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Author SHA1 Message Date
John Colvin f3f4397ebb build: Clean up client CMake 2024-09-03 12:39:02 -04:00
John Colvin 6c6d91506f webapp check pt? 2024-09-01 20:07:31 +00:00
John Colvin 6cde245fa4 cleanup: Remove empty header FTXSecurity.h 2024-09-01 20:07:31 +00:00
John Colvin f1ecf5c136 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
2024-09-01 20:07:31 +00:00
John Colvin 4ec034c3ac refactor: Move RFQ to lib_domain 2024-09-01 20:07:31 +00:00
John Colvin d93d5d4f76 refactor: Move AggressorSide proto to lib_domain
Get rid of non-proto AggressorSide enum while we're at it (consolidate to 1 type)
2024-09-01 20:07:31 +00:00
John Colvin 34b69404ef cleanup: Remove more unused code 2024-09-01 20:07:31 +00:00
John Colvin 88ebbceec5 refactor: Move a few Order types to lib_domain 2024-09-01 20:07:31 +00:00
John Colvin abde05a5b6 refactor: Move TimeInForce to lib_domain 2024-09-01 20:07:31 +00:00
John Colvin 96660bcd44 cleanup: Remove unused code 2024-09-01 20:07:31 +00:00
John Colvin a69b022e50 refactor: Move TradeRecord into lib_domain 2024-09-01 20:07:31 +00:00
John Colvin d658e31849 refactor: Move TradingStatus enum to lib_domain 2024-09-01 20:07:31 +00:00
John Colvin 58f8187cab build: Update webpack-cli in admin webapp 2024-09-01 20:06:01 +00:00
John Colvin 2198be05f8 build: Configure admin webapp build entirely in CMakeLists
Get rid of build_admin_web_app.py
2024-09-01 20:06:01 +00:00
John Colvin 55c64c744a refactor: Rename core_md -> domain 2024-09-01 20:06:01 +00:00
John Colvin 30166c4acc refactor: Move core_md protos into protobufs dir
Also rename files in snake_case (standard naming convention for protos)
https://protobuf.dev/programming-guides/style/
2024-08-27 15:46:09 +00:00
John Colvin fbc6622eb4 refactor: Move domain types into new lib core_md 2024-08-27 15:45:52 +00:00
John Colvin 299654e9d6 refactor: Move collections into lib_system 2024-08-27 15:40:05 +00:00
John Colvin 8ef2d42d3d refactor: Move a handful of types/utils to lib_system 2024-08-27 15:40:05 +00:00
John Colvin 37fc4974a1 build: Add preset to build with 6 jobs (-j 6)
Otherwise the devcontainer may hog too much cpu and cause the container to freeze
2024-08-27 15:40:05 +00:00
John Colvin e7bc230c21 cleanup: Remove unused includes
Mostly collection macro headers
2024-08-27 15:40:05 +00:00
John Colvin 55ba3be74d cleanup (build): Move protobuf service generation cmake into lib_spark
Because lib_spark owns all the services
2024-08-27 15:40:05 +00:00
John Colvin b06c11d289 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).
2024-08-27 15:40:05 +00:00
John Colvin 18794bf3c8 refactor: Move ValueWrapper into lib_system
So other projects can use it
2024-08-27 15:40:05 +00:00
John Colvin 7c70828452 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
2024-08-27 15:40:05 +00:00
John Colvin bb4805763b 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).
2024-08-27 15:39:57 +00:00
John Colvin 753006be10 fix build: Remove leftover cmake setup
From before recent build refactoring.
2024-08-27 15:35:58 +00:00
John Colvin 50e567edda fix build: Remove old install target
Leftover from before recent build refactoring.
2024-08-27 15:35:58 +00:00
John Colvin 49da74d60c fix: Include GNUInstallDirs in InstallBasicConfig
We reference variables defined therein (otherwise the burden of
inclusion falls to the caller).
2024-08-27 15:35:58 +00:00
John Colvin c66ac5b742 cleanup: Remove superfluous code 2024-08-27 15:35:58 +00:00
John Colvin ecff63b090 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.
2024-08-27 15:35:58 +00:00
John Colvin 8356d3e394 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.
2024-08-27 15:35:58 +00:00
John Colvin 48ae662fca cleanup: Remove redundant macro def 2024-08-27 15:35:58 +00:00
John Colvin 998d0e7133 Skip md recording thread loop if no recorders configured to run 2024-08-27 15:35:58 +00:00
John Colvin 45489850b7 refactor: Rename lib_py_market_data -> lib_python_md 2024-08-27 15:35:56 +00:00
John Colvin 5bb0c3654f Handle signal interrupts explicitly in sparkd
Otherwise the python interpretter, which is instantiated when we load
python md plugins, prevents the application from exiting.
2024-08-27 15:35:04 +00:00
John Colvin fa02d00bcc check pt: Python cpp md interop
refactor: Rename py-market-data -> py_market_data

Because '-' is an illegal character in py module names

build: Clean up py_market_data cmake proj

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

build: Add py_market_data_providers cmake proj

For md providers implemented in python. They're loaded as plugins in sparkd

Clean up MarketDataGateway python md plugins

cleanup: Merge provider py scripts into lib_py_market_data proj

doc: Add README and doxy docs for py md providers

cleanup: Remove old py_market_data_providers project

It has been merged into the py_market_data project.

Clean up py_market_data install, config.cmake

feat: Get python md plugins ready for prime time

* Add cmd to run python md provider c++ interop sanity check
2024-08-23 16:37:08 +00:00
John Colvin 079015674d Add lib_system proj for common utils
refactor: Move Delegate.h to lib_system

Rename delegate.h (lower case)

