount to HOME in docker
"initializeCommand": "mkdir -p ${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId}",
"hostRequirements": {
"memory": "8gb",
"storage": "10gb"
"memory": "4gb",
"storage": "6gb"
},
"postCreateCommand": "/home/bts/spark/docker/sparkd/dev/devcontainer_post_create.sh",
"containerUser": "bts",
"workspaceMount": "source=${localWorkspaceFolder},target=/home/bts/spark,type=bind",
"workspaceFolder": "/home/bts/spark",
"updateRemoteUserUID": true,
"shutdownAction": "none",
// Note: If running multiple containers on the same host, each must use a
@@ -12,20 +17,26 @@
// example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
"runArgs": [
"--shm-size",
"8gb"
"2gb",
"--network",
"host"
],
"mounts": [
"source=${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId},target=/home/bts,type=bind",
"source=/var/run/docker.sock,target=/var/run/docker.sock,type=bind"
],
"customizations": {
"vscode": {
"settings": {
"clangd.arguments": [
"--compile-commands-dir=${workspaceFolder}/build/clang/debug"
]
},
"extensions": [
"eamodio.gitlens",
"llvm-vs-code-extensions.vscode-clangd",
"ms-python.python",
"ms-vscode.cmake-tools",
"ms-vscode.cpptools",
"xaver.clang-format"
"ms-vscode.cpptools"
]
}
}
-49
View File
@@ -1,49 +0,0 @@
# This file defines the global default configuration for docker deployments.
# It is tracked in source control. For temporary modifications, please create
# a separate file called ".env.local" (it's in .gitignore, so won't be tracked).
# If a variable is defined in both files, the value in .env.local will be used.
#
# About the deployment procedure:
# We use Docker Compose to build images and launch containers for various services
# that make up our software suite:
# - sparkd
# - TODO: pubsub
# - TODO: md-publisher
# - TODO: webapp (DSQA on the web)
# - TODO: api-server (websocket based)
# From inside a devcontainer, you can launch all services in separate containers
# on your machine by running:
#
# tools/deploy.sh
#
# This script builds release versions for each service, packaged (generally) in
# self-contained directories. Next, it runs a few "docker compose" commands to
# build docker images loaded with the self-contained binaries from the previous
# step, and start containers with those images to run each service. To view the
# commands that deploy.sh runs internally (without actually running them), run:
#
# tools/deploy.sh --dry-run
#
# For additional information/help, run:
#
# tools/deploy.sh --help
#
### Sparkd ###
# The internal image for sparkd to use. For more info, view:
# src/server/sparkd/Dockerfile
SPARKD__IMAGE=sparkd
# The config dir for this service to use
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/dev
# Mount a specific volume or dir to "~/sparkdata/data" inside the docker.
# Defaults to a volume named "sparkd_<config_port>" (e.g., sparkd_8000).
# SPARKD__DATA_DIR=/home/bts/sparkdata/data
SPARKD__SOURCE_DIR=install/sparkd-release-gcc
SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf/
SPARKD__CONFIG_PORT=8000
SPARKD__QUICKBUS_PORT=8001
SPARKD__SIM_FIX_PORT=8002
SPARKD__SHM_SIZE=4gb
SPARKD__PYTHON_REQUIREMENTS=requirements.txt
# TODO: add config for other services (pubsub, md-publisher, webapp, api-server, etc.)
+1
View File
@@ -1,3 +1,4 @@
*.cmd text=auto eol=crlf
*.cs text=auto eol=crlf
*.sh text=auto eol=lf
*.py text=auto eol=lf
-5
View File
@@ -11,7 +11,6 @@ cmake-build-debug/
**.vscode/*
!.vscode/launch.json
!.vscode/tasks.json
!.vscode/*.env
.vs
obj/
*.csproj.user
@@ -55,12 +54,8 @@ trace_data/
.cache/
/src/Spark.Admin.WebApp/tsconfig.*.g.json
/src/Spark.Admin.WebApp/src/bin/
/src/client/**/*appsettings.Local.json
/src/DataStreamSuite/**/*appsettings.Local.json
**/CMakeDeps.cmake
**/CMakeDeps_win.cmake
.devcontainer/
*.Generated.cs
*.lst
.env.local
.secrets
+23 -152
View File
@@ -1,14 +1,6 @@
{
"version": "0.2.0",
"configurations": [
{
"name": "Python Debugger: Current File with Arguments",
"type": "debugpy",
"request": "launch",
"program": "${file}",
"console": "integratedTerminal",
"args": "${command:pickArgs}"
},
{
"name": ".NET Core Attach",
"type": "coreclr",
@@ -27,7 +19,7 @@
"--sparkd",
"http://127.0.0.1:8000/config"
],
"cwd": "build/Debug/bin/net8.0",
"cwd": "build/Debug/bin/net7.0",
},
"stopAtEntry": false,
"console": "integratedTerminal"
@@ -44,7 +36,7 @@
"--sparkd",
"http://127.0.0.1:8000/config"
],
"cwd": "build/Debug/bin/net8.0",
"cwd": "build/Debug/bin/net7.0",
},
"stopAtEntry": false,
"console": "integratedTerminal"
@@ -54,8 +46,8 @@
"type": "coreclr",
"request": "launch",
"preLaunchTask": "Build DataStream WebApp (Debug)",
"program": "${workspaceFolder}/build/Debug/bin/net8.0/Bts.DataStreamWebApp.Server.dll",
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"program": "${workspaceFolder}/build/Debug/bin/net7.0/Bts.DataStreamWebApp.Server.dll",
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
"env": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_HTTPS_PORT": "8443",
@@ -67,8 +59,8 @@
"name": "Bts.DataStreamWebApp.Server (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "${workspaceFolder}/build/Debug/bin/net8.0/Bts.DataStreamWebApp.Server.dll",
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"program": "${workspaceFolder}/build/Debug/bin/net7.0/Bts.DataStreamWebApp.Server.dll",
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
"env": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_HTTPS_PORT": "8443",
@@ -88,10 +80,10 @@
"windows": {
"program": "DataStreamPublisher.exe",
},
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
"stopAtEntry": false,
"console": "integratedTerminal"
},
@@ -106,10 +98,10 @@
"windows": {
"program": "DataStreamPublisher.exe",
},
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
"stopAtEntry": false,
"console": "integratedTerminal"
},
@@ -118,39 +110,7 @@
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"run"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
},
{
"name": "spreader tests2",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"[spreader2]"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
},
{
"name": "spreader tests",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"[spreader]"
],
"args": ["run"],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
@@ -165,25 +125,12 @@
"program": "",
"windows": {
"program": "DataStreamQueryAnalyzer.exe",
"cwd": "build/Debug/bin/net8.0-windows",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json"
],
"cwd": "build/Debug/bin/net7.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe"
},
},
"stopAtEntry": false,
"console": "integratedTerminal",
},
{
"name": "DataStreamQueryAnalyzer (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"program": "DataStreamQueryAnalyzer.exe",
"cwd": "build/Debug/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe"
},
},
@@ -202,7 +149,7 @@
"windows": {
"program": "PubSubServer.exe",
},
"cwd": "build/Debug/bin/net8.0",
"cwd": "build/Debug/bin/net7.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
@@ -220,7 +167,7 @@
"windows": {
"program": "PubSubServer.exe",
},
"cwd": "build/Debug/bin/net8.0",
"cwd": "build/Debug/bin/net7.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
@@ -235,25 +182,11 @@
"windows": {
"preLaunchTask": "Build Spark (Debug)",
"program": "Spark.exe",
"cwd": "build/Debug/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:sparkEnvironment}",
}
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"program": "Spark.exe",
"cwd": "build/Debug/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:sparkEnvironment}",
}
"args": [
"--sparkd",
"http://127.0.0.1:8000/config"
],
"cwd": "build/Debug/bin/net7.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
@@ -270,40 +203,7 @@
"--sparkd",
"${input:sparkConfigServer}"
],
"cwd": "build/Debug/bin/net8.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark Test",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"preLaunchTask": "Build Spark (Debug)",
"program": "Spark.Console.exe",
"cwd": "build/Debug/bin/net8.0",
"args": [
"test",
"${input:sparkTest}"
]
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark Test (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"program": "Spark.Console.exe",
"cwd": "build/Debug/bin/net8.0",
"args": [
"test",
"${input:sparkTest}"
]
"cwd": "build/Debug/bin/net7.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
@@ -312,6 +212,7 @@
"name": "Sparkd",
"type": "cppdbg",
"request": "launch",
"preLaunchTask": "Build Sparkd (Debug | Clang)",
"program": "",
"linux": {
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
@@ -403,42 +304,12 @@
"Staging",
]
},
{
"id": "dataStreamQueryAnalyzerEnvironment",
"type": "pickString",
"description": "DataStreamQueryAnalyzer Configuration",
"options": [
"Development",
"Local",
],
"default": "Development",
},
{
"id": "sparkEnvironment",
"type": "pickString",
"description": "Spark Configuration",
"options": [
"Development",
"Local",
],
"default": "Development",
},
{
"id": "sparkConfigServer",
"type": "promptString",
"description": "Config Server URL",
"default": "http://localhost:8000/config",
},
{
"id": "sparkTest",
"type": "promptString",
"description": "Test to run",
},
{
"id": "sparkdTest",
"type": "promptString",
"description": "Test to run",
},
{
"id": "isSparkApiEnabled",
"type": "pickString",
-1
View File
@@ -1 +0,0 @@
PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins
+61 -169
View File
@@ -485,12 +485,12 @@
"command": "",
"windows": {
"command": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe"
},
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0-windows"
},
},
"icon": {
@@ -510,7 +510,7 @@
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0-windows"
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0-windows"
},
},
"icon": {
@@ -530,7 +530,7 @@
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net8.0-windows"
"cwd": "${workspaceFolder}/build/Release/bin/net7.0-windows"
},
},
"icon": {
@@ -549,11 +549,12 @@
"windows": {
"command": "DataStreamPublisher.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
},
"icon": {
"id": "run",
@@ -571,11 +572,12 @@
"windows": {
"command": "DataStreamPublisher.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
},
"icon": {
"id": "run",
@@ -593,11 +595,12 @@
"windows": {
"command": "DataStreamPublisher.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
},
"icon": {
"id": "run",
@@ -698,11 +701,12 @@
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
},
"icon": {
"id": "run",
@@ -720,11 +724,12 @@
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
},
"icon": {
"id": "run",
@@ -741,11 +746,12 @@
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
},
"icon": {
"id": "run",
@@ -763,11 +769,12 @@
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
},
"icon": {
"id": "run",
@@ -784,11 +791,12 @@
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
},
"icon": {
"id": "run",
@@ -803,7 +811,7 @@
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0-windows"
},
},
"icon": {
@@ -819,7 +827,7 @@
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0-windows"
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0-windows"
},
},
"icon": {
@@ -835,22 +843,7 @@
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net8.0-windows"
},
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
}
},
{
"label": "Run Spark (Skip Build)",
"type": "process",
"command": "",
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows"
"cwd": "${workspaceFolder}/build/Release/bin/net7.0-windows"
},
},
"icon": {
@@ -875,7 +868,7 @@
"${input:sparkConfigQuery}",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
},
"icon": {
"id": "run",
@@ -901,24 +894,6 @@
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Sparkd (Skip Build)",
"type": "process",
"command": "",
"linux": {
"command": "sparkd",
},
"args": [
"run"
],
"options": {
"cwd": "${workspaceFolder}/build/${input:sparkdCmakePreset}/server"
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Sparkd Config Query",
"dependsOn": "Build Sparkd",
@@ -940,65 +915,6 @@
"color": "terminal.ansiGreen",
},
},
{
"label": "Test Spark (Debug)",
"dependsOn": "Build Spark (Debug)",
"type": "process",
"icon": {
"id": "coverage",
"color": "terminal.ansiYellow",
},
"command": "",
"windows": {
"command": "Spark.Console.exe",
"args": [
"test",
"${input:sparkTest}"
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
}
},
},
{
"label": "Test Sparkd",
"dependsOn": "Build Sparkd",
"type": "process",
"command": "",
"linux": {
"command": "sparkd",
},
"args": [
"test",
"${input:sparkdTest}",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:sparkdCmakePreset}/server"
},
"icon": {
"id": "coverage",
"color": "terminal.ansiYellow",
},
},
{
"label": "Test Sparkd (Skip Build)",
"type": "process",
"command": "",
"linux": {
"command": "sparkd",
},
"args": [
"test",
"${input:sparkdTest}",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:sparkdCmakePreset}/server"
},
"icon": {
"id": "coverage",
"color": "terminal.ansiYellow",
},
},
{
"label": "View DataStreamQueryAnalyzer Logs (Last Run)",
"type": "process",
@@ -1087,40 +1003,26 @@
"default": "sparkd-debug-clang",
},
{
"id": "dataStreamPublisherEnvironment",
"id": "dataStreamPublisherConfig",
"type": "pickString",
"description": "Publisher Configuration",
"options": [
"Development",
"MarketData",
"Production",
"ProductionAws",
"Staging",
"MarketDataPublisher",
"SimpleEchoClient",
"SimpleTestDataPublisher",
"TestDataPublisher",
],
"default": "MarketDataPublisher",
},
{
"id": "dataStreamQueryAnalyzerEnvironment",
"type": "pickString",
"description": "DataStreamQueryAnalyzer Configuration",
"options": [
"Development",
"Local",
],
"default": "Development",
},
{
"id": "pubSubServerEnvironment",
"id": "pubSubServerConfig",
"type": "pickString",
"description": "PubSub Configuration",
"options": [
"Development",
"EchoServer",
"Production",
"ProductionAws",
"Staging",
"PubSubServer",
"SimpleEchoClient",
],
"default": "Development",
"default": "PubSubServer",
},
{
"id": "sparkConfigQuery",
@@ -1131,16 +1033,6 @@
"id": "sparkdConfigQuery",
"type": "promptString",
"description": "Config Type(s)"
},
{
"id": "sparkTest",
"type": "promptString",
"description": "Test to run",
},
{
"id": "sparkdTest",
"type": "promptString",
"description": "Test to run",
},
}
]
}
+66 -79
View File
@@ -1,10 +1,7 @@
cmake_minimum_required(VERSION 3.12)
project(spark)
include(GNUInstallDirs)
include(${CMAKE_SOURCE_DIR}/cmake/GitVersion.cmake)
set(CMAKE_CXX_STANDARD 20)
get_version_from_git()
if(WIN32)
set(platform "windows")
else()
@@ -44,90 +41,80 @@ if(DEFINED APP_DATA_DIR)
add_compile_definitions(APP_DATA_DIR="${APP_DATA_DIR}")
endif()
add_compile_definitions(EXPORT_MD_CONSUMER="${EXPORT_MD_CONSUMER}")
if(WIN32)
# subdirs
add_subdirectory(src/lib_spark)
else()
if(BUILD_SPARKD)
# Note: All macros that begin w/ 'CCAPI' are ccapi's macros (defined and/or
# read by their code). We override some below.
add_compile_definitions(SPARK_ENABLE_CCAPI)
# This allows us to override hardcoded exchange-urls with ones read from
# config (i.e., resolved at runtime rather than compile-time)
add_compile_definitions(CCAPI_EXPOSE_INTERNAL)
if(BUILD_SPARKD)
# Note: All macros that begin w/ 'CCAPI' are ccapi's macros (defined and/or
# read by their code). We override some below.
add_compile_definitions(SPARK_ENABLE_CCAPI)
# Enable ccapi services
add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
add_compile_definitions(CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT)
# Enable ccapi exchanges
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_COIN_FUTURES)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_US)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_USDS_FUTURES)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_COINBASE)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_DERIBIT)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_OKX)
# This allows us to override hardcoded exchange-urls with ones read from
# config (i.e., resolved at runtime rather than compile-time)
add_compile_definitions(CCAPI_EXPOSE_INTERNAL)
set(CCAPI_LOG_LEVEL
"Warn"
CACHE STRING "<Fatal|Error|Warn|Info|Debug|Trace> Log level for ccapi")
string(TOUPPER "${CCAPI_LOG_LEVEL}" _ccapi_log_level_upper)
add_compile_definitions("CCAPI_ENABLE_LOG_${_ccapi_log_level_upper}")
# Enable ccapi services
add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
add_compile_definitions(CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT)
# Enable ccapi exchanges
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_COIN_FUTURES)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_US)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_USDS_FUTURES)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_COINBASE)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_DERIBIT)
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_OKX)
# ** Binance **
add_compile_definitions(CCAPI_BINANCE_URL_REST_BASE="https://api.binance.com")
add_compile_definitions(BINANCE_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
add_compile_definitions(BINANCE_PRICE_STATS_PATH="/api/v3/ticker/24hr")
set(CCAPI_LOG_LEVEL
"Warn"
CACHE STRING "<Fatal|Error|Warn|Info|Debug|Trace> Log level for ccapi")
string(TOUPPER "${CCAPI_LOG_LEVEL}" _ccapi_log_level_upper)
add_compile_definitions("CCAPI_ENABLE_LOG_${_ccapi_log_level_upper}")
# ** Binance US **
add_compile_definitions(BINANCE_US_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
add_compile_definitions(BINANCE_US_PRICE_STATS_PATH="/api/v3/ticker/24hr")
# ** Binance **
add_compile_definitions(CCAPI_BINANCE_URL_REST_BASE="https://api.binance.com")
add_compile_definitions(BINANCE_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
add_compile_definitions(BINANCE_PRICE_STATS_PATH="/api/v3/ticker/24hr")
# ** Binance USDS Futures **
add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://fapi.binance.com")
add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/fapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/fapi/v1/ticker/24hr")
add_compile_definitions(BINANCE_USDS_FUTURES_USER_DATA_PATH="/api/v3/userDataStream")
# ** Binance US **
add_compile_definitions(BINANCE_US_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
add_compile_definitions(BINANCE_US_PRICE_STATS_PATH="/api/v3/ticker/24hr")
# ** Binance Coin Futures **
add_compile_definitions(CCAPI_BINANCE_COIN_FUTURES_URL_REST_BASE="https://dapi.binance.com")
add_compile_definitions(BINANCE_COIN_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_COIN_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
# ** Binance USDS Futures **
add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://dapi.binance.com")
add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
# ** Deribit **
add_compile_definitions(DERIBIT_INSTRUMENT_PATH="/api/v2/public/get_instrument")
add_compile_definitions(DERIBIT_INSTRUMENTS_PATH="/api/v2/public/get_instruments")
add_compile_definitions(DERIBIT_COMBOS_PATH="/api/v2/public/get_combos")
add_compile_definitions(DERIBIT_TICKER_PATH="/api/v2/public/ticker")
add_compile_definitions(DERIBIT_CURRENCIES_METHOD="public/get_currencies")
add_compile_definitions(DERIBIT_INSTRUMENT_METHOD="public/get_instrument")
add_compile_definitions(DERIBIT_INSTRUMENTS_METHOD="public/get_instruments")
add_compile_definitions(DERIBIT_COMBO_DETAILS_METHOD="public/get_combo_details")
add_compile_definitions(DERIBIT_COMBOS_METHOD="public/get_combos")
# ** Deribit **
add_compile_definitions(DERIBIT_INSTRUMENT_PATH="/api/v2/public/get_instrument")
add_compile_definitions(DERIBIT_INSTRUMENTS_PATH="/api/v2/public/get_instruments")
add_compile_definitions(DERIBIT_COMBOS_PATH="/api/v2/public/get_combos")
add_compile_definitions(DERIBIT_TICKER_PATH="/api/v2/public/ticker")
add_compile_definitions(DERIBIT_CURRENCIES_METHOD="public/get_currencies")
add_compile_definitions(DERIBIT_INSTRUMENT_METHOD="public/get_instrument")
add_compile_definitions(DERIBIT_INSTRUMENTS_METHOD="public/get_instruments")
add_compile_definitions(DERIBIT_COMBO_DETAILS_METHOD="public/get_combo_details")
add_compile_definitions(DERIBIT_COMBOS_METHOD="public/get_combos")
# ** Okx **
add_compile_definitions(OKX_INSTRUMENTS_PATH="/api/v5/public/instruments")
add_compile_definitions(OKX_UNDERLYING_PATH="/api/v5/public/underlying")
endif()
# ** Okx **
add_compile_definitions(OKX_INSTRUMENTS_PATH="/api/v5/public/instruments")
add_compile_definitions(OKX_UNDERLYING_PATH="/api/v5/public/underlying")
endif()
# subdirs
add_subdirectory(src/lib_spark)
if (BUILD_SPARKD)
add_subdirectory(src/lib_python_interop)
add_subdirectory(src/lib_onixs_fix)
add_subdirectory(src/lib_binance)
add_subdirectory(src/lib_okx_execution)
add_subdirectory(src/app_sparkd)
add_subdirectory(src/data_files)
endif()
if (BUILD_ADMIN_WEB_APP)
add_subdirectory(src/Spark.Admin.WebApp)
endif()
if(BUILD_DOCS)
add_subdirectory(doc/user)
endif()
if(BUILD_SDK)
add_subdirectory(src/sdk)
endif()
# subdirs
add_subdirectory(src/lib_system)
add_subdirectory(src/lib_domain)
add_subdirectory(src/lib_http)
if (BUILD_SPARKD)
add_subdirectory(src/lib_python_md)
add_subdirectory(src/app_sparkd)
add_subdirectory(src/data_files)
endif()
add_subdirectory(src/lib_spark)
if (BUILD_ADMIN_WEB_APP)
add_subdirectory(src/Spark.Admin.WebApp)
endif()
if(BUILD_DOCS)
add_subdirectory(doc/user)
endif()
if(BUILD_SDK)
add_subdirectory(src/sdk)
endif()
+12 -15
View File
@@ -24,13 +24,12 @@
"CMAKE_CXX_FLAGS_DEBUG": "$env{SPARK_CMAKE_CXX_FLAGS} /MTd",
"CMAKE_CXX_FLAGS_RELEASE": "$env{SPARK_CMAKE_CXX_FLAGS} /MT",
"CMAKE_CXX_STANDARD": "20",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_SHARED_LINKER_FLAGS_DEBUG": "/DEBUG",
"CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/OPT:REF /OPT:ICF /LTCG",
"CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
"EXTERNALS_ROOT": "${sourceDir}/externals/windows",
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0;${sourceDir}/build/$<CONFIG>/bin/net8.0-windows",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0;${sourceDir}/build/$<CONFIG>/bin/net7.0-windows",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
@@ -50,20 +49,11 @@
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"platform": "",
"CMAKE_BUILD_WITH_INSTALL_RPATH": {
"type": "BOOL",
"value": "OFF"
},
"CMAKE_CXX_STANDARD": "20",
"CMAKE_INSTALL_RPATH": ".",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_PREFIX_PATH": "${sourceDir}/cmake/;${sourceDir}/.venv/lib/python3.10/site-packages/pybind11/share/cmake/pybind11",
"CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
"CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
"DATABENTO_USE_EXTERNAL_JSON": {
"type": "BOOL",
"value": "ON"
},
"EXTERNALS_ROOT": "${sourceDir}/externals/linux",
"BUILD_SDK": {
"type": "BOOL",
@@ -174,13 +164,12 @@
"CMAKE_CXX_COMPILER": "clang++",
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_EXPORT_COMPILE_COMMANDS": {
"type": "BOOL",
"value": "ON"
},
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/Spark.Api.Server/$<CONFIG>/bin/net8.0",
"DOTNET_BINARY_DIR": "${sourceDir}/build/Spark.Api.Server/$<CONFIG>/bin/net7.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
@@ -219,7 +208,7 @@
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf;spark/config/profiles/data_stream/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0;${sourceDir}/build/$<CONFIG>/bin/net8.0-windows"
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0;${sourceDir}/build/$<CONFIG>/bin/net7.0-windows"
}
},
@@ -252,7 +241,7 @@
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf;spark/config/profiles/data_stream/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0;${sourceDir}/build/$<CONFIG>/bin/net8.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
@@ -305,6 +294,14 @@
"inherits": "sparkd"
},
{
"name": "sparkd-debug-clang-j6",
"configurePreset": "sparkd-debug-clang",
"displayName": "Sparkd (Debug | Clang | jobs=6)",
"inherits": "sparkd",
"jobs": 6
},
{
"name": "sparkd-debug-gcc",
"configurePreset": "sparkd-debug-gcc",
-139
View File
@@ -14,34 +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("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{EF26A475-6101-4C9C-A717-D60BB92A2302}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{911B08A3-515A-441D-84C8-8A43740B5FC1}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{14140310-2233-430A-821B-F3058A25234B}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BaseUtilities", "src\DataStreamSuite\BaseUtilities\BaseUtilities.csproj", "{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ExpressionCore", "src\DataStreamSuite\ExpressionCore\ExpressionCore.csproj", "{6F22DB96-6EAB-4034-99D9-287021C36F01}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ArithmeticExpressions", "src\DataStreamSuite\ArithmeticExpressions\ArithmeticExpressions.csproj", "{A5C33956-A41F-49B3-A41D-1082CBA59D02}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamExpressions", "src\DataStreamSuite\DataStreamExpressions\DataStreamExpressions.csproj", "{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "src\DataStreamSuite\Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ColumnMapExpressions", "src\DataStreamSuite\ColumnMapExpressions\ColumnMapExpressions.csproj", "{B945A183-2174-4ACB-B289-8A5C546656FE}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BooleanExpressions", "src\DataStreamSuite\BooleanExpressions\BooleanExpressions.csproj", "{9F6D7DE8-185B-4C1D-B809-3314D092DF28}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "src\DataStreamSuite\Bts.ColumnExpressions\Bts.ColumnExpressions.csproj", "{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{39AEA075-6457-46C0-8821-1158BE6EFA57}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|x64 = Debug|x64
