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Author SHA1 Message Date
Mohammad Arham 420f6d7cc0 all exectuion work 2024-10-18 21:26:43 +00:00
947 changed files with 32084 additions and 54672 deletions

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+2 -2
View File
@@ -9,7 +9,7 @@
]
},
"fable": {
"version": "4.24.0",
"version": "4.0.6",
"commands": [
"fable"
]
@@ -27,4 +27,4 @@
]
}
}
}
}
+1 -7
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
@@ -90,12 +90,6 @@ 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 \
docker-compose-v2
# Set up default executables (update-alternatives)
RUN \
update-alternatives --install /usr/bin/clang clang /usr/bin/clang-$clang_major 100; \
+26 -7
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=${localWorkspaceFolder},target=/home/bts/spark,type=bind",
"workspaceFolder": "/home/bts/spark",
"updateRemoteUserUID": true,
"shutdownAction": "none",
// Note: If running multiple containers on the same host, each must use a
@@ -12,20 +17,34 @@
// example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
"runArgs": [
"--shm-size",
"8gb"
"2gb",
"-p",
"8000:8000",
"-p",
"8001:8001",
"-p",
"8002:8002",
"-p",
"8003:8003",
"-p",
"12345:12345"
],
"mounts": [
"source=/var/run/docker.sock,target=/var/run/docker.sock,type=bind"
"source=${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId},target=/home/bts,type=bind"
],
"customizations": {
"vscode": {
"settings": {
"clangd.arguments": [
"--compile-commands-dir=${workspaceFolder}/build/clang/debug"
]
},
"extensions": [
"eamodio.gitlens",
"llvm-vs-code-extensions.vscode-clangd",
"ms-vscode.cmake-tools",
"ms-vscode.cpptools",
"xaver.clang-format"
"ms-vscode.cpptools"
]
}
}
}
}
-48
View File
@@ -1,48 +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/server/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
# TODO: add config for other services (pubsub, md-publisher, webapp, api-server, etc.)
-2
View File
@@ -59,5 +59,3 @@ trace_data/
.devcontainer/
*.Generated.cs
*.lst
.env.local
.secrets
+1 -1
View File
@@ -1,6 +1,6 @@
[submodule "externals"]
path = externals
url = https://bitbucket.org/bluetradesys/externals.git
url = git@bitbucket.org:bluetradesys/externals.git
[submodule "vcpkg"]
path = vcpkg
url = https://github.com/microsoft/vcpkg.git
+18 -197
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",
@@ -30,7 +22,7 @@
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json"
],
"cwd": "build/Debug/bin/net8.0",
"cwd": "build/Debug/bin/net7.0",
"stopAtEntry": false,
"console": "integratedTerminal"
},
@@ -39,39 +31,7 @@
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"run"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
},
{
"name": "spreader tests2",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"[spreader2]"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
},
{
"name": "spreader tests",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"[spreader]"
],
"args": ["run"],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
@@ -90,7 +50,7 @@
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json"
],
"cwd": "build/Debug/bin/net8.0-windows",
"cwd": "build/Debug/bin/net7.0-windows",
"env": {
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe"
},
@@ -114,7 +74,7 @@
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json"
],
"cwd": "build/Debug/bin/net8.0",
"cwd": "build/Debug/bin/net7.0",
"stopAtEntry": false,
"console": "integratedTerminal"
},
@@ -126,19 +86,7 @@
"windows": {
"preLaunchTask": "Build Spark (Debug)",
"program": "Spark.exe",
"cwd": "build/Debug/bin/net8.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"program": "Spark.exe",
"cwd": "build/Debug/bin/net8.0-windows",
"cwd": "build/Debug/bin/net7.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
@@ -155,144 +103,27 @@
"--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",
"${input:sparkTest}"
]
"cwd": "build/Debug/bin/net7.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Sparkd",
"type": "cppdbg",
"type": "coreclr",
"request": "launch",
"preLaunchTask": "Build Sparkd (Debug | Clang)",
"program": "",
"linux": {
"preLaunchTask": "Build Sparkd (Debug)",
"program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
"args": [
"run"
],
"stopAtEntry": false,
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
}
},
{
"name": "Sparkd (Skip Build)",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
"args": [
"run"
],
"stopAtEntry": false,
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
}
},
{
"name": "Sparkd Test",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"preLaunchTask": "Build Sparkd (Debug)",
"program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"${input:sparkdTest}",
],
"stopAtEntry": false,
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
}
},
{
"name": "Sparkd Test (Skip Build)",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"${input:sparkdTest}",
],
"stopAtEntry": false,
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
}
},
"program": "sparkd",
},
"args": [
"run"
],
"cwd": "build/sparkd-debug-clang/server",
"stopAtEntry": false,
"console": "integratedTerminal"
}
],
"inputs": [
{
@@ -323,15 +154,5 @@
"description": "Config Server URL",
"default": "http://localhost:8000/config",
},
{
"id": "sparkTest",
"type": "promptString",
"description": "Test to run",
},
{
"id": "sparkdTest",
"type": "promptString",
"description": "Test to run",
},
]
}
}
+1 -103
View File
@@ -641,21 +641,6 @@
"color": "terminal.ansiGreen",
}
},
{
"label": "Run Spark (Skip Build)",
"type": "process",
"command": "",
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0-windows"
},
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
}
},
{
"label": "Run Spark Config Query",
"dependsOn": "Build Spark",
@@ -699,24 +684,6 @@
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Sparkd (Skip Build)",
"type": "process",
"command": "",
"linux": {
"command": "sparkd",
},
"args": [
"run"
],
"options": {
"cwd": "${workspaceFolder}/build/${input:sparkdCmakePreset}/server"
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Sparkd Config Query",
"dependsOn": "Build Sparkd",
@@ -738,65 +705,6 @@
"color": "terminal.ansiGreen",
},
},
{
"label": "Test Spark (Debug)",
"dependsOn": "Build Spark (Debug)",
"type": "process",
"icon": {
"id": "coverage",
"color": "terminal.ansiYellow",
},
"command": "",
"windows": {
"command": "Spark.Console.exe",
"args": [
"test",
"${input:sparkTest}"
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
}
},
},
{
"label": "Test Sparkd",
"dependsOn": "Build Sparkd",
"type": "process",
"command": "",
"linux": {
"command": "sparkd",
},
"args": [
"test",
"${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/${input:sparkdCmakePreset}/server"
},
"icon": {
"id": "coverage",
"color": "terminal.ansiYellow",
},
},
{
"label": "View DataStreamQueryAnalyzer Logs (Last Run)",
"type": "process",
@@ -915,16 +823,6 @@
"id": "sparkdConfigQuery",
"type": "promptString",
"description": "Config Type(s)"
},
{
"id": "sparkTest",
"type": "promptString",
"description": "Test to run",
},
{
"id": "sparkdTest",
"type": "promptString",
"description": "Test to run",
},
}
]
}
+7 -18
View File
@@ -1,10 +1,7 @@
cmake_minimum_required(VERSION 3.12)
project(spark)
include(GNUInstallDirs)
include(${CMAKE_SOURCE_DIR}/cmake/GitVersion.cmake)
set(CMAKE_CXX_STANDARD 20)
get_version_from_git()
if(WIN32)
set(platform "windows")
else()
@@ -52,6 +49,8 @@ else()
# make sparkd look for libspark.so in its directory
set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
set(CMAKE_INSTALL_RPATH ".")
set(CMAKE_INSTALL_PREFIX "${CMAKE_SOURCE_DIR}/install")
set(SPARK_INSTALL_PREFIX "${CMAKE_INSTALL_PREFIX}/$<CONFIG>")
if(BUILD_SPARKD)
# Note: All macros that begin w/ 'CCAPI' are ccapi's macros (defined and/or
@@ -90,15 +89,9 @@ else()
add_compile_definitions(BINANCE_US_PRICE_STATS_PATH="/api/v3/ticker/24hr")
# ** Binance USDS Futures **
add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://fapi.binance.com")
add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/fapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/fapi/v1/ticker/24hr")
add_compile_definitions(BINANCE_USDS_FUTURES_USER_DATA_PATH="/api/v3/userDataStream")
# ** Binance Coin Futures **
add_compile_definitions(CCAPI_BINANCE_COIN_FUTURES_URL_REST_BASE="https://dapi.binance.com")
add_compile_definitions(BINANCE_COIN_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_COIN_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://dapi.binance.com")
add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
# ** Deribit **
add_compile_definitions(DERIBIT_INSTRUMENT_PATH="/api/v2/public/get_instrument")
@@ -118,7 +111,6 @@ else()
# subdirs
if (BUILD_SPARKD)
add_subdirectory(src/lib_binance_execution)
add_subdirectory(src/server/sparkd)
add_subdirectory(src/data_files)
endif()
@@ -155,14 +147,11 @@ else()
install(
DIRECTORY "${CMAKE_BINARY_DIR}/server/plugins"
DESTINATION "${CMAKE_INSTALL_BINDIR}")
DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
install(
FILES
"${SPARK_LIB}/libACE-5.7.5.so"
"${SPARK_LIB}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0"
"${SPARK_LIB}/libonixs-fix-engine.so.4.10.1"
"${SPARK_LIB}/libonixs-fix-engine.so.4"
"${SPARK_LIB}/libonixs-fix-engine.so"
DESTINATION "${CMAKE_INSTALL_BINDIR}")
DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
endif()
endif()
+14 -11
View File
@@ -26,14 +26,13 @@
"CMAKE_CXX_FLAGS_DEBUG": "$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": "${sourceDir}/externals/windows",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0",
"DOTNET_WINDOWS_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0-windows",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"DOTNET_WINDOWS_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0-windows",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
@@ -62,13 +61,8 @@
},
"CMAKE_CXX_STANDARD": "20",
"CMAKE_INSTALL_RPATH": ".",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}/sparkd",
"CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
"CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
"DATABENTO_USE_EXTERNAL_JSON": {
"type": "BOOL",
"value": "ON"
},
"EXTERNALS_ROOT": "${sourceDir}/externals/linux",
"BUILD_SDK": {
"type": "BOOL",
@@ -187,7 +181,7 @@
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
@@ -308,7 +302,16 @@
"lhs": "${hostSystemName}",
"rhs": "Linux"
},
"hidden": true
"hidden": true,
"targets": [
"data_files_dir",
"admin_web_app_bundle",
"install",
"libspark",
"rapidjson_project",
"server_layout",
"sparkd"
]
},
{
-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
-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()
-49
View File
@@ -1,49 +0,0 @@
include_guard(DIRECTORY)
function(protobuf_generate_fs)
set(_options)
set(_one_value_args TARGET_NAME OUT_DIR PROTOC)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
if (NOT DEFINED _ARGS_TARGET_NAME)
set(_ARGS_TARGET_NAME "${PROJECT_NAME}_generate_fs_protos")
endif()
if (NOT DEFINED _ARGS_PROTOC)
set(_ARGS_PROTOC "${SPARK_BIN}/protoc")
endif()
set(_proto_include_cli_args)
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
list(APPEND _proto_include_cli_args -I ${_dir})
endforeach()
set(_outputs)
foreach(_proto_source ${_ARGS_PROTO_SOURCES})
# get_filename_component(_abs_proto_source ${_proto_source} ABSOLUTE)
get_filename_component(_proto_source_we ${_proto_source} NAME_WE)
# get_filename_component(_proto_source_dir ${_proto_source} DIRECTORY)
list(APPEND _outputs ${_ARGS_OUT_DIR}/${_proto_source_we}.fable.fs)
endforeach()
set(_venv_exec ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh)
set(_plugin_py ${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.py)
set(_template_fs ${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/templates/fs/fable.fs)
add_custom_command(
OUTPUT ${_outputs}
WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
COMMAND ${_venv_exec}
${_ARGS_PROTOC}
--plugin=protoc-gen-service=${_plugin_py}
--service_out=lang=fs,strip_out_path=1:${_ARGS_OUT_DIR}
${_proto_include_cli_args}
${_ARGS_PROTO_SOURCES}
DEPENDS
${_venv_exec}
${_plugin_py}
${_template_fs}
${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
${_ARGS_PROTO_SOURCES}
)
add_custom_target(${_ARGS_TARGET_NAME} ALL DEPENDS "${_outputs}")
endfunction()
-33
View File
@@ -1,33 +0,0 @@
include_guard(DIRECTORY)
function(protobuf_generate_js)
set(_options)
set(_one_value_args TARGET_NAME OUTPUT)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
if (NOT DEFINED _ARGS_TARGET_NAME)
set(_ARGS_TARGET_NAME "${PROJECT_NAME}_generate_js_protos")
endif()
set(_proto_include_cli_args)
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
list(APPEND _proto_include_cli_args -p ${_dir})
endforeach()
add_custom_command(
OUTPUT ${_ARGS_OUTPUT}
WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
COMMAND npx
--no-install pbjs
-t json-module
-w commonjs
-o ${_ARGS_OUTPUT}
${_proto_include_cli_args}
${_ARGS_PROTO_SOURCES}
DEPENDS
${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
${_ARGS_PROTO_SOURCES}
)
add_custom_target(${_ARGS_TARGET_NAME} ALL DEPENDS ${_ARGS_OUTPUT})
endfunction()
-49
View File
@@ -1,49 +0,0 @@
include_guard(DIRECTORY)
include(${CMAKE_SOURCE_DIR}/cmake/TernaryOperator.cmake)
function(sym_link_dir)
set(_options)
set(_one_value_args TARGET_NAME SOURCE DEST COMMENT)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
add_custom_command(
OUTPUT ${_ARGS_DEST}
COMMAND ln ARGS -sf ${_ARGS_SOURCE} ${_ARGS_DEST}
)
set_ternary(_comment _ARGS_COMMENT "${_ARGS_COMMENT}" "linking dir ${_ARGS_SOURCE} -> ${_ARGS_DEST}")
add_custom_target(
${_ARGS_TARGET_NAME} ALL
DEPENDS ${_ARGS_DEST}
COMMENT "${_comment}"
)
endfunction()
function(sym_link_file)
set(_options)
set(_one_value_args 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
)
if (DEFINED _ARGS_INSTALL_DEST)
install(
FILES
${_ARGS_SOURCE}
DESTINATION ${_ARGS_INSTALL_DEST}
)
endif()
endfunction()
function(sym_link_local_lib LIB_NAME)
set(_lib_file_name "${CMAKE_SHARED_LIBRARY_PREFIX}${LIB_NAME}.so")
file(
CREATE_LINK
"${CMAKE_BINARY_DIR}/src/lib_${LIB_NAME}/${_lib_file_name}"
"${CMAKE_CURRENT_BINARY_DIR}/${_lib_file_name}"
SYMBOLIC
)
endfunction()
-9
View File
@@ -1,9 +0,0 @@
include_guard(GLOBAL)
macro(set_ternary RESULT CONDITION TRUE_VALUE FALSE_VALUE)
if(${CONDITION})
set(${RESULT} ${TRUE_VALUE})
else()
set(${RESULT} ${FALSE_VALUE})
endif()
endmacro()
-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
-101
View File
@@ -1,101 +0,0 @@
services:
sparkd:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/sparkdata/data
build:
dockerfile: src/server/sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
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
./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}"
sparkd-symbols:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/sparkdata/data
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/sparkdata/conf
build:
dockerfile: src/server/sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
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
./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}"
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"]
sparkd-ping-test:
depends_on:
- sparkd
profiles:
- ping-test
build:
context: .