refactor: Move bts_array_size.h to lib_system

fix add lib system

fix system

fix move bts_array_size

fix move delegate
2024-08-23 16:36:16 +00:00
John Colvin 4409a71fb0 vscode: Fix sparkd path in launch.json 2024-08-23 16:36:16 +00:00
John Colvin 06a2c814d0 build: Clean up libspark CMakeLists 2024-08-23 16:36:16 +00:00
John Colvin ba90abf5ae cleanup: Trivial whitespace cleanup in sparkd CMakeLists 2024-08-23 16:36:16 +00:00
John Colvin e41979740a build: Add cmake fns to symlink and install local libs
The code needed to do this (inline) is ugly and verbose
2024-08-23 16:36:16 +00:00
John Colvin 6106bc21ca cleanup: Use conventional UPPER_CASE var names in sparkd CMakeLists 2024-08-23 16:29:04 +00:00
John Colvin 6b028a2a42 cleanup: Trivial whitespace cleanup in Protobuf.cmake 2024-08-23 16:29:04 +00:00
John Colvin 7da3da74a9 build: Remove explicit targets from sparkd build preset
So it builds the default targets (all). They were only listed explicitly
in the first place so we could build specific targets in vs code using
the dropdown
2024-08-23 16:29:04 +00:00
John Colvin 9d56826797 build: Set up necessary paths, symlinks for sparkd in sparkd cmake proj
Rather than performing this step in the root CMakeLists, as we previously did
in the "server_layout" target. This effectively replaces the "server_layout" target.
2024-08-23 16:29:04 +00:00
John Colvin 92159c01ba build: Clean up data_files cmake proj (support --target clean) 2024-08-23 16:22:42 +00:00
John Colvin 8d260a979c fix build: Generate proto hdrs in "include" dir (child of proj's bin dir)
Reorganizing the sparkd proj with stuttering dirs broke the build because
the generated protos were being dumped into a dir with the same name
as the "sparkd" executable.
2024-08-23 16:22:42 +00:00
John Colvin 89305eb7cf fix build: Update sparkd & risk webapp after moving libspark 2024-08-23 16:22:42 +00:00
John Colvin bb1e113893 refactor: Parse input args in Protobuf_Generate_cpp
So we can be more precise when generating protobufs. For example, now we
can specify different include dirs when generating code for different
group of proto messages - an obvious improvement over the previous
system, which relied on a hardcoded superset of include dirs that would
support every proto message in our code base.
2024-08-23 16:22:42 +00:00
John Colvin 28f27deb2e refactor: Orgnaize libspark proj w/ stuttering include 2024-08-23 16:22:41 +00:00
John Colvin 9a1cc9664c build: Add install targets for libspark 2024-08-23 14:40:50 +00:00
John Colvin 2e7189463a vscode: Add debug cfg to skip sparkd build 2024-08-13 17:39:33 +00:00
John Colvin 8cde5bcd41 fix build: Add ShmSegmentName.cpp to windows client sources 2024-08-13 17:39:33 +00:00
John Colvin 43d0022878 Make a few timestamp fns const
They should have been const in the first place
2024-08-13 17:39:32 +00:00
John Colvin 65133e8a5e Add config profiles to libspark (check pt)
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
2024-08-13 17:39:32 +00:00
John Colvin 781bc52ea1 Add api server to docker compose 2024-08-13 17:39:32 +00:00
John Colvin 8de20e51d7 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
2024-08-13 17:39:32 +00:00
John Colvin 8e57209e52 cleanup: Remove unnecessary env vars from webapp docker compose 2024-08-13 17:39:32 +00:00
John Colvin c5eba43ace Change api server ports so they don't conflict w/ ds webapp 2024-08-13 17:39:32 +00:00
John Colvin 86810bb445 vscode: Fix sparkd debug config 2024-08-13 17:39:32 +00:00
John Colvin ae2c116840 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.
2024-08-13 17:39:32 +00:00
John Colvin 65aeac3c73 Don't log "initializing spark config" if it has already been initialized 2024-07-31 08:32:04 -04:00
John Colvin 8001c47abc vscode: Add debug cfg for spark api server 2024-07-31 00:08:12 -04:00
John Colvin e775bc19b8 Use dependency injection in spark api server 2024-07-31 00:02:11 -04:00
John Colvin a89c4a5e1e Add SparkLoggerAdapter for Msft ILogger 2024-07-31 00:00:29 -04:00
John Colvin d07eff613f Display exception stack trace w/ 1 call per line in ds webapp 2024-07-30 18:26:58 +00:00
John Colvin fc86a505ee Remove unused ErrorView from ds webapp 2024-07-30 18:25:16 +00:00
John Colvin 06eaec5165 Propagate ViewStream errors to webapp frontend 2024-07-30 18:24:24 +00:00
John Colvin 8e181a4060 Add ErrorChanged event to propagate DataStream exceptions 2024-07-30 17:22:01 +00:00
John Colvin 7c6cbbe83c 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.
2024-07-30 14:19:51 +00:00
John Colvin 8e7552b144 Improve alignment/spacing in ds webapp 2024-07-30 14:16:34 +00:00
John Colvin 52c1d17ae6 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
2024-07-30 13:59:23 +00:00
John Colvin 62a60267f4 Remove "BTS Cloud Streams" title from webapp
Space is precious when viewing on phone (tbh, it didn't look that good
anyways).
2024-07-30 05:30:26 +00:00
John Colvin f80c876df8 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
2024-07-29 15:54:26 +00:00
John Colvin f59751b6e1 Replace ErrorView component w/ robust QueryStatusView 2024-07-29 15:48:01 +00:00
John Colvin 10e8298560 Fix typos in query button theme 2024-07-29 15:38:37 +00:00
John Colvin 6261760e48 fix: Don't assert on exception in BooleanExpression.evaluate
Bugs (fixed):
  * DataStream WebApp Server sometimes crashes when the user enters a
    bad query.
2024-07-29 04:18:19 +00:00
John Colvin 57d17bea3b Change VITE_DATASTREAM_WEBSOCKET_URL to localhost 2024-07-29 04:11:35 +00:00
John Colvin 0b4675c26d Assert that local ip address is successfully obtained 2024-07-29 04:11:35 +00:00
John Colvin 5b2a40ad7f 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).
2024-07-29 04:10:05 +00:00
John Colvin 6c453ea8aa Assert TcpConnection endpoint matches expected 2024-07-29 03:48:34 +00:00
John Colvin 5823bf1690 Fix typo in log msg (was missing interpolation '$') 2024-07-29 03:48:34 +00:00
John Colvin dbf941ff0e 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.
2024-07-29 03:48:34 +00:00
John Colvin be7148dcec fix: Format PubSubRoute as json in log msgs
It was previously using the default ToString, which simply returns the type name
2024-07-29 03:48:34 +00:00
John Colvin 4baa54631e build: Upgrade packages (deps) in DataStreamTests 2024-07-29 03:48:34 +00:00
John Colvin bd0d9ef88d cleanup: Remove unused ViewStreamDatabase config 2024-07-29 03:48:34 +00:00
John Colvin efe6b73935 vscode: Add PubSubServer debug cfg to skip build 2024-07-29 03:48:34 +00:00
John Colvin 5064bbb926 Configure apps as a distributed system via Docker compose 2024-07-29 03:48:34 +00:00
John Colvin 25b92951d8 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.
2024-07-29 03:24:47 +00:00
John Colvin 8389208ff0 refactor: Run RemoteQueryManager as an IHostedService
This paradigm more accurately represents the RemoteQueryManager as a
Service that can be started/stopped.
2024-07-29 03:24:47 +00:00
John Colvin 0dfd3926ad Remove inappropriate "Unable to dispose subscription" log msg 2024-07-29 03:24:47 +00:00
John Colvin 638d46469f 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.
2024-07-29 03:13:04 +00:00
John Colvin e6478327d6 Move misplaced log abt initializing query text to appropriate place 2024-07-28 18:10:56 +00:00
John Colvin ace5a1459e Assert ViewStreamDatabase.instance is only created once