@@ -98,102 +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
{EF26A475-6101-4C9C-A717-D60BB92A2302}.Debug|x64.ActiveCfg = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.Debug|x64.Build.0 = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.Release|x64.ActiveCfg = Release|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.Release|x64.Build.0 = Release|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.Debug|x64.ActiveCfg = Debug|Any CPU
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{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|x64.ActiveCfg = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|x64.Build.0 = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|x64.ActiveCfg = Release|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|x64.Build.0 = Release|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
@@ -204,19 +80,4 @@ Global
GlobalSection(Performance) = preSolution
HasPerformanceSessions = true
EndGlobalSection
GlobalSection(NestedProjects) = preSolution
{C09ED521-D2DF-40BC-A76F-EB3CB870B2F6} = {267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}
{EF26A475-6101-4C9C-A717-D60BB92A2302} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{911B08A3-515A-441D-84C8-8A43740B5FC1} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{14140310-2233-430A-821B-F3058A25234B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{6F22DB96-6EAB-4034-99D9-287021C36F01} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{A5C33956-A41F-49B3-A41D-1082CBA59D02} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{B945A183-2174-4ACB-B289-8A5C546656FE} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{39AEA075-6457-46C0-8821-1158BE6EFA57} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{9F6D7DE8-185B-4C1D-B809-3314D092DF28} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
EndGlobalSection
EndGlobal
-48
View File
@@ -1,48 +0,0 @@
include_guard(GLOBAL)
function(get_version_from_git)
find_package(Git QUIET)
if(NOT Git_FOUND)
message(WARNING "Git not found")
return()
endif()
execute_process(
COMMAND ${GIT_EXECUTABLE} describe --tags --always
WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
OUTPUT_VARIABLE GIT_TAG
OUTPUT_STRIP_TRAILING_WHITESPACE
RESULT_VARIABLE GIT_RESULT
)
if(NOT GIT_RESULT EQUAL 0)
message(WARNING "Failed to get git tag")
return()
endif()
execute_process(
COMMAND ${GIT_EXECUTABLE} rev-parse --short=7 HEAD
WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
OUTPUT_VARIABLE GIT_COMMIT_SHORT_HASH
OUTPUT_STRIP_TRAILING_WHITESPACE
)
set(PROJECT_VERSION_BUILD_METADATA ${GIT_COMMIT_SHORT_HASH})
set(PROJECT_VERSION_BUILD_METADATA ${GIT_COMMIT_SHORT_HASH} PARENT_SCOPE)
string(REGEX REPLACE "^v" "" CLEAN_TAG "${GIT_TAG}")
if(CLEAN_TAG MATCHES "^([0-9]+)\\.([0-9]+)\\.([0-9]+)(-.*)?$")
set(PROJECT_VERSION_MAJOR ${CMAKE_MATCH_1})
set(PROJECT_VERSION_MAJOR ${CMAKE_MATCH_1} PARENT_SCOPE)
set(PROJECT_VERSION_MINOR ${CMAKE_MATCH_2})
set(PROJECT_VERSION_MINOR ${CMAKE_MATCH_2} PARENT_SCOPE)
set(PROJECT_VERSION_PATCH ${CMAKE_MATCH_3})
set(PROJECT_VERSION_PATCH ${CMAKE_MATCH_3} PARENT_SCOPE)
set(PROJECT_VERSION "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}")
set(PROJECT_VERSION "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}" PARENT_SCOPE)
set(PROJECT_VERSION_FULL "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}+${GIT_COMMIT_SHORT_HASH}")
set(PROJECT_VERSION_FULL "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}+${GIT_COMMIT_SHORT_HASH}" PARENT_SCOPE)
else()
message(WARNING "Tag '${CLEAN_TAG}' does not match semver format")
endif()
endfunction()
+1 -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 ${_name} TYPE)
-71
View File
@@ -1,71 +0,0 @@
include_guard(DIRECTORY)
include(GNUInstallDirs)
include(${CMAKE_SOURCE_DIR}/cmake/ExportToParent.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
function(init_python_module)
set(_options)
set(_one_value_args
NAME
)
set(_multi_value_args
SOURCES
)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
set_first_defined(_sources _ARGS_SOURCES ${_name}_SOURCES)
set(module_proj ${_name}_module)
set(${module_proj}_SOURCES ${_sources})
pybind11_add_module(${module_proj} SHARED ${_sources})
target_link_libraries(
${module_proj}
PUBLIC
pybind11::embed
spark
${_name}
)
target_include_directories(
${module_proj}
PRIVATE
$<BUILD_INTERFACE:${pybind11_INCLUDE_DIRS}>
)
target_include_directories(
${module_proj}
PUBLIC
${Python3_INCLUDE_DIRS}
$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>
)
add_custom_command(
OUTPUT ${CMAKE_CURRENT_BINARY_DIR}/stubs/${_name}.pyi
DEPENDS ${_name} ${module_proj}
COMMAND PYTHONPATH=${CMAKE_CURRENT_BINARY_DIR} pybind11-stubgen --numpy-array-use-type-var --ignore-invalid-expressions '.*' ${_name}_module
COMMENT "Generating py stubs"
)
add_custom_target(
"${_name}_py_stubs"
ALL
DEPENDS
${CMAKE_CURRENT_BINARY_DIR}/stubs/${_name}.pyi
)
install(
TARGETS ${module_proj}
EXPORT ${module_proj}Targets
RUNTIME
DESTINATION ${CMAKE_INSTALL_BINDIR}
LIBRARY
DESTINATION ${CMAKE_INSTALL_LIBDIR}
ARCHIVE
DESTINATION ${CMAKE_INSTALL_LIBDIR}
)
foreach(dir ${pybind11_INCLUDE_DIRS})
install(DIRECTORY ${dir} DESTINATION ${CMAKE_INSTALL_INCLUDEDIR})
endforeach()
install(
EXPORT ${module_proj}Targets
FILE ${module_proj}Targets.cmake
NAMESPACE ${_name}::
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name}
)
endfunction()
-65
View File
@@ -1,65 +0,0 @@
include_guard(DIRECTORY)
include(GNUInstallDirs)
function(init_python_plugin)
set(_options)
set(_one_value_args NAME PLUGIN_NAME)
set(_multi_value_args SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
set(_plugin_name ${_ARGS_PLUGIN_NAME})
if (NOT DEFINED _ARGS_PLUGIN_NAME)
set(_plugin_name ${_name}_plugins)
endif()
set(${_plugin_name}_SOURCES ${_ARGS_SOURCES})
if (NOT DEFINED _ARGS_SOURCES)
file(
GLOB_RECURSE ${_plugin_name}_SOURCES
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
${_plugin_name}/*.py)
endif()
set(src_outs)
foreach(_src ${${_plugin_name}_SOURCES})
set(_src_in ${CMAKE_CURRENT_SOURCE_DIR}/${_src})
set(_src_out ${CMAKE_CURRENT_BINARY_DIR}/${_src})
add_custom_command(
OUTPUT ${_src_out}
COMMAND ${CMAKE_COMMAND} -E copy ${_src_in} ${_src_out}
DEPENDS ${_src_in}
COMMENT "Copying ${_plugin_name} plugin ${_src} to ${_src_out}"
)
list(APPEND src_outs ${_src_out})
endforeach()
add_custom_target(copy_${_plugin_name} ALL DEPENDS ${src_outs})
add_library(${_plugin_name} INTERFACE)
add_library(${_name}::${_plugin_name} ALIAS ${_plugin_name})
set_target_properties(
${_plugin_name}
PROPERTIES
INTERFACE_PYTHON_SCRIPTS_DIR
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}/${_plugin_name}>$<INSTALL_INTERFACE:${CMAKE_INSTALL_BINDIR}/${_plugin_name}>
)
set_target_properties(
${_plugin_name}
PROPERTIES
INTERFACE_PYTHON_SCRIPTS $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}/${${_plugin_name}_SOURCES}>$<INSTALL_INTERFACE:${CMAKE_INSTALL_BINDIR}/${${_plugin_name}_SOURCES}>
)
install(
TARGETS ${_plugin_name}
EXPORT ${_plugin_name}Targets
DESTINATION ${CMAKE_INSTALL_BINDIR}
)
install(
EXPORT ${_plugin_name}Targets
FILE ${_plugin_name}Targets.cmake
NAMESPACE ${_name}::
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name}
)
install(DIRECTORY ${_plugin_name} DESTINATION ${CMAKE_INSTALL_BINDIR})
endfunction()
-182
View File
@@ -1,182 +0,0 @@
set(Protobuf_PROTOC_EXECUTABLE "${EXTERNALS_BIN}/protoc")
set(PROTOBUF_INCLUDE_DIRS "${EXTERNALS_INCLUDE}")
set(PROTOBUF_STATIC_LIB "libprotobuf")
set(_protobuf_src_dir ${CMAKE_SOURCE_DIR}/src/lib_spark)
set(_protobuf_bin_dir ${CMAKE_BINARY_DIR}/src/lib_spark)
function(Protobuf_Generate_Cpp)
set(_options)
set(_one_value_args CXX_SOURCES CXX_HEADERS CXX_OUT_DIR)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set(${_ARGS_CXX_SOURCES})
set(${_ARGS_CXX_HEADERS})
set(_proto_include_cli_args)
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
list(APPEND _proto_include_cli_args -I ${_dir})
endforeach()
foreach(FIL ${_ARGS_PROTO_SOURCES})
get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
get_filename_component(FIL_WE ${FIL} NAME_WE)
get_filename_component(FIL_DIR ${FIL} DIRECTORY)
if(FIL_DIR)
set(FIL_WE "${FIL_DIR}/${FIL_WE}")
endif()
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h")
add_custom_command(
OUTPUT
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h"
COMMAND
${Protobuf_PROTOC_EXECUTABLE}
ARGS
--cpp_out=${_ARGS_CXX_OUT_DIR} ${_proto_include_cli_args} ${ABS_FIL}
DEPENDS ${ABS_FIL}
COMMENT "Running C++ protocol buffer compiler on ${FIL}"
VERBATIM
)
endforeach()
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
${${_ARGS_CXX_HEADERS}}
PROPERTIES
GENERATED TRUE
)
# remove some warnings from protobuf generated files
if(WIN32)
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS "/wd4309 /wd4838"
)
else()
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
)
endif()
set(${_ARGS_CXX_SOURCES} ${${_ARGS_CXX_SOURCES}} PARENT_SCOPE)
set(${_ARGS_CXX_HEADERS} ${${_ARGS_CXX_HEADERS}} PARENT_SCOPE)
endfunction()
function(Service_Compiler_Generate_Cpp)
set(_options)
set(_one_value_args CXX_SOURCES CXX_HEADERS CXX_OUT_DIR)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set(${_ARGS_CXX_SOURCES})
set(${_ARGS_CXX_HEADERS})
set(_proto_include_cli_args)
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
list(APPEND _proto_include_cli_args -I ${_dir})
endforeach()
foreach(FIL ${_ARGS_PROTO_SOURCES})
get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
get_filename_component(FIL_WE ${FIL} NAME_WE)
get_filename_component(FIL_DIR ${FIL} DIRECTORY)
if(FIL_DIR)
set(FIL_WE "${FIL_DIR}/${FIL_WE}")
endif()
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h")
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.h")
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.h")
set(TEMPLATES
${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/cpp/client.pb.cc
${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/cpp/client.pb.h
${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/cpp/server.pb.cc
${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/cpp/server.pb.h
)
set(_plugin_py ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/plugin.py)
if(WIN32)
set(_plugin_cmd ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/plugin.cmd)
add_custom_command(
OUTPUT
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.h"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.h"
COMMAND SET PYTHONPATH=${SPARK_PYTHON}
COMMAND ${CMAKE_SOURCE_DIR}/.venv/Scripts/activate.bat
COMMAND
${Protobuf_PROTOC_EXECUTABLE}
ARGS
--cpp_out=${_ARGS_CXX_OUT_DIR}
--plugin=protoc-gen-service=${_plugin_cmd}
--service_out=lang=cpp:${_ARGS_CXX_OUT_DIR}
-I ${PROTOBUF_INCLUDE_DIRS}
-I ${_protobuf_src_dir}
${ABS_FIL}
DEPENDS
${ABS_FIL}
${TEMPLATES}
${_plugin_cmd}
${_plugin_py}
COMMENT "Running C++ service compiler on ${FIL}"
VERBATIM
)
else()
add_custom_command(
OUTPUT
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.h"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.h"
COMMAND ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh
ARGS
${Protobuf_PROTOC_EXECUTABLE}
--cpp_out=${_ARGS_CXX_OUT_DIR}
--plugin=protoc-gen-service=${_plugin_py}
--service_out=lang=cpp,make_file_name=${ABS_FIL}:${_ARGS_CXX_OUT_DIR}
${_proto_include_cli_args} ${ABS_FIL}
DEPENDS
${ABS_FIL}
${TEMPLATES}
${_plugin_py}
COMMENT "Running C++ service compiler on ${FIL}"
VERBATIM
)
endif()
endforeach()
# remove some warnings from protobuf generated files
if(WIN32)
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS "/wd4309 /wd4838"
)
else()
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
)
endif()
set(${_ARGS_CXX_SOURCES} ${${_ARGS_CXX_SOURCES}} PARENT_SCOPE)
set(${_ARGS_CXX_HEADERS} ${${_ARGS_CXX_HEADERS}} PARENT_SCOPE)
endfunction()
+2 -9
View File
@@ -15,11 +15,7 @@ function(protobuf_generate_cpp)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
if (NOT DEFINED _ARGS_PROTOC)
if (WIN32)
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc.exe")
else()
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc")
endif()
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc")
endif()
set(${_ARGS_CXX_SOURCES})
set(${_ARGS_CXX_HEADERS})
@@ -39,8 +35,6 @@ function(protobuf_generate_cpp)
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.h")
message(STATUS "add_custom_command for ${_fil} -> ${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.h")
# TODO: Pass proto sources by relative path (so this fn can be called from
# arbitrary subdirs).
add_custom_command(
OUTPUT
"${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.cc"
@@ -48,7 +42,7 @@ function(protobuf_generate_cpp)
COMMAND
${_ARGS_PROTOC}
ARGS
--cpp_out=${_ARGS_CXX_OUT_DIR} ${_proto_include_cli_args} ${_abs_fil}
--cpp_out=${_ARGS_CXX_OUT_DIR} ${_proto_include_cli_args} ${_fil}
DEPENDS ${_abs_fil}
COMMENT "Running C++ protocol buffer compiler on ${_fil}"
VERBATIM
@@ -80,4 +74,3 @@ function(protobuf_generate_cpp)
set(${_ARGS_CXX_SOURCES} ${${_ARGS_CXX_SOURCES}} PARENT_SCOPE)
set(${_ARGS_CXX_HEADERS} ${${_ARGS_CXX_HEADERS}} PARENT_SCOPE)
endfunction()
-3
View File
@@ -1,5 +1,3 @@
include_guard(GLOBAL)
function(protobuf_generate_cpp_config)
set(_options)
set(_one_value_args
@@ -58,4 +56,3 @@ function(protobuf_generate_cpp_config)
file(WRITE "${_ARGS_PROTO_DEFAULTS_HEADER}" "${_cfg_defaults_str}")
endif()
endfunction()
+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 ${_ARGS_DEST}
)
if (DEFINED _ARGS_INSTALL_DEST)
install(
-39
View File
@@ -1,39 +0,0 @@
include_guard(DIRECTORY)
include(${CMAKE_SOURCE_DIR}/cmake/SymLink.cmake)
function(sym_link_python_module)
set(_options)
set(_one_value_args LIB_NAME MODULE_NAME PLUGIN_NAME)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}"
"${_multi_value_args}" ${ARGN})
if(NOT DEFINED _ARGS_LIB_NAME)
message(
FATAL_ERROR "LIB_NAME must be specified for sym_link_python_module()")
endif()
set(_lib_name ${_ARGS_LIB_NAME})
set(_module_name ${_ARGS_MODULE_NAME})
if(NOT DEFINED _ARGS_MODULE_NAME)
set(_module_name ${_lib_name}_module)
endif()
set(_plugin_name ${_ARGS_PLUGIN_NAME})
set(_deps ${_lib_name} ${_module_name})
if(DEFINED _ARGS_PLUGIN_NAME)
list(APPEND _deps ${_plugin_name} copy_${_plugin_name})
endif()
add_dependencies(${PROJECT_NAME} ${_deps})
sym_link_local_lib(${_lib_name})
set(_module_suffix cpython-310-x86_64-linux-gnu.so)
sym_link_file(
SOURCE
${CMAKE_BINARY_DIR}/src/lib_${_lib_name}/${_module_name}.${_module_suffix}
DEST
${CMAKE_CURRENT_BINARY_DIR}/${_module_name}.${_module_suffix}
INSTALL_DEST
${CMAKE_INSTALL_BINDIR}/)
if(DEFINED _ARGS_PLUGIN_NAME)
get_target_property(plugins ${_plugin_name} INTERFACE_PYTHON_SCRIPTS_DIR)
sym_link_dir(TARGET_NAME ${PROJECT_NAME}_link_${_plugin_name} SOURCE
${plugins} DEST ${CMAKE_CURRENT_BINARY_DIR}/${_plugin_name})
endif()
endfunction()
-11
View File
@@ -1,11 +0,0 @@
#ifndef BTS_SPARK_VERSION_H
#define BTS_SPARK_VERSION_H
#define BTS_SPARK_VERSION_MAJOR @PROJECT_VERSION_MAJOR@
#define BTS_SPARK_VERSION_MINOR @PROJECT_VERSION_MINOR@
#define BTS_SPARK_VERSION_PATCH @PROJECT_VERSION_PATCH@
#define BTS_SPARK_VERSION_BUILD_METADATA @PROJECT_VERSION_BUILD_METADATA@
#define BTS_SPARK_VERSION "@PROJECT_VERSION@"
#define BTS_SPARK_VERSION_FULL "@PROJECT_VERSION_FULL@"
#endif
+24
View File
@@ -0,0 +1,24 @@
cmake_minimum_required(VERSION 3.5)
# Explicitly set policy to convert relative paths to absolute (although this is a default policy,
# setting it explicitly prevents a compile-warning)
cmake_policy(SET CMP0076 NEW)
# add protos to the library to facilitate source_group
target_sources(libspark PUBLIC ${Config_Protos} ${NonConfig_Protos} ${Service_Protos})
function(assign_source_group)
foreach(_source IN ITEMS ${ARGN})
if(IS_ABSOLUTE "${_source}")
file(RELATIVE_PATH _source_rel "${CMAKE_CURRENT_SOURCE_DIR}" "${_source}")
else()
set(_source_rel "${_source}")
endif()
get_filename_component(_source_path "${_source_rel}" PATH)
string(REPLACE "/" "\\" _source_path_msvc "${_source_path}")
source_group("${_source_path_msvc}" FILES "${_source}")
set(SOURCE_FILES "${_source}")
endforeach()
endfunction(assign_source_group)
assign_source_group(${SparkLib_Sources} ${Config_Protos} ${NonConfig_Protos} ${Service_Protos})
+51
View File
@@ -0,0 +1,51 @@
services:
sparkd:
build:
dockerfile: Dockerfile
context: ./sparkd
command: [ "./sparkd", "run" ]
ports: [ "8000:8000", "8001:8001", "8002:8002" ]
pubsub:
build:
dockerfile: pubsub.Dockerfile
context: ./DataStream
command: [ "./PubSubServer" ]
environment:
- DOTNET_ENVIRONMENT=Production
ports:
- 22019:22019
md-publisher:
build:
dockerfile: md-publisher.Dockerfile
context: ./DataStream
depends_on:
- pubsub
- sparkd
command:
[
"dockerize",
"-wait",
"tcp://pubsub:22019",
"-wait",
"tcp://sparkd:8000",
"-timeout",
"10s",
"./DataStreamPublisher"
]
environment:
- DOTNET_ENVIRONMENT=MarketData
webapp:
ports:
- 8080:8080
- 8443:8443
build:
dockerfile: webapp.Dockerfile
context: ./DataStream
command: [ "./Bts.DataStreamWebApp.Server" ]
environment:
- ASPNETCORE_HTTP_PORT=8080
- ASPNETCORE_HTTPS_PORT=8443
- ASPNETCORE_ENVIRONMENT=Staging
+52 -143
View File
@@ -1,100 +1,62 @@
services:
sparkd:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/sparkdata/data
build:
dockerfile: src/app_sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
command: >
sh -c "
echo bts | sudo -S chown -R bts:bts /home/bts/sparkdata/data
if [ -e "/home/bts/sparkdata/data/logging.sparkd/log" ]; then
mv "/home/bts/sparkdata/data/logging.sparkd/log" "/home/bts/sparkdata/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
fi
if [ -e "/home/bts/sparkdata/conf/.env.local" ]; then
echo 'Sourcing /home/bts/sparkdata/conf/.env.local'
set -a
. /home/bts/sparkdata/conf/.env.local
set +a
fi
if [ -d /home/bts/sparkdata/conf/plugins ]; then
echo 'Copying /home/bts/sparkdata/conf/plugins to runtime dir (/home/bts/bin)'
cp -r /home/bts/sparkdata/conf/plugins /home/bts/bin/
fi
./sparkd run"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
ports:
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
deploy:
resources:
limits:
memory: "${SPARKD__MEMORY:-4gb}"
dockerfile: src/server/sparkd/Dockerfile
command: [ "./sparkd", "run" ]
ports: [ "8000:8000", "8001:8001", "8002:8002" ]
sparkd-symbols:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/sparkdata/data
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/sparkdata/conf
pubsub:
environment:
- DOTNET_ENVIRONMENT=Staging
build:
dockerfile: src/app_sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
command: >
sh -c "
echo bts | sudo -S chown -R bts:bts /home/bts/sparkdata
if [ -e "/home/bts/sparkdata/data/logging.sparkd/log" ]; then
mv "/home/bts/sparkdata/data/logging.sparkd/log" "/home/bts/sparkdata/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
fi
ls -alh /home/bts/sparkdata/conf/
cat /home/bts/sparkdata/conf/.env.local
if [ -e "/home/bts/sparkdata/conf/.env.local" ]; then
echo 'Sourcing /home/bts/sparkdata/conf/.env.local'
set -a
. /home/bts/sparkdata/conf/.env.local
set +a
fi
if [ -d /home/bts/sparkdata/conf/plugins ]; then
echo 'Copying /home/bts/sparkdata/conf/plugins to runtime dir (/home/bts/bin)'
cp -r /home/bts/sparkdata/conf/plugins /home/bts/bin/
fi
./sparkd run"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
dockerfile: src/DataStreamSuite/PubSubServer/Dockerfile
ports:
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
deploy:
restart_policy:
condition: any
delay: 3s
resources:
limits:
memory: "${SPARKD__MEMORY:-4gb}"
- 22019:22019
command: [ "./PubSubServer" ]
sparkd-tail:
image: bluetradingsystems/linux_dotnet7
volumes:
- type: volume
read_only: true
source: sparkd_data
target: /home/bts/sparkdata/data/logging.sparkd
volume:
subpath: logging.sparkd
command: ["tail", "-f", "/home/bts/sparkdata/data/logging.sparkd/log"]
md-publisher:
build:
dockerfile: src/DataStreamSuite/DataStreamPublisher/Dockerfile
depends_on:
- pubsub
- sparkd
command:
[
"dockerize",
"-wait",
"tcp://pubsub:22019",
"-wait",
"tcp://sparkd:8000",
"-timeout",
"10s",
"./DataStreamPublisher"
]
environment:
- DOTNET_ENVIRONMENT=MarketData
webapp:
ports:
- 8080:8080
- 8443:8443
build:
dockerfile: src/DataStreamSuite/Bts.DataStreamWebApp.Server/Dockerfile
command: [ "./Bts.DataStreamWebApp.Server" ]
environment:
- ASPNETCORE_ENVIRONMENT=Staging
api-server:
profiles:
- api-server
depends_on:
- sparkd
ports:
- 8008:8008
- 9443:9443
build:
dockerfile: src/client/spark_api_server/Dockerfile
command: [ "./spark_api_server", "run" ]
environment:
- ASPNETCORE_ENVIRONMENT=Staging
sparkd-ping-test:
depends_on:
@@ -108,56 +70,3 @@ services:
USER "root"
RUN apt-get update && apt-get -y install iputils-ping
command: [ "ping", "sparkd" ]
pubsub:
environment:
- DOTNET_ENVIRONMENT=Staging
build:
dockerfile: src/DataStreamSuite/PubSubServer/Dockerfile
args:
- SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
- CONF_FILE=src/DataStreamSuite/PubSubServer/spark.conf
ports:
- 22019:22019
command: [ "./PubSubServer" ]
md-publisher:
build:
dockerfile: src/DataStreamSuite/DataStreamPublisher/Dockerfile
args:
- SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
- CONF_FILE=src/DataStreamSuite/DataStreamPublisher/spark.conf
depends_on:
- pubsub
- sparkd
command: [ "dockerize", "-wait", "tcp://pubsub:22019", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./DataStreamPublisher" ]
environment:
- DOTNET_ENVIRONMENT=MarketData
api-server:
depends_on:
- sparkd
ports:
- 8008:8008
- 9443:9443
build:
dockerfile: src/client/spark_api_server/Dockerfile
command: [ "dockerize", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./spark_api_server", "run" ]
webapp:
ports:
- 8080:8080
- 8443:8443
build:
dockerfile: src/DataStreamSuite/Bts.DataStreamWebApp.Server/Dockerfile
args:
- SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
- WEB_ROOT=build/Bts.DataStreamWebApp.Client/production/dist
- CONF_FILE=src/DataStreamSuite/Bts.DataStreamWebApp.Server/spark.conf
command: [ "./Bts.DataStreamWebApp.Server" ]
environment:
- ASPNETCORE_ENVIRONMENT=Staging
volumes:
sparkd_data:
name: "sparkd_${SPARKD__CONFIG_PORT:-8000}"
@@ -124,8 +124,8 @@ service OrderService {
```
### C++ Example
```cpp
#include "spark/api/public/ServiceContext.h"
#include "spark/api/services/OrderService.client.pb.h"
#include "lib/api/public/ServiceContext.h"
#include "lib/api/services/OrderService.client.pb.h"
using namespace bts::api;
ServiceContext ctx;
auto orders = ctx.locate<orderman::OrderService>();
@@ -29,9 +29,9 @@ namespace sample {
```
```cpp
#include "spark/api/public/ServiceContext.h"
#include "spark/domain_model/Security.h"
#include "spark/api/services/MarketDataService.client.pb.h"
#include "lib/api/public/ServiceContext.h"
#include "spark/lib/domain_model/Security.h"
#include "lib/api/services/MarketDataService.client.pb.h"
#include <thread>
using namespace bts::api;
+1 -1
View File
@@ -53,7 +53,7 @@ The status callback is called when the market for this security opens, closes, o
// Subscribe to security trading status
void IAlgoServices::subscribe_status(SecurityKey);
// You implement
virtual void on_status(SecurityKey, co2::TradingStatus) override;
virtual void on_status(SecurityKey, domain::protobufs::TradingStatus) override;
```
# Child Orders
@@ -1,38 +0,0 @@
FROM ubuntu:22.04
ARG DEBIAN_FRONTEND=noninteractive
RUN apt-get update && apt-get install -y pkg-config
RUN apt-get update && apt-get install -y locales
RUN apt-get update && apt-get install -y ca-certificates
RUN apt-get update && apt-get install -y libssh2-1-dev
RUN apt-get update && apt-get install -y software-properties-common
RUN apt-get update && apt-get install -y sudo
# GCC
ARG gcc_major=13
RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
&& apt-get update \
&& apt-get install -y g++-$gcc_major
RUN apt-get update \
&& apt-get install -y dotnet7
RUN locale-gen en_US.UTF-8
ARG docker_user="bts"
ARG docker_uid="1000"
ARG docker_pass="bts"
RUN \
groupadd -g "$docker_uid" "$docker_user" \
&& useradd \
-m \
-u "$docker_uid" \
-g "$docker_uid" \
-G sudo \
--password "$(openssl passwd -1 "$docker_pass")" \
"$docker_user"
USER bts
WORKDIR /home/bts
Submodule docker/linux deleted from 6537812262.