dockerfile_inline: |
FROM bluetradingsystems/linux_dotnet7
USER "root"
RUN apt-get update && apt-get -y install iputils-ping
command: [ "ping", "sparkd" ]
volumes:
sparkd_data:
name: "sparkd_${SPARKD__CONFIG_PORT:-8000}"
@@ -1,38 +0,0 @@
FROM ubuntu:22.04
ARG DEBIAN_FRONTEND=noninteractive
RUN apt-get update && apt-get install -y pkg-config
RUN apt-get update && apt-get install -y locales
RUN apt-get update && apt-get install -y ca-certificates
RUN apt-get update && apt-get install -y libssh2-1-dev
RUN apt-get update && apt-get install -y software-properties-common
RUN apt-get update && apt-get install -y sudo
# GCC
ARG gcc_major=13
RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
&& apt-get update \
&& apt-get install -y g++-$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
+1
Submodule docker/linux added at 56c61231f3.
+1
Submodule docker/windows added at de7d40c09d.
-14
View File
@@ -1,20 +1,11 @@
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
platformdirs==2.3.0
protobuf==4.21.12
@@ -23,14 +14,9 @@ pycodestyle==2.7.0
pycparser==2.20
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
Werkzeug==3.1.3
wrapt==1.12.1
yapf==0.31.0
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -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>
@@ -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>
@@ -1,7 +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>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -18,12 +18,8 @@
<ItemGroup>
<PackageReference Include="HtmlAgilityPack" Version="1.11.57" />
<PackageReference Include="Microsoft.Data.Analysis" Version="0.21.1" />
<PackageReference Include="MongoDB.Bson" Version="2.23.1" />
<PackageReference Include="MongoDB.Driver" Version="2.23.1" />
<PackageReference Include="Parquet.Net" Version="5.0.1" />
<PackageReference Include="System.Data.SQLite" Version="1.0.118" />
<PackageReference Include="MathNet.Numerics" Version="5.0.0" />
</ItemGroup>
</Project>
@@ -1,32 +0,0 @@
namespace bts.SilverPine {
using System;
using BCG;
using System.Collections.Generic;
using Bts.DataStreamExpressions;
// All this does is take in a dsl expression, parse it and fire the data that come out of running it.
// So for example, if an expresison is passed
[DataStreamUserRespresentation("dsl")]
public class DSLStream : ViewStream {
private readonly string _dsl;
public DSLStream(string dsl) {
Log.Gen.info($"DSLStream.cons dsl: {dsl}");
_dsl = dsl;
ViewStream rs = build_stream(dsl);
rs = rs ?? new LiteralStream("error", $"msg:invalid dsl \"{dsl}\"");
mySetRealSource(rs);
}
static ViewStream? build_stream(string stream_expression) {
try {
var exp = DataStreamExpressionsInterpreter.Evaluate(stream_expression);
var rv = exp.getView(new Dictionary<string, StatementExpression>(0));
return rv;
} catch (Exception ex) {
Log.Gen.error($"Could not build stream: {stream_expression} ex: {ex}");
return null;
}
}
}
}
@@ -1,24 +0,0 @@
namespace bts.SilverPine {
using BCG;
using System;
public class NullFilterStream : ViewStream {
public NullFilterStream(ViewStream parent_str, string col_name)
: this(parent_str, col_name, true) { }
public NullFilterStream(ViewStream parent_str, string col_name, bool filter_out_doublenans = false) {
ViewStream rs = new FilterStream(parent_str,
r => {
bool is_dbnull = r.is_null(col_name);
if (is_dbnull) {
return false;
}
if (r.schema[col_name].type_code() == TypeCode.Double) {
return !Double.IsNaN(r.get<double>(col_name));
}
return true;
});
mySetRealSource(rs);
}
}
}
@@ -1,102 +1,102 @@
// using System;
// using System.Collections.Generic;
// using System.Linq;
// using System.Text;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
// namespace BCG
// {
namespace BCG
{
// public class AverageGroupsStream : ViewStream
// {
// public AverageGroupsStream(ViewStream input, string colToAverage, string keyColumn)
// {
public class AverageGroupsStream : ViewStream
{
public AverageGroupsStream(ViewStream input, string colToAverage, string keyColumn)
{
// myColToAverage = colToAverage;
// myInput = input;
// myKeyColumn = keyColumn;
// }
myColToAverage = colToAverage;
myInput = input;
myKeyColumn = keyColumn;
}
// private ViewStream myInput;
// private string myColToAverage;
// private BlueTableSchema mySchema;
// private string myKeyColumn;
private ViewStream myInput;
private string myColToAverage;
private BlueTableSchema mySchema;
private string myKeyColumn;
// protected override void myOnFirstSubscriber()
// {
// myInput.onChange += new ChangeDelegate(myInput_onChange);
// }
// protected override void myOnLastSubscriber()
// {
// myInput.onChange -= myInput_onChange;
// }
// private void myInput_onChange(object newValue)
// {
// if (mySchema == null)
// myBuildSchema(((DataPacket)newValue).schema);
protected override void myOnFirstSubscriber()
{
myInput.onChange += new ChangeDelegate(myInput_onChange);
}
protected override void myOnLastSubscriber()
{
myInput.onChange -= myInput_onChange;
}
private void myInput_onChange(object newValue)
{
if (mySchema == null)
myBuildSchema(((DataPacket)newValue).schema);
// IBlueRowCollection newRows = myEvaluate((DataPacket)newValue);
IBlueRowCollection newRows = myEvaluate((DataPacket)newValue);
// if (myLastValue == null)
// myFireEvent(new DataPacket(newRows, newRows, new BlueTable(mySchema)));
// else
// {
// IBlueRowCollection added, deleted;
// BlueDataUtility.computeDifferences(newRows, ((DataPacket) myLastValue).newRows, out deleted, out added);
// myFireEvent(new DataPacket(newRows, added, deleted));
// }
// }
if (myLastValue == null)
myFireEvent(new DataPacket(newRows, newRows, new BlueTable(mySchema)));
else
{
IBlueRowCollection added, deleted;
BlueDataUtility.computeDifferences(newRows, ((DataPacket) myLastValue).newRows, out deleted, out added);
myFireEvent(new DataPacket(newRows, added, deleted));
}
}
// private void myBuildSchema(IBlueTableSchema schema)
// {
// List<ColumnInfo> columns = new List<ColumnInfo>();
private void myBuildSchema(IBlueTableSchema schema)
{
List<ColumnInfo> columns = new List<ColumnInfo>();
// foreach (ColumnInfo ci in schema.columnInfo)
// columns.Add(ci);
foreach (ColumnInfo ci in schema.columnInfo)
columns.Add(ci);
// columns.Add(new ColumnInfo("average_"+myColToAverage, columns.Count, typeof(double)));
// mySchema = new BlueTableSchema("average_of_" + schema.tableName, columns.ToArray());
// }
columns.Add(new ColumnInfo("average_"+myColToAverage, columns.Count, typeof(double)));
mySchema = new BlueTableSchema("average_of_" + schema.tableName, columns.ToArray());
}
// private IBlueRowCollection myEvaluate(DataPacket packet)
// {
private IBlueRowCollection myEvaluate(DataPacket packet)
{
// IDictionary<string, double> colToRunningTotal = new Dictionary<string, double>();
// IDictionary<string, int> colToCount = new Dictionary<string, int>();
// IDictionary<string, IBlueRow> colToLastRow = new Dictionary<string, IBlueRow>();
IDictionary<string, double> colToRunningTotal = new Dictionary<string, double>();
IDictionary<string, int> colToCount = new Dictionary<string, int>();
IDictionary<string, IBlueRow> colToLastRow = new Dictionary<string, IBlueRow>();
// foreach (IBlueRow r in packet.newRows)
// {
// double thisVal = Convert.ToDouble(r[myColToAverage]);
foreach (IBlueRow r in packet.newRows)
{
double thisVal = Convert.ToDouble(r[myColToAverage]);
// string keyVal = r[myKeyColumn].ToString();
// if (!colToCount.ContainsKey(keyVal))
// {
// colToRunningTotal[keyVal] = thisVal;
// colToCount[keyVal] = 1;
// }
// else
// {
// colToRunningTotal[keyVal] += thisVal;
// colToCount[keyVal] += 1;
// }
// colToLastRow[keyVal] = r;
// }
string keyVal = r[myKeyColumn].ToString();
if (!colToCount.ContainsKey(keyVal))
{
colToRunningTotal[keyVal] = thisVal;
colToCount[keyVal] = 1;
}
else
{
colToRunningTotal[keyVal] += thisVal;
colToCount[keyVal] += 1;
}
colToLastRow[keyVal] = r;
}
// BlueTable result = new BlueTable(mySchema);
// foreach (string key in colToCount.Keys)
// {
// object[] values = new object[mySchema.columnInfo.Length];
BlueTable result = new BlueTable(mySchema);
foreach (string key in colToCount.Keys)
{
object[] values = new object[mySchema.columnInfo.Length];
// colToLastRow[key].CopyTo(values, 0);
// values[values.Length - 1] = packet.newRows.Count > 0 ? colToRunningTotal[key] / packet.newRows.Count : 0.0;
// result.addRow(new BlueRow(mySchema, values));
// }
colToLastRow[key].CopyTo(values, 0);
values[values.Length - 1] = packet.newRows.Count > 0 ? colToRunningTotal[key] / packet.newRows.Count : 0.0;
result.addRow(new BlueRow(mySchema, values));
}
// return result;
// }
return result;
}
// }
// }
}
}
@@ -1,31 +0,0 @@
namespace bts.SilverPine {
using BCG;
using System;
using System.Collections.Generic;
using System.Linq;
[DataStreamUserRespresentation("Average")]
public class AverageNonIncGroupsStream : ViewStream {
public AverageNonIncGroupsStream(ViewStream parent_stream, string inp_col_name, params string[] group_by_cols) {
NonIncGroupByStream rs = new NonIncGroupByStream(parent_stream, () => group_by_cols,
(g_rows) => _find_mean(inp_col_name, g_rows));
mySetRealSource(rs);
}
private List<IBlueRow> _find_mean(string inp_col_name, List<IBlueRow> g_rows) {
IBlueRow inp_row = g_rows.ElementAt(0);
IEnumerable<double> inp_vals = BlueDataUtility.get_colvalues<double>(g_rows, inp_col_name);
double sum = 0.0;
inp_vals.ToList().ForEach(d => sum += d);
string out_col_name = $"average_{inp_col_name}";
double average = sum / inp_vals.Count();
IBlueTableSchema schema_out = inp_row.schema.add_column(TypeCode.Double, out_col_name);
MutableBlueRow out_row = new MutableBlueRow(schema_out, inp_row);
out_row.setValue(out_col_name, average);
List<IBlueRow> rv = new List<IBlueRow>();
rv.Add(out_row);
return rv;
}
}
}
@@ -1,126 +0,0 @@
namespace bts.SilverPine {
using BCG;
using System;
using System.Collections.Generic;
using System.Linq;
//using MathNet.Numerics.Statistics;
public enum MultiRowOp {
Mean,
Median,
Mode,
Range,
StdDev,
Max,
Min,
First,
Last,
Sum,
EdgeDiff,
EdgeDiffPercentage,
//IsEdgeDiff,
}
public class MultiRowOpHelper {
public readonly List<Tuple<string, MultiRowOp>> operations;
public static MultiRowOpHelper parse(string text) {
// text is inp_col: op, inp_col: op, inp_col:op
List<Tuple<string, MultiRowOp>> rv = new List<Tuple<string, MultiRowOp>>();
string[] calcs = text.Split(',');
foreach (string c in calcs) {
string[] toks = c.Split(':');
string inp_col = toks[0].Trim();
string op_txt = toks[1].Trim();
MultiRowOp op = Enum.Parse<MultiRowOp>(op_txt, true);
rv.Add(Tuple.Create(inp_col, op));
}
return new MultiRowOpHelper(rv);
}
public MultiRowOpHelper(List<Tuple<string, MultiRowOp>> operations_) {
operations = operations_;
}
public static IBlueRow group_by(List<IBlueRow> rows, MultiRowOpHelper parameters) {
if (rows.Count() == 0) {
return null;
}
IBlueRow ir = rows.ElementAt(0);
IBlueTableSchema in_schema = ir.schema;
IBlueTableSchema out_schema = in_schema;
IDictionary<string, Tuple<string, MultiRowOp>> out_col_map =
new Dictionary<string, Tuple<string, MultiRowOp>>();
foreach (var t in parameters.operations) {
string out_col_name = $"{t.Item1}_{t.Item2}".ToLower();
out_schema = out_schema.add_column(TypeCode.Double, out_col_name);
out_col_map[out_col_name] = t;
}
MutableBlueRow or = new MutableBlueRow(out_schema, ir);
foreach (var kv in out_col_map) {
string out_col_name = kv.Key;
string in_col_name = kv.Value.Item1;
MultiRowOp op = kv.Value.Item2;
IEnumerable<double> col_vals = BlueDataUtility.get_colvalues<double>(rows, in_col_name);
double comp_res = compute_op(col_vals, op);
or.setValue(out_col_name, comp_res);
}
return or;
}
// rolling_rows are the rolling window of rows. the 0th row is the one thats gettin
// calculated. rows 1 - n-1 are its window rows. the schema is based on the operations.