The instance must be initialized via ViewStreamDatabase.SetGlobalInstance
2024-07-28 18:10:56 +00:00
John Colvin 6eccd02a28 cleanup: Remove unused code from ViewStreamDatabase 2024-07-28 18:10:56 +00:00
John Colvin 494e74e843 Include subscription id in ds websocket updates 2024-07-28 18:10:55 +00:00
John Colvin a1eac96356 fix: Define BoooleanConstant before StringConstant
Otherwise the former masks the latter and prevents it from matching
2024-07-28 18:10:55 +00:00
John Colvin e13b0445da Log event data in websocket open, close, error callbacks 2024-07-28 18:10:55 +00:00
John Colvin 368f006c04 refactor: Bring back Material DataGrid
Fix the column resize bugs that made it previously unusable
2024-07-28 18:10:55 +00:00
John Colvin 08b9a828c5 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
2024-07-28 18:10:55 +00:00
John Colvin c878fb6e1f cleanup: Get rid of magic const (subscriptionId) in webapp App.jsx 2024-07-28 18:10:55 +00:00
John Colvin 85807846fb build: Copy configuration profiles to publish dir 2024-07-28 18:10:55 +00:00
John Colvin 6c06a3f122 cleanup: Remove unnecessary deps from csprojs 2024-07-28 18:10:55 +00:00
John Colvin c0f1216fb0 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.
2024-07-28 18:10:55 +00:00
John Colvin e089f9228e dev: Install docker in devcontainer
So we can start various services like sparkd, pubsub, ds publishers, ds
webapp, etc. from inside the devcontainer.
2024-07-28 18:10:55 +00:00
John Colvin 49cafe4936 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).
2024-07-28 18:10:55 +00:00
John Colvin d56a35318c 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).
2024-07-28 18:10:55 +00:00
John Colvin 00e71ea9bd 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>
2024-07-28 18:10:55 +00:00
John Colvin 36f660c83d 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.
2024-07-28 18:10:55 +00:00
John Colvin 4ae95cc2c0 build: Copy configuration profiles to build dir
So they are readily available to publish/deploy scripts.
2024-07-28 18:10:55 +00:00
John Colvin 20e343799d 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.
2024-07-28 18:10:55 +00:00
John Colvin 893ae3bc2e fix: Catch exception when creating TcpClient 2024-07-28 18:10:53 +00:00
John Colvin 7861532f76 fix: Catch WebSocketException in DataStreamSubscription 2024-07-20 23:19:18 +00:00
John Colvin e01f40263c fix: Add null check to NonIncGroupByStream 2024-07-20 16:52:48 +00:00
John Colvin 85a484cb98 fix: Add null check to TableAccumulator2 2024-07-20 05:16:37 +00:00
John Colvin a8989d0469 fix: Add self-signed certificate to Dockerfile for ds webapp 2024-07-20 04:18:02 +00:00
John Colvin d39bd6e88a fix: Make SystemSubscriptionMapPublisher threadsafe
The PubSubState.onTagMapChanged event may not be invoked on
the same thread as doWork.
2024-07-20 04:13:30 +00:00
John Colvin 7ce9a5a06e fix: Add null check in TimeBasedFilter.cs 2024-07-20 04:06:31 +00:00
John Colvin 2425e92511 Reduce task wait/timeout code in AsyncTCPConnector 2024-07-20 04:03:25 +00:00
John Colvin f5cd6235e7 Add a few canned queries to AwsProd.json for ds webapp 2024-07-19 14:48:11 +00:00
John Colvin 410fabc59f 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.
2024-07-19 14:48:11 +00:00
John Colvin 150f0628bc fix: Convert invalid doubles to nan in ds webapp serializer 2024-07-19 14:41:21 +00:00
John Colvin 7167f6d826 Increase datagrid maxheight in ds webapp to 1000px 2024-07-19 14:41:21 +00:00
John Colvin 579aeeed33 Improve error display in ds webapp 2024-07-19 14:41:21 +00:00
John Colvin 08f6560885 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.
2024-07-19 13:34:27 +00:00
John Colvin 32ee6a31f3 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
2024-07-19 04:22:11 +00:00
John Colvin ee0a725131 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
2024-07-19 04:20:25 +00:00
John Colvin c268dc6cba Add config profile and Dockerfile args to deploy script 2024-07-19 04:18:49 +00:00
John Colvin 84714c0a11 Copy DataStream WebApp 'dist' to 'wwwroot' in deploy script 2024-07-18 19:55:07 +00:00
John Colvin 54f57206e5 Tweak DataGrid style in DataStream WebApp 2024-07-18 15:47:17 -04:00
John Colvin 25f1639df7 Add AwsProd config for DataStream WebApp 2024-07-18 15:46:43 -04:00
John Colvin c7c1773cd6 fix: Add VITE_ prefix to imported env vars
For the DataStream WebApp client
2024-07-18 15:25:40 -04:00
John Colvin a2c7cd9332 Fix urls for DataStreamPublisher AwsProd.json 2024-07-18 15:24:38 -04:00
John Colvin b6b42db0b7 Add benzinga news streams to AwsProd.json
This is a config profile for DataStreamPublisher, designed to be deployed
to aws (on public internet).
2024-07-18 17:59:42 +00:00
John Colvin d5b2c500c8 fix build warnings: Make props nullable strings in SharedStreamConfig 2024-07-18 17:56:58 +00:00
John Colvin 89e060d5c2 Merge remote-tracking branch 'origin/development.ps_linux' into development.ps_linux 2024-07-18 17:54:33 +00:00
John Colvin 1c0f799630 whitespace: Format PubSubServer.json (indentation issues) 2024-07-18 17:29:29 +00:00
John Colvin 620090ad39 fix import from environment variable 2024-07-18 17:29:02 +00:00
John Colvin f6db970c9b Add a few tasks to run DataStream WebApp 2024-07-18 17:28:37 +00:00
John Colvin 7c7c0e8008 fix add scripts to deploy data stream apps 2024-07-18 17:27:57 +00:00
John Colvin ebee6bd561 fix: Import websocket url from environment var 2024-07-18 17:27:04 +00:00
John Colvin 9a48ed02fd Add scripts to deploy data stream apps 2024-07-18 17:26:10 +00:00
John Colvin 00d0d6ade4 Add SpaServer to Production environment
For Bts.DataStreamWebApp.Server
2024-07-17 18:10:03 +00:00
John Colvin b6a2b082bf 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).
2024-07-17 18:07:03 +00:00
John Colvin 599e0a20a5 Publish Bts.DataStreamWebApp.Server along with PubSub & DataStream 2024-07-17 18:04:10 +00:00
John Colvin 6a983f99db cleanup: Remove unused code in Bts.DataStreamWebApp.Client 2024-07-17 18:02:32 +00:00
John Colvin b9b49e628a 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
2024-07-17 18:01:45 +00:00
John Colvin 6a5300dee1 Hardcode webSocketUrl to aws server in DataStreamWebApp client 2024-07-17 17:51:17 +00:00
John Colvin f2ad49cf51 Assert that System publishers 'doWork' is always called on same thread 2024-07-17 17:28:11 +00:00
John Colvin e2a8f8bd00 fix: Make InternalPublisherQueue thread safe 2024-07-16 23:08:38 +00:00
John Colvin ba410f194c Improve error reporting in DataStreamWebSocketServer 2024-07-16 11:45:24 -04:00
John Colvin 5492f7a157 data stream web app client check pt 2024-07-16 11:44:13 -04:00
John Colvin 5940f55be9 fix build: Fix Spark build after making config init async 2024-07-16 11:43:53 -04:00
John Colvin 84534cf469 fix Change Configuration.initialize to be async 2024-07-15 15:03:18 -04:00
John Colvin ca95964ef8 refactor: Tweak SparkCoreServices to synchronize Configuration.init globally 2024-07-15 15:00:21 -04:00
John Colvin 2fa46d9f46 refactor: Change Configuration.initialize to be async 2024-07-15 14:59:23 -04:00
John Colvin 78730ef4c9 vscode: Add 'isSparkApiEnabled' input to launch.json 2024-07-14 13:17:29 -04:00
John Colvin 44110e43aa SparkApiService check pt 2024-07-14 13:17:29 -04:00
John Colvin 51ba34b7c0 pubsub server checkpt 2024-07-14 13:17:29 -04:00
John Colvin ea2d9441cd pubsub checkpt 2024-07-14 13:17:29 -04:00