Submodule docker/windows deleted from de7d40c09d.
+6
View File
@@ -0,0 +1,6 @@
{
"sdk": {
"version": "6.0.200",
"rollForward": "latestMajor"
}
}
-20
View File
@@ -1,42 +1,22 @@
astroid==2.7.3
autopep8==1.5.7
blinker==1.9.0
boto3==1.37.9
botocore==1.37.9
certifi==2023.5.7
charset-normalizer==3.1.0
click==8.1.8
colorama==0.4.4
Flask==3.1.0
idna==3.4
isort==5.9.3
itsdangerous==2.2.0
Jinja2==3.1.6
jmespath==1.0.1
lazy-object-proxy==1.6.0
MarkupSafe==3.0.2
mccabe==0.6.1
numpy==2.2.6
platformdirs==2.3.0
protobuf==4.21.12
pybars3==0.9.7
pybind11==2.13.6
pybind11-stubgen==2.5.3
pybit==5.11.0
pycodestyle==2.7.0
pycparser==2.20
pycryptodome==3.23.0
pylint==2.10.2
PyMeta3==0.5.1
python-dateutil==2.9.0.post0
python-dotenv==1.0.1
requests==2.31.0
s3transfer==0.11.4
six==1.17.0
termcolor==1.1.0
toml==0.10.2
urllib3==2.0.3
websocket-client==1.8.0
Werkzeug==3.1.3
wrapt==1.12.1
yapf==0.31.0
+103 -164
View File
@@ -1,164 +1,103 @@
Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio Version 17
VisualStudioVersion = 17.3.32922.545
MinimumVisualStudioVersion = 15.0.26124.0
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
EndProject
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EndProject
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EndProject
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EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{4E4F491F-C688-43C4-88DA-AC92BC5FA1B8}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{2AC54ADC-3246-427E-9CA9-FEA2DBCB9432}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{51C40BA9-F226-4A35-939D-1ED6F5FF7299}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{4564E677-343A-46CB-AF02-AFC4E38BF94B}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "client", "client", "{56A8A70A-DA03-4CED-A144-EC10F1379FD8}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{915EF238-CA0D-4E73-AF50-88CB3F29C7AD}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\DataStreamSuite\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{4E0E51AA-7B59-4808-B7CC-9EAEDF397460}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|x64 = Debug|x64
MinSizeRel|x64 = MinSizeRel|x64
Release|x64 = Release|x64
RelWithDebInfo|x64 = RelWithDebInfo|x64
EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution
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@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -6,80 +6,23 @@ using Spark.Core.Collections;
static class ArgumentComparer {
public static int Compare(
IArgument value1, IArgument value2, IDictionary<string, object?> env) {
IArgument value1, IArgument value2, IDictionary<string,object?> env) {
if (value1 is null) {
throw new ArgumentNullException(nameof(value1));
}
if (value2 is null) {
throw new ArgumentNullException(nameof(value2));
}
var obj1 = value1.GetValue(env);
var obj2 = value2.GetValue(env);
if (obj1 is null) {
if (obj2 is null) {
return 0;
}
return -1;
}
if (obj2 is null) {
return 1;
}
return compareObjs(obj1, obj2);
}
static int compareObjs(object obj1, object obj2) {
var cmp1 = value1.Cast<IComparable>();
var cmp2 = value2.Cast<IComparable>();
try {
var typ1 = obj1.GetType();
var typ2 = obj2.GetType();
bool areSameTypes = typ1 == typ2;
if (areSameTypes) {
return ((IComparable)obj1).CompareTo(obj2);
}
if (typ1.IsNumeric()) {
return tryCompareNumeric(obj1, obj2);
} else if (typ2.IsNumeric()) {
return -tryCompareNumeric(obj2, obj1);
} else if (typ1.IsEnum) {
if (typ2 == typeof(string)) {
return -((string)obj2).CompareTo(obj1.ToString());
}
} else if (typ1 == typeof(string)) {
return ((string)obj1).CompareTo(obj2.ToString());
} else if (typ1 == typeof(DateTime)) {
if (typ2 == typeof(TimeSpan)) {
return ((DateTime)obj1).Ticks.CompareTo(((TimeSpan)obj2).Ticks);
}
} else if (typ1 == typeof(TimeSpan)) {
if (typ2 == typeof(DateTime)) {
return ((TimeSpan)obj1).Ticks.CompareTo(((DateTime)obj2).Ticks);
}
}
var v1 = cmp1.GetValue(env);
var v2 = cmp2.GetValue(env);
return v1.GetType().IsNumeric() ?
new NumericComparer().Compare(v1, v2) : v1.CompareTo(v2);
} catch (Exception ex) {
Log.Ui.error($"Comparison failed: {ex}");
throw;
}
throw new ArgumentException("Failed to compare obj1 and obj2", nameof(obj1));
}
static int tryCompareNumeric(object numericObj1, object obj2) {
var typ2 = obj2.GetType();
if (typ2.IsNumeric()) {
return new NumericComparer().Compare(numericObj1, obj2);
} else if (typ2.IsEnum) {
var undTyp2 = typ2.GetEnumUnderlyingType();
if (undTyp2 == typeof(byte)) {
return new NumericComparer().Compare(numericObj1, (byte)obj2);
}
if (undTyp2 == typeof(short)) {
return new NumericComparer().Compare(numericObj1, (short)obj2);
}
if (undTyp2 == typeof(int)) {
return new NumericComparer().Compare(numericObj1, (int)obj2);
}
if (undTyp2 == typeof(long)) {
return new NumericComparer().Compare(numericObj1, (long)obj2);
}
}
throw new ArgumentException("Failed to compare numeric obj1 and obj2", nameof(obj2));
}
}
@@ -41,6 +41,7 @@ Identifier {Letter}({Letter}*[0-9]*_*)*
OpenParenthesis \(
CloseParenthesis \)
Comma ,
Negate '!'
MapsTo ':'
IsOfType '/'
@@ -93,6 +94,10 @@ IsOfType '/'
return (int)Token.COMMA;
}
{Negate} {
return (int)Token.NEGATE;
}
{MapsTo} {
return (int)Token.MAPS_TO;
}
@@ -1,14 +1,14 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="Google.Protobuf" Version="3.24.3" />
<PackageReference Include="YaccLexTools" Version="1.2.3" />
<PackageReference Include="YaccLexTools" Version="1.2.0" />
</ItemGroup>
<ItemGroup>
@@ -2,8 +2,6 @@ namespace Bts.BooleanExpressions;
using Bts.BooleanExpressions.Arguments;
using Spark.Core.Collections;
class BoundBooleanExpression : IBooleanExpression {
readonly IBooleanExpression expression;
readonly IDictionary<string, FunctionDefinition> definitions;
@@ -19,10 +17,10 @@ class BoundBooleanExpression : IBooleanExpression {
}
public bool Evaluate(IDictionary<string, object?> env) {
if (identifiers.Count > 0) {
env = AggregateDictionary.Create(env, identifiers);
foreach (var kv in env) {
identifiers[kv.Key] = kv.Value;
}
env = new EvaluationEnvironment(env, definitions);
env = new EvaluationEnvironment(identifiers, definitions);
return expression.Evaluate(env);
}
@@ -24,6 +24,8 @@ namespace QUT.GplexBuffers
public BufferException(string message) : base(message) { }
public BufferException(string message, Exception innerException)
: base(message, innerException) { }
protected BufferException(SerializationInfo info, StreamingContext context)
: base(info, context) { }
}
internal abstract class ScanBuff
@@ -58,10 +60,12 @@ namespace QUT.GplexBuffers
return new BuildBuffer(source);
}
#if (!BYTEMODE)
public static ScanBuff GetBuffer(Stream source, int fallbackCodePage)
{
return new BuildBuffer(source, fallbackCodePage);
}
#endif // !BYTEMODE
#endif // !NOFILES
}
@@ -349,15 +353,17 @@ namespace QUT.GplexBuffers
{
FileStream fStrm = (stream as FileStream);
if (fStrm != null) FileName = fStrm.Name;
NextBlk = BlockReaderFactory.Get(stream);
NextBlk = BlockReaderFactory.Raw(stream);
}
#if (!BYTEMODE)
public BuildBuffer(Stream stream, int fallbackCodePage)
{
FileStream fStrm = (stream as FileStream);
if (fStrm != null) FileName = fStrm.Name;
NextBlk = BlockReaderFactory.Get(stream, fallbackCodePage);
}
#endif
/// <summary>
/// Marks a conservative lower bound for the buffer,
@@ -428,19 +434,43 @@ namespace QUT.GplexBuffers
//
internal static class BlockReaderFactory
{
public static BlockReader Raw(Stream stream)
{
return delegate(char[] block, int index, int number)
{
byte[] b = new byte[number];
int count = stream.Read(b, 0, number);
int i = 0;
int j = index;
for (; i < count; i++, j++)
block[j] = (char)b[i];
return count;
};
}
public static BlockReader Get(Stream stream, int fallbackCodePage = -2)
#if (!BYTEMODE)
public static BlockReader Get(Stream stream, int fallbackCodePage)
{
Encoding encoding;
int preamble = Preamble(stream);
if (preamble != 0) // There is a valid BOM here!
encoding = Encoding.GetEncoding(preamble);
else if (fallbackCodePage >= 0) // Anything but "guess"
else if (fallbackCodePage == -1) // Fallback is "raw" bytes
return Raw(stream);
else if (fallbackCodePage != -2) // Anything but "guess"
encoding = Encoding.GetEncoding(fallbackCodePage);
else // This is the "guess" option
encoding = GuessEncoding(stream);
{
int guess = new Guesser(stream).GuessCodePage();
stream.Seek(0, SeekOrigin.Begin);
if (guess == -1) // ==> this is a 7-bit file
encoding = Encoding.ASCII;
else if (guess == 65001)
encoding = Encoding.UTF8;
else // ==> use the machine default
encoding = Encoding.Default;
}
StreamReader reader = new StreamReader(stream, encoding);
return reader.Read;
}
@@ -458,14 +488,6 @@ namespace QUT.GplexBuffers
int b2 = stream.ReadByte();
if (b0 == 0xef && b1 == 0xbb && b2 == 0xbf)
return 65001; // UTF8
int b3 = stream.ReadByte();
// Check for UTF-32 BOM (Byte Order Mark)
if (b0 == 0x00 && b1 == 0x00 && b2 == 0xFE && b3 == 0xFF)
return 12001; // UTF-32BE
if (b0 == 0xFF && b1 == 0xFE && b2 == 0x00 && b3 == 0x00)
return 12000; // UTF-32LE
//
// There is no unicode preamble, so we
// return denoter for the machine default.
@@ -473,150 +495,7 @@ namespace QUT.GplexBuffers
stream.Seek(0, SeekOrigin.Begin);
return 0;
}
private static Encoding GuessEncoding(Stream stream)
{
stream.Seek(0, SeekOrigin.Begin);
if (IsUtf16(stream, out Encoding encoding))
{
stream.Seek(0, SeekOrigin.Begin);
return encoding;
}
stream.Seek(0, SeekOrigin.Begin);
if (IsUtf8(stream))
{
stream.Seek(0, SeekOrigin.Begin);
return Encoding.UTF8;
}
stream.Seek(0, SeekOrigin.Begin);
if (IsAscii(stream))
{
stream.Seek(0, SeekOrigin.Begin);
return Encoding.ASCII;
}
#if !NET462_OR_GREATER
stream.Seek(0, SeekOrigin.Begin);
if (IsLatin1(stream))
{
stream.Seek(0, SeekOrigin.Begin);
return Encoding.Latin1;
}
#endif
stream.Seek(0, SeekOrigin.Begin);
return Encoding.Default;
}
private static bool IsUtf8(Stream stream)
{
int b;
while ((b = stream.ReadByte()) != -1)
{
if ((b & 0x80) == 0) // 0xxxxxxx
{
continue;
}
else if ((b & 0xE0) == 0xC0) // 110xxxxx 10xxxxxx
{
if (!IsValidUtf8ContinuationByte(stream)) return false;
}
else if ((b & 0xF0) == 0xE0) // 1110xxxx 10xxxxxx 10xxxxxx
{
if (!IsValidUtf8ContinuationByte(stream) || !IsValidUtf8ContinuationByte(stream)) return false;
}
else if ((b & 0xF8) == 0xF0) // 11110xxx 10xxxxxx 10xxxxxx 10xxxxxx
{
if (!IsValidUtf8ContinuationByte(stream) || !IsValidUtf8ContinuationByte(stream) || !IsValidUtf8ContinuationByte(stream)) return false;
}
else
{
return false;
}
}
return true;
}
private static bool IsValidUtf8ContinuationByte(Stream stream)
{
int b = stream.ReadByte();
return b != -1 && (b & 0xC0) == 0x80; // 10xxxxxx
}
private static bool IsUtf16(Stream stream, out Encoding encoding)
{
encoding = Encoding.Default;
if (stream.Length >= 2)
{
// Read the first two bytes
int b0 = stream.ReadByte();
int b1 = stream.ReadByte();
// Check for UTF-16 BOM (Byte Order Mark)
if (b0 == 0xFF && b1 == 0xFE)
{
encoding = Encoding.Unicode;
return true; // UTF-16LE
}
if (b0 == 0xFE && b1 == 0xFF)
{
encoding = Encoding.BigEndianUnicode;
return true; // UTF-16BE
}
// Reset the stream position
stream.Seek(0, SeekOrigin.Begin);
// Check for common UTF-16 patterns
byte[] buffer = new byte[2];
while (stream.Read(buffer, 0, 2) == 2)
{
if (buffer[0] == 0x00 && buffer[1] != 0x00)
{
encoding = Encoding.BigEndianUnicode;
return true; // Likely UTF-16BE
}
if (buffer[0] != 0x00 && buffer[1] == 0x00)
{
encoding = Encoding.Unicode;
return true; // Likely UTF-16LE
}
}
}
return false;
}
private static bool IsAscii(Stream stream)
{
int b;
while ((b = stream.ReadByte()) != -1)
{
// Latin1 includes byte values from 0x00 to 0xFF
if (b > 0x7F)
{
return false;
}
}
return true;
}
private static bool IsLatin1(Stream stream)
{
int b;
while ((b = stream.ReadByte()) != -1)
{
// Latin1 includes byte values from 0x00 to 0xFF
if (b > 0xFF)
{
return false;
}
}
return true;
}
#endif // !BYTEMODE
}
#endif // !NOFILES
#endregion Buffer classes
@@ -661,6 +540,180 @@ namespace QUT.GplexBuffers
return 0;
}
}
#region guesser
#if (!BYTEMODE)
// ==============================================================
// ============ Encoding Guesser =============
// ==============================================================
/// <summary>
/// This class provides a simple finite state automaton that
/// scans the file looking for (1) valid UTF-8 byte patterns,
/// (2) bytes >= 0x80 which are not part of a UTF-8 sequence.
/// The method then guesses whether it is UTF-8 or maybe some
/// local machine default encoding. This works well for the
/// various Latin encodings.
/// </summary>
internal class Guesser
{
ScanBuff buffer;
public int GuessCodePage() { return Scan(); }
const int maxAccept = 10;
const int initial = 0;
const int eofNum = 0;
const int goStart = -1;
const int INITIAL = 0;
const int EndToken = 0;
#region user code
/*
* Reads the bytes of a file to determine if it is
* UTF-8 or a single-byte code page file.