public IBlueRow rolling_calc(List<IBlueRow> rolling_rows) {
if (rolling_rows.Count() == 0) {
return null;
}
IBlueRow ir = rolling_rows.ElementAt(0);
IBlueTableSchema in_schema = ir.schema;
IBlueTableSchema out_schema = in_schema;
IDictionary<string, Tuple<string, MultiRowOp>> out_col_map =
new Dictionary<string, Tuple<string, MultiRowOp>>();
foreach (var t in operations) {
string out_col_name = $"{t.Item1}_{t.Item2}".ToLower();
out_schema = out_schema.add_column(TypeCode.Double, out_col_name);
out_col_map[out_col_name] = t;
}
MutableBlueRow or = new MutableBlueRow(out_schema, ir);
foreach (var kv in out_col_map) {
string out_col_name = kv.Key;
string in_col_name = kv.Value.Item1;
MultiRowOp op = kv.Value.Item2;
IEnumerable<double> col_vals = BlueDataUtility.get_colvalues<double>(rolling_rows, in_col_name);
double comp_res = compute_op(col_vals, op);
or.setValue(out_col_name, comp_res);
}
return or;
}
public static double compute_op(IEnumerable<double> col_vals, MultiRowOp op) {
switch (op) {
case MultiRowOp.Max:
return col_vals.Max<double>();
case MultiRowOp.Min:
return col_vals.Min<double>();
case MultiRowOp.Mean:
return col_vals.Sum() / col_vals.Count();
case MultiRowOp.Sum:
return col_vals.Sum();
case MultiRowOp.First:
return col_vals.First();
case MultiRowOp.Last:
return col_vals.Last();
case MultiRowOp.StdDev:
return MathNet.Numerics.Statistics.Statistics.StandardDeviation(col_vals);
default:
// TODO
Log.assert(false);
return Double.NaN;
}
}
}
}
@@ -10,6 +10,6 @@ namespace BCG {
}
public MaxStream(ViewStream stream, string outputCol)
: this(new AddColumnsStream(stream, "fake_col: 0"), outputCol, new string[] { "fake_col" }) { }
: this(new AddColumnsStream(stream, "fakeCol=0"), outputCol, new string[] { "fakeCol" }) { }
}
}
@@ -1,20 +0,0 @@
namespace bts.SilverPine {
using BCG;
using System;
[DataStreamUserRespresentation("AggregationStream")]
public class AgregationStream : ViewStream {
public AgregationStream(ViewStream parent_str, string operation_txt) {
ViewStream rs = new NonIncGroupByStream(parent_str, String.Empty, operation_txt);
mySetRealSource(rs);
}
public AgregationStream(ViewStream parent_str, string groupby_col, string operation_txt) {
ViewStream rs = new NonIncGroupByStream(parent_str, groupby_col, operation_txt);
mySetRealSource(rs);
}
}
}
@@ -1,40 +1,13 @@
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using System.Text.Json;
using bts;
using bts.SilverPine;
namespace BCG {
[DataStreamUserRespresentation("AggregateStream")]
public class NonIncGroupByStream : ViewStream {
private class DelNonIncGroupByEvaluator : INonIncGroupByEvaluator {
Func<string[]> _groupby_cols_func;
Func<List<IBlueRow>, List<IBlueRow>> _evaluate_func;
public DelNonIncGroupByEvaluator(Func<string[]> groupby_cols_func,
Func<List<IBlueRow>, List<IBlueRow>> evaluate_func) {
_groupby_cols_func = groupby_cols_func;
_evaluate_func = evaluate_func;
}
public IBlueRowCollection evaluate(IDictionary<int, List<IBlueRow>> grouped_rows) {
BlueTable rv = null;
foreach (var kv in grouped_rows) {
List<IBlueRow> g_rows = kv.Value;
List<IBlueRow> out_rows = _evaluate_func.Invoke(g_rows);
if (out_rows != null && out_rows.Count > 0) {
rv = rv ?? new BlueTable(out_rows.ElementAt(0).schema);
}
rv.addRows(out_rows);
}
return rv;
}
public string[] get_group_by_cols() {
return _groupby_cols_func();
}
}
namespace BCG
{
public class NonIncGroupByStream : ViewStream
{
private ViewStream _main_stream;
private INonIncGroupByEvaluator _groupby_func;
private BlueRowHasher _row_hasher;
@@ -42,50 +15,24 @@ namespace BCG {
private Stopwatch _timer = new();
private int _n_total_fires = 0, _n_expensive_fires = 0;
public NonIncGroupByStream(ViewStream main_stream, INonIncGroupByEvaluator groupby_func) {
public NonIncGroupByStream(ViewStream main_stream, INonIncGroupByEvaluator groupby_func)
{
_main_stream = main_stream;
_groupby_func = groupby_func;
_groupby_cols = _groupby_func.get_group_by_cols();
_row_hasher = new BlueRowHasher(_groupby_cols == null ? 0 : _groupby_cols.Length);
_row_hasher = new BlueRowHasher(_groupby_cols.Length);
}
public NonIncGroupByStream(ViewStream main_stream, Func<string[]> groupby_cols_func,
Func<List<IBlueRow>, List<IBlueRow>> evaluate_func)
: this(main_stream, new DelNonIncGroupByEvaluator(groupby_cols_func, evaluate_func)) { }
public NonIncGroupByStream(ViewStream parent_str, string groupby_col, string standard_group_by_text)
: this(parent_str, groupby_col, standard_group_by_text, String.Empty) { }
public NonIncGroupByStream(ViewStream parent_str, string groupby_col, string standard_group_by_text, string optional_sort_col) {
MultiRowOpHelper std_group_by = MultiRowOpHelper.parse(standard_group_by_text);
Func<string[]> groupby_cols_func = () => {
return String.IsNullOrEmpty(groupby_col) ? null : new string[] { groupby_col };
};
Func<List<IBlueRow>, List<IBlueRow>> evaluate_func = (group_rows) => {
if (!String.IsNullOrEmpty(optional_sort_col))
group_rows.Sort((r1, r2) => BlueDataUtility.compare_rows(r2, r1, optional_sort_col));
IBlueRow rv = MultiRowOpHelper.group_by(group_rows, std_group_by);
return new IBlueRow[] { rv }.ToList();
};
ViewStream rs = new NonIncGroupByStream(parent_str, groupby_cols_func, evaluate_func);
mySetRealSource(rs);
}
public NonIncGroupByStream(ViewStream parent_str, string standard_group_by_text) :
this(parent_str, String.Empty, standard_group_by_text) {
}
protected override void myOnFirstSubscriber() { _main_stream.onChange += _main_stream_onchange; }
protected override void myOnLastSubscriber() { _main_stream.onChange -= _main_stream_onchange; }
private void _main_stream_onchange(object nv) {
private void _main_stream_onchange(object nv)
{
DataPacket dp = nv as DataPacket;
///grouping together
_timer.Restart();
IDictionary<int, List<IBlueRow>> grouped_rows = (_groupby_cols == null || _groupby_cols.Length == 0) ?
new Dictionary<int, List<IBlueRow>>() { { 0, dp.newRows.to_list() } } :
BlueDataUtility.group_together(dp.newRows, _groupby_cols, ref _row_hasher);
IDictionary<int, List<IBlueRow>> grouped_rows = BlueDataUtility.group_together (dp.newRows, _groupby_cols, ref _row_hasher);
_timer.Stop();
var groupElapsedMs = _timer.ElapsedMilliseconds;
if (groupElapsedMs >= 50) {
@@ -97,15 +44,14 @@ namespace BCG {
IBlueRowCollection total_state = _groupby_func.evaluate(grouped_rows);
_timer.Stop();
var applyElapsedMs = _timer.ElapsedMilliseconds;
_n_total_fires++;
if (applyElapsedMs >= 50) {
_n_total_fires++;
if (applyElapsedMs >= 50)
{
_n_expensive_fires++;
Log.DataFlow.info(
$"Time to evaluate {grouped_rows.Count} groups {_timer.ElapsedMilliseconds}ms, ratio {_n_expensive_fires}/{_n_total_fires}");
}
// TODO,
if (total_state != null)
myFireEvent(new DataPacket(total_state, total_state, myLastValue == null ? new BlueTable(total_state.schema) : (myLastValue as DataPacket).newRows));
}
myFireEvent(new DataPacket(total_state, total_state, myLastValue == null ? new BlueTable(total_state.schema) : (myLastValue as DataPacket).newRows));
}
}
}
@@ -1,16 +1,15 @@
using bts;
using bts.collections;
using mbts;
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using System.Security.Cryptography;
namespace BCG {
public class NonIncJoinBookkeeper : IDisposable {
namespace BCG
{
public class NonIncJoinBookkeeper : IDisposable
{
public Action on_new_data;
private readonly NonIncJoinSpec _join_spec;
private readonly int _join_position;
@@ -27,71 +26,41 @@ namespace BCG {
private int[] _join_col_indices = null,
_data_col_indices = null;
public NonIncJoinBookkeeper(NonIncJoinSpec the_join_spec, int join_position, int start_index_in_output, BlueRowHasher row_hasher) {
public NonIncJoinBookkeeper(NonIncJoinSpec the_join_spec, int join_position, int start_index_in_output, BlueRowHasher row_hasher)
{
_join_spec = the_join_spec;
_join_position = join_position;
_start_index_in_output = start_index_in_output;
_row_hasher = row_hasher;
_is_left_most = _join_position == 0;
_is_tag_along = _join_spec.join_col_names.Length == 0;
}
private bool _filled_missing_data = false;
private void _fill_missing_data(DataPacket dp) {
if (_filled_missing_data)
return;
Func<string[], bool> null_or_empty = (str_arr) => {
if (str_arr == null || str_arr.Length == 0)
return true;
foreach (string s in str_arr) {
if (!String.IsNullOrEmpty(s)) {
return false;
}
}
return true;
};
Func<string[], string[]> remove_bad_cols = (col_names) => {
HashSet<string> schema_col_map = new HashSet<string>(dp.schema.columnNames);
List<string> cols_list = new List<string>(col_names);
cols_list.RemoveWhere(c => !schema_col_map.Contains(c));
return cols_list.ToArray();
};
if (null_or_empty(_join_spec.data_col_names)) {
_join_spec.data_col_names = dp.schema.columnNames;
}
_join_spec.data_col_names = remove_bad_cols(_join_spec.data_col_names);
if (null_or_empty(_join_spec.data_col_names)) {
_join_spec.data_col_names = dp.schema.columnNames;
}
if (null_or_empty(_join_spec.projected_col_names)) {
_join_spec.projected_col_names = _join_spec.data_col_names;
}
}
public void init() {
_join_spec.stream.onChange += _on_stream_cb;
}
public void _on_stream_cb(object dp_obj) {
Log.Gen.info($"NonIncJoinBookkeeper._on_stream_cb dp_obj: {dp_obj}");
public void _on_stream_cb(object dp_obj)
{
var timer = Stopwatch.StartNew();
DataPacket dp = (DataPacket)dp_obj;
_fill_missing_data(dp);
if (_schema == null) {
if (_schema == null)
{
_schema = dp.schema;
_join_col_indices = BlueDataUtility.get_column_indices(_schema, _join_spec.join_col_names);
_data_col_indices = BlueDataUtility.get_column_indices(_schema, _join_spec.data_col_names);
}
if (_is_left_most) {
if (_is_left_most)
{
_row_list.Clear();
foreach (IBlueRow r in dp.newRows)
_row_list.Add(new Pair<int, IBlueRow>(_row_hasher.get_hash(r, _join_col_indices), r));
} else {
_row_list.Add(new Pair<int, IBlueRow>(_row_hasher.get_hash(r, _join_col_indices), r));
}
else
{
if (_is_tag_along)
_solitary_row = BlueDataUtility.extractRow(dp.newRows, 0);
else {
else
{
_row_map.Clear();
foreach (IBlueRow r in dp.newRows)
_row_map[_row_hasher.get_hash(r, _join_col_indices)] = r;
@@ -110,25 +79,31 @@ namespace BCG {
public bool is_ready { get { return _schema != null; } }
public void constribute_cols_to_schema(List<ColumnInfo> cis) {
public void constribute_cols_to_schema(List<ColumnInfo> cis)
{
for (int i = 0; i < _join_spec.data_col_names.Length; i++)
cis.Add(new ColumnInfo(_join_spec.projected_col_names[i], cis.Count, _schema[_join_spec.data_col_names[i]].colType));
}
public List<Pair<int, IBlueRow>> get_list() { return _row_list; }
public void copy_master_row_to_output_row(int row_index, object[] output_row) {
public void copy_master_row_to_output_row(int row_index, object[] output_row)
{
IBlueRow this_row = _row_list[row_index].second;
BlueDataUtility.copy_to_row(this_row, _data_col_indices, output_row, _start_index_in_output);
}
public void copy_matching_row_to_output_row(int row_hash, object[] output_row) {
if (_is_tag_along) {
public void copy_matching_row_to_output_row(int row_hash, object[] output_row)
{
if (_is_tag_along)
{
if (_solitary_row != null)
BlueDataUtility.copy_to_row(_solitary_row, _data_col_indices, output_row, _start_index_in_output);
else
copy_dbnull_to_output_row(output_row);
} else {
}
else
{
IBlueRow this_row = null;
if (_row_map.TryGetValue(row_hash, out this_row))
BlueDataUtility.copy_to_row(this_row, _data_col_indices, output_row, _start_index_in_output);
@@ -137,7 +112,8 @@ namespace BCG {
}
}
private void copy_dbnull_to_output_row(object[] output_row) {
private void copy_dbnull_to_output_row(object[] output_row)
{
for (int i = 0; i < _data_col_indices.Length; i++)
output_row[i + _start_index_in_output] = DBNull.Value;
}
@@ -3,63 +3,63 @@ using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using mbts;
namespace BCG {