John Colvin 18ee4724fe datastreamwebapp server checkpt 2024-07-14 13:17:29 -04:00
John Colvin 96e0823811 datastream webapp client check pt 2024-07-14 13:17:29 -04:00
John Colvin 3bda3d1b08 fix add pubsub services 2024-07-13 00:03:21 -04:00
John Colvin 87f656a489 Remove unused PubSubConfig members from MarketDataPublisher cfg json 2024-07-13 00:02:26 -04:00
John Colvin 91ccbc138e Remove unused PubSubConfig members from PubSubServer cfg json 2024-07-13 00:02:06 -04:00
John Colvin 5cab7f11b8 fix Remove unused PubSubConfig members 2024-07-12 23:41:00 -04:00
John Colvin 6f34a014ed Remove unused PubSubConfig members from DSQA config json 2024-07-12 23:28:16 -04:00
John Colvin 2a6fb6340c Remove unused PubSubConfig members from WebApp config json 2024-07-12 23:22:46 -04:00
John Colvin 913578a2d7 Remove unused PubSubConfig props 2024-07-12 23:22:22 -04:00
John Colvin 572d058817 Fix dsqa config json 2024-07-12 18:28:48 -04:00
John Colvin 79b984f575 fix: Always call 'handle_internal_pubs' in PubSubMessageReactor main loop 2024-07-12 18:28:48 -04:00
John Colvin a8808a043e improvement: Accept CancellationToken, catch exceptions when running ds websocket server 2024-07-12 18:28:48 -04:00
John Colvin 1cc8e901e7 Fix mismatched types in PubSubServerTagStatsStream schema 2024-07-12 18:28:48 -04:00
John Colvin c29eaa1a53 Add DataStreamPublisher service modules designed for Dependency Injection
* Change DataStreamPublisher json fields to match cs class property names verbatim
* Rename Publishers -> PublisherNodes in DataStreamPublisherConfig
2024-07-12 18:28:48 -04:00
John Colvin 252fea8466 refactor: Decouple ViewPublisher from IPubTableBroker impl 2024-07-12 18:28:48 -04:00
John Colvin 4ac1382751 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
2024-07-12 18:28:47 -04:00
John Colvin 8ceaffe488 refactor: Decouple RemoteQueryManager from IManagedSubscriber, IPubTableBroker impl 2024-07-12 18:28:47 -04:00
John Colvin cef5a636c6 refactor: Decouple ManagedSubscriber from ISubscriberCore impl 2024-07-12 18:28:47 -04:00
John Colvin 334b9fd6b8 refactor: Only support 1 tag type in IPubSubServerTagHandler 2024-07-12 18:28:47 -04:00
John Colvin 58b4266a27 refactor: Decouple PubTableBroker from IPublisherCore impl
Reference interface rather than the PublisherCore impl.
2024-07-12 18:28:47 -04:00
John Colvin 0ba85cdf3d improvement: Accept CancellationToken in JsonRpcRequestObservable 2024-07-12 18:28:47 -04:00
John Colvin dcd534e3e5 fix: Dispose market data sub in various md streams 2024-07-12 18:28:47 -04:00
John Colvin a214edd44f 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
2024-07-12 18:28:47 -04:00
John Colvin 23c687d3d9 refactor: Rename CloudStreamManager.cs -> RemoteQueryManager.cs
This matches the file name
2024-07-12 18:28:47 -04:00
John Colvin 7445a1777f fix build: Update vcpkg
On some vs versions, vcpkg cmake scripts would fail w/ an error saying
"Could not locate a complete Visual Studio instance"
2024-07-12 18:28:47 -04:00
John Colvin 8a81d44818 Change pub sub schema prefix 'bluto://' -> 'bts-cloud://'
In config json files (not actual code change)
2024-07-12 18:28:47 -04:00
John Colvin 22fbc0001f fix build: Fix prop names after refactoring PubSubRoute
* Change 'server_address' -> 'ServerAddress'
* Change 'tag_reg_exp' -> 'TagRegExp'
2024-07-12 18:28:47 -04:00
John Colvin 3ec863f02c build: Add scripts to publish data stream apps 2024-07-12 18:28:47 -04:00
John Colvin c43151a28c Fix typo in log msg 2024-07-12 18:28:46 -04:00
John Colvin 7d2e7e4665 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!
2024-07-12 18:28:46 -04:00
John Colvin 0ffc1a1a47 vscode: Add DataStreamPublisher debug cfg to skip build 2024-07-12 18:28:46 -04:00
John Colvin 6c4364989c 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.
2024-07-12 18:28:46 -04:00
John Colvin 3095253aa9 feat: Add DataStream WebApp
Included in DataStreamSuite.sln, but not DataStreamQueryAnalyzer.sln
2024-07-12 18:28:46 -04:00
John Colvin 8227304aab Add spark service modules designed for Dependency Injection 2024-07-12 18:28:46 -04:00
John Colvin 4e022a8a12 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).
2024-07-12 10:49:04 -04:00
John Colvin 450773f588 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.
2024-07-09 15:14:29 -04:00
John Colvin f09d6badaf fix build (api server): Change namespace to bts.websocket_core 2024-07-09 15:14:29 -04:00
John Colvin 6b054e0718 Remove docker submodules again 2024-07-09 15:14:29 -04:00
John Colvin 5e2789d16e 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)
2024-07-09 15:14:29 -04:00
John Colvin 9ebdb2e460 cleanup: Fix benign typos in build scripts
Change BUILD_SPARK_PY var name to BUILD_PY (because these scripts to actually build 'spark')
2024-07-09 15:14:29 -04:00
John Colvin d7bf82722b fix build (warn): Only use Registry on windows 2024-07-09 15:14:29 -04:00
John Colvin e1526e25a7 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
2024-07-09 15:14:26 -04:00
John Colvin 089ba9b369 cleanup: Normalize indentation in TradeBarsStream 2024-07-09 15:09:02 -04:00
John Colvin 567976043f cleanup: Disable nullability warnings
* BZip2InputStream
* TarInputStream
* Inflater
* InflaterDynHeader
* BZip2OutputStream
* DeflaterHuffman
* ParallelJoinTest
2024-07-09 15:07:24 -04:00
John Colvin 2fd3382939 cleanup: Modernize PubSubRoute code, json parsing 2024-07-09 15:06:34 -04:00
John Colvin a96f1c8f17 cleanup: Remove unused DateTime grammar from exp parser 2024-07-09 15:03:30 -04:00
John Colvin 6f623f9a37 Add JsonRpcRequestObservable, AsyncEnumerable 2024-07-09 15:03:30 -04:00
John Colvin 827189cdb4 Add json facilities for DataStream websocket api 2024-07-09 15:03:30 -04:00
John Colvin 123f12ab88 refactor: Add handy WebsocketExtensions
* IsSocketStateOpen
* IsClosedProperly
2024-07-09 14:59:06 -04:00
John Colvin f51ba8fb56 feat: Add JsonRpc types for websocket paradigm 2024-07-09 14:59:06 -04:00
John Colvin 2506fb4f2b cleanup: Remove empty file (clearly added by accident) 2024-07-09 14:59:06 -04:00
John Colvin f92964114e 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.
2024-07-09 14:59:06 -04:00
John Colvin baa0f1430b editorconfig: Use standard c# capitalization rules
* Use 'PascalCase' for public members (instead of 'snake_case')
* Use 'camelCase' for private members (instead of '_snake_case')
2024-07-09 14:59:06 -04:00
John Colvin 7104bd787a refactor: Add WebsocketClient class
Basically an ISubject (I/O) wrapper for IWebsocketConnectionGateway
2024-07-09 14:59:06 -04:00
John Colvin 5db92d1f7d refactor: Change WebsocketServerConfig.port to uint32
It should always be a number between 1-65535
2024-07-09 14:59:06 -04:00
John Colvin eb0fcf0b84 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.
2024-07-09 14:59:06 -04:00
John Colvin a52b187313 refactor: Remove nullability constraint in GetValueOrDefault 2024-07-09 14:59:06 -04:00
John Colvin 669b059eb2 refactor: Use events to avoid circular deps for ws sync/gateway 2024-07-09 14:59:06 -04:00
John Colvin 36ab8492d3 refactor: Let caller specify nullability of T in json parse fn 2024-07-09 14:48:59 -04:00
John Colvin 54f37b2401 Merge remote-tracking branch 'origin/development' into development.ps_linux 2024-07-09 14:46:18 -04:00
2438 changed files with 50437 additions and 144004 deletions