*/
public long utfX;
public long uppr;
#endregion user code
int state;
int currentStart = startState[0];
int code;
#region ScannerTables
static int[] startState = new int[] { 11, 0 };
#region CharacterMap
static sbyte[] map = new sbyte[256] {
/* '\0' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '\x10' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '\x20' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '0' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '@' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* 'P' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '`' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* 'p' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '\x80' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\x90' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\xA0' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\xB0' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\xC0' */ 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
/* '\xD0' */ 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
/* '\xE0' */ 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3,
/* '\xF0' */ 4, 4, 4, 4, 4, 4, 4, 4, 5, 5, 5, 5, 5, 5, 5, 5 };
#endregion
static sbyte[][] nextState = new sbyte[][] {
new sbyte[] {0, 0, 0, 0, 0, 0},
new sbyte[] {-1, -1, 10, -1, -1, -1},
new sbyte[] {-1, -1, -1, -1, -1, -1},
new sbyte[] {-1, -1, 8, -1, -1, -1},
new sbyte[] {-1, -1, 5, -1, -1, -1},
new sbyte[] {-1, -1, 6, -1, -1, -1},
new sbyte[] {-1, -1, 7, -1, -1, -1},
null,
new sbyte[] {-1, -1, 9, -1, -1, -1},
null,
null,
new sbyte[] {-1, 1, 2, 3, 4, 2}
};
[SuppressMessage("Microsoft.Performance", "CA1810:InitializeReferenceTypeStaticFieldsInline")]
// Reason for suppression: cannot have self-reference in array initializer.
static Guesser()
{
nextState[7] = nextState[2];
nextState[9] = nextState[2];
nextState[10] = nextState[2];
}
int NextState()
{
if (code == ScanBuff.EndOfFile)
return eofNum;
else
return nextState[state][map[code]];
}
#endregion
public Guesser(System.IO.Stream file) { SetSource(file); }
public void SetSource(System.IO.Stream source)
{
this.buffer = new BuildBuffer(source);
code = buffer.Read();
}
int Scan()
{
for (; ; )
{
int next;
state = currentStart;
while ((next = NextState()) == goStart)
code = buffer.Read();
state = next;
code = buffer.Read();
while ((next = NextState()) > eofNum)
{
state = next;
code = buffer.Read();
}
if (state <= maxAccept)
{
#region ActionSwitch
#pragma warning disable 162
switch (state)
{
case eofNum:
switch (currentStart)
{
case 11:
if (utfX == 0 && uppr == 0) return -1; /* raw ascii */
else if (uppr * 10 > utfX) return 0; /* default code page */
else return 65001; /* UTF-8 encoding */
break;
}
return EndToken;
case 1: // Recognized '{Upper128}', Shortest string "\xC0"
case 2: // Recognized '{Upper128}', Shortest string "\x80"
case 3: // Recognized '{Upper128}', Shortest string "\xE0"
case 4: // Recognized '{Upper128}', Shortest string "\xF0"
uppr++;
break;
case 5: // Recognized '{Utf8pfx4}{Utf8cont}', Shortest string "\xF0\x80"
uppr += 2;
break;
case 6: // Recognized '{Utf8pfx4}{Utf8cont}{2}', Shortest string "\xF0\x80\x80"
uppr += 3;
break;
case 7: // Recognized '{Utf8pfx4}{Utf8cont}{3}', Shortest string "\xF0\x80\x80\x80"
utfX += 3;
break;
case 8: // Recognized '{Utf8pfx3}{Utf8cont}', Shortest string "\xE0\x80"
uppr += 2;
break;
case 9: // Recognized '{Utf8pfx3}{Utf8cont}{2}', Shortest string "\xE0\x80\x80"
utfX += 2;
break;
case 10: // Recognized '{Utf8pfx2}{Utf8cont}', Shortest string "\xC0\x80"
utfX++;
break;
default:
break;
}
#pragma warning restore 162
#endregion
}
}
}
} // end class Guesser
#endif // !BYTEMODE
#endregion
#endif // !NOFILES
// End of code copied from embedded resource
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -1 +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
@@ -12,6 +12,18 @@ module.exports = {
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 },
@@ -32,6 +32,7 @@
"@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",
@@ -3178,6 +3179,12 @@
"integrity": "sha512-/kYRxGDLWzHOB7q+wtSUQlFrtcdUccpfy+X+9iMBpHK8QLLhx2wIPYuS5DYtR9Wa/YlZAbIovy7qVdB1Aq6Lyw==",
"dev": true
},
"node_modules/@types/json5": {
"version": "0.0.29",
"resolved": "https://registry.npmjs.org/@types/json5/-/json5-0.0.29.tgz",
"integrity": "sha512-dRLjCWHYg4oaA77cxO64oO+7JwCwnIzkZPdrrC71jQmQtlhM556pwKo5bUzqvZndkVbeFLIIi+9TC40JNF5hNQ==",
"dev": true
},
"node_modules/@types/parse-json": {
"version": "4.0.2",
"resolved": "https://registry.npmjs.org/@types/parse-json/-/parse-json-4.0.2.tgz",
@@ -3492,6 +3499,26 @@
"url": "https://github.com/sponsors/ljharb"
}
},
"node_modules/array.prototype.findlastindex": {
"version": "1.2.5",
"resolved": "https://registry.npmjs.org/array.prototype.findlastindex/-/array.prototype.findlastindex-1.2.5.tgz",
"integrity": "sha512-zfETvRFA8o7EiNn++N5f/kaCw221hrpGsDmcpndVupkPzEc1Wuf3VgC0qby1BbHs7f5DVYjgtEU2LLh5bqeGfQ==",
"dev": true,
"dependencies": {
"call-bind": "^1.0.7",
"define-properties": "^1.2.1",
"es-abstract": "^1.23.2",
"es-errors": "^1.3.0",
"es-object-atoms": "^1.0.0",
"es-shim-unscopables": "^1.0.2"
},
"engines": {
"node": ">= 0.4"
},
"funding": {
"url": "https://github.com/sponsors/ljharb"
}
},
"node_modules/array.prototype.flat": {
"version": "1.3.2",
"resolved": "https://registry.npmjs.org/array.prototype.flat/-/array.prototype.flat-1.3.2.tgz",
@@ -4306,6 +4333,121 @@
"url": "https://opencollective.com/eslint"
}
},
"node_modules/eslint-import-resolver-node": {
"version": "0.3.9",
"resolved": "https://registry.npmjs.org/eslint-import-resolver-node/-/eslint-import-resolver-node-0.3.9.tgz",
"integrity": "sha512-WFj2isz22JahUv+B788TlO3N6zL3nNJGU8CcZbPZvVEkBPaJdCV4vy5wyghty5ROFbCRnm132v8BScu5/1BQ8g==",
"dev": true,
"dependencies": {
"debug": "^3.2.7",
"is-core-module": "^2.13.0",
"resolve": "^1.22.4"
}
},
"node_modules/eslint-import-resolver-node/node_modules/debug": {
"version": "3.2.7",
"resolved": "https://registry.npmjs.org/debug/-/debug-3.2.7.tgz",
"integrity": "sha512-CFjzYYAi4ThfiQvizrFQevTTXHtnCqWfe7x1AhgEscTz6ZbLbfoLRLPugTQyBth6f8ZERVUSyWHFD/7Wu4t1XQ==",
"dev": true,
"dependencies": {
"ms": "^2.1.1"
}
},
"node_modules/eslint-import-resolver-node/node_modules/resolve": {
"version": "1.22.8",
"resolved": "https://registry.npmjs.org/resolve/-/resolve-1.22.8.tgz",
"integrity": "sha512-oKWePCxqpd6FlLvGV1VU0x7bkPmmCNolxzjMf4NczoDnQcIWrAF+cPtZn5i6n+RfD2d9i0tzpKnG6Yk168yIyw==",
"dev": true,
"dependencies": {
"is-core-module": "^2.13.0",
"path-parse": "^1.0.7",
"supports-preserve-symlinks-flag": "^1.0.0"
},
"bin": {
"resolve": "bin/resolve"
},
"funding": {
"url": "https://github.com/sponsors/ljharb"
}
},
"node_modules/eslint-module-utils": {
"version": "2.8.1",
"resolved": "https://registry.npmjs.org/eslint-module-utils/-/eslint-module-utils-2.8.1.tgz",
"integrity": "sha512-rXDXR3h7cs7dy9RNpUlQf80nX31XWJEyGq1tRMo+6GsO5VmTe4UTwtmonAD4ZkAsrfMVDA2wlGJ3790Ys+D49Q==",
"dev": true,
"dependencies": {
"debug": "^3.2.7"
},
"engines": {
"node": ">=4"
},
"peerDependenciesMeta": {
"eslint": {
"optional": true
}
}
},
"node_modules/eslint-module-utils/node_modules/debug": {
"version": "3.2.7",
"resolved": "https://registry.npmjs.org/debug/-/debug-3.2.7.tgz",
"integrity": "sha512-CFjzYYAi4ThfiQvizrFQevTTXHtnCqWfe7x1AhgEscTz6ZbLbfoLRLPugTQyBth6f8ZERVUSyWHFD/7Wu4t1XQ==",
"dev": true,
"dependencies": {
"ms": "^2.1.1"
}
},
"node_modules/eslint-plugin-import": {
"version": "2.29.1",
"resolved": "https://registry.npmjs.org/eslint-plugin-import/-/eslint-plugin-import-2.29.1.tgz",
"integrity": "sha512-BbPC0cuExzhiMo4Ff1BTVwHpjjv28C5R+btTOGaCRC7UEz801up0JadwkeSk5Ued6TG34uaczuVuH6qyy5YUxw==",
"dev": true,
"dependencies": {
"array-includes": "^3.1.7",
"array.prototype.findlastindex": "^1.2.3",
"array.prototype.flat": "^1.3.2",
"array.prototype.flatmap": "^1.3.2",
"debug": "^3.2.7",
"doctrine": "^2.1.0",
"eslint-import-resolver-node": "^0.3.9",
"eslint-module-utils": "^2.8.0",
"hasown": "^2.0.0",
"is-core-module": "^2.13.1",
"is-glob": "^4.0.3",
"minimatch": "^3.1.2",
"object.fromentries": "^2.0.7",
"object.groupby": "^1.0.1",
"object.values": "^1.1.7",
"semver": "^6.3.1",
"tsconfig-paths": "^3.15.0"
},
"engines": {
"node": ">=4"
},
"peerDependencies": {
"eslint": "^2 || ^3 || ^4 || ^5 || ^6 || ^7.2.0 || ^8"
}
},
"node_modules/eslint-plugin-import/node_modules/debug": {
"version": "3.2.7",
"resolved": "https://registry.npmjs.org/debug/-/debug-3.2.7.tgz",
"integrity": "sha512-CFjzYYAi4ThfiQvizrFQevTTXHtnCqWfe7x1AhgEscTz6ZbLbfoLRLPugTQyBth6f8ZERVUSyWHFD/7Wu4t1XQ==",
"dev": true,
"dependencies": {
"ms": "^2.1.1"
}
},
"node_modules/eslint-plugin-import/node_modules/doctrine": {
"version": "2.1.0",
"resolved": "https://registry.npmjs.org/doctrine/-/doctrine-2.1.0.tgz",
"integrity": "sha512-35mSku4ZXK0vfCuHEDAwt55dg2jNajHZ1odvF+8SSr82EsZY4QmXfuWso8oEd8zRhVObSN18aM0CjSdoBX7zIw==",
"dev": true,
"dependencies": {
"esutils": "^2.0.2"
},
"engines": {
"node": ">=0.10.0"
}
},
"node_modules/eslint-plugin-react": {
"version": "7.34.2",
"resolved": "https://registry.npmjs.org/eslint-plugin-react/-/eslint-plugin-react-7.34.2.tgz",
@@ -5603,6 +5745,15 @@
"node": "*"
}
},
"node_modules/minimist": {
"version": "1.2.8",
"resolved": "https://registry.npmjs.org/minimist/-/minimist-1.2.8.tgz",
"integrity": "sha512-2yyAR8qBkN3YuheJanUpWC5U3bb5osDywNB8RzDVlDwDHbocAJveqqj1u8+SVD7jkWT4yvsHCpWqqWqAxb0zCA==",
"dev": true,
"funding": {
"url": "https://github.com/sponsors/ljharb"
}
},
"node_modules/ms": {
"version": "2.1.2",
"resolved": "https://registry.npmjs.org/ms/-/ms-2.1.2.tgz",
@@ -5731,6 +5882,20 @@
"url": "https://github.com/sponsors/ljharb"
}
},
"node_modules/object.groupby": {
"version": "1.0.3",
"resolved": "https://registry.npmjs.org/object.groupby/-/object.groupby-1.0.3.tgz",
"integrity": "sha512-+Lhy3TQTuzXI5hevh8sBGqbmurHbbIjAi0Z4S63nthVLmLxfbj4T54a4CfZrXIrt9iP4mVAPYMo/v99taj3wjQ==",
"dev": true,
"dependencies": {
"call-bind": "^1.0.7",
"define-properties": "^1.2.1",
"es-abstract": "^1.23.2"
},
"engines": {
"node": ">= 0.4"
}
},
"node_modules/object.hasown": {
"version": "1.1.4",
"resolved": "https://registry.npmjs.org/object.hasown/-/object.hasown-1.1.4.tgz",
@@ -6584,6 +6749,15 @@
"node": ">=8"
}
},
"node_modules/strip-bom": {
"version": "3.0.0",
"resolved": "https://registry.npmjs.org/strip-bom/-/strip-bom-3.0.0.tgz",
"integrity": "sha512-vavAMRXOgBVNF6nyEEmL3DBK19iRpDcoIwW+swQ+CbGiu7lju6t+JklA1MHweoWtadgt4ISVUsXLyDq34ddcwA==",
"dev": true,
"engines": {
"node": ">=4"
}
},
"node_modules/strip-json-comments": {
"version": "3.1.1",
"resolved": "https://registry.npmjs.org/strip-json-comments/-/strip-json-comments-3.1.1.tgz",
@@ -6677,6 +6851,30 @@
"node": ">=4"
}
},
"node_modules/tsconfig-paths": {
"version": "3.15.0",
"resolved": "https://registry.npmjs.org/tsconfig-paths/-/tsconfig-paths-3.15.0.tgz",
"integrity": "sha512-2Ac2RgzDe/cn48GvOe3M+o82pEFewD3UPbyoUHHdKasHwJKjds4fLXWf/Ux5kATBKN20oaFGu+jbElp1pos0mg==",
"dev": true,
"dependencies": {
"@types/json5": "^0.0.29",
"json5": "^1.0.2",
"minimist": "^1.2.6",
"strip-bom": "^3.0.0"
}
},
"node_modules/tsconfig-paths/node_modules/json5": {
"version": "1.0.2",
"resolved": "https://registry.npmjs.org/json5/-/json5-1.0.2.tgz",
"integrity": "sha512-g1MWMLBiz8FKi1e4w0UyVL3w+iJceWAFBAaBnnGKOpNa5f8TLktkbre1+s6oICydWAm+HRUGTmI+//xv2hvXYA==",
"dev": true,
"dependencies": {
"minimist": "^1.2.0"
},
"bin": {
"json5": "lib/cli.js"
}
},
"node_modules/tslib": {
"version": "2.6.3",
"resolved": "https://registry.npmjs.org/tslib/-/tslib-2.6.3.tgz",
@@ -34,6 +34,7 @@
"@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",
@@ -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 (
@@ -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';
@@ -29,13 +29,12 @@ if (!fs.existsSync(certFilePath) || !fs.existsSync(keyFilePath)) {
}
}
const target = env.ASPNETCORE_HTTPS_PORT
? `https://localhost:${env.ASPNETCORE_HTTPS_PORT}`
: env.ASPNETCORE_URLS
? env.ASPNETCORE_URLS.split(';')[0]
: 'https://localhost:8443';
export default defineConfig(({ $$command, mode, $$isSsrBuild, $$isPreview }) => {
const target = env.ASPNETCORE_HTTPS_PORT
? `https://localhost:${env.ASPNETCORE_HTTPS_PORT}`
: env.ASPNETCORE_URLS
? env.ASPNETCORE_URLS.split(';')[0]
: 'https://localhost:8443';
return {
plugins: [plugin()],
resolve: {
@@ -52,18 +51,7 @@ export default defineConfig(({ $$command, mode, $$isSsrBuild, $$isPreview }) =>
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}`);
});
},
secure: false
},
'^/ws': {
target,
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk.Web">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<Nullable>enable</Nullable>
<ImplicitUsings>enable</ImplicitUsings>
<InvariantGlobalization>true</InvariantGlobalization>
@@ -12,10 +12,10 @@
<ItemGroup>
<PackageReference Include="CommandLineParser" Version="2.9.1" />
<PackageReference Include="Microsoft.AspNetCore.SpaProxy" Version="8.0.18" />
<PackageReference Include="Microsoft.AspNetCore.SpaServices.Extensions" Version="8.0.18" />
<PackageReference Include="Microsoft.AspNetCore.SpaProxy" Version="7.0.20" />
<PackageReference Include="Microsoft.AspNetCore.SpaServices.Extensions" Version="7.0.20" />
<PackageReference Include="Newtonsoft.Json" Version="13.0.3" />
<PackageReference Include="Swashbuckle.AspNetCore" Version="9.0.3" />
<PackageReference Include="Swashbuckle.AspNetCore" Version="6.4.0" />
</ItemGroup>
<ItemGroup>
@@ -1,34 +1,30 @@
namespace Bts.DataStreamWebApp.Server.Controllers;
using Bts.DataStreamCore;
using Microsoft.AspNetCore.Mvc;
[Route("/ws")]
public class DataStreamSubscriptionController : ControllerBase {
readonly ILogger logger;
readonly IDataStreamFactory streamFactory;
public DataStreamSubscriptionController(ILogger<DataStreamSubscriptionController> logger, IEnumerable<IDataStreamFactory> streamFactories) {
this.logger = logger;
logger.LogInformation("Creating {ControllerType}", GetType().Name);
streamFactory = DataStreamFactory.Create(streamFactories);
}
[Route("/ws")]
public async Task Get(CancellationToken cancellationToken) {
if (!HttpContext.WebSockets.IsWebSocketRequest) {
logger.LogError("Expected websocket request on path '{}'", HttpContext.Request.Path);
return;
}
logger.LogInformation("Establishing websocket connection...");
try {
using var webSocket = await HttpContext.WebSockets.AcceptWebSocketAsync();
logger.LogInformation("Websocket connection established.");
using var server = new DataStreamWebSocketServer(webSocket, streamFactory, logger);
await server.Run(cancellationToken);
} catch (Exception ex) {
logger.LogError("DataStreamSubscriptionController.Run threw exception: {Exception}", ex);
}
}
}
namespace Bts.DataStreamWebApp.Server.Controllers;
using Microsoft.AspNetCore.Mvc;
[Route("/ws")]
public class DataStreamSubscriptionController : ControllerBase {
readonly ILogger logger;
public DataStreamSubscriptionController(ILogger<DataStreamSubscriptionController> logger) {
this.logger = logger;
logger.LogInformation("Creating {ControllerType}", GetType().Name);
}
[Route("/ws")]
public async Task Get(CancellationToken cancellationToken) {
if (!HttpContext.WebSockets.IsWebSocketRequest) {
logger.LogError("Expected websocket request on path '{}'", HttpContext.Request.Path);
return;
}
logger.LogInformation("Establishing websocket connection...");
try {
using var webSocket = await HttpContext.WebSockets.AcceptWebSocketAsync();
logger.LogInformation("Websocket connection established.");
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.DataStreamCore;
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 });
@@ -7,5 +7,5 @@ ARG CONF_FILE="src/DataStreamSuite/Bts.DataStreamWebApp.Server/spark.conf"
RUN dotnet dev-certs https --trust
COPY --chown=bts:bts "${SOURCE_DIR}" "bin"
COPY --chown=bts:bts "${WEB_ROOT}" "bin/wwwroot"
COPY --chown=bts:bts "${CONF_FILE}" ".local/share/DataStream/conf/spark.conf"
COPY --chown=bts:bts "${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.DataStreamCore;
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.Evaluate(streamFactory) as ViewStream;
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()
.AddPrimitiveStreams(config.GetSection("PrimitiveStreams"))
.AddMarketDataStreams()
.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\", exclusive_end: true)"
},
{
"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), ",
"inclusive_end (a bool flag that, when true, makes the end time inclusive). ",
"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. ",
"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"
}
]
}
@@ -1,13 +1,13 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="Microsoft.Extensions.Hosting" Version="9.0.7" />
<PackageReference Include="Microsoft.Extensions.Hosting" Version="7.0.1" />
</ItemGroup>
</Project>
@@ -3,12 +3,15 @@
using Microsoft.Extensions.Configuration;
using Microsoft.Extensions.Hosting;
using System.Collections.Generic;
using System.Diagnostics;
public static class HostBuilderExtensions {
public static IHostBuilder CreateBtsBuilder(string[] args) {
// The calling assembly's name serves as the "appsettings" json file prefix.
// Obtain calling assembly name here, rather than in the lambda where it is actually needed,
// because want the name of the assembly that called this function, not the assembly that will eventually invoke
// the lambda...that will be the Microsoft.Extensions.Hosting assembly.
// Get the name of the assembly that called this function. That will act as the "appsettings"
// json file prefix
var exeName = GetCallingAssemblyName();
return Host.CreateDefaultBuilder(args)
.ConfigureAppConfiguration((context, configBuilder) =>
@@ -53,21 +56,4 @@ public static class HostBuilderExtensions {
?.GetName()
?.Name
?? throw new InvalidOperationException("Failed to determine name of calling assembly (calling method is null)");
/// <summary>
/// Separates command line args from config args, using '--' as the delimiter. Args
/// before the delimiter are considered command line args, while those after it are
/// config args.
/// </summary>
public static (string[] Args, string[] ConfigArgs) SplitConfigArgs(string[] args) {
int splitIdx = Array.IndexOf(args, "--");
if (splitIdx == -1) {
return (args, Array.Empty<string>());
}
var cfgArgs = new string[args.Length - splitIdx - 1];
Array.Copy(args, splitIdx + 1, cfgArgs, 0, cfgArgs.Length);
var nonCfgArgs = new string[args.Length - cfgArgs.Length - 1];
Array.Copy(args, 0, nonCfgArgs, 0, nonCfgArgs.Length);
return (nonCfgArgs, cfgArgs);
}
}
+1 -1
View File
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -1,31 +0,0 @@
namespace bts.BlueOrb;
using BCG;
public class AddColumnRow : IBlueRow {
readonly IBlueRow inputRow;
readonly IBlueTableSchema outputSchema;
readonly object? value;
readonly int valueIndex;
public AddColumnRow(IBlueRow inputRow, IBlueTableSchema outputSchema, object? value, int valueIndex) {
this.inputRow = inputRow;
this.outputSchema = outputSchema;
this.value = value;
this.valueIndex = valueIndex;
}
public object? this[int index] {
get {
if (index == valueIndex) {
return value;
}
if (index >= valueIndex) {
index--;
}
return inputRow[index];
}
}
IBlueTableSchema IBlueRow.schema => outputSchema;
}
@@ -1,62 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using Bts.DataStreamCore;
using System;
using System.Collections.Generic;
public class AddColumnTable : IBlueRowCollection {
readonly IBlueRowCollection inputRows;
readonly Func<IBlueRow, object?> getValue;
readonly IBlueTableSchema outputSchema;
readonly int valueIndex;
public AddColumnTable(IBlueRowCollection inputRows, string columnName, Type columnType, Func<IBlueRow, object?> getValue) {
this.inputRows = inputRows;
this.getValue = getValue;
var inputCols = inputRows.schema.columnInfo;
var outputCols = new ColumnInfo[inputCols.Length + 1];
Array.Copy(inputCols, outputCols, inputCols.Length);
outputCols[^1] = new(columnName, inputCols.Length, columnType);
outputSchema = new BlueTableSchema(outputCols, "AddColumnTable");
valueIndex = inputCols.Length;
}
public IBlueRow this[int id] {
get {
var r = inputRows[id];
return new AddColumnRow(r, outputSchema, getValue(r), valueIndex);
}
}
public IBlueTableSchema schema => outputSchema;
public int Count => inputRows.Count;
public bool containsID(int id) =>
inputRows.containsID(id);
public IEnumerator<IBlueRow> GetEnumerator() {
foreach (var r in inputRows) {
yield return new AddColumnRow(r, outputSchema, getValue(r), valueIndex);
}
}
public IBlueRow GetRow(int index) {
var r = inputRows.GetRow(index);
return new AddColumnRow(r, outputSchema, getValue(r), valueIndex);
}
public int IndexOf(IBlueRow item) {
int id = item.Id();
if (!inputRows.containsID(id)) {
return -1;
}
var r = inputRows[id];
return BlueRowEqualityComparer.Equals(new AddColumnRow(r, outputSchema, getValue(r), valueIndex), item)
? inputRows.IndexOf(r)
: -1;
}
}
@@ -1,11 +0,0 @@
namespace bts.BlueOrb {
using BCG;
[DataStreamUserRespresentation("AddColumnsStream")]
public class AddColumnsStream: ViewStream {
public AddColumnsStream(ViewStream parent_str, string add_col_expr) {
ViewStream rs = new BCG.AddColumnsStream(parent_str, add_col_expr);
mySetRealSource(rs);
}
}
}
@@ -1,93 +0,0 @@
#nullable enable
namespace bts.BlueOrb;
using BCG;
using Bts.DataStream;
using Bts.DataStreamCore;
using Spark.Core.Disposables;
using System;
public class ApplyStream : ViewStream {
readonly ViewStream source;
readonly Func<IBlueRow, object?> apply;
IBlueTableSchema? outputSchema;
BlueTableImmutable? lastFired;
IDisposable? sub;
public ApplyStream(ViewStream source, IFunctionEvaluator applyEvaluator) {
this.source = source;
apply = Apply;
object? Apply(IBlueRow r) {
var res = applyEvaluator.Evaluate(string.Empty, new StreamArgument[] { (null, 0, r) });
return res;
}
}
public ApplyStream(ViewStream source, Func<IBlueRow, object?> apply) {
this.source = source;
this.apply = apply;
}
protected override void myOnFirstSubscriber() {
sub = source.Subscribe(OnSourceChanged);
void OnSourceChanged(IDataPacket dp) {
Lazy<BlueTableImmutable> lastFired = new(() => this.lastFired ??= new(Log.notnull(outputSchema)));
Lazy<BlueTableImmutable.DataPacketBuilder> bd = new(() => lastFired.Value.ToDataPacketBuilder());
foreach (var r in dp.deletedRows) {
var res = apply(r);
if (res is IBlueRow blueRow) {
bd.Value.Remove(blueRow.Id());
} else if (res is IBlueRowCollection blueRows) {
foreach (var br in blueRows) {
bd.Value.Remove(br.Id());
}
} else {
Log.assert(false, $"apply delegate returned obj of unexpected type '{res?.GetType()}'");
}
}
foreach (var r in dp.addedRows) {
var res = apply(r);
if (res is IBlueRow blueRow) {
outputSchema ??= blueRow.schema;
bd.Value.AddOrUpdate(blueRow);
} else if (res is IBlueRowCollection blueRows) {
outputSchema ??= blueRows.schema;
foreach (var br in blueRows) {
bd.Value.AddOrUpdate(br);
}
} else {
if (outputSchema is null) {
// We get the outputSchema from the result of the first apply, if it's null, we
// cannot determine the output data type.