// this a collection of data, theres no joining logic in here
public class NonIncJoinSpec {
namespace BCG
{
public class NonIncJoinSpec
{
public ViewStream stream;
// join col names are the names on which the streams are joined (for equality),
// data col names are the names in the original stream
// projected col names are their new names, ie if its x:l_x, then x is in the
// data_col_names and l_x in projected cols
public string[] join_col_names, data_col_names, projected_col_names;
public NonIncJoinSpec() { }
public NonIncJoinSpec(ViewStream the_stream, string[] the_join_col_names, string[] the_data_col_names)
: this(the_stream, the_join_col_names, the_data_col_names, the_data_col_names) { }
: this (the_stream, the_join_col_names, the_data_col_names, the_data_col_names)
{ }
public NonIncJoinSpec(ViewStream the_stream, string[] the_join_col_names, string[] the_data_col_names, string[] the_projected_col_names) {
public NonIncJoinSpec(ViewStream the_stream, string[] the_join_col_names, string[] the_data_col_names, string[] the_projected_col_names)
{
stream = the_stream;
join_col_names = the_join_col_names;
data_col_names = the_data_col_names;
projected_col_names = the_projected_col_names;
}
public static NonIncJoinSpec[] from_triplet(params Triplet<ViewStream, string, string>[] join_specs) {
public static NonIncJoinSpec[] from_triplet(params Triplet<ViewStream, string, string>[] join_specs)
{
List<NonIncJoinSpec> rv = new List<NonIncJoinSpec>();
foreach (Triplet<ViewStream, string, string> r in join_specs) {
string[] keys = String.IsNullOrEmpty(r.second) ? new string[] { } : r.second.Split(' ');
foreach (Triplet<ViewStream, string, string> r in join_specs)
{
string[] keys = String.IsNullOrEmpty (r.second) ? new string[] {} : r.second.Split(' ');
string[] visible_cols = r.third.Split(' ');
List<string> data_col_names = new List<string>(), mapped_col_names = new List<string>();
foreach (string s in visible_cols) {
foreach (string s in visible_cols)
{
string[] toks = s.Split(':');
if (toks.Length == 1) {
if (toks.Length == 1)
{
data_col_names.Add(toks[0]);
mapped_col_names.Add(toks[0]);
} else if (toks.Length == 2) {
}
else if (toks.Length == 2)
{
data_col_names.Add(toks[0]);
mapped_col_names.Add(toks[1]);
}
}
rv.Add(new NonIncJoinSpec(r.first, keys, data_col_names.ToArray(), mapped_col_names.ToArray()));
rv.Add (new NonIncJoinSpec (r.first, keys, data_col_names.ToArray (), mapped_col_names.ToArray()));
}
return rv.ToArray();
}
public override string ToString() {
Func<string[], string> arr_txt = (a) => {
string rv = "";
foreach (string s in a) {
rv += "{s} ";
}
rv = rv.Trim();
return rv;
};
string rv = $"stream: {stream} join_col_names: {arr_txt(join_col_names)} data_col_names: {arr_txt(data_col_names)} projected_col_names: {arr_txt(projected_col_names)}";
return rv;
return rv.ToArray ();
}
}
//[DataStreamUserRespresentation("ninctest")]
//public class NonIncJoinTestStream : ViewStream
//{
// public NonIncJoinTestStream (string key_cols, string data_cols)
// {
// NonIncJoinSpec.from_triplet(new Triplet<ViewStream, string, string>(null, key_cols, data_cols));
// }
//}
}
@@ -6,9 +6,11 @@ using System;
using System.Collections.Generic;
using System.Diagnostics;
namespace BCG {
namespace BCG
{
[DataStreamUserRespresentation("fastJoin")]
public class NonIncJoinStream : ViewStream, BCG.Utilities.General.IWorker {
public class NonIncJoinStream : ViewStream, BCG.Utilities.General.IWorker
{
private readonly NonIncJoinSpec[] _join_specs;
private readonly INonIncJoinInlineMapper _output_mapper;
private readonly BlueRowHasher _row_hasher;
@@ -26,19 +28,24 @@ namespace BCG {
{
new Triplet<ViewStream, string, string> (left, left_join_cols, left_proj),
new Triplet<ViewStream, string, string> (right, right_join_cols, right_proj)
}) { }
})
{ }
public NonIncJoinStream(params Triplet<ViewStream, string, string>[] join_specs)
: this(NonIncJoinSpec.from_triplet(join_specs), null, 0) { }
: this(NonIncJoinSpec.from_triplet(join_specs), null, 0)
{ }
public NonIncJoinStream(ViewStreamDatabase vsd, INonIncJoinInlineMapper output_mapper, int throttles_ms,
params Triplet<ViewStream, string, string>[] join_specs)
: this(vsd, NonIncJoinSpec.from_triplet(join_specs), output_mapper, throttles_ms) { }
: this(vsd, NonIncJoinSpec.from_triplet(join_specs), output_mapper, throttles_ms)
{ }
public NonIncJoinStream(NonIncJoinSpec[] join_specs, INonIncJoinInlineMapper output_mapper, int throttles_ms = 0)
: this(ViewStreamDatabase.instance, join_specs, output_mapper, throttles_ms) { }
: this(ViewStreamDatabase.instance, join_specs, output_mapper, throttles_ms)
{ }
public NonIncJoinStream(ViewStreamDatabase vsd, NonIncJoinSpec[] join_specs, INonIncJoinInlineMapper output_mapper, int throttles_ms = 0) {
public NonIncJoinStream(ViewStreamDatabase vsd, NonIncJoinSpec[] join_specs, INonIncJoinInlineMapper output_mapper, int throttles_ms = 0)
{
_join_specs = join_specs;
_output_mapper = output_mapper;
_row_hasher = new BlueRowHasher(_join_specs[0].join_col_names.Length);
@@ -46,11 +53,12 @@ namespace BCG {
_vsd = vsd;
}
protected override void myOnFirstSubscriber() {
protected override void myOnFirstSubscriber()
{
int data_col_no = 1;
for (int jp = 0; jp < _join_specs.Length; jp++) {
for (int jp = 0; jp < _join_specs.Length; jp++)
{
NonIncJoinBookkeeper s = new NonIncJoinBookkeeper(_join_specs[jp], jp, data_col_no, _row_hasher);
Log.Gen.info($"NonIncJoinStream.myOnFirstSubscriber jp: {jp} spec: {_join_specs[jp]}");
data_col_no += _join_specs[jp].data_col_names.Length;
s.on_new_data += _stream_callback;
_book_keeping_data.Add(s);
@@ -58,11 +66,10 @@ namespace BCG {
if (_output_mapper != null)
_output_mapper.onMapperChange += _on_mapper_change;
_vsd.addWorker(this);
foreach (var bkd in _book_keeping_data)
bkd.init();
}
protected override void myOnLastSubscriber() {
protected override void myOnLastSubscriber()
{
foreach (NonIncJoinBookkeeper d in _book_keeping_data)
d.Dispose();
if (_output_mapper != null)
@@ -70,26 +77,30 @@ namespace BCG {
_vsd.removeWorker(this);
}
private void _stream_callback() {
Log.Gen.info("NonIncJoinStream._stream_callback received callback");
private void _stream_callback()
{
_is_dirty = true;
doWork();
}
private void _on_mapper_change() {
private void _on_mapper_change()
{
_is_dirty = true;
doWork();
}
private bool _is_ready() {
private bool _is_ready()
{
bool rv = true;
foreach (NonIncJoinBookkeeper d in _book_keeping_data)
rv &= d.is_ready;
return rv;
}
private void _construct_schema() {
if (_output_schema == null) {
private void _construct_schema()
{
if (_output_schema == null)
{
List<ColumnInfo> cis = new List<ColumnInfo>(new ColumnInfo[] { new ColumnInfo("id", 0, typeof(int)) });
foreach (NonIncJoinBookkeeper d in _book_keeping_data)
d.constribute_cols_to_schema(cis);
@@ -98,23 +109,27 @@ namespace BCG {
}
private int _n_total_fires = 0, _n_expensive_fires = 0;
private void _form_and_fire() {
Log.Gen.info($"NonIncJoinStream._form_and_fire _is_ready(): {_is_ready()}");
if (_is_ready()) {
private void _form_and_fire()
{
if (_is_ready())
{
_construct_schema();
var timer = Stopwatch.StartNew();
IList<Pair<int, IBlueRow>> left_row_list = _book_keeping_data[0].get_list();
List<object[]> output_rows = new List<object[]>();
for (int i = 0; i < left_row_list.Count; i++) {
for (int i = 0; i < left_row_list.Count; i++)
{
object[] or = new object[_output_schema.columnInfo.Length];
or[0] = i;
output_rows.Add(or);
}
for (int ji = 0; ji < _book_keeping_data.Count; ji++) {
for (int ji = 0; ji < _book_keeping_data.Count; ji++)
{
NonIncJoinBookkeeper bk_data = _book_keeping_data[ji];
for (int i = 0; i < left_row_list.Count; i++) {
for (int i = 0; i < left_row_list.Count; i++)
{
if (ji == 0)
bk_data.copy_master_row_to_output_row(i, output_rows[i]);
else
@@ -124,20 +139,19 @@ namespace BCG {
IBlueRowCollection dp_output_rows = _apply_map(new SequentialIDBlueTable(_output_schema, output_rows));
timer.Stop();
_n_total_fires++;
//if (timer.ElapsedMilliseconds >= 250) {
_n_expensive_fires++;
string log_msg = $"Join and map time for {_book_keeping_data.Count} "
+ $"tables {timer.Elapsed.TotalMilliseconds} msecs, ratio {_n_expensive_fires}/{_n_total_fires}";
Log.Gen.info(log_msg);
//}
var dp_out = BlueDataUtility.build_dp_inc(dp_output_rows, myLastValue as DataPacket);
myFireEvent(dp_out);
//myFireEvent(new DataPacket(dp_output_rows, dp_output_rows, myLastValue == null ? new BlueTable(_output_schema) : (myLastValue as DataPacket).newRows));
if (timer.ElapsedMilliseconds >= 250) {
_n_expensive_fires++;
string log_msg = $"Join and map time for {_book_keeping_data.Count} "
+ $"tables {timer.Elapsed} ratio {_n_expensive_fires}/{_n_total_fires}";
}
myFireEvent(new DataPacket(dp_output_rows, dp_output_rows, myLastValue == null ? new BlueTable(_output_schema) : (myLastValue as DataPacket).newRows));
}
}
private IBlueRowCollection _apply_map(IBlueRowCollection unmapped_rows) {
if (_output_mapper != null) {
private IBlueRowCollection _apply_map(IBlueRowCollection unmapped_rows)
{
if (_output_mapper != null)
{
IBlueRowCollection output_rows;
var timer = Stopwatch.StartNew();
output_rows = _output_mapper.map_rows(unmapped_rows);
@@ -146,14 +160,17 @@ namespace BCG {
Log.Gen.info($"Time to map {unmapped_rows.Count} rows into {output_rows.Count} rows {timer.Elapsed}");
}
return output_rows;
} else {
}
else
{
return unmapped_rows;
}
}
public void doWork() {
Log.Gen.info($"NonIncJoinStream.doWork _last_fire_time: {_last_fire_time} _is_dirty: {_is_dirty}");
if (DateTime.Now - _last_fire_time >= _throttle_period && _is_dirty) {
public void doWork()
{
if (DateTime.Now - _last_fire_time >= _throttle_period && _is_dirty)
{
_is_dirty = false;
_last_fire_time = DateTime.Now;
_form_and_fire();
@@ -1,68 +0,0 @@
namespace bts {
using BCG;
using BCG.Utilities.General;
using System;
using System.Diagnostics;
using ZstdSharp.Unsafe;
// functon that joins the 2 rows and returns the outputput row. The function
// can return a null which means the 2 rows dont need to be joined
using JoinFunc = System.Func<BCG.IBlueRow, BCG.IBlueRow, BCG.IBlueRow>;
public class ProximityJoinStream : ViewStream, IWorker {
private ViewStream _lvs, _rvs;
private JoinFunc _join_func;
private bool _dirty = false;
private Stopwatch _stopwatch = new Stopwatch();
private ViewStreamDatabase _vsd = ViewStreamDatabase.instance;
public ProximityJoinStream(ViewStream lvs, ViewStream rvs, JoinFunc join_func) {
_lvs = lvs;
_rvs = rvs;
_join_func = join_func;
}
protected override void myOnFirstSubscriber() {
_lvs.onChange += _handle_data;
_rvs.onChange += _handle_data;
_vsd.addWorker(this);
}
protected override void myOnLastSubscriber() {
_lvs.onChange -= _handle_data;
_rvs.onChange -= _handle_data;
_vsd.removeWorker(this);
}
private void _handle_data(object dp_obj) {
_dirty = true;
doWork();
}
public void doWork() {
Func<bool> all_data_revcd = () => {
return _lvs.rows != null && _rvs.rows != null;
};
_stopwatch.Start();
if (_dirty && all_data_revcd()) {
_dirty = false;
BlueTable rv = null;
foreach (IBlueRow lr in _lvs.rows) {
foreach (IBlueRow rr in _rvs.rows) {
IBlueRow resr = _join_func(lr, rr);
if (resr == null)
continue;
rv = rv ?? new BlueTable(resr.schema);
rv.addRow(resr);
}
}
_stopwatch.Stop();
Log.Gen.info($"ProximityJoinStream left_count: {_lvs.rows.Count} right_count: {_rvs.rows.Count} result_count: {rv.Count} time: {_stopwatch.ElapsedMilliseconds} msecs");
var dp = BlueDataUtility.build_dp_inc(rv, myLastValue as DataPacket);
myFireEvent(dp);
}
}
}
}
@@ -1,47 +0,0 @@
namespace bts.SilverPine {
using BCG;
using System;
using System.CodeDom;
using System.Configuration;
using System.Reactive.Disposables;
public class TimeProximityJoinStream : ViewStream {
private int _id = 0;
public TimeProximityJoinStream(ViewStream ls, string l_time_col, ViewStream rs, string r_time_col,