No files matched your search

+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 -5
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
@@ -87,10 +87,6 @@ RUN dpkg -i /emumba/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb \
# Pcap
RUN apt-get update && apt-get install -y libpcap0.8-dev
# Databento (deps)
RUN apt-get update && apt-get -y install libzstd-dev
# Docker in Docker
RUN apt-get update && apt-get install -y \
docker.io \
docker-compose \
@@ -129,3 +125,5 @@ 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 -164
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"
},
@@ -106,57 +98,13 @@
"windows": {
"program": "DataStreamPublisher.exe",
},
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "(gdb) Launch",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"run"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
},
{
"name": "spreader tests2",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"[spreader2]"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
},
{
"name": "spreader tests",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"[spreader]"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
},
{
"name": "DataStreamQueryAnalyzer",
"type": "coreclr",
@@ -165,25 +113,12 @@
"program": "",
"windows": {
"program": "DataStreamQueryAnalyzer.exe",
"cwd": "build/Debug/bin/net8.0-windows",
"args": [
"--config",
"${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 +137,7 @@
"windows": {
"program": "PubSubServer.exe",
},
"cwd": "build/Debug/bin/net8.0",
"cwd": "build/Debug/bin/net7.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
@@ -220,7 +155,7 @@
"windows": {
"program": "PubSubServer.exe",
},
"cwd": "build/Debug/bin/net8.0",
"cwd": "build/Debug/bin/net7.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
@@ -235,25 +170,11 @@
"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 +191,7 @@
"--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",
"${input:sparkTest}"
]
"cwd": "build/Debug/bin/net7.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
@@ -312,6 +200,7 @@
"name": "Sparkd",
"type": "cppdbg",
"request": "launch",
"preLaunchTask": "Build Sparkd (Debug | Clang)",
"program": "",
"linux": {
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
@@ -345,7 +234,7 @@
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
},
"args": [
"run"
"test-py-md-provider"
],
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd",
"stopAtEntry": false,
@@ -403,42 +292,12 @@
"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",
},
}
]
}
+8 -18
View File
@@ -1,10 +1,7 @@
cmake_minimum_required(VERSION 3.12)
project(spark)
include(GNUInstallDirs)
include(${CMAKE_SOURCE_DIR}/cmake/GitVersion.cmake)
project(spark_root)
set(CMAKE_CXX_STANDARD 20)
get_version_from_git()
if(WIN32)
set(platform "windows")
else()
@@ -85,15 +82,9 @@ else()
add_compile_definitions(BINANCE_US_PRICE_STATS_PATH="/api/v3/ticker/24hr")
# ** Binance USDS Futures **
add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://fapi.binance.com")
add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/fapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/fapi/v1/ticker/24hr")
add_compile_definitions(BINANCE_USDS_FUTURES_USER_DATA_PATH="/api/v3/userDataStream")
# ** Binance Coin Futures **
add_compile_definitions(CCAPI_BINANCE_COIN_FUTURES_URL_REST_BASE="https://dapi.binance.com")
add_compile_definitions(BINANCE_COIN_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_COIN_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://dapi.binance.com")
add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
# ** Deribit **
add_compile_definitions(DERIBIT_INSTRUMENT_PATH="/api/v2/public/get_instrument")
@@ -112,15 +103,14 @@ else()
endif()
# subdirs
add_subdirectory(src/lib_spark)
if (BUILD_SPARKD)
add_subdirectory(src/lib_python_interop)
add_subdirectory(src/lib_onixs_fix)
add_subdirectory(src/lib_binance)
add_subdirectory(src/lib_okx_execution)
add_subdirectory(src/lib_system)
add_subdirectory(src/lib_domain)
add_subdirectory(src/lib_python_md)
add_subdirectory(src/app_sparkd)
add_subdirectory(src/data_files)
endif()
add_subdirectory(src/lib_spark)
if (BUILD_ADMIN_WEB_APP)
add_subdirectory(src/Spark.Admin.WebApp)
endif()
+19 -22
View File
@@ -24,13 +24,12 @@
"CMAKE_CXX_FLAGS_DEBUG": "$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/$<CONFIG>/bin/net8.0-windows",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0;${sourceDir}/build/$<CONFIG>/bin/net7.0-windows",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
@@ -50,20 +49,10 @@
"binaryDir": "${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": "${sourceDir}/externals/linux",
"BUILD_SDK": {
"type": "BOOL",
@@ -87,7 +76,7 @@
"value": "ON"
},
"CCAPI_LOG_LEVEL": "Info",
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/md_dev/*.conf;spark/config/profiles/default/*.conf"
"CONFIG_DEFAULTS_PATH": "config/profiles/md_dev/*.conf;config/profiles/default/*.conf"
}
},
@@ -98,7 +87,7 @@
"cacheVariables": {
"CMAKE_BUILD_TYPE": "Release",
"CCAPI_LOG_LEVEL": "Warn",
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/md_prod/*.conf;spark/config/profiles/default/*.conf"
"CONFIG_DEFAULTS_PATH": "config/profiles/md_prod/*.conf;config/profiles/default/*.conf"
}
},
@@ -174,13 +163,12 @@
"CMAKE_CXX_COMPILER": "clang++",
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${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/$<CONFIG>/bin/net8.0",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/Spark.Api.Server/$<CONFIG>/bin/net7.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
@@ -218,8 +206,8 @@
"description": "Data Stream utils ported over from Edge",
"binaryDir": "${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/$<CONFIG>/bin/net8.0-windows"
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0;${sourceDir}/build/$<CONFIG>/bin/net7.0-windows"
}
},
@@ -251,8 +239,9 @@
"CMAKE_CXX_COMPILER": "clang++",
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf;spark/config/profiles/data_stream/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf",
"CONFIG_PROFILES": "default;data_stream",
"DOTNET_BINARY_DIR": "${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
{911B08A3-515A-441D-84C8-8A43740B5FC1}.Debug|x64.Build.0 = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.Release|x64.ActiveCfg = Release|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.Release|x64.Build.0 = Release|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.Debug|x64.ActiveCfg = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.Debug|x64.Build.0 = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.Release|x64.ActiveCfg = Release|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.Release|x64.Build.0 = Release|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.Debug|x64.ActiveCfg = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.Debug|x64.Build.0 = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.Release|x64.ActiveCfg = Release|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.Release|x64.Build.0 = Release|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.Debug|x64.ActiveCfg = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.Debug|x64.Build.0 = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.Release|x64.ActiveCfg = Release|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.Release|x64.Build.0 = Release|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.Debug|x64.ActiveCfg = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.Debug|x64.Build.0 = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.Release|x64.ActiveCfg = Release|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.Release|x64.Build.0 = Release|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.Debug|x64.ActiveCfg = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.Debug|x64.Build.0 = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.Release|x64.ActiveCfg = Release|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.Release|x64.Build.0 = Release|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.Debug|x64.ActiveCfg = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.Debug|x64.Build.0 = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.Release|x64.ActiveCfg = Release|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.Release|x64.Build.0 = Release|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.Debug|x64.ActiveCfg = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.Debug|x64.Build.0 = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.Release|x64.ActiveCfg = Release|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.Release|x64.Build.0 = Release|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.Debug|x64.ActiveCfg = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.Debug|x64.Build.0 = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.Release|x64.ActiveCfg = Release|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.Release|x64.Build.0 = Release|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Debug|x64.ActiveCfg = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Debug|x64.Build.0 = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Release|x64.ActiveCfg = Release|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Release|x64.Build.0 = Release|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{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
-2
View File
@@ -1,5 +1,3 @@
include_guard(GLOBAL)
macro(export_to_parent)
foreach(var IN ITEMS ${ARGN})
set(${var} ${${var}} PARENT_SCOPE)
-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()
+23 -99
View File
@@ -1,142 +1,66 @@
include_guard(DIRECTORY)
include(${CMAKE_SOURCE_DIR}/cmake/ExportToParent.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/InstallBasic.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/ProtobufGenerateCpp.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/TernaryOperator.cmake)
function(init_library)
set(_options SHARED STATIC)
set(_one_value_args
NAME
SOURCE_DIR
INCLUDE_DIR
)
set(_one_value_args SOURCE_DIR)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
if (_ARGS_SHARED AND _ARGS_STATIC)
message(FATAL_ERROR "Invalid args passed to init_library: cannot specify STATIC and SHARED")
endif()
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
set_first_defined(_source_dir _ARGS_SOURCE_DIR _name)
set_first_defined(_include_dir _ARGS_INCLUDE_DIR _source_dir)
# Cpp sources
set_ternary(_source_dir _ARGS_SOURCE_DIR _ARGS_SOURCE_DIR ${PROJECT_NAME})
# Glob cpp sources
file(
GLOB_RECURSE ${_name}_SOURCES
GLOB_RECURSE ${PROJECT_NAME}_SOURCES
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
${_source_dir}/*.cpp
)
# Note: cpp files inside 'tests' dir(s) are considered tests.
# Remove tests from main sources, and add them to test sources
foreach(item ${${_name}_SOURCES})
if(${item} MATCHES "tests/.*\.cpp$")
list(APPEND ${_name}_TEST_SOURCES ${item})
foreach(item ${${PROJECT_NAME}_SOURCES})
if(${item} MATCHES "tests/*.cpp")
list(REMOVE_ITEM ${PROJECT_NAME}_SOURCES ${item})
list(APPEND ${PROJECT_NAME}_TEST_SOURCES ${item})
endif()
endforeach()
foreach(item ${${_name}_TEST_SOURCES})
list(REMOVE_ITEM ${_name}_SOURCES ${item})
endforeach()
# Proto sources
file(
GLOB_RECURSE ${_name}_PROTO_SOURCES
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
${_source_dir}/protobufs/*.proto
)
update_deps_file("${${_name}_PROTO_SOURCES};")
protobuf_generate_cpp(
CXX_SOURCES ${_name}_CXX_PROTO_SOURCES
CXX_HEADERS ${_name}_CXX_PROTO_HEADERS
CXX_OUT_DIR ${CMAKE_CURRENT_BINARY_DIR}
PROTO_INCLUDE_DIRS
${EXTERNALS_INCLUDE}
${CMAKE_CURRENT_SOURCE_DIR}
PROTO_SOURCES
${${_name}_PROTO_SOURCES}
)
export_to_parent(
${_name}_SOURCES
${_name}_TEST_SOURCES
${_name}_PROTO_SOURCES
${_name}_CXX_PROTO_SOURCES
${_name}_CXX_PROTO_HEADERS
${PROJECT_NAME}_SOURCES
${PROJECT_NAME}_TEST_SOURCES
)
# Add main lib
# Add main library
if (_ARGS_STATIC)
add_library(${_name} STATIC ${${_name}_SOURCES} ${${_name}_CXX_PROTO_SOURCES})
add_library(${PROJECT_NAME} STATIC ${${PROJECT_NAME}_SOURCES})
elseif(_ARGS_SHARED)
add_library(${_name} SHARED ${${_name}_SOURCES} ${${_name}_CXX_PROTO_SOURCES})
add_library(${PROJECT_NAME} SHARED ${${PROJECT_NAME}_SOURCES})
else()
add_library(${_name} ${${_name}_SOURCES} ${${_name}_CXX_PROTO_SOURCES})
add_library(${PROJECT_NAME} ${${PROJECT_NAME}_SOURCES})
endif()
target_include_directories(
${_name}
SYSTEM
BEFORE
PUBLIC
$<BUILD_INTERFACE:${EXTERNALS_ROOT}/include>
$<BUILD_INTERFACE:${EXTERNALS_ROOT}/include/zlib>
)
target_include_directories(
${_name}
${PROJECT_NAME}
PUBLIC
$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>
)
# Include protos (if any)
if (${_name}_PROTO_SOURCES)
target_include_directories(
${_name}
PUBLIC
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
)
endif()
target_link_directories(
${_name}
${PROJECT_NAME}
PUBLIC
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
$<BUILD_INTERFACE:${EXTERNALS_ROOT}/lib/$<CONFIG>>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_LIBDIR}>
)
# Install main lib
foreach(_hdr ${${_name}_CXX_PROTO_HEADERS})
file(RELATIVE_PATH _relative_path ${CMAKE_CURRENT_BINARY_DIR} ${_hdr})
install(FILES ${_hdr} DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}/${_relative_path})
endforeach()
install_basic(
NAME ${_name}
INCLUDE_DIR ${_include_dir}
)
# Add tests executable (if there are any)
if (${_name}_TEST_SOURCES AND NOT WIN32)
add_executable(${_name}-tests ${${_name}_TEST_SOURCES})
get_target_property(_lib_type ${_name} TYPE)
if (_lib_type STREQUAL "SHARED_LIBRARY")
# Set RPATH so the tests exe knows where to find the shared lib.
set_target_properties(
${_name}-tests
PROPERTIES
BUILD_RPATH "$ORIGIN"
INSTALL_RPATH "$ORIGIN/../${CMAKE_INSTALL_LIBDIR}"
)
endif()
# Link main lib
target_link_directories(
${_name}-tests
PRIVATE
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_LIBDIR}>
)
target_link_libraries(${_name}-tests PRIVATE ${_name})
if (${PROJECT_NAME}_TEST_SOURCES)
add_executable(${PROJECT_NAME}-tests ${${PROJECT_NAME}_TEST_SOURCES})
target_link_libraries(${PROJECT_NAME}-tests PRIVATE ${PROJECT_NAME})
# Catch2
find_package(Catch2 CONFIG REQUIRED COMPONENTS Catch2WithMain)
target_link_libraries(${_name}-tests PRIVATE Catch2::Catch2WithMain)
target_link_libraries(${PROJECT_NAME}-tests PRIVATE Catch2::Catch2WithMain)
endif()
endfunction()
-71
View File
@@ -1,71 +0,0 @@
include_guard(DIRECTORY)
include(GNUInstallDirs)
include(${CMAKE_SOURCE_DIR}/cmake/ExportToParent.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
function(init_python_module)
set(_options)
set(_one_value_args
NAME