// TODO: maybe support specifying return type in DSL?
Log.notnull(res);
}
var resType = res?.GetType();
if (outputSchema is null) {
Log.notnull(resType);
Log.assert(ColumnInfo.isAllowedType(resType));
outputSchema = new BlueTableSchema(new ColumnInfo[] {
new("id", 0, typeof(int)),
new("result", 1, resType),
}, dp.newRows.schema.tableName + "_Apply");
}
bd.Value.AddOrUpdate(new BlueRow(outputSchema, new object?[] { r.Id(), res }));
// Log.assert(false, $"apply delegate returned obj of unexpected type '{res?.GetType()}'");
}
}
if (bd.IsValueCreated) {
myFireEvent(bd.Value.ToDataPacket(out this.lastFired));
}
}
}
protected override void myOnLastSubscriber() {
Disposable.dispose(ref sub);
}
}
@@ -1,62 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using Bts.DataStreamCore;
using System;
using System.Collections.Generic;
public class ApplyTable : IBlueRowCollection {
readonly IBlueRowCollection source;
readonly IBlueTableSchema outputSchema;
readonly List<IBlueRow> outputRows;
readonly Dictionary<int, int> idToIndex = new();
readonly Func<IBlueRow, IBlueRow> applyFn;
public ApplyTable(IBlueRowCollection source, IBlueTableSchema? outputSchema, Func<IBlueRow, IBlueRow> applyFn) {
this.source = source;
this.applyFn = applyFn;
outputRows = new(source.Count);
foreach (var r in source) {
outputRows.Add(applyFn(r));
}
if (outputRows.Count > 0) {
outputSchema ??= outputRows[0].schema;
}
this.outputSchema = outputSchema ?? source.schema;
}
public IBlueRow this[int id] => outputRows[idToIndex[id]];
IBlueRow IList<IBlueRow>.this[int index] {
get => GetRow(index);
set => throw new NotSupportedException();
}
public IBlueTableSchema schema => outputSchema;
public int Count => source.Count;
public bool containsID(int id) =>
source.containsID(id);
public IEnumerator<IBlueRow> GetEnumerator() =>
outputRows.GetEnumerator();
public IBlueRow GetRow(int index) =>
outputRows[index];
public int IndexOf(IBlueRow item) {
int id = item.Id();
if (!source.containsID(id)) {
return -1;
}
var inputRow = source[id];
int idx = source.IndexOf(inputRow);
if (BlueRowEqualityComparer.Equals(outputRows[idx], item)) {
return idx;
}
return -1;
}
}
@@ -1,61 +0,0 @@
namespace Bts.DataStream.BlueOrb;
using BCG;
using Bts.DataStream;
using Bts.DataStreamCore;
using Bts.PubSub;
using Spark.Core.Disposables;
using System;
using System.Threading;
using System.Threading.Tasks;
public static class AsyncViewStream {
public static ViewStream Create(IWorkScheduler workScheduler, Func<Task<ViewStream?>> factory) {
return ViewStreamFactory.Create(Subscribe);
IDisposable Subscribe(Action<IDataPacket> fire) {
var cts = new CancellationTokenSource();
var tcs = new TaskCompletionSource<IDisposable>();
var syncRoot = new object();
IDisposable? streamSub = null;
workScheduler.Post(Init);
return Disposable.Create(Dispose);
async void Init() {
lock (syncRoot) {
if (cts.IsCancellationRequested) {
return;
}
}
var stream = await factory();
if (stream is null) {
return;
}
var tempStreamSub = stream.Subscribe(fire);
lock (syncRoot) {
if (cts.IsCancellationRequested) {
tempStreamSub.Dispose();
} else {
streamSub = tempStreamSub;
}
}
}
void Dispose() {
IDisposable? tempStreamSub;
lock (syncRoot) {
tempStreamSub = streamSub;
if (tempStreamSub is null) {
cts.Cancel();
return;
}
streamSub = null;
}
tempStreamSub?.Dispose();
}
}
}
}
@@ -1,115 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using bts.collections;
using bts.utils;
using Bts.DataStream;
using Bts.DataStreamCore;
using Spark.Core.Collections;
using System;
using System.Collections.Generic;
using System.Linq;
public class BlueAddIndexColumnTable : IBlueRowCollection {
readonly IBlueTableSchema schema;
readonly IList<object?>[] columnValues;
readonly int count;
BlueAddIndexColumnTable(IBlueTableSchema schema, IList<object?>[] columnValues, int? count = null) {
this.schema = schema;
this.columnValues = columnValues;
this.count = count ?? columnValues[0].Count;
}
IBlueTableSchema IBlueRowCollection.schema => schema;
public int Count => count;
public IBlueRow this[int id] =>
id > 0 && id <= count
? GetRow(id - 1)
: throw new KeyNotFoundException();
public static BlueAddIndexColumnTable Create(string tableName, ColumnInfo[] columnInfos, IList<object?>[] columnValues) {
if (columnInfos.Any(c => c.colName == "id")) {
throw new ArgumentException("'id' column already exists", nameof(columnInfos));
}
if (columnInfos.Length != columnValues.Length) {
throw new ArgumentException("columnValues length differs from columnInfos length", nameof(columnValues));
}
int count = columnValues.FirstOrDefault()?.Count ?? 0;
var origCols = columnInfos;
var origColValues = columnValues;
columnInfos = new ColumnInfo[origCols.Length + 1];
columnInfos[0] = new ColumnInfo("id", 0, typeof(int));
columnValues = new IList<object?>[origCols.Length + 1];
columnValues[0] = new StepList<int>(1, 1, count).WrapSelector(id => (object?)id, null);
for (int i = 1; i < columnInfos.Length; i++) {
columnInfos[i] = new ColumnInfo(origCols[i - 1].colName, i, origCols[i - 1].colType);
columnValues[i] = origColValues[i - 1];
}
var schema = new BlueTableSchema(columnInfos, tableName);
return new(schema, columnValues, count);
}
public static BlueAddIndexColumnTable Create(IBlueTableSchema schema, IList<object?>[] columnValues) {
int count = columnValues.FirstOrDefault()?.Count ?? 0;
int? idColIdx = schema.TryResolveIndices("id");
var idColValues = new StepList<int>(1, 1, count).WrapSelector(id => (object?)id, null);
var columnInfos = schema.columnInfo;
if (idColIdx.HasValue) {
// Replace existing id column. columnValues may or may not contain the old ids (if its
// length is one less column than that of columnInfos, it doesn't contain them).
switch (columnValues.Length - schema.columnInfo.Length) {
case 0:
columnValues[idColIdx.Value] = idColValues;
break;
case -1:
columnValues = ArrayUtils.InsertExact(columnValues, idColIdx.Value, true, idColValues);
break;
default:
throw new ArgumentException("ColumnInfos length disagrees with columnValues length");
}
} else {
if (columnValues.Length != columnInfos.Length) {
throw new ArgumentException("ColumnInfos length disagrees with columnValues length");
}
var origColInfos = columnInfos;
columnInfos = new ColumnInfo[columnInfos.Length + 1];
columnInfos[0] = new("id", 0, typeof(int));
for (int i = 1; i < columnInfos.Length; i++) {
var c = origColInfos[i - 1];
columnInfos[i] = new(c.colName, c.colNo + 1, c.colType);
}
columnValues = ArrayUtils.InsertExact(columnValues, 0, true, idColValues);
}
return new(new BlueTableSchema(schema.tableName, columnInfos), columnValues);
}
public bool containsID(int id) =>
id > 0 && id <= count;
public IList<object?> GetColumn(int index) =>
columnValues[index];
public IBlueRow GetRow(int index) =>
new BlueRowColumnWrapper(schema, index, columnValues);
public int IndexOf(IBlueRow item) {
int id = item.Id();
return id > 0 && id <= count && BlueRowEqualityComparer.Equals(GetRow(id - 1), item)
? id - 1
: -1;
}
public IEnumerator<IBlueRow> GetEnumerator() {
int count = Count;
for (int i = 0; i < count; i++) {
yield return GetRow(i);
}
}
}
@@ -1,21 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using System.Collections.Generic;
public class BlueRowColumnWrapper : IBlueRow {
readonly int index;
readonly IList<object?>[] columns;
public BlueRowColumnWrapper(IBlueTableSchema schema, int index, IList<object?>[] columns) {
this.schema = schema;
this.index = index;
this.columns = columns;
}
public object? this[int index] =>
columns[index][this.index];
public IBlueTableSchema schema { get; }
}
@@ -1,52 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using Bts.DataStreamCore;
using mbts.utils;
using System.Collections.Generic;
using System.Linq;
public class BlueIndexedColumnTable : IBlueRowCollection {
readonly IBlueTableSchema schema;
readonly IList<object?>[] columnValues;
readonly Dictionary<int, int> rowIdToIndex;
public BlueIndexedColumnTable(IBlueTableSchema schema, IList<object?>[] columnValues) {
this.schema = schema;
this.columnValues = columnValues;
int idColumnIndex = schema.ResolveIndices("id");
rowIdToIndex = columnValues[idColumnIndex]
.Select((idObj, idx) => new KeyValuePair<int, int>(ExceptionAssert.Argument.Is<int>(idObj), idx))
.ToDictionary();
}
public IBlueRow this[int id] =>
rowIdToIndex.TryGetValue(id, out var idx)
? GetRow(idx)
: throw new KeyNotFoundException();
IBlueTableSchema IBlueRowCollection.schema => schema;
public int Count => rowIdToIndex.Count;
public bool containsID(int id) =>
rowIdToIndex.ContainsKey(id);
public IEnumerator<IBlueRow> GetEnumerator() {
int count = Count;
for (int i = 0; i < count; i++) {
yield return GetRow(i);
}
}
public IBlueRow GetRow(int index) =>
new BlueRowColumnWrapper(schema, index, columnValues);
public int IndexOf(IBlueRow item) =>
rowIdToIndex.TryGetValue(item.Id(), out var idx) && BlueRowEqualityComparer.Equals(GetRow(idx), item)
? idx
: -1;
}
@@ -1,18 +0,0 @@
namespace bts.BlueOrb {
using System;
using BCG;
[DataStreamUserRespresentation("CSVReaderStream")]
public class CSVReaderStream : ViewStream {
public CSVReaderStream(string file_name)
: this(file_name, false) { }
public CSVReaderStream(string file_name, bool guess_schema) {
ViewStream rs = new BCG.CSVReaderStream(file_name);
if (guess_schema) {
rs = new SchemaGuesserStream(rs);
}
mySetRealSource(rs);
}
}
}
@@ -1,13 +0,0 @@
namespace bts.BlueOrb {
using BCG;
using System;
[DataStreamUserRespresentation("CSVSaverStream")]
public class CSVSaverStream: ViewStream {
public CSVSaverStream(ViewStream parent_str, string file_name) {
BCG.CSVSaverStream rs = new BCG.CSVSaverStream(parent_str, file_name, true, Int32.MaxValue, false);
mySetRealSource(rs);
}
}
}
@@ -1,43 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using Bts.DataStream;
using Spark.Core.Disposables;
using System;
public class CastStream : ViewStream, IDisposable {
readonly ViewStream inputStream;
readonly (string, Type)[] casts;
IDisposable? sub;
public CastStream(ViewStream inputStream, params (string, Type)[] casts) {
this.inputStream = inputStream;
this.casts = casts;
}
~CastStream() =>
Dispose();
public void Dispose() {
GC.SuppressFinalize(this);
Disposable.dispose(ref sub);
}
protected override void myOnFirstSubscriber() {
inputStream.Subscribe(OnInputChanged);
void OnInputChanged(IDataPacket dp) {
var dpOut = new DataPacket(
new CastTable(dp.newRows, casts),
new CastTable(dp.addedRows, casts),
new CastTable(dp.deletedRows, casts));
myFireEvent(dpOut);
}
}
protected override void myOnLastSubscriber() =>
Disposable.dispose(ref sub);
}
@@ -1,123 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using bts.collections;
using Bts.DataStream;
using Bts.DataStreamCore;
using Spark.Core.Collections;
using System;
using System.Collections.Generic;
public class CastTable : IBlueRowCollection {
readonly IBlueRowCollection rows;
readonly IBlueTableSchema outputSchema;
readonly (int Index, Func<IBlueRow, object?> GetValue)[] casts;
readonly IComparer<(int Index, Func<IBlueRow, object?> GetValue)> castComparer =
TupleComparer.Comparer<int, Func<IBlueRow, object?>>(item1Ordinal: 0);
public CastTable(IBlueRowCollection rows, params (string, Type)[] casts) {
this.rows = rows;
var inputSchema = rows.schema;
var inputCols = inputSchema.columnInfo;
var castIndices = inputSchema.ResolveIndices(Array.ConvertAll(casts, c => c.Item1));
this.casts = new (int Index, Func<IBlueRow, object?> GetValue)[casts.Length];
var outputCols = inputCols.ToArray();
for (int i = 0; i < casts.Length; i++) {
var colIdx = castIndices[i];
this.casts[i] = (colIdx, GetCaster(casts[i].Item2));
var inputCol = inputCols[colIdx];
Log.assert(inputCol.colNo == colIdx);
outputCols[colIdx] = new(inputCol.colName, inputCol.colNo, casts[i].Item2);
Func<IBlueRow, object?> GetCaster(Type to) {
if (to == typeof(short)) {
return r => r.GetInt16(colIdx);
}
if (to == typeof(int)) {
return r => r.GetInt32(colIdx);
}
if (to == typeof(long)) {
return r => r.GetInt64(colIdx);
}
if (to == typeof(ushort)) {
return r => r.GetUInt16(colIdx);
}
if (to == typeof(uint)) {
return r => r.GetUInt32(colIdx);
}
if (to == typeof(ulong)) {
return r => r.GetUInt64(colIdx);
}
if (to == typeof(double)) {
return r => r.GetFloat64(colIdx);
}
if (to == typeof(float)) {
return r => r.GetFloat32(colIdx);
}
if (to == typeof(DateTime)) {
return r => r.GetDateTime(colIdx);
}
if (to == typeof(TimeSpan)) {
return r => r.GetTimeSpan(colIdx);
}
throw new NotImplementedException($"CastTable cast not implemented for (out) type {to}");
}
}
outputSchema = new BlueTableSchema(inputSchema.tableName + "_Cast", outputCols);
}
public IBlueRow this[int id] =>
new Row(rows[id], outputSchema, casts, castComparer);
public IBlueTableSchema schema => outputSchema;
public int Count => rows.Count;
public bool containsID(int id) =>
rows.containsID(id);
public IEnumerator<IBlueRow> GetEnumerator() {
foreach (var r in rows) {
yield return new Row(r, outputSchema, casts, castComparer);
}
}
public IBlueRow GetRow(int index) =>
new Row(rows.GetRow(index), outputSchema, casts, castComparer);
public int IndexOf(IBlueRow item) {
var inputRow = rows[item.Id()];
return BlueRowEqualityComparer.Equals(item, new Row(inputRow, outputSchema, casts, castComparer))
? rows.IndexOf(inputRow)
: -1;
}
class Row : IBlueRow {
readonly IBlueRow source;
readonly (int Index, Func<IBlueRow, object?> GetValue)[] casts;
readonly IComparer<(int Index, Func<IBlueRow, object?> GetValue)> castComparer;
readonly IBlueTableSchema outputSchema;
public Row(IBlueRow source, IBlueTableSchema outputSchema, (int Index, Func<IBlueRow, object?> GetValue)[] casts, IComparer<(int Index, Func<IBlueRow, object?> GetValue)> castComparer) {
this.source = source;
this.casts = casts;
this.castComparer = castComparer;
this.outputSchema = outputSchema;
}
public object? this[int index] {
get {
var castIdx = casts.BinarySearch((index, null!), castComparer);
return castIdx > -1
? casts[castIdx].GetValue(source)
: source[index];
}
}
IBlueTableSchema IBlueRow.schema => outputSchema;
}
}
@@ -1,22 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using Bts.DataStream;
using System.Reactive.Linq;
public class ColumnInjectionStream : ViewStream {
public ColumnInjectionStream(ViewStream inputStream, IInjectedColumn[] outputColumns) {
IBlueTableSchema? outputSchema = null;
mySetRealSource(inputStream.AsObservable().Select(Transform).AsViewStream());
IDataPacket Transform(IDataPacket dp) {
outputSchema ??= ColumnInjectionTable.GetOutputSchema(dp.Schema, outputColumns);
var newRows = new ColumnInjectionTable(dp.newRows, outputSchema, outputColumns);
var addedRows = new ColumnInjectionTable(dp.addedRows, outputSchema, outputColumns);
var deletedRows = new ColumnInjectionTable(dp.deletedRows, outputSchema, outputColumns);
return new DataPacket(newRows, addedRows, deletedRows);
}
}
}
@@ -1,156 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using Bts.DataStreamCore;
using System;
using System.Collections.Generic;
public interface IInjectedColumn {
string Name { get; }
Type Type { get; }
int Ordinal { get; }
ColumnInfo ColumnInfo => new(Name, Ordinal, Type);
object? GetValue(IBlueRow row);
}
public interface IInjectedColumn<T> : IInjectedColumn {
Type IInjectedColumn.Type => typeof(T);
new T? GetValue(IBlueRow row);
object? IInjectedColumn.GetValue(IBlueRow row) =>
GetValue(row);
}
public class InjectedColumn : IInjectedColumn {
readonly Func<IBlueRow, object?> getValue;
public InjectedColumn(string name, int index, Type type, Func<IBlueRow, object?> getValue) {
Name = name;
Ordinal = index;
Type = type;
this.getValue = getValue;
}
public string Name { get; }
public int Ordinal { get; }
public Type Type { get; }
public object? GetValue(IBlueRow row) =>
getValue(row);
}
public class InjectedColumn<T> : IInjectedColumn<T> {
readonly Func<IBlueRow, T?> getValue;
public InjectedColumn(string name, int index, Func<IBlueRow, T?> getValue) {
Name = name;
Ordinal = index;
this.getValue = getValue;
}
public string Name { get; }
public int Ordinal { get; }
public T? GetValue(IBlueRow row) =>
getValue(row);
}
public class ColumnInjectionTable : IBlueRowCollection {
readonly IBlueTableSchema outputSchema;
readonly IInjectedColumn[] outputColumns;
readonly IBlueRowCollection source;
public ColumnInjectionTable(IBlueRowCollection source, IBlueTableSchema outputSchema, IInjectedColumn[] outputColumns) {
this.source = source;
this.outputSchema = outputSchema;
this.outputColumns = outputColumns;
}
public static ColumnInjectionTable Create(IBlueRowCollection source, IEnumerable<IInjectedColumn> injectedColumns) {
var inputCols = source.schema.columnInfo;
var outputColumns = new List<IInjectedColumn>(inputCols.Length + 1);
var outputColInfos = new List<ColumnInfo>(inputCols.Length + 1);
int injectionIdx = 0;
using var en = injectedColumns.GetEnumerator();
bool hasMoreInjections = en.MoveNext();
for (int i = 0; i < inputCols.Length;) {
if (hasMoreInjections && en.Current.Ordinal <= i) {
outputColInfos.Add(new(en.Current.Name, outputColumns.Count, en.Current.Type));
outputColumns.Add(en.Current);
injectionIdx++;
continue;
}
var ci = inputCols[i];
outputColInfos.Add(new(ci.colName, outputColumns.Count, ci.colType));
outputColumns.Add(new InjectedColumn(ci.colName, outputColumns.Count, ci.colType, r => r[ci.colNo]));
}
var outputSchema = new BlueTableSchema(outputColInfos.ToArray(), $"ColumnInjection({source.schema.tableName})");
return new(source, outputSchema, outputColumns.ToArray());
}
public static IBlueTableSchema GetOutputSchema(IBlueTableSchema inputSchema, IEnumerable<IInjectedColumn> injectedColumns) {
var inputCols = inputSchema.columnInfo;
var outputColumns = new List<IInjectedColumn>(inputCols.Length + 1);
var outputColInfos = new List<ColumnInfo>(inputCols.Length + 1);
using var en = injectedColumns.GetEnumerator();
bool hasMoreInjections = en.MoveNext();
for (int i = 0; i < inputCols.Length;) {
if (hasMoreInjections && en.Current.Ordinal <= i) {
outputColInfos.Add(new(en.Current.Name, outputColumns.Count, en.Current.Type));
outputColumns.Add(en.Current);
hasMoreInjections = en.MoveNext();
continue;
}
var ci = inputCols[i];
outputColInfos.Add(new(ci.colName, outputColumns.Count, ci.colType));
outputColumns.Add(new InjectedColumn(ci.colName, outputColumns.Count, ci.colType, r => r[ci.colNo]));
i++;
}
return new BlueTableSchema(outputColInfos.ToArray(), $"ColumnInjection({inputSchema.tableName})");
}
public IBlueRow this[int id] =>
new ColumnInjectionRow(source[id], outputSchema, outputColumns);
public IBlueTableSchema schema => throw new System.NotImplementedException();
public int Count => source.Count;
public bool containsID(int id) =>
source.containsID(id);
public IEnumerator<IBlueRow> GetEnumerator() {
foreach (var r in source) {
yield return new ColumnInjectionRow(r, outputSchema, outputColumns);
}
}
public IBlueRow GetRow(int index) =>
new ColumnInjectionRow(source.GetRow(index), outputSchema, outputColumns);
public int IndexOf(IBlueRow item) {
int id = item.Id();
return source.containsID(id) && BlueRowEqualityComparer.Equals(item, this[id])
? source.IndexOf(source[id])
: -1;
}
class ColumnInjectionRow : IBlueRow {
readonly IBlueRow row;
readonly IInjectedColumn[] columns;
public ColumnInjectionRow(IBlueRow row, IBlueTableSchema schema, IInjectedColumn[] columns) {
this.row = row;
this.schema = schema;
this.columns = columns;
}
public IBlueTableSchema schema { get; }
public object? this[int index] =>
columns[index].GetValue(row);
}
}
@@ -1,19 +0,0 @@
namespace bts.BlueOrb;
using BCG;
public class ColumnMaskRow : IBlueRow {
readonly IBlueRow inputRow;
readonly (string? Name, int Index)[] columnMap;
public ColumnMaskRow(IBlueRow inputRow, (string? Name, int Index)[] columnMap, IBlueTableSchema schema) {
this.inputRow = inputRow;
this.columnMap = columnMap;
this.schema = schema;
}
public IBlueTableSchema schema { get; }
public object? this[int index] =>
inputRow[columnMap[index].Index];
}
@@ -1,68 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using Bts.DataStream;
using Spark.Core.Disposables;
using System;
using System.Diagnostics.CodeAnalysis;
public class ColumnMaskStream : ViewStream {
readonly ViewStream source;
readonly string? columnMaskExpression;
IDisposable? sub;
IBlueTableSchema? outputSchema;
// Each item in this array represents an output column as a tuple of
// new name, and corresponding index in the input schema.