string pre_join_period, string post_join_period) :
this(ls, l_time_col, rs, r_time_col, TimeBasedFilter.parse_duration(pre_join_period),
TimeBasedFilter.parse_duration(post_join_period)) { }
public TimeProximityJoinStream(ViewStream ls, string l_time_col, ViewStream rs, string r_time_col,
TimeSpan pre_join_period, TimeSpan post_join_period) {
Func<IBlueRow, IBlueRow, IBlueRow> create_row = (lr, rr) => {
var id = 0;
lock (this) {
id = _id++;
}
IBlueRow rv = BlueDataUtility.create_composite_row(lr, rr, id);
return rv;
};
Func<IBlueRow, IBlueRow, IBlueRow> join_func = (lr, rr) => {
DateTime ldt = lr.get_datetime(l_time_col);
DateTime rdt = rr.get_datetime(r_time_col);
TimeSpan diff = ldt - rdt;
if (ldt < rdt) {
if (diff.Duration() > pre_join_period) {
return null;
}
} else {
if (diff > post_join_period)
return null;
}
return create_row(lr, rr);
};
ViewStream rstr = new ProximityJoinStream(ls, rs, join_func);
mySetRealSource(rstr);
}
}
}
@@ -2,13 +2,9 @@ using System;
using System.Collections;
using System.Collections.Generic;
using Amazon.Runtime.Internal.Util;
using BCG;
using BCG.Utilities;
using bts;
namespace BCG {
public class LiteralStream : ViewStream {
@@ -26,34 +22,6 @@ namespace BCG {
return rv;
}
//literal("table1", "x:123, y:1.001, z:abc;x:123, y:1.001, z:abc")
public LiteralStream(string table_name, string rows) {
Func<string, int, IBlueRow> get_row = (json_row, id) => {
Dictionary<string, object> map = new Dictionary<string, object>();
string[] toks = json_row.Split(',', StringSplitOptions.TrimEntries);
//Logger.assert(col_vals.Length == 2);
foreach (string t in toks) {
var col_vals = t.Split(':', StringSplitOptions.TrimEntries);
string col = col_vals[0];
string val = col_vals[1];
map.Add(col, val);
}
map["id"] = id;
return new BlueRow(map);
};
string[] row_arr = rows.Split(';', StringSplitOptions.TrimEntries);
BlueTable table = null;
foreach (string json_string in row_arr) {
IBlueRow r = //BlueDataUtility.convert_json_to_row(json_string, table == null ? 0 : table.Count);
get_row(json_string, table == null ? 0 : table.Count);
table = table ?? new BlueTable(r.schema);
table.addRow(r);
}
ViewStream str = new BlueTableStream(table);
str = new SchemaGuesserStream(str);
mySetRealSource(str);
}
public LiteralStream(string tableName, string schema, string value) {
string[] columns = schema.Split(' ');
@@ -87,7 +55,7 @@ namespace BCG {
mySetRealSource(new BlueRowCollectionStaticStream(t));
}
// public LiteralStream(string schema, string value) : this("literal", schema, value) { }
public LiteralStream(string schema, string value) : this("literal", schema, value) { }
// public LiteralStream(string value) {
@@ -1,74 +0,0 @@
using BCG;
using MongoDB.Driver.Core.WireProtocol.Messages;
using System;
using System.Collections.Generic;
using System.Linq;
// the first arg is all the rows, the second arg is the index of the row that needs mapping, and
// the func returns the mapped row (ie mapped version of the index row)
using GlobalMap = System.Func<System.Collections.Generic.List<BCG.IBlueRow>, uint, BCG.IBlueRow>;
namespace bts {
// In GlobalMap, each row is mapped with the full view of all rows, ie the map functions for a row
// can use the state fo all rows.
public class GlobalMapStream : ViewStream {
private ViewStream _base_stream;
private readonly string _sort_col_name, _group_by_col;
private GlobalMap _map_func;
public GlobalMapStream(ViewStream base_stream, string sort_col_name, string group_by_col, GlobalMap map_func) {
_base_stream = base_stream;
_sort_col_name = sort_col_name;
_group_by_col = group_by_col;
_map_func = map_func;
}
public GlobalMapStream(ViewStream base_stream, string sort_col_name, GlobalMap map_func) :
this(base_stream, sort_col_name, null, map_func) {
}
protected override void myOnFirstSubscriber() {
_base_stream.onChange += _handle_stream_update;
}
protected override void myOnLastSubscriber() {
_base_stream.onChange -= _handle_stream_update;
}
void _handle_stream_update(object dp_obj) {
DataPacket dp = dp_obj as DataPacket;
IDictionary<int, List<IBlueRow>> groups = !String.IsNullOrEmpty(_group_by_col) ?
BlueDataUtility.group_together(dp.newRows, new string[] { _group_by_col })
:
new Dictionary<int, List<IBlueRow>>() { { 0, dp.newRows.to_list() } };
BlueTable out_table = null;
foreach (var kv in groups) {
List<IBlueRow> group_rows = kv.Value;
group_rows.Sort((r1, r2) => BlueDataUtility.compare_rows(r2, r1, _sort_col_name));
uint i = 0;
foreach (IBlueRow r in group_rows) {
IBlueRow nr = _map_func(group_rows, i++);
out_table = out_table ?? new BlueTable(nr.schema);
out_table.addRow(nr);
}
}
// List<IBlueRow> rows = dp.newRows.to_ienum().ToList();
// rows.Sort((r1, r2) => BlueDataUtility.compare_rows(r1, r2, _sort_col_name));
// uint i = 0;
// BlueTable out_table = null;
// foreach (IBlueRow r in rows) {
// IBlueRow nr = _map_func(rows, i++);
// out_table = out_table ?? new BlueTable(nr.schema);
// out_table.addRow(nr);
// }
DataPacket dp_out = BlueDataUtility.build_dp_inc(out_table, myLastValue as DataPacket);
myFireEvent(dp_out);
}
}
}
@@ -13,8 +13,9 @@ namespace BCG {
/// desired row ie newRow = f(row), where f is the mapping fucntion. Note that the id
/// is preserved across the rows, ie row["id"] = f(row)["id"]
/// </summary>
[DataStreamUserRespresentation(false)]
public class MapStream : MethodDrivenStream {
[DataStreamUserRespresentation (false)]
public class MapStream : MethodDrivenStream
{
protected IStreamMapper myMapper;
protected IChangeableStreamMapper myChangeableMapper = null;
private bool myUseNewMap = Configuration.get<DataStreamConfig>().UseNewMap;
@@ -1,14 +0,0 @@
namespace bts.SilverPine
{
using BCG;
[DataStreamUserRespresentation("RollingComputationStream")]
public class RollingComputationStream : ViewStream
{
private ViewStream _parent_str;
public RollingComputationStream(ViewStream parent_str, string operation_txt, string roll_column, uint window_sz)
{
}
}
}
@@ -1,10 +0,0 @@
namespace bts.SilverPine {
using BCG;
[DataStreamUserRespresentation("RollingComputationStream")]
public class RollingComputationStream : ViewStream {
public RollingComputationStream(ViewStream parent_str, string operation_txt, string roll_column, uint window_sz) {
}
}
}
@@ -1,8 +1,9 @@
using Google.Protobuf.WellKnownTypes;
using System;
using BCG.Utilities.General;
using BCG;
namespace bts.SilverPine {
namespace BCG {
// Keeps adding changing rows to the stream, hence preserving the history
// and creating a time series, for example this can be used to make bbo updates
// into a time series of prices/qty
@@ -40,6 +41,7 @@ namespace bts.SilverPine {
}
_table.addRows(added_rows);
myFireEvent(new DataPacket(_table, added_rows, new BlueTable(_table.schema)));
}
}
@@ -108,7 +108,6 @@ namespace bts {
}
[DataStreamUserRespresentation("Project")]
public class NewProjectStream : ViewStream, IStreamMapper {
private ViewStream _stream;
@@ -138,24 +137,10 @@ namespace bts {
HashSet<string> removed_cols = new HashSet<string>();
Dictionary<string, string> mapped_to_orig_map = new Dictionary<string, string>();
Dictionary<string, string> orig_to_mapped = new Dictionary<string, string>();
// by default every col will show up, so if we have the projection as (a:a1)
// it will convert a to a1,
// examples: if a schema has cols a b c
// project(parent_str, "a:aa ") -> aa b c
// project(parent_str, "a:aa !c") -> aa b
// project(parent_str, "a:aa !") -> aa
// project(parent_str, "a:aa b = (aa*aa)!") -> aa b
bool hide_all = false;
foreach (string p_tok in project_toks) {
if (p_tok.StartsWith("!")) {
if (p_tok.Length == 1) {
// if it is a "blanket "!"=> hide all cols except the one that
// are stated explicitly
hide_all = true;
} else {
string removed_col = p_tok.Substring(1);
removed_cols.Add(removed_col);
}
string removed_col = p_tok.Substring(1);
removed_cols.Add(removed_col);
} else if (p_tok.Contains(":")) {
string[] map_toks = p_tok.Split(":");
string orig_col = map_toks[0];
@@ -170,11 +155,12 @@ namespace bts {
}
}
}
// make the new schema
List<ColumnInfo> new_cols = new List<ColumnInfo>();
foreach (ColumnInfo ci in input_schema.columnInfo) {
if (ci.colName == "id") {
// if there's a hidden col, other columns will show by default, but if cols are being
// projected epxlicitely, than others wil be hidden
ColumnInfo nc = new ColumnInfo(ci.colName, new_cols.Count, ci.colType);
new_cols.Add(nc);
continue;
@@ -186,13 +172,12 @@ namespace bts {
ColumnInfo nc = new ColumnInfo(mapped_name, new_cols.Count, ci.colType);
new_cols.Add(nc);
} else {
if (hide_all)
continue;
//if (ci.colName == "id" || removed_cols.Count > 0) {
// unless columns are explicitely hidden, all columns show up
ColumnInfo nc = new ColumnInfo(ci.colName, new_cols.Count, ci.colType);
new_cols.Add(nc);
//}
if (ci.colName == "id" || removed_cols.Count > 0) {
// if there's a hidden col, other columns will show by default, but if cols are being
// projected epxlicitely, than others wil be hidden
ColumnInfo nc = new ColumnInfo(ci.colName, new_cols.Count, ci.colType);
new_cols.Add(nc);
}
}
}
IBlueTableSchema new_schema = new BlueTableSchema(input_schema.tableName, new_cols.ToArray());
@@ -1,122 +0,0 @@
using System;
using System.Data;
using System.Data.SQLite;
using System.Diagnostics;
using System.Collections;
using BCG;
using System.Linq;
using System.Data.Entity;
using System.Collections.Generic;
using System.Data.SQLite;
namespace bts.SilverPine {
public static class SQLiteHelper {
public static string location = "C:\\Users\\m_tah\\development\\data\\";
public static string db_name = "stream_data.db";
public static DataTable execute_select_query(string connection_string, string query) {
// Create a new DataTable to store the results
DataTable dataTable = new DataTable();
// Create and open a SQLite connection using the provided connection string
using (SQLiteConnection connection = new SQLiteConnection(connection_string)) {
try {
connection.Open();
// Create a SQLite command with the provided query
using (SQLiteCommand command = new SQLiteCommand(query, connection)) {
// Use SQLiteDataAdapter to fill the DataTable
using (SQLiteDataAdapter adapter = new SQLiteDataAdapter(command)) {
adapter.Fill(dataTable);
}
}
} catch (Exception ex) {
Console.WriteLine("An error occurred: " + ex.Message);
}
}
// Return the populated DataTable
return dataTable;
}
public static List<Dictionary<string, object>> ExecuteBulkRead(string connectionString, string query) {
var result = new List<Dictionary<string, object>>();
using (var connection = new SQLiteConnection(connectionString)) {
connection.Open();
// Begin a transaction to optimize read speed
using (var transaction = connection.BeginTransaction())
using (var command = new SQLiteCommand(query, connection, transaction))
using (var reader = command.ExecuteReader()) {
while (reader.Read()) {
var row = new Dictionary<string, object>();
for (int i = 0; i < reader.FieldCount; i++) {
string columnName = reader.GetName(i);
object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
row[columnName] = columnValue;
}
result.Add(row);
}
// Commit the transaction
transaction.Commit();
}
}
return result;
}
public static List<Dictionary<string, object>> get_table(string connectionString, string query) {
var result = new List<Dictionary<string, object>>();
using (var connection = new SQLiteConnection(connectionString)) {
try {
connection.Open();
using (var command = new SQLiteCommand(query, connection))
using (var reader = command.ExecuteReader()) {
while (reader.Read()) {
var row = new Dictionary<string, object>();
for (int i = 0; i < reader.FieldCount; i++) {
string columnName = reader.GetName(i);
object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
row[columnName] = columnValue;
}
result.Add(row);
}
}
} catch (Exception ex) {