)
set(_multi_value_args
SOURCES
)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
set_first_defined(_sources _ARGS_SOURCES ${_name}_SOURCES)
set(module_proj ${_name}_module)
set(${module_proj}_SOURCES ${_sources})
pybind11_add_module(${module_proj} SHARED ${_sources})
target_link_libraries(
${module_proj}
PUBLIC
pybind11::embed
spark
${_name}
)
target_include_directories(
${module_proj}
PRIVATE
$<BUILD_INTERFACE:${pybind11_INCLUDE_DIRS}>
)
target_include_directories(
${module_proj}
PUBLIC
${Python3_INCLUDE_DIRS}
$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>
)
add_custom_command(
OUTPUT ${CMAKE_CURRENT_BINARY_DIR}/stubs/${_name}.pyi
DEPENDS ${_name} ${module_proj}
COMMAND PYTHONPATH=${CMAKE_CURRENT_BINARY_DIR} pybind11-stubgen --numpy-array-use-type-var --ignore-invalid-expressions '.*' ${_name}_module
COMMENT "Generating py stubs"
)
add_custom_target(
"${_name}_py_stubs"
ALL
DEPENDS
${CMAKE_CURRENT_BINARY_DIR}/stubs/${_name}.pyi
)
install(
TARGETS ${module_proj}
EXPORT ${module_proj}Targets
RUNTIME
DESTINATION ${CMAKE_INSTALL_BINDIR}
LIBRARY
DESTINATION ${CMAKE_INSTALL_LIBDIR}
ARCHIVE
DESTINATION ${CMAKE_INSTALL_LIBDIR}
)
foreach(dir ${pybind11_INCLUDE_DIRS})
install(DIRECTORY ${dir} DESTINATION ${CMAKE_INSTALL_INCLUDEDIR})
endforeach()
install(
EXPORT ${module_proj}Targets
FILE ${module_proj}Targets.cmake
NAMESPACE ${_name}::
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name}
)
endfunction()
-65
View File
@@ -1,65 +0,0 @@
include_guard(DIRECTORY)
include(GNUInstallDirs)
function(init_python_plugin)
set(_options)
set(_one_value_args NAME PLUGIN_NAME)
set(_multi_value_args SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
set(_plugin_name ${_ARGS_PLUGIN_NAME})
if (NOT DEFINED _ARGS_PLUGIN_NAME)
set(_plugin_name ${_name}_plugins)
endif()
set(${_plugin_name}_SOURCES ${_ARGS_SOURCES})
if (NOT DEFINED _ARGS_SOURCES)
file(
GLOB_RECURSE ${_plugin_name}_SOURCES
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
${_plugin_name}/*.py)
endif()
set(src_outs)
foreach(_src ${${_plugin_name}_SOURCES})
set(_src_in ${CMAKE_CURRENT_SOURCE_DIR}/${_src})
set(_src_out ${CMAKE_CURRENT_BINARY_DIR}/${_src})
add_custom_command(
OUTPUT ${_src_out}
COMMAND ${CMAKE_COMMAND} -E copy ${_src_in} ${_src_out}
DEPENDS ${_src_in}
COMMENT "Copying ${_plugin_name} plugin ${_src} to ${_src_out}"
)
list(APPEND src_outs ${_src_out})
endforeach()
add_custom_target(copy_${_plugin_name} ALL DEPENDS ${src_outs})
add_library(${_plugin_name} INTERFACE)
add_library(${_name}::${_plugin_name} ALIAS ${_plugin_name})
set_target_properties(
${_plugin_name}
PROPERTIES
INTERFACE_PYTHON_SCRIPTS_DIR
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}/${_plugin_name}>$<INSTALL_INTERFACE:${CMAKE_INSTALL_BINDIR}/${_plugin_name}>
)
set_target_properties(
${_plugin_name}
PROPERTIES
INTERFACE_PYTHON_SCRIPTS $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}/${${_plugin_name}_SOURCES}>$<INSTALL_INTERFACE:${CMAKE_INSTALL_BINDIR}/${${_plugin_name}_SOURCES}>
)
install(
TARGETS ${_plugin_name}
EXPORT ${_plugin_name}Targets
DESTINATION ${CMAKE_INSTALL_BINDIR}
)
install(
EXPORT ${_plugin_name}Targets
FILE ${_plugin_name}Targets.cmake
NAMESPACE ${_name}::
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name}
)
install(DIRECTORY ${_plugin_name} DESTINATION ${CMAKE_INSTALL_BINDIR})
endfunction()
+55
View File
@@ -0,0 +1,55 @@
function(init_shared_library)
include(${CMAKE_SOURCE_DIR}/cmake/ExportToParent.cmake)
set(source_dir)
if (${ARGC} EQUAL 0)
set(source_dir ${PROJECT_NAME})
elseif(${ARGC} GREATER 1)
message(FATAL_ERROR "init_shared_library received invalid arguments. Usage: init_shared_library(<OPTIONAL:source_dir>)")
else()
set(source_dir ${ARGV})
endif()
# Glob cpp sources
file(
GLOB_RECURSE ${PROJECT_NAME}_SOURCES
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
${source_dir}/*.cpp
)
# Note: cpp files inside 'tests' dir(s) are considered tests.
# Remove tests from main sources, and add them to test sources
foreach(item ${${PROJECT_NAME}_SOURCES})
if(${item} MATCHES "tests/*.cpp")
list(REMOVE_ITEM ${PROJECT_NAME}_SOURCES ${item})
list(APPEND ${PROJECT_NAME}_TEST_SOURCES ${item})
endif()
endforeach()
export_to_parent(
${PROJECT_NAME}_SOURCES
${PROJECT_NAME}_TEST_SOURCES
)
# Add main library
add_library(${PROJECT_NAME} SHARED ${${PROJECT_NAME}_SOURCES})
target_include_directories(
${PROJECT_NAME}
PUBLIC
$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>
)
target_link_directories(
${PROJECT_NAME}
PUBLIC
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_LIBDIR}>
)
# Add tests executable (if there are any)
if (${PROJECT_NAME}_TEST_SOURCES)
add_executable(${PROJECT_NAME}-tests ${${PROJECT_NAME}_TEST_SOURCES})
target_link_libraries(${PROJECT_NAME}-tests PRIVATE ${PROJECT_NAME})
# Catch2
find_package(Catch2 CONFIG REQUIRED COMPONENTS Catch2WithMain)
target_link_libraries(${PROJECT_NAME}-tests PRIVATE Catch2::Catch2WithMain)
endif()
endfunction(init_shared_library)
-39
View File
@@ -1,39 +0,0 @@
include_guard(DIRECTORY)
include(GNUInstallDirs)
include(${CMAKE_SOURCE_DIR}/cmake/PackBasic.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
function(install_basic)
set(_options)
set(_one_value_args NAME INCLUDE_DIR)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
set_first_defined(_include_dir _ARGS_INCLUDE_DIR _name)
file(
GLOB_RECURSE ${_name}_HEADERS
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
${_include_dir}/*.h)
target_sources(${_name}
PUBLIC
FILE_SET HEADERS FILES ${${_name}_HEADERS})
install(
TARGETS ${_name}
EXPORT ${_name}Targets
RUNTIME DESTINATION ${CMAKE_INSTALL_BINDIR}
LIBRARY DESTINATION ${CMAKE_INSTALL_LIBDIR}
ARCHIVE DESTINATION ${CMAKE_INSTALL_LIBDIR}
FILE_SET HEADERS DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}
)
install(
EXPORT ${_name}Targets
FILE ${_name}Targets.cmake
NAMESPACE ${_name}::
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name})
pack_basic()
endfunction()
+30
View File
@@ -0,0 +1,30 @@
include(${CMAKE_SOURCE_DIR}/cmake/PackBasic.cmake)
include(GNUInstallDirs)
function(install_basic_config)
file(
GLOB_RECURSE ${PROJECT_NAME}_HEADERS
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
*.h)
target_sources(${PROJECT_NAME}
PUBLIC
FILE_SET HEADERS FILES ${${PROJECT_NAME}_HEADERS})
install(
TARGETS ${PROJECT_NAME}
EXPORT ${PROJECT_NAME}Targets
RUNTIME DESTINATION ${CMAKE_INSTALL_BINDIR}
LIBRARY DESTINATION ${CMAKE_INSTALL_LIBDIR}
ARCHIVE DESTINATION ${CMAKE_INSTALL_LIBDIR}
FILE_SET HEADERS DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}
)
install(
EXPORT ${PROJECT_NAME}Targets
FILE ${PROJECT_NAME}Targets.cmake
NAMESPACE ${PROJECT_NAME}::
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${PROJECT_NAME})
pack_basic()
endfunction()
+6 -14
View File
@@ -1,14 +1,6 @@
include_guard(DIRECTORY)
include(CMakePackageConfigHelpers)
include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
function(pack_basic)
set(_options)
set(_one_value_args NAME)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
find_package(Git QUIET)
if(GIT_FOUND)
@@ -25,20 +17,20 @@ function(pack_basic)
endif()
write_basic_package_version_file(
"${CMAKE_CURRENT_BINARY_DIR}/${_name}ConfigVersion.cmake"
"${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}ConfigVersion.cmake"
VERSION ${PROJECT_VERSION}