(string? OutputName, int InputIndex)[]? columnMappings;
(string From, string To)[]? columnNameMappings;
readonly bool includeUnmappedColumns;
public ColumnMaskStream(ViewStream source, string columnMaskExpression) {
this.source = source;
this.columnMaskExpression = columnMaskExpression;
}
public ColumnMaskStream(ViewStream source, bool includeUnmappedColumns, params (string From, string To)[] columnNameMappings) {
this.source = source;
this.columnNameMappings = columnNameMappings;
this.includeUnmappedColumns = includeUnmappedColumns;
}
~ColumnMaskStream() =>
Disposable.dispose(ref sub);
protected override void myOnFirstSubscriber() {
Log.isnull(sub);
sub = source.Subscribe(OnSourceChanged);
void OnSourceChanged(IDataPacket dp) {
ensureOutputSchema(dp.Schema);
var addedRows = new ColumnMaskTable(dp.addedRows, columnMappings, outputSchema);
var deletedRows = new ColumnMaskTable(dp.deletedRows, columnMappings, outputSchema);
var allRows = new ColumnMaskTable(dp.newRows, columnMappings, outputSchema);
myFireEvent(new DataPacket(allRows, addedRows, deletedRows));
}
}
protected override void myOnLastSubscriber() =>
Disposable.dispose(ref sub);
[MemberNotNull(nameof(outputSchema), nameof(columnMappings))]
void ensureOutputSchema(IBlueTableSchema inputSchema) {
if (outputSchema is not null) {
Log.notnull(columnMappings);
return;
}
if (columnMaskExpression is not null) {
outputSchema = ColumnMaskTable.GetOutputSchema(inputSchema, columnMaskExpression, out columnMappings);
} else if (columnNameMappings is not null) {
outputSchema = ColumnMaskTable.GetOutputSchema(inputSchema, includeUnmappedColumns, columnNameMappings, out columnMappings);
} else {
throw new InvalidOperationException("Cannot build output schema");
}
}
}
@@ -1,120 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using bts.collections;
using bts.utils;
using Bts.DataStreamCore;
using System;
using System.Collections.Generic;
using System.Linq;
public class ColumnMaskTable : IBlueRowCollection {
readonly IBlueRowCollection inputRows;
readonly (string? Name, int Index)[] columnMap;
public ColumnMaskTable(IBlueRowCollection inputRows, (string? Name, int Index)[] columnMap, IBlueTableSchema schema) {
this.inputRows = inputRows;
this.columnMap = columnMap;
this.schema = schema;
}
public IBlueTableSchema schema { get; }
public int Count => inputRows.Count;
public IBlueRow this[int id] =>
new ColumnMaskRow(inputRows[id], columnMap, schema);
public static ColumnMaskTable Create(IBlueRowCollection table, string columnMaskExpression) {
var outputSchema = GetOutputSchema(table.schema, columnMaskExpression, out var columnMappings);
return new ColumnMaskTable(table, columnMappings, outputSchema);
}
public static IBlueTableSchema GetOutputSchema(IBlueTableSchema inputSchema, string columnMaskExpression, out (string? Name, int Index)[] columnMappings) {
bool includeOthers;
if (columnMaskExpression.StartsWith('!')) {
columnMaskExpression = columnMaskExpression[1..].TrimStart();
includeOthers = false;
} else {
includeOthers = true;
}
var map = columnMaskExpression.Split(' ').Select(MapColumn).ToOrderedDictionary(tup => tup.Index, tup => tup.Name);
var inputCols = inputSchema.columnInfo;
if (includeOthers) {
var implicitCols = inputCols.Where(c => !map.ContainsKey(c.colNo)).ToList();
map.AddRange(implicitCols.Select(c => new KeyValuePair<int, string?>(c.colNo, null)));
} else if (!map.Any(c => inputCols[c.Key].colName == "id") && inputCols.TryGetFirst(c => c.colName == "id", out var idColInfo)) {
// Add 'id' col if missing
map.Insert(0, new(idColInfo.colNo, "id"));
}
var outputCols = new ColumnInfo[map.Count];
for (int i = 0; i < outputCols.Length; i++) {
var inputColInfo = inputCols[map.Keys[i]];
outputCols[i] = new(map.Values[i] ?? inputColInfo.colName, i, inputColInfo.colType);
}
columnMappings = map.WrapSelector(kv => (kv.Value, kv.Key), null).ToArray();
return new BlueTableSchema(outputCols, inputSchema.tableName + "_ColumnMask");
(string? Name, int Index) MapColumn(string columnStr) {
var parts = columnStr.Split(':');
return parts.Length switch {
1 => ((string?)null, inputSchema[parts[0]].colNo),
2 => (parts[1], inputSchema[parts[0]].colNo),
_ => throw new InvalidOperationException("Unable to get output schema due to invalid column expression"),
};
}
}
public static IBlueTableSchema GetOutputSchema(IBlueTableSchema inputSchema, bool includeUnmapped, (string From, string To)[] columnNameMappings, out (string? OutputName, int InputIndex)[] columnMappings) {
var inputCols = inputSchema.columnInfo;
ColumnInfo[]? outputCols;
if (includeUnmapped) {
columnMappings = Array.ConvertAll(inputCols, c => ((string?)c.colName, c.colNo));
outputCols = ArrayUtils.Clone(inputCols);
foreach (var (from, to) in columnNameMappings) {
var idx = inputCols.ResolveIndices(from);
var c = outputCols[idx];
Log.assert(c.colNo == idx);
outputCols[idx] = new(to, c.colNo, c.colType);
columnMappings[idx] = (to, idx);
}
} else {
outputCols = new ColumnInfo[columnNameMappings.Length];
columnMappings = Array.ConvertAll(columnNameMappings, m => ((string?)m.To, inputCols.ResolveIndices(m.From)));
Array.Copy(inputCols, outputCols, inputCols.Length);
for (int i = 0; i < columnNameMappings.Length; i++) {
var (from, to) = columnNameMappings[i];
var idx = inputCols.ResolveIndices(from);
outputCols[idx] = new(to, i, inputCols[columnMappings[i].InputIndex].colType);
}
}
return new BlueTableSchema(outputCols, inputSchema.tableName + "_ColumnMask");
}
public bool containsID(int id) =>
inputRows.containsID(id);
public IEnumerator<IBlueRow> GetEnumerator() {
foreach (var r in inputRows) {
yield return new ColumnMaskRow(r, columnMap, schema);
}
}
public IBlueRow GetRow(int index) =>
new ColumnMaskRow(inputRows.GetRow(index), columnMap, schema);
public int IndexOf(IBlueRow item) {
int id = item.Id();
if (inputRows.containsID(id)) {
var inputRow = inputRows[id];
var outputRow = new ColumnMaskRow(inputRow, columnMap, schema);
if (BlueRowEqualityComparer.Equals(item, outputRow)) {
return inputRows.IndexOf(inputRow);
}
}
return -1;
}
}
@@ -1,61 +0,0 @@
// namespace bts.BlueOrb;
// using BCG;
// using System;
// using System.Linq;
// /// <summary>
// /// Represents a row transformation table (all columns except 'id' can be changed).
// /// </summary>
// public class ColumnSelectorRow : IBlueRow {
// readonly IBlueRow source;
// readonly IBlueTableSchema outputSchema;
// readonly Func<object?, object?>[] columnSelectors;
// public ColumnSelectorRow(IBlueRow source, params (int Index, Type Type, Func<object?, object?> GetValue)[] columnSelectors) {
// this.source = source;
// this.columnSelectors = Array.ConvertAll(columnSelectors, c => (c.Index, c.GetValue));
// outputSchema = getSchema(source.schema, columnSelectors);
// }
// public ColumnSelectorRow(IBlueRow source, IBlueTableSchema outputSchema, params (int Index, Func<object?, object?> GetValue)[] columnSelectors) {
// this.source = source;
// this.outputSchema = outputSchema;
// this.columnSelectors = columnSelectors;
// }
// public object? this[int index] {
// get {
// for (int i = 0; i < columnSelectors.Length; i++) {
// if (columnSelectors[i].Index == index) {
// return columnSelectors[i].GetValue(source[index]);
// }
// }
// return source[index];
// }
// }
// public IBlueTableSchema schema => outputSchema;
// public static Func<object?, object?>[] BuildColumnSelectors(IBlueTableSchema schema, params (int Index, Func<object?, object?> GetValue)[] columnSelectors) {
// var cols = schema.columnInfo;
// var rv = Array.ConvertAll(schema.columnInfo, c => new Func<object?, object?>(_ => _));
// for (int i = 0; i < columnSelectors.Length; i++) {
// var cs = columnSelectors[i];
// rv[cs.Index] = cs.GetValue;
// }
// return rv;
// }
// static IBlueTableSchema getSchema(IBlueTableSchema inputSchema, (int Index, Type Type, Func<object?, object?> GetValue)[] columnSelectors) {
// var inputCols = inputSchema.columnInfo;
// var outputCols = inputCols.ToArray();
// for (int i = 0; i < columnSelectors.Length; i++) {
// var (idx, typ, _) = columnSelectors[i];
// var col = inputCols[idx];
// outputCols[idx] = new(col.colName, col.colNo, typ);
// }
// return new BlueTableSchema(outputCols, "ColumnSelector");
// }
// }
@@ -1,107 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using bts.collections;
using Bts.DataStreamCore;
using System;
using System.Collections.Generic;
using System.Linq;
public class ColumnSelectorRowFactory {
readonly IBlueTableSchema outputSchema;
readonly Func<object?, object?>[] columnSelectors;
public ColumnSelectorRowFactory(IBlueTableSchema outputSchema, Func<object?, object?>[] columnSelectors) {
this.outputSchema = outputSchema;
this.columnSelectors = columnSelectors;
}
public IBlueTableSchema OutputSchema => outputSchema;
public static ColumnSelectorRowFactory Create(IBlueTableSchema inputSchema, params (string Name, Type Type, Func<object?, object?> GetValue)[] columnOverrides) =>
Create(inputSchema, columnOverrides.AsEnumerable());
public static ColumnSelectorRowFactory Create(IBlueTableSchema inputSchema, params (int Index, Type Type, Func<object?, object?> GetValue)[] columnOverrides) =>
Create(inputSchema, columnOverrides.AsEnumerable());
public static ColumnSelectorRowFactory Create(IBlueTableSchema inputSchema, IEnumerable<(string Name, Type Type, Func<object?, object?> GetValue)> columnOverrides) =>
Create(inputSchema, columnOverrides.Select(c => (inputSchema.ResolveIndices(c.Name), c.Type, c.GetValue)));
public static ColumnSelectorRowFactory Create(IBlueTableSchema inputSchema, IEnumerable<(int Index, Type Type, Func<object?, object?> GetValue)> columnOverrides) {
var bd = new Builder(inputSchema);
foreach (var c in columnOverrides) {
bd.AddOrUpdate(c);
}
return bd.ToImmutable();
}
public IBlueRow Create(IBlueRow row) =>
new Row(row, outputSchema, columnSelectors);
public Builder ToBuilder() =>
new(outputSchema);
class Row : IBlueRow {
readonly IBlueRow source;
readonly IBlueTableSchema schema;
readonly Func<object?, object?>[] columnSelectors;
public Row(IBlueRow source, IBlueTableSchema schema, Func<object?, object?>[] columnSelectors) {
this.source = source;
this.schema = schema;
this.columnSelectors = columnSelectors;
}
public object? this[int index] =>
columnSelectors[index](source[index]);
IBlueTableSchema IBlueRow.schema => schema;
}
public class Builder {
readonly IBlueTableSchema inputSchema;
readonly List<(int Index, Type Type, Func<object?, object?> GetValue)> columnOverrides = new();
public Builder(IBlueTableSchema inputSchema) {
this.inputSchema = inputSchema;
}
public IBlueTableSchema ToSchema() =>
ToSchema(inputSchema.tableName + "_ColumnSelector");
public IBlueTableSchema ToSchema(string tableName) {
var inputCols = inputSchema.columnInfo;
var outputCols = inputCols.ToArray();
foreach (var c in columnOverrides) {
var inputCol = inputCols[c.Index];
outputCols[c.Index] = new(inputCol.colName, c.Index, c.Type);
}
return new BlueTableSchema(outputCols, tableName);
}
public ColumnSelectorRowFactory ToImmutable() {
var outputSchema = ToSchema();
var columnSelectors = Array.ConvertAll(outputSchema.columnInfo, c => new Func<object?, object?>(_ => _));
foreach (var cs in columnOverrides) {
columnSelectors[cs.Index] = cs.GetValue;
}
return new(outputSchema, columnSelectors);
}
public void AddOrUpdate((int Index, Type Type, Func<object?, object?> GetValue) item) =>
columnOverrides.Add(item);
public void AddOrUpdate(int index, Type type, Func<object?, object?> getValue) =>
columnOverrides.Add((index, type, getValue));
public void AddOrUpdate<T>(int index, Func<object?, T> getValue) {
columnOverrides.Add((index, typeof(T), GetValueWrapper));
object? GetValueWrapper(object? inputVal) =>
getValue(inputVal);
}
}
}
@@ -1,46 +0,0 @@
using System;
namespace BCG {
[DataStreamUserRespresentation("CountStream")]
public class CountStream : ViewStream {
private DataPacket myLastFiredDataPacket;
private IBlueTableSchema mySchema = new BlueTableSchema("count",
new ColumnInfo("id", 0, typeof(int)),
new ColumnInfo("count", 1, typeof(int)));
private int myId = 0;
private ViewStream myVS;
public CountStream(ViewStream vs) {
myVS = vs;
}
protected override void myOnFirstSubscriber() {
myVS.onChange += myHandleChanges;
}
protected override void myOnLastSubscriber() {
myVS.onChange -= myHandleChanges;
}
private void myHandleChanges(object newValue) {
myFireEvent(
myLastFiredDataPacket =
myLastFiredDataPacket == null ?
new DataPacket(myGetRows(newValue, ++myId), myGetRows(newValue, myId),
new BlueTable(mySchema))
:
new DataPacket(myGetRows(newValue, ++myId), myGetRows(newValue, myId),
myLastFiredDataPacket.newRows)
);
}
private IBlueRowCollection myGetRows(object dp, int id) {
BlueTable retVal = new BlueTable(mySchema);
retVal.addRow
(new BlueRow(mySchema, id, (dp as DataPacket).newRows.Count));
return retVal;
}
}
}
@@ -1,117 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using Bts.DataStreamCore;
using MathNet.Numerics.Statistics;
using System;
using System.Collections.Generic;
using System.Linq;
public class CovarianceTable : IBlueRowCollection {
readonly IBlueTableSchema schema;
readonly Lazy<IBlueRow> row;
public CovarianceTable(IBlueRowCollection rows1, IBlueRowCollection rows2) {
var inputSchema = rows1.schema;
var inputCols = inputSchema.columnInfo;
var outputCols = Array.ConvertAll(rows1.schema.columnInfo, ColumnFactory);
schema = new BlueTableSchema(outputCols, inputSchema.tableName + "_" + rows2.schema.tableName + "_Covariance");
row = new(RowFactory);
static ColumnInfo ColumnFactory(ColumnInfo inputCol) {
var t = inputCol.colType;
if (inputCol.colName != "id") {
if (t == typeof(short) || t == typeof(int) || t == typeof(long)
|| t == typeof(ushort) || t == typeof(uint) || t == typeof(ulong)
|| t == typeof(double) || t == typeof(float)) {
t = typeof(double);
} else if (t == typeof(DateTime)) {
t = typeof(TimeSpan);
}
}
return new(inputCol.colName, inputCol.colNo, t);
}
IBlueRow RowFactory() {
var rowVals = new object[inputCols.Length];
for (int i = 0; i < inputCols.Length; i++) {
var col = inputCols[i];
var colType = col.colType;
if (col.colName == "id") {
rowVals[i] = 1;
} else if (colType == typeof(short)) {
rowVals[i] = GetValue(v => v as short?);
} else if (colType == typeof(int)) {
rowVals[i] = GetValue(v => v as int?);
} else if (colType == typeof(long)) {
rowVals[i] = GetValue(v => v as long?);
} else if (colType == typeof(ushort)) {
rowVals[i] = GetValue(v => v as ushort?);
} else if (colType == typeof(uint)) {
rowVals[i] = GetValue(v => v as uint?);
} else if (colType == typeof(ulong)) {
rowVals[i] = GetValue(v => v as ulong?);
} else if (colType == typeof(double)) {
rowVals[i] = GetValue(v => v as double?);
} else if (colType == typeof(float)) {
rowVals[i] = GetValue(v => v as float?);
} else if (colType == typeof(DateTime)) {
rowVals[i] = TimeSpan.FromSeconds(GetValue(v => (v as DateTime?)?.Ticks / 10_000_000));
}
double GetValue(Func<object?, double?> convert) {
var vals1 = rows1.GetColumn(i)
.Select(convert)
.SelectWhereValues();
var vals2 = rows2.GetColumn(i)
.Select(convert)
.SelectWhereValues();
return vals1.Covariance(vals2);
}
}
return new Row(schema, rowVals);
}
}
public IBlueRow this[int id] =>
id == 1 ? row.Value : throw new KeyNotFoundException();
IBlueTableSchema IBlueRowCollection.schema => schema;
public int Count => 1;
IBlueRow IList<IBlueRow>.this[int index] {
get => GetRow(index);
set => throw new NotSupportedException();
}
public bool containsID(int id) =>
id == 1;
public IEnumerator<IBlueRow> GetEnumerator() {
yield return row.Value;
}
public IBlueRow GetRow(int index) =>
index == 0 ? row.Value : throw new IndexOutOfRangeException();
public int IndexOf(IBlueRow item) =>
BlueRowEqualityComparer.Equals(item, row.Value) ? 0 : -1;
class Row : IBlueRow {
readonly IBlueTableSchema schema;
readonly object?[] values;
public Row(IBlueTableSchema schema, object?[] values) {
this.schema = schema;
this.values = values;
}
public object? this[int index] => values[index];
IBlueTableSchema IBlueRow.schema => schema;
}
}
@@ -1,93 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using bts.collections;
using Bts.DataStream;
using Bts.DataStreamCore;
using Spark.Core.Disposables;
using System;
using System.Diagnostics.CodeAnalysis;
using System.Linq;
public class CummulativeSumStream : ViewStream, IDisposable {
readonly ViewStream inputStream;
readonly CummulativeSumTable.StringBehavior stringBehavior;
IBlueTableSchema? schema;
IDisposable? sub;
SingleRowTable? lastFired;
object?[]? lastFiredValues;
Func<object?, object?, object?>[]? columnOperators;
int idColumnIdx = -1;
public CummulativeSumStream(ViewStream inputStream, CummulativeSumTable.StringBehavior stringBehavior = CummulativeSumTable.StringBehavior.LastValue) {
this.inputStream = inputStream;
this.stringBehavior = stringBehavior;
}
~CummulativeSumStream() =>
Disposable.dispose(ref sub);
public void Dispose() {
GC.SuppressFinalize(this);
Disposable.dispose(ref sub);
}
protected override void myOnFirstSubscriber() {
Disposable.dispose(ref sub);
sub = inputStream.Subscribe(OnInputStreamChanged);
void OnInputStreamChanged(IDataPacket dp) {
ensureInit(dp);
var values = lastFiredValues?.ToArray() ?? new object?[schema.columnInfo.Length];
foreach (var r in dp.addedRows) {
for (int i = 0; i < values.Length; i++) {
values[i] = columnOperators[i](values[i], r[i]);
}
}
var table = new SingleRowTable(new BlueRow(schema, values));
DataPacket dpOut = new(table, table, lastFired as IBlueRowCollection ?? new BlueTable(schema));
lastFired = table;
lastFiredValues = values;
myFireEvent(dpOut);
}
}
protected override void myOnLastSubscriber() =>
Disposable.dispose(ref sub);
[MemberNotNull(nameof(schema), nameof(columnOperators))]
void ensureInit(IDataPacket dp) {
if (schema is not null) {
Log.notnull(columnOperators);
return;
}
schema = dp.Schema;
idColumnIdx = schema.ResolveIndices("id");
var colInfos = schema.columnInfo;
columnOperators = new Func<object?, object?, object?>[schema.columnInfo.Length];
for (int i = 0; i < colInfos.Length; i++) {
if (i == idColumnIdx) {
columnOperators[i] = (x, y) => 1;
continue;
}
columnOperators[i] = schema.columnInfo[i].type_code() switch {
TypeCode.Int32 => (x, y) => (x as int? ?? 0) + (BlueDataUtility.GetInt32(y) ?? 0),
TypeCode.Int64 => (x, y) => (x as long? ?? 0) + (BlueDataUtility.GetInt64(y) ?? 0),
TypeCode.UInt32 => (x, y) => (x as uint? ?? 0) + (BlueDataUtility.GetUInt32(y) ?? 0),
TypeCode.UInt64 => (x, y) => (x as ulong? ?? 0) + (BlueDataUtility.GetUInt64(y) ?? 0),
TypeCode.Single => (x, y) => (x as float? ?? 0) + (BlueDataUtility.GetFloat32(y) ?? 0),
TypeCode.Double => (x, y) => (x as double? ?? 0) + (BlueDataUtility.GetFloat64(y) ?? 0),
TypeCode.String => stringBehavior switch {
CummulativeSumTable.StringBehavior.Concatenate => (x, y) => (x as string ?? string.Empty) + (y as string ?? string.Empty),
_ => (accum, next) => next,
},
TypeCode.DateTime => (x, y) => y,
_ => throw new InvalidOperationException($"Failed to add row values for col '{schema.columnInfo[i]}'"),
};
}
}
}
@@ -1,119 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using bts.collections;
using Bts.DataStreamCore;
using System;
using System.Collections.Generic;
using System.Linq;
public class CummulativeSumTable : IBlueRowCollection {
readonly IBlueRowCollection input;
readonly IList<object?>[] columns;
readonly StringBehavior stringBehavior;
public CummulativeSumTable(IBlueRowCollection input, StringBehavior stringBehavior = StringBehavior.LastValue) {
this.input = input;
var colInfos = input.schema.columnInfo.OrderBy(c => c.colNo).ToArray();
if (colInfos.Length > 0) {
Log.assert(colInfos[0].colNo == 0 && colInfos[^1].colNo == colInfos.Length - 1);
}
columns = colInfos.WrapSelector(c => GetColumn(c.colNo), null).ToArray();
}
/// <summary>
/// By default, we take the last value for strings intstead of adding (concatenating) them.
/// Otherwise it would be too easy to create massive concatenated strings by mistake.