Console.WriteLine("An error occurred: " + ex.Message);
}
}
return result;
}
public static IEnumerable<Dictionary<string, object>> get_table_2(string connectionString, string query) {
using (var connection = new SQLiteConnection(connectionString)) {
connection.Open();
using (var command = new SQLiteCommand(query, connection))
using (var reader = command.ExecuteReader()) {
while (reader.Read()) {
var row = new Dictionary<string, object>();
for (int i = 0; i < reader.FieldCount; i++) {
string columnName = reader.GetName(i);
object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
row[columnName] = columnValue;
}
yield return row;
}
}
}
}
}
}
@@ -1,73 +0,0 @@
namespace bts.SilverPine {
using System;
using System.Data;
using System.Data.SQLite;
using System.Diagnostics;
using System.Collections;
using BCG;
[DataStreamUserRespresentation("SQLite")]
public class SQLiteStream : ViewStream {
private readonly string _connection_string, _query;
private Stopwatch _stopwatch = new Stopwatch();
private SQLiteStream(string connection_string, string query, bool noop) {
_connection_string = connection_string;
_query = query;
}
public SQLiteStream(string db_name, string query)
:
this($"Data Source={SQLiteHelper.location}{db_name};Version=3", query, true) { }
public SQLiteStream(string query)
:
this(SQLiteHelper.db_name, query) {
}
private void _read_from_sqlite_and_fire() {
_stopwatch.Start();
DataTable dt = SQLiteHelper.execute_select_query(_connection_string, _query);
_stopwatch.Stop();
Log.Gen.info($"SQLiteStream.ExecuteSelectQuery time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
_stopwatch.Restart();
#region perf measures
// SQLiteHelper.get_table(_connection_string, _query);
// _stopwatch.Stop();
// Log.Gen.info($"SQLiteStream.get_table time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
// _stopwatch.Restart();
// SQLiteHelper.ExecuteBulkRead(_connection_string, _query);
// _stopwatch.Stop();
// Log.Gen.info($"SQLiteStream.ExecuteBulkRead time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
// _stopwatch.Restart();
// SQLiteHelper.get_table_2(_connection_string, _query);
// _stopwatch.Stop();
// Log.Gen.info($"SQLiteStream.get_table_2 time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
// _stopwatch.Restart();
#endregion
IBlueRowCollection rows = BCG.BlueDataUtility.toIBlueRowCollection(dt);
//IBlueRowCollection rows = new DataTableWrapperTable(dt);
_stopwatch.Stop();
Log.Gen.info($"SQLiteStream._read_from_sqlite_and_fire time to load into IBlueRowCollection: {_stopwatch.ElapsedMilliseconds} msecs");
DataPacket dp = BlueDataUtility.build_dp_inc(rows, myLastValue as DataPacket);
myFireEvent(dp);
}
protected override void myOnFirstSubscriber() {
_read_from_sqlite_and_fire();
}
protected override void myOnLastSubscriber() {
// this value will be cleared by the base class
// but in this particular stream this behaviour
// is not usefull since any new subscribers
// would force the query to be recreated
//myLastDP = myLastValue;
}
}
}
@@ -3,15 +3,12 @@ using System.Collections.Generic;
using System.Text;
using System.IO;
using BCG.Utilities;
using System.Diagnostics;
using Microsoft.Data.Analysis;
using Parquet;
using Parquet.Data;
namespace BCG {
namespace BCG
{
[DataStreamUserRespresentation("CSVSaver")]
public class CSVSaverStream : ViewStream, ISideEffectStream {
public class CSVSaverStream : ViewStream, ISideEffectStream
{
private IBlueTableSchema myResultSchema = new BlueTableSchema("CSVResult", new ColumnInfo("id", 0, typeof(int)),
new ColumnInfo("fileName", 1, typeof(string)),
new ColumnInfo("nWrites", 2, typeof(int)),
@@ -23,9 +20,11 @@ namespace BCG {
private int myNWrites = 0, myNMaxWrites = Int32.MaxValue;
public CSVSaverStream(ViewStream vs, string fullyQualifiedFileName)
: this(vs, fullyQualifiedFileName, true, Int32.MaxValue, false) { }
: this(vs, fullyQualifiedFileName, true, Int32.MaxValue, false)
{ }
public CSVSaverStream(ViewStream vs, string fullyQualifiedFileName, bool overwrite, int nMaxWrites, bool fireResultSnapshot) {
public CSVSaverStream(ViewStream vs, string fullyQualifiedFileName, bool overwrite, int nMaxWrites, bool fireResultSnapshot)
{
myStream = vs;
myFullyQualifiedFileName = fullyQualifiedFileName;
myOverwrite = overwrite;
@@ -37,14 +36,18 @@ namespace BCG {
protected override void myOnLastSubscriber() { myStream.onChange -= new ChangeDelegate(myHandleChanges); }
private void myHandleChanges(object newValue) {
private void myHandleChanges(object newValue)
{
IBlueRowCollection totalState = (newValue as DataPacket).newRows;
if (totalState.Count > 0 && myNWrites < myNMaxWrites) {
if (totalState.Count > 0 && myNWrites < myNMaxWrites)
{
myNWrites++;
int i = 0;
StreamWriter writer = new StreamWriter(new FileStream(myGetNewFileName(), FileMode.Create, FileAccess.Write));
foreach (IBlueRow r in totalState) {
if (i++ == 0) {
foreach (IBlueRow r in totalState)
{
if (i++ == 0)
{
string header = String.Empty;
foreach (string col in r.schema.columnNames)
if (col != "id")
@@ -56,17 +59,20 @@ namespace BCG {
writer.Flush();
}
writer.Close();
if (myFireResultSnapshot) {
if (myFireResultSnapshot)
{
IBlueRow nr = new BlueRow(myResultSchema, 0, myFullyQualifiedFileName, myNWrites, totalState.Count);
BlueTable nRows = new BlueTable(myResultSchema);
nRows.addRow(nr);
myFireEvent(new DataPacket(nRows, nRows, new BlueTable(myLastValue == null ? new BlueTable(myResultSchema) : (myLastValue as DataPacket).newRows)));
} else
}
else
myFireEvent(newValue);
}
}
private string myGetNewFileName() {
private string myGetNewFileName()
{
string[] tags = myFullyQualifiedFileName.Split('.');
if (myOverwrite)
return tags[0] + ".csv";
@@ -74,11 +80,14 @@ namespace BCG {
return tags[0] + "_" + myFormateDateTime(DateTime.Now) + ".csv";
}
private static string myGetCSVRow(IBlueRow r) {
private static string myGetCSVRow(IBlueRow r)
{
string rv = String.Empty;
int i = 0;
foreach (string col in r.schema.columnNames) {
if (col != "id") {
foreach (string col in r.schema.columnNames)
{
if (col != "id")
{
string colText = String.Empty;
if (r[col] != null && r[col] != DBNull.Value)
colText = r[col].ToString();
@@ -90,7 +99,8 @@ namespace BCG {
return rv;
}
private string myFormateDateTime(DateTime dt) {
private string myFormateDateTime(DateTime dt)
{
return
string.Format("{0}-{1}-{2}-{3}-{4}-{5}-{6}",
dt.Year.ToString("0000"),
@@ -104,49 +114,52 @@ namespace BCG {
}
[DataStreamUserRespresentation("CSVReader")]
public class CSVReaderStream : ViewStream {
private readonly string _file_address;
Stopwatch _stopwatch = new Stopwatch();
public CSVReaderStream(string fileAddress) {
_file_address = fileAddress;
public class CSVReaderStream : ViewStream
{
private IBlueRowCollection myRows;
public CSVReaderStream(string fileAddress)
{
myRows = BlueDataUtility.createRowsFromCSVFileWithoutTypes(fileAddress);
}
protected override void myOnFirstSubscriber() {
_stopwatch.Start();
DataFrame df = DataFrame.LoadCsv(_file_address);
_stopwatch.Stop();
bts.Log.Gen.info($"CSVReaderStream.myOnFirstSubscriber stream csv load col_count: {df.Columns.Count} rows, time: {_stopwatch.ElapsedMilliseconds} msecs");
_stopwatch.Start();
IBlueRowCollection rows = BlueDataUtility.createRowsFromCSVFileWithoutTypes(_file_address);
_stopwatch.Stop();
bts.Log.Gen.info($"CSVReaderStream.myOnFirstSubscriber stream csv load count: {rows.Count} rows, time: {_stopwatch.ElapsedMilliseconds} msecs");
DataPacket dp_out = BlueDataUtility.build_dp_inc(rows, myLastValue as DataPacket);
myFireEvent(dp_out);
protected override void myOnFirstSubscriber()
{
myFireEvent(new DataPacket(myRows, myRows, new BlueTable(myRows.schema)));
}
}
[DataStreamUserRespresentation("CSVReaderStreamMapper")]
public class CSVReaderStreamMapperStream : ViewStream {
public CSVReaderStreamMapperStream(ViewStream stream, string output_schema) {
[DataStreamUserRespresentation ("CSVReaderStreamMapper")]
public class CSVReaderStreamMapperStream : ViewStream
{
public CSVReaderStreamMapperStream(ViewStream stream, string output_schema)
{
mySetRealSource(new MapStream(stream, new CSVReaderStreamMapper(output_schema)));
}
}
public class CSVReaderStreamMapper : IStreamMapper {
public class CSVReaderStreamMapper : IStreamMapper
{
private IBlueTableSchema mySchema;
private readonly string[] myOutputSchemaStringArray;
public CSVReaderStreamMapper(string outputSchema) {
public CSVReaderStreamMapper(string outputSchema)
{
myOutputSchemaStringArray = outputSchema.Split(' ');
}
public IBlueTableSchema getOutputSchema(IBlueTableSchema inputSchema) {
if (mySchema == null) {
public IBlueTableSchema getOutputSchema(IBlueTableSchema inputSchema)
{
if (mySchema == null)
{
ColumnInfo[] ci = inputSchema.columnInfo;
foreach (string col in myOutputSchemaStringArray) {
foreach (string col in myOutputSchemaStringArray)
{
string colName = col.Substring(0, col.IndexOf('\\')).ToLower();
for (int i = 0; i < ci.Length; i++) {
if (ci[i].colName.ToLower().Equals(colName)) {
for (int i = 0; i < ci.Length; i++)
{
if (ci[i].colName.ToLower().Equals(colName))
{
Type t = myGetType(col.Substring(col.IndexOf('\\') + 1));
ci[i] = new ColumnInfo(ci[i].colName, i, t);
break;
@@ -158,52 +171,74 @@ namespace BCG {
return mySchema;
}
public IBlueRow map(IBlueRow row) {
public IBlueRow map(IBlueRow row)
{
object[] vals = new object[row.schema.columnInfo.Length];
row.Values.CopyTo(vals, 0);
for (int i = 0; i < mySchema.columnInfo.Length; i++) {
for (int i = 0; i < mySchema.columnInfo.Length; i++)
{
Type t = mySchema.columnInfo[i].colType;
try {
try
{
vals[i] = System.Convert.ChangeType(vals[i], mySchema.columnInfo[i].colType, System.Globalization.CultureInfo.InvariantCulture);
} catch {
if (t.Equals(typeof(Int16))) {
}
catch
{
if (t.Equals(typeof(Int16)))
{
Int16 result;
if (Int16.TryParse((string)vals[i], out result)) {
if (Int16.TryParse((string)vals[i], out result))
{
vals[i] = result;
continue;
}
double r2;
if (Double.TryParse((string)vals[i], out r2)) {
try {
if (Double.TryParse((string)vals[i], out r2))
{
try
{
vals[i] = (Int16)r2;
continue;
} catch { }
}
catch { }
}
} else if (t.Equals(typeof(Int32))) {
}
else if (t.Equals(typeof(Int32)))
{
Int32 result;
if (Int32.TryParse((string)vals[i], out result)) {
if (Int32.TryParse((string)vals[i], out result))
{
vals[i] = result;
continue;
}
double r2;
if (Double.TryParse((string)vals[i], out r2)) {
try {
if (Double.TryParse((string)vals[i], out r2))
{
try
{
vals[i] = (Int32)r2;
continue;
} catch { }
}
catch { }
}
} else if (t.Equals(typeof(Int64))) {
}
else if (t.Equals(typeof(Int64)))
{
Int64 result;
if (Int64.TryParse((string)vals[i], out result)) {
if (Int64.TryParse((string)vals[i], out result))
{
vals[i] = result;
continue;
}
double r2;
if (Double.TryParse((string)vals[i], out r2)) {
try {
if (Double.TryParse((string)vals[i], out r2))
{
try
{
vals[i] = (Int64)r2;
continue;
} catch { }
}
catch { }
}
}
vals[i] = DBNull.Value;
@@ -212,7 +247,8 @@ namespace BCG {
return new BlueRow(mySchema, vals);
}
private Type myGetType(string type) {
private Type myGetType(string type)
{
type = type.ToLower();
if (type.Contains("int"))
return typeof(int);
@@ -1,41 +1,31 @@
using System;
using System.Collections;
using System.Reflection;
using BCG.Utilities;
namespace BCG {
// if a table needs to be fired, it can be wrapped around this
public class BlueTableStream : ViewStream {
private IBlueRowCollection _rows;
public BlueTableStream(IBlueRowCollection rows) {
_rows = rows;
namespace BCG
{
[DataStreamUserRespresentation (false)]
public class BlueRowCollectionStaticStream : ViewStream
{
public BlueRowCollectionStaticStream () {}
public BlueRowCollectionStaticStream (IBlueRowCollection rows) {loadCollection (rows);}
public void loadCollection (IBlueRowCollection rows)
{
myFireEvent (new DataPacket (rows, rows, myLastValue != null ?