COMPATIBILITY AnyNewerVersion
)
configure_package_config_file(
"${CMAKE_CURRENT_SOURCE_DIR}/Config.cmake.in"
"${CMAKE_CURRENT_BINARY_DIR}/${_name}Config.cmake"
INSTALL_DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name}
"${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}Config.cmake"
INSTALL_DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${PROJECT_NAME}
)
install(
FILES
"${CMAKE_CURRENT_BINARY_DIR}/${_name}Config.cmake"
"${CMAKE_CURRENT_BINARY_DIR}/${_name}ConfigVersion.cmake"
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name})
"${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}Config.cmake"
"${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}ConfigVersion.cmake"
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${PROJECT_NAME})
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()
+3 -19
View File
@@ -2,24 +2,12 @@ include_guard(GLOBAL)
function(protobuf_generate_cpp)
set(_options)
set(_one_value_args
CXX_SOURCES
CXX_HEADERS
CXX_OUT_DIR
PROTOC
)
set(_multi_value_args
PROTO_INCLUDE_DIRS
PROTO_SOURCES
)
set(_one_value_args CXX_SOURCES CXX_HEADERS CXX_OUT_DIR PROTOC)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
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})
@@ -38,9 +26,6 @@ function(protobuf_generate_cpp)
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")
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"
@@ -80,4 +65,3 @@ function(protobuf_generate_cpp)
set(${_ARGS_CXX_SOURCES} ${${_ARGS_CXX_SOURCES}} PARENT_SCOPE)
set(${_ARGS_CXX_HEADERS} ${${_ARGS_CXX_HEADERS}} PARENT_SCOPE)
endfunction()
-61
View File
@@ -1,61 +0,0 @@
include_guard(GLOBAL)
function(protobuf_generate_cpp_config)
set(_options)
set(_one_value_args
PROTO_SOURCES_HEADER
PROTO_DEFAULTS_HEADER
)
set(_multi_value_args
PROTO_SOURCES
PROTO_DEFAULTS
)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
# Configure the 'config_proto_files' header. It provides an array of strings populated with the
# files in PROTO_SOURCES. At runtime, we use this array to generate a special 'config' proto
# message with fields for each message defined in said files. A global instance of this 'config'
# proto is then constructed, and populated with [compile-time] defaults, and [runtime] overrides
# (i.e., in spark.conf). Calls to `bts::config::get<T>()` retrieve the value from the field
# associated with type `T` in this global instance.
message(STATUS "PROTO_SOURCES: ${_ARGS_PROTO_SOURCES}")
message(STATUS "PROTO_SOURCES_HEADER: ${_ARGS_PROTO_SOURCES_HEADER}")
message(STATUS "PROTO_DEFAULTS_HEADER: ${_ARGS_PROTO_DEFAULTS_HEADER}")
if (_ARGS_PROTO_SOURCES_HEADER)
set(PROTO_SOURCES)
set(PROTO_SOURCES_CXX_ARRAY_ITEMS "")
foreach(_proto_path ${_ARGS_PROTO_SOURCES})
list(APPEND PROTO_SOURCES ${_proto_path})
string(APPEND PROTO_SOURCES_CXX_ARRAY_ITEMS "\"${_proto_path}\",\n")
endforeach()
list(LENGTH PROTO_SOURCES PROTO_SOURCES_LENGTH)
message(STATUS "CONFIGURING PROTO_SOURCES_HEADER): ${_ARGS_PROTO_SOURCES_HEADER}")
configure_file(${CMAKE_SOURCE_DIR}/cmake/config_proto_files.h.in ${_ARGS_PROTO_SOURCES_HEADER})
endif()
# Generate static defaults. Ideally, this would be a single string, but we use an array because
# the compiler complains if the string is longer than 65k.
set(_cfg_defaults_str "inline const char * config_static_defaults[] = { ")
foreach(_cfg_file_path ${_ARGS_PROTO_DEFAULTS})
file(READ ${_cfg_file_path} _cfg_file_content)
string(REPLACE "\"" "\\\"" _cfg_file_content_escaped ${_cfg_file_content})
string(REPLACE "\n" ";" _cfg_lines ${_cfg_file_content_escaped})
foreach(_line ${_cfg_lines})
string(APPEND _cfg_defaults_str "\n \"${_line}\",")
endforeach(_line)
endforeach(_cfg_file_path)
string(APPEND _cfg_defaults_str "};")
set(_old_cfg_defaults_str "")
if(EXISTS ${_ARGS_PROTO_DEFAULTS_HEADER})
file(READ ${_ARGS_PROTO_DEFAULTS_HEADER} _old_cfg_defaults_str)
endif()
if(NOT _cfg_defaults_str STREQUAL _old_cfg_defaults_str)
file(WRITE "${_ARGS_PROTO_DEFAULTS_HEADER}" "${_cfg_defaults_str}")
endif()
endfunction()
-10
View File
@@ -1,10 +0,0 @@
include_guard(GLOBAL)
macro(set_first_defined RESULT)
foreach(_arg ${ARGN})
if (DEFINED ${_arg})
set(${RESULT} ${${_arg}})
break()
endif()
endforeach()
endmacro()
+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 @@
#pragma once
#include <array>
namespace bts::@PROJECT_NAME@::protobufs {
inline std::array<const char *, @PROTO_SOURCES_LENGTH@> config_proto_files = {
@PROTO_SOURCES_CXX_ARRAY_ITEMS@
};
} // namespace bts::@PROJECT_NAME@::protobufs
-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")" \
"$docker_user"
USER bts
WORKDIR /home/bts
Submodule docker/linux deleted from 6537812262.
+1
View File
@@ -24,6 +24,7 @@ RUN locale-gen en_US.UTF-8
ARG docker_user="bts"
ARG docker_uid="1000"
ARG docker_pass="bts"
# ARG entrypoint
RUN \
groupadd -g "$docker_uid" "$docker_user" \
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
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{4E4F491F-C688-43C4-88DA-AC92BC5FA1B8}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{2AC54ADC-3246-427E-9CA9-FEA2DBCB9432}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{51C40BA9-F226-4A35-939D-1ED6F5FF7299}"
EndProject
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
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.ActiveCfg = Debug|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.Build.0 = Debug|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.ActiveCfg = Release|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.Build.0 = Release|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.ActiveCfg = Release|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.Build.0 = Release|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.ActiveCfg = Release|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.Build.0 = Release|x64
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.ActiveCfg = Debug|x64
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.Build.0 = Debug|x64
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x64.ActiveCfg = Release|x64
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<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 });
@@ -1,11 +1,7 @@
FROM bluetradingsystems/linux_dotnet7
ARG SOURCE_DIR="build/Release/bin/net7.0/linux-x64/publish"
ARG WEB_ROOT="build/Bts.DataStreamWebApp.Client/production/dist"
ARG CONF_FILE="src/DataStreamSuite/Bts.DataStreamWebApp.Server/spark.conf"
RUN dotnet dev-certs https --trust
COPY --chown=bts:bts "${SOURCE_DIR}" "bin"
COPY --chown=bts:bts "${WEB_ROOT}" "bin/wwwroot"
COPY --chown=bts:bts "${CONF_FILE}" ".local/share/DataStream/conf/spark.conf"
COPY --chown=bts:bts "build/Release/bin/net7.0/linux-x64/publish" "bin"
COPY --chown=bts:bts "build/Bts.DataStreamWebApp.Client/production/dist" "bin/wwwroot"
COPY --chown=bts:bts "src/DataStreamSuite/Bts.DataStreamWebApp.Server/spark.conf" ".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"
}
]
}
@@ -0,0 +1,6 @@
FROM bluetradingsystems/linux_dotnet7
RUN dotnet dev-certs https --trust
COPY --chown=bts:bts "bin" "bin"
COPY --chown=bts:bts "webapp.spark.conf" ".local/share/DataStream/conf/spark.conf"
WORKDIR "/home/bts/bin"
@@ -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]}'"),
};
}
}
}
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