/// </summary>
public enum StringBehavior {
LastValue,
Concatenate
}
public IBlueRow this[int id] =>
id == 1 ? GetRow(0) : throw new KeyNotFoundException();
public IBlueTableSchema schema => input.schema;
public int Count => 1;
public bool containsID(int id) =>
id == 1;
public IList<object?> GetColumn(int colIndex) {
var count = input.Count;
var colInfo = input.schema.columnInfo[colIndex];
if (colInfo.colName == "id") {
return new object?[] { 1 };
}
object? res = null;
var colVals = input.GetColumn(colIndex);
if (colInfo.colType == typeof(TimeSpan)) {
// TimeSpan is a special case because it doesn't have a TypeCode.
res = TimeSpanImpl(colVals);
} else {
var typeCode = colInfo.type_code();
const int MAX_STRING_LENGTH = 1024;
res = typeCode switch {
TypeCode.Int32 => colVals.Cast<int>().Sum(),
TypeCode.Int64 => colVals.Cast<long>().Sum(),
TypeCode.UInt32 => colVals.Cast<uint>().Sum(),
TypeCode.UInt64 => colVals.Cast<ulong>().Aggregate(0UL, (s, v) => s + v),
TypeCode.Single => colVals.Cast<float>().Sum(),
TypeCode.Double => colVals.Cast<double>().Sum(),
TypeCode.DateTime => colVals.Cast<DateTime>().Aggregate(DateTime.MinValue, (s, v) => new DateTime(s.Ticks + v.Ticks)),
TypeCode.String => stringBehavior switch {
StringBehavior.Concatenate => colVals.Cast<string>().Aggregate(string.Empty, (s, v) => {
if (s.Length + v.Length > MAX_STRING_LENGTH) {
throw new InvalidOperationException("Cannot sum strings because the result is too long");
}
return s + v;
}),
_ => count == 0 ? null : colVals[^1] as string,
},
_ => null,
};
}
return new object?[] { res };
static object? TimeSpanImpl(IList<object?> colVals) {
var ticks = colVals.Cast<TimeSpan>().Select(ts => ts.Ticks).Sum();
return TimeSpan.FromTicks(ticks);
}
}
public IEnumerator<IBlueRow> GetEnumerator() {
yield return GetRow(0);
}
public IBlueRow GetRow(int index) =>
new BlueRowColumnWrapper(input.schema, index, columns);
public int IndexOf(IBlueRow item) {
int id = item.Id();
var inputRow = input[id];
int idx = input.IndexOf(inputRow);
if (idx != -1) {
var row = GetRow(idx);
if (BlueRowEqualityComparer.Equals(item, row)) {
return idx;
}
}
return -1;
}
}
public class CummulativeSumTableEvaluator : IFunctionEvaluator {
public object? Evaluate(string functionId, IEnumerable<StreamArgument> args) {
if (args.TryGetFirst(out var a)) {
var table = a.Value as IBlueRowCollection;
if (table is not null) {
return new CummulativeSumTable(table);
}
}
return null;
}
}
@@ -1,38 +0,0 @@
namespace bts.BlueOrb {
using bts;
using BCG;
using System;
[DataStreamUserRespresentation("DateTimeExpanderStream")]
public class DateTimeExpanstionStream : ViewStream {
public DateTimeExpanstionStream(ViewStream parent_stream, string inp_col) {
Func<IBlueTableSchema, IBlueTableSchema> get_schema = (s) => {
IBlueTableSchema rv = s.add_column(System.TypeCode.DateTime, $"{inp_col}_date");
rv = rv.add_column(System.TypeCode.String, $"{inp_col}_day_of_week");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_day_of_month");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_month");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_hour");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_minute");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_seconds_of_day");
return rv;
};
ViewStream rs = new MapStream(parent_stream,
s => get_schema(s),
r => {
DateTime dt = r.get_datetime(inp_col);
IBlueTableSchema s = get_schema(r.schema);
MutableBlueRow rv = new MutableBlueRow(s, r);
rv.setValue($"{inp_col}_date", dt.Date);
rv.setValue($"{inp_col}_day_of_week", dt.DayOfWeek.ToString());
rv.setValue($"{inp_col}_day_of_month", dt.Day);
rv.setValue($"{inp_col}_month", dt.Date.Month);
rv.setValue($"{inp_col}_hour", dt.Hour);
rv.setValue($"{inp_col}_minute", dt.Minute);
rv.setValue($"{inp_col}_seconds_of_day", (dt - dt.Date).TotalSeconds);
return rv;
});
mySetRealSource(rs);
}
}
}
@@ -1,163 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using Bts.DataStream;
using Bts.DataStreamCore;
using Spark.Core.Collections;
using Spark.Core.Disposables;
using System;
using System.Collections.Generic;
using System.Linq.Expressions;
public class DiffStream : ViewStream, IDisposable {
readonly ViewStream source;
readonly int period;
IBlueTableSchema? outputSchema;
IDisposable? sub;
BlueTableImmutable? lastFired;
public DiffStream(ViewStream source, int period) {
this.source = source;
this.period = period;
}
~DiffStream() =>
Dispose();
public void Dispose() =>
Disposable.dispose(ref sub);
protected override void myOnFirstSubscriber() {
Log.isnull(sub);
sub = source.Subscribe(OnSourceChange);
void OnSourceChange(IDataPacket dp) {
if (outputSchema is null) {
var inputSchema = dp.Schema;
var outputCols = new ColumnInfo[inputSchema.columnInfo.Length];
for (int i = 0; i < inputSchema.columnInfo.Length; i++) {
outputCols[i] = GetOutputColumn(inputSchema.columnInfo[i]);
}
outputSchema = new BlueTableSchema($"{inputSchema.tableName}_Diff{period}", outputCols);
}
lastFired ??= new(outputSchema);
var newTable = new DiffTable(dp.newRows, period);
var allRows = new List<object?[]>();
foreach (IBlueRow r in newTable) {
var rvals = new object?[r.schema.columnInfo.Length];
int x = 0;
foreach (var col in r.schema.columnInfo) {
var val = r[col.colNo];
rvals[x++] = val;
}
allRows.Add(rvals);
}
var bd = lastFired.ToDataPacketBuilder();
var removedIndices = new List<int>();
var addedIndices = new List<int>();
var ops = new List<(int Index, bool IsAdd)>();
foreach (var r in dp.deletedRows) {
int id = r.Id();
var rOut = lastFired[id];
var idx = lastFired.IndexOf(rOut);
Log.assert(idx >= 0 && idx < lastFired.Count);
removedIndices.Add(idx);
ops.Add((idx, false));
}
foreach (var r in dp.addedRows) {
var idx = dp.newRows.IndexOf(r);
Log.assert(idx >= 0 && idx < dp.newRows.Count);
addedIndices.Add(idx);
ops.Add((idx, true));
}
ops.Sort(Comparer<(int Index, bool IsAdd)>.Create((a, b) => a.Index.CompareTo(b.Index)));
int rmCount = 0;
var removedRows = new Dictionary<int, IBlueRow>();
for (int i = 0; i < ops.Count; i++) {
var op = ops[i];
if (op.IsAdd) {
continue;
}
rmCount++;
int j = op.Index/* - rmCount*/;
var stop = Math.Min(j + period, lastFired.Count/* - rmCount*/);
// Remove the row that was removed in the incoming DataPacket.
bd.Remove(lastFired.GetRow(j).Id());
for (j++; j < stop; j++) {
// Remove rows that changed as a result. We will add the updated versions
// of these rows in the next pass.
var r = lastFired.GetRow(j);
bd.Remove(r.Id());
}
}
int addCount = ops.Count - rmCount;
for (int i = ops.Count - 1; i >= 0; i--) {
var op = ops[i];
if (op.IsAdd) {
addCount--;
int j = op.Index;
var stop = Math.Min(j + period, newTable.Count);
for (; j < stop; j++) {
var r = newTable.GetRow(j);
bd.AddOrUpdate(r);
}
} else {
rmCount--;
int j = op.Index - rmCount + addCount;
var stop = Math.Min(j + period, newTable.Count);
for (; j < stop; j++) {
// Add rows that changed due to the removed row (the row with which they compute
// the diff has changed).
var r = newTable.GetRow(j);
bd.AddOrUpdate(r);
}
}
}
var dpOut = bd.ToDataPacket(out lastFired, false);
myFireEvent(dpOut);
}
ColumnInfo GetOutputColumn(ColumnInfo inputColumn) {
return inputColumn.type_code() switch {
TypeCode.Boolean => inputColumn.Clone(),
TypeCode.Byte or TypeCode.SByte or TypeCode.Int16 => WithType(TypeCode.Int32),
TypeCode.UInt32 or TypeCode.UInt64 => WithType(TypeCode.Int64),
_ => inputColumn.Clone(),
};
ColumnInfo WithType(TypeCode typeCode) =>
new(inputColumn.colName, inputColumn.colNo, typeCode);
}
}
protected override void myOnLastSubscriber() =>
Disposable.dispose(ref sub);
static class ExpressionBuilder {
public static Func<IBlueRow, IBlueRow, int?> Int32DiffExpression(int colIndex) {
var colIndexParam = Expression.Constant(colIndex, typeof(int));
var rowParam = Expression.Parameter(typeof(IBlueRow), "row");
var getValMethod = typeof(ExpressionBuilder).GetMethod(nameof(getInt32Value))
?? throw new InvalidOperationException("Failed to find int32 value getter via reflection");
var getVal = Expression.Lambda<Func<IBlueRow, int?>>(Expression.Call(null, getValMethod, rowParam, colIndexParam), rowParam).Compile();
return ComputeDiff;
int? ComputeDiff(IBlueRow leftRow, IBlueRow rightRow) {
var leftVal = getVal(leftRow);
var rightVal = getVal(rightRow);
if (leftVal.HasValue && rightVal.HasValue) {
return leftVal.Value - rightVal.Value;
}
return null;
}
}
static int? getInt32Value(IBlueRow row, int colIndex) {
var obj = row[colIndex];
return obj as int?;
}
}
}
@@ -1,101 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using bts.collections;
using Bts.DataStreamCore;
using Spark.Core.Collections;
using System;
using System.Collections.Generic;
using System.Linq;
public class DiffTable : IBlueRowCollection {
readonly IBlueRowCollection input;
readonly int period;
readonly IList<object?>[] columns;
public DiffTable(IBlueRowCollection input, int period) {
this.input = input;
this.period = period;
var colInfos = input.schema.columnInfo.OrderBy(c => c.colNo).ToArray();
if (colInfos.Length > 0) {
Log.assert(colInfos[0].colNo == 0 && colInfos[^1].colNo == colInfos.Length - 1);
}
columns = colInfos.WrapSelector(c => GetColumn(c.colNo), null).ToArray();
}
public IBlueRow this[int id] =>
GetRow(input.IndexOf(input[id]));
public IBlueTableSchema schema => input.schema;
public int Count => input.Count;
public bool containsID(int id) =>
input.containsID(id);
public IList<object?> GetColumn(int colIndex) {
var count = input.Count;
var colInfo = input.schema.columnInfo[colIndex];
if (colInfo.colName == "id") {
return new StepList<int>(0, 1, count).as_mutable().WrapSelector(GetId, null);
}
var typeCode = colInfo.type_code();
return new StepList<int>(0, 1, count).as_mutable().WrapSelector(GetValue, null);
object? GetId(int rowIndex) {
var row = input.GetRow(rowIndex);
return row.Id();
}
object? GetValue(int rowIndex) {
var rightIndex = rowIndex - period;
if (rowIndex < 0 || rowIndex >= count || rightIndex < 0 || rightIndex >= count) {
return null;
}
var leftRow = input.GetRow(rowIndex);
var rightRow = input.GetRow(rightIndex);
return GetDiff(leftRow[colIndex], rightRow[colIndex], typeCode);
}
}
public IEnumerator<IBlueRow> GetEnumerator() {
var count = input.Count;
for (int i = 0; i < count; i++) {
yield return GetRow(i);
}
}
public IBlueRow GetRow(int index) =>
new BlueRowColumnWrapper(input.schema, index, columns);
public int IndexOf(IBlueRow item) {
int id = item.Id();
var inputRow = input[id];
int idx = input.IndexOf(inputRow);
if (idx != -1) {
var row = GetRow(idx);
if (BlueRowEqualityComparer.Equals(item, row)) {
return idx;
}
}
return -1;
}
static object? GetDiff(object? leftVal, object? rightVal, TypeCode colType) {
if (leftVal is null || rightVal is null) {
return null;
}
return colType switch {
TypeCode.Int32 => (int)leftVal - (int)rightVal,
TypeCode.Int64 => (long)leftVal - (long)rightVal,
TypeCode.Double => (double)leftVal - (double)rightVal,
TypeCode.String => ((string)leftVal).Replace((string)rightVal, string.Empty),
TypeCode.DateTime => new DateTime(((DateTime)leftVal).Ticks - ((DateTime)rightVal).Ticks),
_ => null,
};
}
}
@@ -1,506 +0,0 @@
namespace bts.BlueOrb;
using Apache.Arrow;
using Apache.Arrow.Ipc;
using Apache.Arrow.Types;
using BCG;
using bts.collections;
using Bts.DataStreamCore;
using Spark.Core.Disposables;
using Spark.Core.Threading;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Collections.Immutable;
using System.IO;
using System.Linq;
using System.Threading.Tasks;
[DataStreamUserRespresentation("featherReader")]
public class FeatherReaderStream : ViewStream {
readonly string file;
FileStream fileStream;
// Let the table leak in case some dangling references linger around after
// myOnLastSubscriber is called. This should be fine since it disposes itself
// in its finalizer.
FeatherTable? table;
public FeatherReaderStream(string file) =>
this.file = file;
protected override void myOnFirstSubscriber() {
if (!Path.Exists(file)) {
throw new InvalidOperationException("Feather file does not exist");
}
fileStream = File.OpenRead(file);
table = new(new ArrowStreamReader(fileStream));
myFireEvent(new DataPacket(table, table, new BlueTableImmutable(table.schema)));
}
interface IFeatherColumn {
int Count { get; }
object? GetValue(int i);
}
interface IFeatherColumn<T> : IFeatherColumn {
new T? GetValue(int i);
object? IFeatherColumn.GetValue(int i) =>
GetValue(i);
}
class FeatherColumn : IFeatherColumn {
readonly IArrowArray array;
public FeatherColumn(IArrowArray array) {
this.array = array;
}
public int Count => array.Length;
public static IFeatherColumn Create(IArrowArray array) =>
array switch {
Int32Array a => new FeatherInt32Column(a),
Int64Array a => new FeatherInt64Column(a),
DoubleArray a => new FeatherFloat64Column(a),
StringArray a => new FeatherStringColumn(a),
BooleanArray a => new FeatherBooleanColumn(a),
Date64Array a => new FeatherDateTimeColumn(a),
Time64Array a => new FeatherTimeStampColumn(a),
_ => throw new NotSupportedException($"Unsupported type: {array.GetType()}")
};
public object? GetValue(int i) =>
array switch {
Int32Array a => a.GetValue(i),
Int64Array a => a.GetValue(i),
DoubleArray a => a.GetValue(i),
StringArray a => a.GetString(i),
BooleanArray a => a.GetValue(i),
Date64Array a => a.GetValue(i),
Time64Array a => a.GetValue(i),
_ => throw new NotSupportedException($"Unsupported type: {array.GetType()}")
};
}
class FeatherInt32Column : IFeatherColumn<int?> {
readonly Int32Array array;
public FeatherInt32Column(Int32Array array) =>
this.array = array;
public int Count => array.Length;
public int? GetValue(int i) => array.GetValue(i);
}
class FeatherInt64Column : IFeatherColumn<long?> {
readonly Int64Array array;
public FeatherInt64Column(Int64Array array) =>
this.array = array;
public int Count => array.Length;
public long? GetValue(int i) => array.GetValue(i);
}
class FeatherFloat64Column : IFeatherColumn<double?> {
readonly DoubleArray array;
public FeatherFloat64Column(DoubleArray array) =>
this.array = array;
public int Count => array.Length;
public double? GetValue(int i) => array.GetValue(i);
}
class FeatherFloat32Column : IFeatherColumn<float?> {
readonly FloatArray array;
public FeatherFloat32Column(FloatArray array) =>
this.array = array;
public int Count => array.Length;
public float? GetValue(int i) => array.GetValue(i);
}
class FeatherStringColumn : IFeatherColumn<string?> {
readonly StringArray array;
public FeatherStringColumn(StringArray array) =>
this.array = array;
public int Count => array.Length;
public string? GetValue(int i) => array.GetString(i);
}
class FeatherBooleanColumn : IFeatherColumn<bool?> {
readonly BooleanArray array;
public FeatherBooleanColumn(BooleanArray array) =>
this.array = array;
public int Count => array.Length;
public bool? GetValue(int i) => array.GetValue(i);
}
class FeatherDateTimeColumn : IFeatherColumn<DateTime?> {
readonly Date64Array array;
public FeatherDateTimeColumn(Date64Array array) =>
this.array = array;
public int Count => array.Length;
public DateTime? GetValue(int i) {
var nanos = array.GetValue(i);
if (!nanos.HasValue) {
return null;
}
return new(nanos.Value / 100);
}
}
class FeatherTimeStampColumn : IFeatherColumn<DateTime?> {
readonly Time64Array array;
public FeatherTimeStampColumn(Time64Array array) =>
this.array = array;
public int Count => array.Length;
public DateTime? GetValue(int i) {
var nanos = array.GetValue(i);
if (!nanos.HasValue) {
return null;
}
return new(nanos.Value / 100);
}
}
class FeatherBlueRow : IBlueRow {
readonly int id;
readonly int rowIndex;
readonly IFeatherColumn[] data;
public FeatherBlueRow(int id, int rowIndex, IFeatherColumn[] data, IBlueTableSchema schema) {
this.id = id;
this.rowIndex = rowIndex;
this.data = data;
Schema = schema;
}
public object? this[int index] =>
index == 0
? id
: data[index - 1].GetValue(rowIndex);
public IBlueTableSchema Schema { get; }
IBlueTableSchema IBlueRow.schema => Schema;
}
class FeatherColumnDataList : IReadOnlyList<object?> {
// Represents 1 column split into batches (hence it being an array)
readonly IReadOnlyList<IFeatherColumn> columns;
int? count;
public FeatherColumnDataList(IReadOnlyList<IFeatherColumn> columns) {
this.columns = columns;
}
public object? this[int index] {
get {
for (int i = 0; i < columns.Count; i++) {
var col = columns[i];
if (index < col.Count) {
return col.GetValue(index);
}
index -= col.Count;
}
throw new IndexOutOfRangeException();
}
}
public int Count =>
count ??= columns.Sum(c => c.Count);
public IEnumerator<object?> GetEnumerator() {
for (int i = 0; i < columns.Count; i++) {
var col = columns[i];
for (int j = 0; j < col.Count; j++) {
yield return col.GetValue(i);
}
}
}
IEnumerator IEnumerable.GetEnumerator() =>
GetEnumerator();
}
class FeatherTable : IImmutableRowCollection, IDisposable {
ImmutableList<(RecordBatch Records, IFeatherColumn[] Columns)> recordBatches = ImmutableList<(RecordBatch Records, IFeatherColumn[] Columns)>.Empty;
readonly IReadOnlyDictionary<string, Field> fields;
readonly AtomicGate gate = new();
int count;
ArrowStreamReader? reader;
public FeatherTable(ArrowStreamReader reader) {
this.reader = reader;
if (reader.Schema is null) {
var batch = reader.ReadNextRecordBatch();
Log.notnull(batch);
Log.notnull(reader.Schema);
var fcols = new IFeatherColumn[batch.ColumnCount];
for (int i = 0; i < fcols.Length; i++) {
fcols[i] = FeatherColumn.Create(batch.Column(i));
}
recordBatches = recordBatches.Add((batch, fcols));
count = batch.Length;
}
fields = reader.Schema.Fields;
var columns = new ColumnInfo[fields.Count + 1];
columns[0] = new("id", 0, typeof(int));
for (int i = 0; i < fields.Count; i++) {
var f = reader.Schema.GetFieldByIndex(i);
Log.assert(f.Name != "id");
columns[i + 1] = new(f.Name, i + 1, getFieldType(f));
}
schema = new BlueTableSchema("FeatherReader", columns);
}
~FeatherTable() =>
Disposable.DisposeThreadSafe(ref reader);
public IBlueTableSchema schema { get; }
public int Count {
get {
if (reader is not null) {
readBatches().Wait();
Log.isnull(reader);
}
return count;
}
}
public IBlueRow this[int id] => GetRow(id - 1);
public bool containsID(int id) {
while (id > count && reader is not null) {
readBatches(1).Wait();
}
return id <= count;
}
public int IndexOf(IBlueRow item) {
int id = item.Id();
while (id > count && reader is not null) {
readBatches(1).Wait();
}
return id <= count && BlueRowEqualityComparer.Equals(GetRow(id - 1), item)
? id - 1
: -1;
}
public IBlueRow GetRow(int index) {
if (index < 0) {
throw new IndexOutOfRangeException();
}
if (count <= index) {
readRows(index + 1).Wait();
}
int id = index + 1;
foreach (var (records, columns) in recordBatches) {
if (index < records.Length) {
return new FeatherBlueRow(id, index, columns, schema);
}
index -= records.Length;
}
throw new IndexOutOfRangeException();
}
public IList<object?> GetColumn(int index) =>
new FeatherColumnDataList(new MyColList(this, index)).as_mutable();
public IEnumerator<IBlueRow> GetEnumerator() {
int i = 0;
foreach (var (records, columns) in recordBatches) {
yield return new FeatherBlueRow(i + 1, i, columns, schema);
i++;
}
while (reader is not null) {
var task = readBatches(1);
task.Wait();
if (!task.Result) {
break;
}
yield return new FeatherBlueRow(i + 1, i, recordBatches[i].Columns, schema);
i++;
}
}
public void Dispose() =>
Disposable.DisposeThreadSafe(ref reader);
static Type getFieldType(Field f) =>
f.DataType.TypeId switch {
ArrowTypeId.Null => throw new NotImplementedException(),
ArrowTypeId.Boolean => typeof(bool),
ArrowTypeId.UInt8 => typeof(byte),
ArrowTypeId.Int8 => typeof(sbyte),
ArrowTypeId.UInt16 => typeof(ushort),
ArrowTypeId.Int16 => typeof(short),
ArrowTypeId.UInt32 => typeof(uint),
ArrowTypeId.Int32 => typeof(int),
ArrowTypeId.UInt64 => typeof(ulong),
ArrowTypeId.Int64 => typeof(long),
ArrowTypeId.HalfFloat => throw new NotImplementedException(),
ArrowTypeId.Float => typeof(float),
ArrowTypeId.Double => typeof(double),
ArrowTypeId.String => typeof(string),
ArrowTypeId.Binary => throw new NotImplementedException(),
ArrowTypeId.FixedSizedBinary => throw new NotImplementedException(),
ArrowTypeId.Date32 => throw new NotImplementedException(),
ArrowTypeId.Date64 => throw new NotImplementedException(),
ArrowTypeId.Timestamp => throw new NotImplementedException(),
ArrowTypeId.Time32 => throw new NotImplementedException(),
ArrowTypeId.Time64 => throw new NotImplementedException(),
ArrowTypeId.Interval => throw new NotImplementedException(),
ArrowTypeId.Decimal128 => throw new NotImplementedException(),
ArrowTypeId.Decimal256 => throw new NotImplementedException(),
ArrowTypeId.List => throw new NotImplementedException(),
ArrowTypeId.Struct => throw new NotImplementedException(),
ArrowTypeId.Union => throw new NotImplementedException(),
ArrowTypeId.Dictionary => throw new NotImplementedException(),
ArrowTypeId.Map => throw new NotImplementedException(),
_ => throw new ArgumentException("Unsupported field type", nameof(f)),
};
async Task<bool> readRows(int minCount) {
if (reader is null) {
return count >= minCount;
}
int n = 0;
using (gate.BeginTransaction()) {
if (reader is not null) {
int origCount = count;
while ((count + n) < minCount) {
Log.assert(count == origCount);
var batch = await reader.ReadNextRecordBatchAsync();
if (batch is null) {
Disposable.dispose(ref reader);
break;
}
var columns = new IFeatherColumn[batch.ColumnCount];
for (int i = 0; i < columns.Length; i++) {
columns[i] = FeatherColumn.Create(batch.Column(i));
}
recordBatches.Add((batch, columns));
n += batch.Length;
}
count += n;
}
}
return count >= minCount;
}
async Task<bool> readBatches(int? count = null) {
if (reader is null) {
return !count.HasValue || count.Value == 0;
}
if (count.HasValue && count.Value <= recordBatches.Count) {
return true;
}
int n = 0;
using (gate.BeginTransaction()) {
if (reader is not null) {
int origCount = this.count;
var recordBatchesBd = recordBatches.ToBuilder();
while (!count.HasValue || count-- > recordBatchesBd.Count) {
Log.assert(count == origCount);
var batch = await reader.ReadNextRecordBatchAsync();
if (batch is null) {
Disposable.dispose(ref reader);
break;
}
var columns = new IFeatherColumn[batch.ColumnCount];
for (int i = 0; i < columns.Length; i++) {
columns[i] = FeatherColumn.Create(batch.Column(i));
}
recordBatchesBd.Add((batch, columns));
n += batch.Length;
}
recordBatches = recordBatchesBd.ToImmutable();
this.count += n;
}
}
return !count.HasValue || count.Value <= recordBatches.Count;
}
class MyColList : IReadOnlyList<IFeatherColumn> {
readonly FeatherTable owner;
readonly int columnIndex;
public MyColList(FeatherTable owner, int columnIndex) {
this.owner = owner;
this.columnIndex = columnIndex;
}
public IFeatherColumn this[int index] {
get {
if (index < 0) {
throw new IndexOutOfRangeException();
}
if (index >= owner.recordBatches.Count) {
var task = owner.readBatches(index + 1);
task.Wait();
if (!task.Result) {
throw new IndexOutOfRangeException();
}
}
return owner.recordBatches[index].Columns[columnIndex];
}
}
public int Count {
get {
if (owner.reader is not null) {
owner.readBatches().Wait();
}
return owner.recordBatches.Count;
}
}
public IEnumerator<IFeatherColumn> GetEnumerator() {
int i = 0;
foreach (var batch in owner.recordBatches) {
yield return batch.Columns[columnIndex];
i++;
}
while (owner.reader is not null) {
var task = owner.readBatches(1);
task.Wait();
if (!task.Result) {
break;
}
yield return owner.recordBatches[i].Columns[columnIndex];
i++;
}
}
IEnumerator IEnumerable.GetEnumerator() =>
GetEnumerator();
}
}
}
@@ -1,159 +0,0 @@
namespace bts.BlueOrb {
using BCG;
using Bts.DataStreamCore;
using mbts.utils;
using System;
using System.Text.RegularExpressions;
[DataStreamUserRespresentation("FilterStream")]
public class FilterStream : ViewStream {
public class RegExpFilter : IStreamFilter {
private Regex[] myRegExps;
private string[] myCols;
public RegExpFilter(string col, string regExp)
: this(new string[] { col }, new string[] { regExp }) { }
public RegExpFilter(string[] cols, string[] regExps) {
myCols = cols;
myRegExps = new Regex[regExps.Length];
for (int i = 0; i < regExps.Length; i++)
myRegExps[i] = new Regex(regExps[i]);
}
#region IStreamFilter Members
public bool filter(IBlueRow dr) {
bool rv = true;
for (int i = 0; i < myCols.Length; i++) {
rv &= myRegExps[i].IsMatch(dr[myCols[i]] is DBNull ? "" : dr[myCols[i]]?.ToString() ?? string.Empty);
if (!rv)
return rv;
}
return rv;
}
#endregion
}
BlueTableImmutable? myLastFiredRows;
IBlueRowCollection? myLastReceivedRows;
private IStreamFilter myFilter;
private ViewStream myParentStream;
private string myFilterString;
private bool myUseNewFilter = false;// Configuration.get<DataStreamConfig>().UseNewFilter;
#region constructors
public delegate bool OnFilter(IBlueRow r);
private class OnFilterWrapper : IStreamFilter {
public OnFilterWrapper(OnFilter f) { this.f = f; }
public bool filter(IBlueRow dr) { return f(dr); }
private OnFilter f;
}
public FilterStream(ViewStream vs, OnFilter f)
: this(vs, new OnFilterWrapper(f)) { }
public FilterStream(ViewStream vs, IStreamFilter filter) {
myParentStream = vs;
myFilter = filter;
myFilterString = filter.ToString() ?? string.Empty;
if (filter is IDynamicStreamFilter dynFilter) {
dynFilter.onFilterChange += new FilterChangeDelegate(myHandleFilterChange);
}
}
public FilterStream(ViewStream vs, string filterExpression)
: this(vs, new BooleanExpressionFilter(filterExpression)) {
myFilterString = filterExpression;
}
public FilterStream(ViewStream vs, string col, string regExp)
: this(vs, new RegExpFilter(col, regExp)) {
myFilterString = col + " , " + regExp;
}
public FilterStream(ViewStream vs)
: this(vs, new BinaryFilter(true)) {
myFilterString = true.ToString();
}
#endregion
#region overridden methods
protected override void myOnFirstSubscriber() =>
myParentStream.onChange += myHandleCallbacks;
protected override void myOnLastSubscriber() {
myLastFiredRows = null;
myParentStream.onChange -= myHandleCallbacks;
}
protected override void myFireEvent(object o) {
var dp = ExceptionAssert.Argument.Is<IDataPacket>(o);
if (myLastValue == null || dp.addedRows.Count + dp.deletedRows.Count > 0)
base.myFireEvent(o);
}
#endregion
private void myHandleCallbacks(object newValue) {
var arrivedPacket = ExceptionAssert.Argument.Is<IDataPacket>(newValue);
myLastReceivedRows = arrivedPacket.newRows;
var bd = (myLastFiredRows ?? new BlueTableImmutable(arrivedPacket.Schema)).ToDataPacketBuilder();
foreach (IBlueRow r in arrivedPacket.deletedRows) {
// Don't bother evaluating the filter, just try to remove the row. The latter is
// cheaper than the former (it's a noop if this row wasn't in the filtered table).