new BlueTable((myLastValue as DataPacket).newRows) : new BlueTable (rows.schema)));
}
protected override void myOnFirstSubscriber() {
var dp_out = BlueDataUtility.build_dp_inc(_rows, myLastValue as DataPacket);
myFireEvent(dp_out);
}
}
[DataStreamUserRespresentation(false)]
public class BlueRowCollectionStaticStream : ViewStream {
public BlueRowCollectionStaticStream() { }
public BlueRowCollectionStaticStream(IBlueRowCollection rows) { loadCollection(rows); }
public void loadCollection(IBlueRowCollection rows) {
myFireEvent(new DataPacket(rows, rows, myLastValue != null ?
new BlueTable((myLastValue as DataPacket).newRows) : new BlueTable(rows.schema)));
}
public void crush_with_single_row(IBlueRow r) {
public void crush_with_single_row(IBlueRow r)
{
BlueTable t = new BlueTable(r.schema);
t.addRow(r);
loadCollection(t);
}
public void loadPacket(DataPacket dp) { myFireEvent(dp); }
public void loadPacket (DataPacket dp) {myFireEvent (dp);}
/// <summary>
/// Will work with streams that take ViewStream as first argument ex project, filter, distinct etc
@@ -45,16 +35,17 @@ namespace BCG {
/// <param name="streamType"></param>
/// <param name="args"></param>
/// <returns></returns>
public static IBlueRowCollection statelessOp(IBlueRowCollection rows, Type streamType, params object[] args) {
ArrayList totArgs = new ArrayList(args);
BlueRowCollectionStaticStream v1 = new BlueRowCollectionStaticStream();
totArgs.Insert(0, v1);
ViewStream retVal = Activator.CreateInstance(streamType, totArgs.ToArray()) as ViewStream;
v1.loadCollection(rows);
public static IBlueRowCollection statelessOp (IBlueRowCollection rows, Type streamType, params object[] args)
{
ArrayList totArgs = new ArrayList (args);
BlueRowCollectionStaticStream v1 = new BlueRowCollectionStaticStream ();
totArgs.Insert (0, v1);
ViewStream retVal = Activator.CreateInstance (streamType, totArgs.ToArray()) as ViewStream;
v1.loadCollection (rows);
return retVal.rows;
}
}
}
@@ -80,7 +80,7 @@ namespace BCG {
public IBlueRow map(IBlueRow row) {
MutableBlueRow rv = new MutableBlueRow(getOutputSchema(row.schema), row);
rv.setValue(myConversionColName, mapDateTime(row.get_datetime(myConversionColName), myConversion));
rv.setValue(myConversionColName, mapDateTime(row[myConversionColName], myConversion));
return rv;
//return BlueDataUtility.getNewReplacedRow(row, mapDateTime(row[myConversionColName], myConversion), myConversionColName);
}
@@ -1,38 +0,0 @@
namespace bts.SilverPine {
using bts;
using BCG;
using System;
[DataStreamUserRespresentation("DateTimeExpanderStream")]
public class DateTimeExpanstionStream : ViewStream {
public DateTimeExpanstionStream(ViewStream parent_stream, string inp_col) {
Func<IBlueTableSchema, IBlueTableSchema> get_schema = (s) => {
IBlueTableSchema rv = s.add_column(System.TypeCode.DateTime, $"{inp_col}_date");
rv = rv.add_column(System.TypeCode.String, $"{inp_col}_day");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_day_of_month");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_month");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_hour");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_min");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_seconds_of_day");
return rv;
};
ViewStream rs = new MapStream(parent_stream,
s => get_schema(s),
r => {
DateTime dt = r.get_datetime(inp_col);
IBlueTableSchema s = get_schema(r.schema);
MutableBlueRow rv = new MutableBlueRow(s, r);
rv.setValue($"{inp_col}_date", dt.Date);
rv.setValue($"{inp_col}_day_of_week", dt.DayOfWeek.ToString());
rv.setValue($"{inp_col}_day_of_month", dt.Day);
rv.setValue($"{inp_col}_month", dt.Date.Month);
rv.setValue($"{inp_col}_hour", dt.Hour);
rv.setValue($"{inp_col}_minute", dt.Minute);
rv.setValue($"{inp_col}_seconds_of_day", (dt - dt.Date).TotalSeconds);
return rv;
});
mySetRealSource(rs);
}
}
}
@@ -1,124 +0,0 @@
namespace bts.SilverPine {
using BCG;
using bts;
using bts.collections;
using System;
using System.CodeDom;
using System.Collections.Generic;
using System.Linq;
// Given 2 filters, and 2 columns, finds the different in the value of the 2 columns from the 2 rows
// so:
// f1(base_stream.rows)[col1] - f1(base_stream.rows)[col2]
[DataStreamUserRespresentation("ColDiff")]
public class ColumnDifferenceStream : ViewStream {
private readonly ViewStream _base_stream;
private readonly FilterStream.OnFilter _f1, _f2;
private readonly string _c1, _c2;
public ColumnDifferenceStream(ViewStream base_stream, FilterStream.OnFilter f1, FilterStream.OnFilter f2, string col1, string col2) {
_base_stream = base_stream;
_f1 = f1;
_f2 = f2;
_c1 = col1;
_c2 = col2;
}
public ColumnDifferenceStream(ViewStream base_stream, string f1, string f2, string col1, string col2) {
FilterStream.OnFilter f1_del = r => {
BooleanExpressionFilter rv = new BooleanExpressionFilter(f1);
return rv.filter(r);
};
FilterStream.OnFilter f2_del = r => {
BooleanExpressionFilter rv = new BooleanExpressionFilter(f2);
return rv.filter(r);
};
ViewStream rs = new ColumnDifferenceStream(base_stream, f1_del, f2_del, col1, col2);
mySetRealSource(rs);
}
// for each row, does a row[new_col_name] = row[col1] - rows[row_ffset][col2]
// we should generlize this for any math operation
public ColumnDifferenceStream(ViewStream parent_stream, string sort_col_name, int row_offset, string col1, string col2, string diff_col_name, double optional_perc_diff_filter = 0.0) {
// use GlobalMapStream
string diff_col_perc_name = $"{diff_col_name}_percentage";
System.Func<System.Collections.Generic.List<BCG.IBlueRow>, uint, BCG.IBlueRow> g_map_func = (rows, idx) => {
int minuend_idx = Convert.ToInt32(idx);
var inp_schema = rows[0].schema;
var out_schema = inp_schema.add_column(TypeCode.Double, diff_col_name);
out_schema = out_schema.add_column(TypeCode.Double, diff_col_perc_name);
// minuend - subtrahend
IBlueRow minuend_row = rows.ElementAt(minuend_idx);
MutableBlueRow rv = new MutableBlueRow(out_schema, minuend_row);
int subtrahend_index = minuend_idx + row_offset;
double diff_val = Double.NaN, diff_val_perc = Double.NaN;
if (subtrahend_index >= 0) {
try {
IBlueRow subtrahend_row = rows.ElementAt(subtrahend_index);
diff_val = minuend_row.get<double>(col1) - subtrahend_row.get<double>(col2);
diff_val_perc = 100.0 * diff_val / subtrahend_row.get<double>(col1);
} catch (Exception ex) {
Log.assert(false, ex.Message);
}
}
rv.setValue(diff_col_name, diff_val);
rv.setValue(diff_col_perc_name, diff_val_perc);
return rv;
};
ViewStream rs = new GlobalMapStream(parent_stream, sort_col_name, g_map_func);
if (optional_perc_diff_filter != 0) {
rs = new FilterStream(rs, r => {
double diff_val_perc = r.get<double>(diff_col_perc_name);
double abs_diff_val_perc = Math.Abs(diff_val_perc);
return abs_diff_val_perc >= optional_perc_diff_filter;
});
}
mySetRealSource(rs);
}
protected override void myOnFirstSubscriber() {
_base_stream.onChange += _handle_base_stream_update;
}
protected override void myOnLastSubscriber() {
_base_stream.onChange -= _handle_base_stream_update;
}
private void _handle_base_stream_update(object dp_obj) {
// could have been done with filter and cartesian prod, and then math
DataPacket dp = dp_obj as DataPacket;
List<IBlueRow> rows = dp.newRows.to_list();
var f1_rows = rows.Where(r => _f1(r));
//Log.assert(f1_rows.Count() == 1);
var f2_rows = rows.Where(r => _f2(r));
//Log.assert(f2_rows.Count() == 1);
if (f1_rows != null && f1_rows.Count() > 0 && f2_rows != null && f2_rows.Count() > 0) {
IBlueRow f1_r = f1_rows.ElementAt(0);
IBlueRow f2_r = f2_rows.ElementAt(0);
double diff = f1_r.get<double>(_c1) - f2_r.get<double>(_c2);
IBlueTableSchema out_schema = f1_r.schema.add_columns(Tuple.Create(typeof(double), "diff"));
BlueTable out_table = new BlueTable(out_schema);
MutableBlueRow out_row = new MutableBlueRow(out_schema, f1_r);
out_row.setValue("diff", diff);
out_table.addRow(out_row);
DataPacket dp_out = BlueDataUtility.build_dp(out_table, myLastValue as DataPacket);
myFireEvent(dp_out);
} else {
IBlueRow f1_r = rows.ElementAt(0);
IBlueRow f2_r = rows.ElementAt(0);
double diff = Double.NaN;
IBlueTableSchema out_schema = f1_r.schema.add_columns(Tuple.Create(typeof(double), "diff"));
BlueTable out_table = new BlueTable(out_schema);
MutableBlueRow out_row = new MutableBlueRow(out_schema, f1_r);
out_row.setValue("diff", diff);
out_table.addRow(out_row);
DataPacket dp_out = BlueDataUtility.build_dp(out_table, myLastValue as DataPacket);
myFireEvent(dp_out);
}
}
}
}
@@ -1,51 +0,0 @@
namespace bts.SilverPine {
using BCG;
using bts;
using System.Collections.Generic;
using System.Linq;
// Given a sort order, an optional group by col, it observes the values of a column
// within that group (or the whole table, if grouping not specified) and returns all rows
// where the value changes, ie row[current][col] != row[current-1][col]
// TODO: a more general way to express a filter where row[current][col] != row[previous][col],
// or even expand it to row[current][col_a] - row[previous][col_b] < 0.5
[DataStreamUserRespresentation("ColEvol")]
public class ColumnEvolutionStream : ViewStream {
private readonly ViewStream _base_stream;
private readonly string _sort_col;
private readonly string _evol_col;
public ColumnEvolutionStream(ViewStream base_stream, string sort_col, string evolution_col) {
_base_stream = base_stream;
_sort_col = sort_col;
_evol_col = evolution_col;
}
protected override void myOnFirstSubscriber() {
_base_stream.onChange += _handle_base_stream_update;
}
protected override void myOnLastSubscriber() {
base.myOnLastSubscriber();
}
private void _handle_base_stream_update(object dp_obj) {
DataPacket dp = dp_obj as DataPacket;
List<IBlueRow> rows = dp.newRows.to_list();
rows.Sort((r1, r2) => BlueDataUtility.compare_rows(r2, r1, _sort_col));
BlueTable rv = new BlueTable(dp.schema);
IBlueRow prev_row = rows.ElementAt(0);
foreach (IBlueRow r in rows) {
var cr = BlueDataUtility.compare_rows(r, prev_row, _evol_col);
if (cr != 0) {
rv.addRow(r);
}
prev_row = r;
}
DataPacket dp_out = BlueDataUtility.build_dp(rv, myLastValue as DataPacket);
myFireEvent(dp_out);
}
}
}
@@ -1,15 +1,18 @@
using System;
using System.Collections.Generic;
using mbts;
namespace BCG {
internal class MutableAppendTable : IBlueRowCollection {
private class MyRow : IBlueRow {
namespace BCG
{
internal class MutableAppendTable : IBlueRowCollection
{
private class MyRow : IBlueRow
{
private IBlueRow myRow;
private int myID;
public MyRow(IBlueRow r, int id) {
public MyRow(IBlueRow r, int id)
{
myRow = r;
myID = id;
}
@@ -18,8 +21,10 @@ namespace BCG {
public IBlueTableSchema schema { get { return myRow.schema; } }
public object this[int index] {
get {
public object this[int index]
{
get
{
if (myRow.schema[index].colName == "id")
return myID;
else
@@ -47,17 +52,20 @@ namespace BCG {
public System.Collections.ICollection Keys { get { return myRow.Keys; } }