bd.Remove(r.Id());
}
foreach (IBlueRow r in arrivedPacket.newRows) {
if (myFilter.filter(r)) {
bd.AddOrUpdate(r);
}
}
var dpOut = bd.ToDataPacket(out myLastFiredRows);
myFireEvent(dpOut);
}
public IStreamFilter filter {
set {
{
myFilter = value;
if (numberOfSubscribers > 0) {
if (myLastReceivedRows != null) {
var bd = (myLastFiredRows ?? new BlueTableImmutable(myLastReceivedRows.schema)).ToDataPacketBuilder();
foreach (IBlueRow r in myLastReceivedRows) {
int id = r.Id();
bool includeNow = myFilter.filter(r);
bool includeBefore = myLastFiredRows?.containsID(id) ?? false;
if (includeNow == includeBefore) {
continue;
}
if (includeNow) {
bd.AddOrUpdate(r);
} else {
bd.Remove(id);
}
}
var dpOut = bd.ToDataPacket(out myLastFiredRows);
myFireEvent(dpOut);
}
}
}
}
get {
return myFilter;
}
}
//public string filterString { set { filter = new BooleanExpressionFilter(value); } }
public override string ToString() {
return GetType().ToString() + " " + myFilterString;
}
private void myHandleFilterChange() {
filter = myFilter;
}
}
}
@@ -1,72 +0,0 @@
namespace bts.BlueOrb;
using BCG;
using Bts.DataStreamCore;
using System;
using System.Collections.Generic;
public class FilterTable : IBlueRowCollection {
readonly IBlueRowCollection source;
readonly HashSet<int> excludedIndices = new();
readonly Dictionary<int, (int Index, int NumSkips, bool Included, IBlueRow Row)> rowMap = new();
readonly List<int> filteredIndexToId = new();
public FilterTable(IBlueRowCollection source, Func<IBlueRow, bool> filter) {
this.source = source;
int idx = 0;
int numSkips = 0;
foreach (var r in source) {
int id = r.Id();
bool included = filter(r);
rowMap.Add(id, (idx, numSkips, included, r));
if (!included) {
excludedIndices.Add(idx);
numSkips++;
} else {
filteredIndexToId.Add(id);
}
idx++;
}
}
public IBlueRow this[int id] {
get {
var r = rowMap[id];
return r.Included ? r.Row : throw new KeyNotFoundException();
}
}
public IBlueTableSchema schema => source.schema;
public int Count => filteredIndexToId.Count;
public bool containsID(int id) =>
rowMap.TryGetValue(id, out var r) && r.Included;
public IEnumerator<IBlueRow> GetEnumerator() {
int idx = 0;
foreach (var r in source) {
if (!excludedIndices.Contains(idx)) {
yield return r;
}
idx++;
}
}
public IBlueRow GetRow(int index) {
if (index < 0 || index >= source.Count) {
throw new IndexOutOfRangeException();
}
var id = filteredIndexToId[index];
return rowMap[id].Row;
}
public int IndexOf(IBlueRow item) =>
rowMap.TryGetValue(item.Id(), out var r)
&& r.Included
&& BlueRowEqualityComparer.Equals(r.Row, item)
? r.Index - r.NumSkips
: -1;
}
@@ -1,222 +0,0 @@
namespace Bts.SharedStreams.StreamFactories;
using BCG;
using bts;
using bts.api.core;
using bts.BlueOrb;
using Bts.DataStream;
using Bts.DataStreamCore;
using System;
using System.Collections.Generic;
using System.Collections.Immutable;
using System.Linq;
using System.Reactive.Linq;
using System.Threading;
public class GroupByApplyStream : ViewStream {
readonly ViewStream inputStream;
readonly IFunctionEvaluator groupBy;
readonly IFunctionEvaluator apply;
public GroupByApplyStream(ViewStream inputStream, IFunctionEvaluator groupBy, IFunctionEvaluator apply) {
this.inputStream = inputStream;
this.groupBy = groupBy;
this.apply = apply;
}
public static IObservable<TableUpdate<IBlueRow, int>> CreateGroupByApplyTable(ViewStream inputStream, IFunctionEvaluator groupBy, IFunctionEvaluator apply) =>
CreateApplyTable(CreateGroupByTable(inputStream, groupBy), apply);
public static IObservable<TableUpdate<IBlueRow, int>> CreateApplyTable<TGroupKey>(IObservable<TableUpdate<TableUpdateGrouping<IBlueRow, int, TGroupKey>, TGroupKey>> inputStream, Func<TGroupKey, IBlueRowCollection, IBlueRowCollection?> apply) where TGroupKey : IEquatable<TGroupKey> {
var groupTables = ImmutableDictionary<TGroupKey, GroupTableBuilder>.Empty;
var inputToOutputIds = ImmutableDictionary<int, int>.Empty;
var outputToInputIds = ImmutableDictionary<int, int>.Empty;
int idCounter = 0;
return Observable.Create<TableUpdate<IBlueRow, int>>(Subscribe);
int GetNextId() =>
Interlocked.Increment(ref idCounter);
IDisposable Subscribe(IObserver<TableUpdate<IBlueRow, int>> observer) {
int hashCounter = 0;
var hashIndex = new Dictionary<TGroupKey, int>();
var tableOut = TableUpdate<IBlueRow, int>.mk_empty(r => r.Id());
return inputStream.Subscribe(OnNext, OnError, OnCompleted);
void OnNext(TableUpdate<TableUpdateGrouping<IBlueRow, int, TGroupKey>, TGroupKey> upd) {
var bd = tableOut.to_builder();
foreach (var group in upd.removed) {
var hash = hashIndex[group.group_key];
bd.remove(hash);
}
var groupTablesBd = groupTables.ToBuilder();
foreach (var group in upd.added.Concat(upd.changed)) {
Log.assert(group.table.state.Count > 0);
var hash = hashIndex.GetOrAdd(group.group_key, _ => hashCounter++);
var groupRowCollection = new TableUpdateGroupingRowCollection<TGroupKey>(group, group.table.state.Values.First().schema);
var applyArgs = new (string?, int?, object?)[] { ("rows", 0, groupRowCollection) };
var resRows = apply(group.group_key, groupRowCollection);
if (resRows is null) {
bd.remove(hash);
continue;
}
UpdateGroupTable(group.group_key, resRows);
}
groupTables = groupTablesBd.ToImmutable();
tableOut = bd.to_table();
observer.OnNext(tableOut);
void UpdateGroupTable(TGroupKey groupKey, IBlueRowCollection groupRows) {
var indexedRows = groupTablesBd.GetOrAdd(groupKey, _ => new(GetNextId)).Reset(groupRows);
foreach (var r in indexedRows) {
bd.add_or_update(r);
}
}
}
}
void OnError(Exception ex) {
Log.DataFlow.error($$"""[stream_err.json]{ "typ": "{{nameof(GroupByApplyStream)}}", "inpTyp": {{inputStream.GetType()}}, "err": "{{ex}}" }""");
}
void OnCompleted() {
Log.DataFlow.warn($$"""[stream_fin.json]{ "typ": "{{nameof(GroupByApplyStream)}}", "inpTyp": "{{inputStream.GetType()}}" }""");
}
}
public static IObservable<TableUpdate<IBlueRow, int>> CreateApplyTable<TGroupKey>(IObservable<TableUpdate<TableUpdateGrouping<IBlueRow, int, TGroupKey>, TGroupKey>> inputStream, IFunctionEvaluator apply) where TGroupKey : IEquatable<TGroupKey> {
var groupTables = ImmutableDictionary<TGroupKey, GroupTableBuilder>.Empty;
var inputToOutputIds = ImmutableDictionary<int, int>.Empty;
var outputToInputIds = ImmutableDictionary<int, int>.Empty;
int idCounter = 0;
return Observable.Create<TableUpdate<IBlueRow, int>>(Subscribe);
int GetNextId() =>
Interlocked.Increment(ref idCounter);
IDisposable Subscribe(IObserver<TableUpdate<IBlueRow, int>> observer) {
int hashCounter = 0;
var hashIndex = new Dictionary<TGroupKey, int>();
var tableOut = TableUpdate<IBlueRow, int>.mk_empty(r => r.Id());
return inputStream.Subscribe(OnNext, OnError, OnCompleted);
void OnNext(TableUpdate<TableUpdateGrouping<IBlueRow, int, TGroupKey>, TGroupKey> upd) {
var bd = tableOut.to_builder();
foreach (var group in upd.removed) {
var hash = hashIndex[group.group_key];
bd.remove(hash);
}
var groupTablesBd = groupTables.ToBuilder();
foreach (var group in upd.added.Concat(upd.changed)) {
Log.assert(group.table.state.Count > 0);
var hash = hashIndex.GetOrAdd(group.group_key, _ => hashCounter++);
var groupRowCollection = new TableUpdateGroupingRowCollection<TGroupKey>(group, group.table.state.Values.First().schema);
var applyArgs = new StreamArgument[] { ("rows", 0, groupRowCollection) };
var res = apply.Evaluate(string.Empty, applyArgs);
if (res is IBlueRow resSingleRow) {
UpdateGroupTable(group.group_key, new SingleRowTable(resSingleRow));
} else if (res is IBlueRowCollection resRows) {
UpdateGroupTable(group.group_key, resRows);
} else {
throw new InvalidOperationException("Invalid result returned by 'Apply' fn");
}
}
groupTables = groupTablesBd.ToImmutable();
tableOut = bd.to_table();
observer.OnNext(tableOut);
void UpdateGroupTable(TGroupKey groupKey, IBlueRowCollection groupRows) {
var indexedRows = groupTablesBd.GetOrAdd(groupKey, _ => new(GetNextId)).Reset(groupRows);
foreach (var r in indexedRows) {
bd.add_or_update(r);
}
}
}
}
void OnError(Exception ex) {
Log.DataFlow.error($$"""[stream_err.json]{ "typ": "{{nameof(GroupByApplyStream)}}", "inpTyp": {{inputStream.GetType()}}, "err": "{{ex}}" }""");
}
void OnCompleted() {
Log.DataFlow.warn($$"""[stream_fin.json]{ "typ": "{{nameof(GroupByApplyStream)}}", "inpTyp": "{{inputStream.GetType()}}" }""");
}
}
public static IObservable<TableUpdate<TableUpdateGrouping<IBlueRow, int, EquatableKeyWrapper>, EquatableKeyWrapper>> CreateGroupByTable(ViewStream inputStream, IFunctionEvaluator groupBy) {
return Observable.Create<TableUpdate<TableUpdateGrouping<IBlueRow, int, EquatableKeyWrapper>, EquatableKeyWrapper>>(Subscribe);
IDisposable Subscribe(IObserver<TableUpdate<TableUpdateGrouping<IBlueRow, int, EquatableKeyWrapper>, EquatableKeyWrapper>> observer) {
TableUpdate<TableUpdateGrouping<IBlueRow, int, EquatableKeyWrapper>, EquatableKeyWrapper> tableOut = TableUpdate<TableUpdateGrouping<IBlueRow, int, EquatableKeyWrapper>, EquatableKeyWrapper>.mk_empty(r => r.group_key);
return inputStream.AsObservable().AsTables().GroupTable(r => r.Id(), GroupKey).Subscribe(observer);
EquatableKeyWrapper GroupKey(IBlueRow r) {
var groupByArgs = new StreamArgument[] { ("row", 0, r) };
var groupKey = new EquatableKeyWrapper(groupBy.Evaluate(string.Empty, groupByArgs) ?? DBNull.Value);
return groupKey;
}
}
}
public static IObservable<TableUpdate<TableUpdateGrouping<IBlueRow, int, EquatableKeyArrayWrapper>, EquatableKeyArrayWrapper>> CreateGroupByTable(ViewStream inputStream, string[] columns, bool useColumnIndices = true) {
Func<IBlueRow, EquatableKeyArrayWrapper> groupBy;
if (!useColumnIndices) {
groupBy = GroupKeyByName;
EquatableKeyArrayWrapper GroupKeyByName(IBlueRow r) =>
new(Array.ConvertAll(columns, c => r[c]));
} else {
int[]? columnIndices = null;
groupBy = GroupKeyByIndex;
EquatableKeyArrayWrapper GroupKeyByIndex(IBlueRow r) {
columnIndices ??= r.schema.ResolveIndices(columns);
return new(Array.ConvertAll(columnIndices, c => r[c]));
}
}
return CreateGroupByTable(inputStream, groupBy);
}
public static IObservable<TableUpdate<TableUpdateGrouping<IBlueRow, int, TKey>, TKey>> CreateGroupByTable<TKey>(ViewStream inputStream, Func<IBlueRow, TKey> groupBy) where TKey : IEquatable<TKey> {
return Observable.Create<TableUpdate<TableUpdateGrouping<IBlueRow, int, TKey>, TKey>>(Subscribe);
IDisposable Subscribe(IObserver<TableUpdate<TableUpdateGrouping<IBlueRow, int, TKey>, TKey>> observer) =>
inputStream.AsObservable().AsTables().GroupTable(r => r.Id(), groupBy).Subscribe(observer);
}
class GroupTableBuilder {
readonly Func<int> getUniqueId;
ImmutableDictionary<int, int> inputToOutputIds = ImmutableDictionary<int, int>.Empty;
ImmutableDictionary<int, int> outputToInputIds = ImmutableDictionary<int, int>.Empty;
IndexTable? current;
public GroupTableBuilder(Func<int> getUniqueId) =>
this.getUniqueId = getUniqueId;
public IndexTable? Current => current;
public IndexTable Reset(IBlueRowCollection rows) {
var inputToOutputIdsBd = inputToOutputIds.ToBuilder();
var outputToInputIdsBd = outputToInputIds.ToBuilder();
foreach (var r in rows) {
int inputId = r.Id();
if (!inputToOutputIdsBd.TryGetValue(inputId, out var outputId)) {
outputId = getUniqueId();
inputToOutputIdsBd.Add(inputId, outputId);
outputToInputIdsBd.Add(outputId, inputId);
}
Log.assert(outputToInputIdsBd.TryGetValue(outputId, out var oinputId) && oinputId == inputId);
Log.assert(inputToOutputIdsBd.TryGetValue(inputId, out var ioutputId) && ioutputId == outputId);
}
inputToOutputIds = inputToOutputIdsBd.ToImmutable();
outputToInputIds = outputToInputIdsBd.ToImmutable();
current = new(rows, outputToInputIds, inputToOutputIds);
return current;
}
}
}
@@ -1,127 +0,0 @@
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using System.Text.Json;
using bts;
//using bts.SilverPine;
using BCG;
using mbts.utils;
namespace bts.BlueOrb {
[DataStreamUserRespresentation("GroupByStream")]
public class GroupByStream : ViewStream {
public interface INonIncGroupByEvaluator {
// grouped_rows
IBlueRowCollection? evaluate(IDictionary<int, List<IBlueRow>> grouped_rows);
string[]? get_group_by_cols();
}
private class DelNonIncGroupByEvaluator : INonIncGroupByEvaluator {
Func<string[]?> _groupby_cols_func;
Func<List<IBlueRow>, List<IBlueRow>> _evaluate_func;
public DelNonIncGroupByEvaluator(Func<string[]?> groupby_cols_func, Func<List<IBlueRow>, List<IBlueRow>> evaluate_func) {
_groupby_cols_func = groupby_cols_func;
_evaluate_func = evaluate_func;
}
public IBlueRowCollection? evaluate(IDictionary<int, List<IBlueRow>> grouped_rows) {
BlueTable? rv = null;
foreach (var kv in grouped_rows) {
List<IBlueRow> g_rows = kv.Value;
List<IBlueRow> out_rows = _evaluate_func.Invoke(g_rows);
if (out_rows is null || out_rows.Count == 0) {
continue;
}
rv ??= new BlueTable(out_rows.ElementAt(0).schema);
rv.addRows(out_rows);
}
return rv;
}
public string[]? get_group_by_cols() {
return _groupby_cols_func();
}
}
readonly ViewStream? _main_stream;
readonly INonIncGroupByEvaluator? _groupby_func;
readonly string[]? _groupby_cols;
readonly Stopwatch _timer = new();
BlueRowHasher? _row_hasher;
int _n_total_fires = 0;
int _n_expensive_fires = 0;
public GroupByStream(ViewStream main_stream, INonIncGroupByEvaluator groupby_func) {
_main_stream = main_stream;
_groupby_func = groupby_func;
_groupby_cols = _groupby_func.get_group_by_cols();
_row_hasher = new BlueRowHasher(_groupby_cols == null ? 0 : _groupby_cols.Length);
}
public GroupByStream(ViewStream main_stream, Func<string[]?> groupby_cols_func, Func<List<IBlueRow>, List<IBlueRow>> evaluate_func)
: this(main_stream, new DelNonIncGroupByEvaluator(groupby_cols_func, evaluate_func)) { }
public GroupByStream(ViewStream parent_str, string groupby_cols, string standard_group_by_text)
: this(parent_str, groupby_cols, standard_group_by_text, String.Empty) { }
// this is the main constructor that does everything
public GroupByStream(ViewStream parent_str, string groupby_cols, string standard_group_by_ops, string optional_sort_col) {
MultiRowOpHelper std_group_by = MultiRowOpHelper.parse_ops(standard_group_by_ops);
Func<string[]?> groupby_cols_func = () => {
if (String.IsNullOrEmpty(groupby_cols))
return null;
return groupby_cols.Split(',').Select(x => x.Trim()).ToArray();
};
Func<List<IBlueRow>, List<IBlueRow>> evaluate_func = (group_rows) => {
if (!String.IsNullOrEmpty(optional_sort_col))
group_rows.Sort((r1, r2) => BlueDataUtility.compare_rows(r2, r1, optional_sort_col));
// this si where the group by aggregation happens
IBlueRow rv = MultiRowOpHelper.group_by_compute(group_rows, std_group_by);
if (rv == null)
return new List<IBlueRow>();
return new IBlueRow[] { rv }.ToList();
};
ViewStream rs = new GroupByStream(parent_str, groupby_cols_func, evaluate_func);
mySetRealSource(rs);
}
public GroupByStream(ViewStream parent_str, string standard_group_by_text) :
this(parent_str, String.Empty, standard_group_by_text) {
}
protected override void myOnFirstSubscriber() { Log.notnull(_main_stream).onChange += _main_stream_onchange; }
protected override void myOnLastSubscriber() { Log.notnull(_main_stream).onChange -= _main_stream_onchange; }
private void _main_stream_onchange(object nv) {
var dp = ExceptionAssert.Argument.Is<IDataPacket>(nv);
///grouping together
_timer.Restart();
IDictionary<int, List<IBlueRow>> grouped_rows = (_groupby_cols == null || _groupby_cols.Length == 0) ?
new Dictionary<int, List<IBlueRow>>() { { 0, dp.newRows.to_list() } } :
BlueDataUtility.group_together(dp.newRows, _groupby_cols, ref _row_hasher);
_timer.Stop();
var groupElapsedMs = _timer.ElapsedMilliseconds;
if (groupElapsedMs >= 50) {
Log.DataFlow.info($"Time to group {dp.newRows.Count} rows into {grouped_rows.Count} groups: {_timer.ElapsedMilliseconds}ms");
}
// Log.log(bts.Log.Level.Info, bts.log.Subsystem.gen, String.Format("Time to group {0} rows into {1} groups = {2}", dp.newRows.Count, grouped_rows.Count, _timer.lastIntervalTime));
/// reducing
_timer.Restart();
var total_state = Log.notnull(_groupby_func).evaluate(grouped_rows);
if (total_state == null)
// mayeb returna n empty table ?
return;
_timer.Stop();
var applyElapsedMs = _timer.ElapsedMilliseconds;
_n_total_fires++;
if (applyElapsedMs >= 50) {
_n_expensive_fires++;
Log.DataFlow.info(
$"Time to evaluate {grouped_rows.Count} groups {_timer.ElapsedMilliseconds}ms, ratio {_n_expensive_fires}/{_n_total_fires}");
}
myFireEvent(new DataPacket(total_state, total_state, myLastValue == null ? new BlueTable(total_state.schema) : (myLastValue as DataPacket).newRows));
}
}
}
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