public void Remove(object key) { throw new Exception("The method or operation is not implemented."); }
public void Remove(object key) {throw new Exception("The method or operation is not implemented.");}
public System.Collections.ICollection Values {
get {
public System.Collections.ICollection Values
{
get
{
object[] vals = new object[myRow.Count];
CopyTo(vals, 0);
return vals;
}
}
public object this[object key] {
public object this[object key]
{
get { return key is string ? this[key as string] : this[(int)key]; }
set { throw new Exception("The method or operation is not implemented."); }
}
@@ -66,7 +74,8 @@ namespace BCG {
#region ICollection Members
public void CopyTo(Array array, int index) {
public void CopyTo(Array array, int index)
{
myRow.CopyTo(array, index);
array.SetValue(myID, index + myRow.schema["id"].colNo);
}
@@ -81,7 +90,8 @@ namespace BCG {
#region IEnumerable Members
System.Collections.IEnumerator System.Collections.IEnumerable.GetEnumerator() { return new BlueRowEnumerator(this); }
System.Collections.IEnumerator System.Collections.IEnumerable.GetEnumerator()
{ return new BlueRowEnumerator(this); }
#endregion
}
@@ -96,7 +106,8 @@ namespace BCG {
public MutableAppendTable(IBlueTableSchema schema) { myRows = new BlueTable(schema); }
public IBlueRow addRow(IBlueRow r, int tableNo) {
public IBlueRow addRow(IBlueRow r, int tableNo)
{
if (!myIDMap.ContainsKey(tableNo))
myIDMap.Add(tableNo, new Dictionary<int, IBlueRow>());
IBlueRow nr = new MyRow(r, myID++); // BlueDataUtility.getNewReplacedRow(r, myID++, "id");
@@ -105,17 +116,20 @@ namespace BCG {
return nr;
}
public IBlueRow removeRow(IBlueRow r, int tableNo) {
public IBlueRow removeRow(IBlueRow r, int tableNo)
{
IBlueRow dr = myIDMap[tableNo][(int)r["id"]];
myRows.deleteRow(dr);
myIDMap[tableNo].Remove((int)r["id"]);
return dr;
}
public IBlueRowCollection removeTable(int tableNo) {
public IBlueRowCollection removeTable(int tableNo)
{
if (!myIDMap.ContainsKey(tableNo))
return null;
else {
else
{
BlueTable rv = new BlueTable(myRows.schema);
foreach (IBlueRow r in myIDMap[tableNo].Values)
rv.addRow(r);
@@ -125,7 +139,8 @@ namespace BCG {
}
}
public void clear() {
public void clear()
{
myRows.clear();
myIDMap.Clear();
}
@@ -136,7 +151,7 @@ namespace BCG {
public IBlueTableSchema schema { get { return myRows.schema; } }
public bool containsID(int id) { return myRows.containsID(id); }
public bool containsID(int id) {return myRows.containsID(id);}
#endregion
@@ -154,7 +169,7 @@ namespace BCG {
#region IEnumerable Members
public System.Collections.IEnumerator GetEnumerator() { return myRows.GetEnumerator(); }
public System.Collections.IEnumerator GetEnumerator() {return myRows.GetEnumerator();}
#endregion
}
@@ -164,8 +179,8 @@ namespace BCG {
/// to append (or remove) more streams at
/// runtime
/// </summary>
[DataStreamUserRespresentation("UnionStream")]
public class MutableAppendStream : ViewStream {
public class MutableAppendStream : ViewStream
{
private bool mySubscriptionActive = false;
private MutableAppendTable myTable;
private int myMovingIndex;
@@ -173,17 +188,22 @@ namespace BCG {
private bool _allign_col_orders = true;
public MutableAppendStream(params ViewStream[] streams)
: this(new List<ViewStream>(streams)) { }
: this(new List<ViewStream>(streams))
{ }
public MutableAppendStream(bool allign_col_order, params ViewStream[] streams)
: this(allign_col_order, new List<ViewStream>(streams)) { }
: this(allign_col_order, new List<ViewStream>(streams))
{ }
public MutableAppendStream(ICollection<ViewStream> streams)
: this(true, streams) { }
: this(true, streams)
{ }
public MutableAppendStream(bool allign_col_orders, ICollection<ViewStream> streams) {
public MutableAppendStream(bool allign_col_orders, ICollection<ViewStream> streams)
{
_allign_col_orders = allign_col_orders;
foreach (ViewStream vs in streams) {
foreach (ViewStream vs in streams)
{
myMovingIndex++;
ViewStream pj = new ChangeTableNameStream(vs, myMovingIndex.ToString());
if (_allign_col_orders)
@@ -192,7 +212,8 @@ namespace BCG {
}
}
public void addStream(ViewStream vs) {
public void addStream(ViewStream vs)
{
myMovingIndex++;
///the change name is done to identify the callbacks, and the project to
///make all the schemas col orders the same
@@ -204,14 +225,19 @@ namespace BCG {
pj.onChange += new ChangeDelegate(myHandleStreamChanges);
}
public void removeStream(ViewStream vs) {
public void removeStream(ViewStream vs)
{
int index = -1;
foreach (KeyValuePair<int, Pair<ViewStream, ViewStream>> p in myStreamIndex) {
if (p.Value.first == vs) {
foreach (KeyValuePair<int, Pair<ViewStream, ViewStream>> p in myStreamIndex)
{
if (p.Value.first == vs)
{
index = p.Key;
if (mySubscriptionActive) {
if (mySubscriptionActive)
{
p.Value.second.onChange -= new ChangeDelegate(myHandleStreamChanges);
if (myTable != null) {
if (myTable != null)
{
IBlueRowCollection delRows = myTable.removeTable(p.Key);
if (delRows != null)
myFireEvent(new DataPacket(myTable, new BlueTable(myTable.schema), delRows));
@@ -224,13 +250,15 @@ namespace BCG {
}
}
protected override void myOnFirstSubscriber() {
protected override void myOnFirstSubscriber()
{
mySubscriptionActive = true;
foreach (KeyValuePair<int, Pair<ViewStream, ViewStream>> p in myStreamIndex)
p.Value.second.onChange += new ChangeDelegate(myHandleStreamChanges);
}
protected override void myOnLastSubscriber() {
protected override void myOnLastSubscriber()
{
mySubscriptionActive = false;
foreach (KeyValuePair<int, Pair<ViewStream, ViewStream>> p in myStreamIndex)
p.Value.second.onChange -= new ChangeDelegate(myHandleStreamChanges);
@@ -238,17 +266,20 @@ namespace BCG {
myTable.clear();
}
private void myHandleStreamChanges(object newValue) {
private void myHandleStreamChanges(object newValue)
{
DataPacket dp = newValue as DataPacket;
myTable = myTable ?? new MutableAppendTable(new BlueTableSchema("MutableAppend", dp.schema.columnInfo));
BlueTable adds = new BlueTable(myTable.schema),
dels = new BlueTable(myTable.schema);
int index = Int32.Parse(dp.schema.tableName);
foreach (IBlueRow r in dp.deletedRows) {
foreach (IBlueRow r in dp.deletedRows)
{
IBlueRow dr = myTable.removeRow(r, index);
dels.addRow(dr);
}
foreach (IBlueRow r in dp.addedRows) {
foreach (IBlueRow r in dp.addedRows)
{
IBlueRow nr = myTable.addRow(r, index);
adds.addRow(nr);
}
@@ -15,75 +15,10 @@ using mbts;
using BCG.Extensions;
using System.Text.Json;
using System.Text.Json.Nodes;
using Newtonsoft.Json;
using BCG;
using System.Runtime.CompilerServices;
using bts;
namespace bts {
// public class CompositeRow : IBlueRow {
// private IBlueRow _lrow, _rrow;
// private BlueRow _out_row;
// public CompositeRow(IBlueRow lrow, IBlueRow rrow) {
// _lrow = lrow;
// _rrow = rrow;
// IBlueTableSchema schema = _lrow.schema;
// List<object> vals = new List<object>();
// foreach (var o in _lrow) {
// vals.Add(o);
// }
// foreach (ColumnInfo ci in _rrow.schema.columnInfo) {
// if (ci.colName == "id") {
// continue;
// }
// vals.Add(_rrow[ci.colNo]);
// schema = schema.add_column(ci.type_code(), ci.colName);
// }
// _out_row = new BlueRow(schema, vals.ToArray());
// }
// public IBlueTableSchema schema {
// get { return _out_row.schema; }
// }
// public object? this[int index] {
// get { return _out_row[index]; }
// }
// public object? this[string colName] {
// get {
// return _out_row[colName];
// }
// }
// }
}
namespace BCG {
public static class BlueDataUtility {
public static IBlueRow create_composite_row(IBlueRow lr, IBlueRow rr, int id) {
IBlueTableSchema schema = lr.schema;
List<object> vals = new List<object>();
foreach (ColumnInfo ci in lr.schema.columnInfo) {
if (ci.colName == "id") {
vals.Add(id);
}
vals.Add(lr[ci.colName]);
}
foreach (ColumnInfo ci in rr.schema.columnInfo) {
if (ci.colName == "id") {
continue;
}
schema = schema.add_column(ci.type_code(), ci.colName);
vals.Add(rr[ci.colName]);
}
IBlueRow r = new BlueRow(schema, vals.ToArray());
return r;
}
#region Extensions
public static bool is_null(this IBlueRow r, string col_name) {
object col_val = r[col_name];
return col_val == null || DBNull.Value.Equals(col_val);
}
public static DateTime get_datetime(this IBlueRow r, string col_name, DateTime err_value = default(DateTime)) {
return BlueDataUtility.get_row_datetime_value(r, col_name, err_value);
}
@@ -114,17 +49,6 @@ namespace BCG {
rv.Add(r.get<T>(col));
return rv;
}
public static IEnumerable<T> get_colvalues<T>(IEnumerable<IBlueRow> rows, string col, int start_index, int count) {
List<T> rv = new List<T>();
int i = 0;
int n_copied = 0;
foreach (IBlueRow r in rows)
if (i++ >= start_index && n_copied < count) {
rv.Add(r.get<T>(col));
n_copied++;
}
return rv;
}
public static IDictionary<T, IEnumerable<IBlueRow>> group_by<T>(IBlueRowCollection rows, string gp_col) {
Dictionary<T, List<IBlueRow>> rv = new Dictionary<T, List<IBlueRow>>();
@@ -188,17 +112,13 @@ namespace BCG {
}
}
public static List<IBlueRow> to_list(this IBlueRowCollection rows) {
public static IEnumerable<IBlueRow> to_ienum(this IBlueRowCollection rows) {
List<IBlueRow> rv = new List<IBlueRow>();
foreach (IBlueRow r in rows)
rv.Add(r);
return rv;
}
public static IEnumerable<IBlueRow> to_ienum(this IBlueRowCollection rows) {
return rows.to_list();
}
public static IDictionary<int, IBlueRow> to_map(this IBlueRowCollection rows) {
Dictionary<int, IBlueRow> rv = new Dictionary<int, IBlueRow>();
foreach (IBlueRow r in rows) {
@@ -208,10 +128,6 @@ namespace BCG {
return rv;
}
public static bool contains_column(this IBlueTableSchema input_schema, string col) {
return input_schema.columnNames.Contains(col);
}
public static IBlueTableSchema add_columns(this IBlueTableSchema input_schema, params Tuple<Type, string>[] cols) {
List<ColumnInfo> cis = new List<ColumnInfo>(input_schema.columnInfo);
foreach (Tuple<Type, string> c in cols)
@@ -219,11 +135,6 @@ namespace BCG {
return new BlueTableSchema(input_schema.tableName, cis.ToArray());
}
public static IBlueTableSchema add_column(this IBlueTableSchema input_schema, TypeCode type_arg, string col_name) {
Tuple<Type, string> tup = new Tuple<Type, string>(_typecode_to_type[type_arg], col_name);
return add_columns(input_schema, tup);
}
public static IBlueRowCollection to_collection(this IBlueRow r) {
if (r == null)
return null;
@@ -280,18 +191,6 @@ namespace BCG {
#region json
public static Dictionary<string, string> convert_json_to_dictionary(string json_string) {
Dictionary<string, string> dictionary = JsonConvert.DeserializeObject<Dictionary<string, string>>(json_string);
return dictionary;
}
public static IBlueRow convert_json_to_row(string json_string, int id = 0) {
Dictionary<string, object> dictionary = JsonConvert.DeserializeObject<Dictionary<string, object>>(json_string);
if (!dictionary.ContainsKey("id")) {
dictionary.Add("id", id);
}
return new BlueRow(dictionary);
}
public static List<JsonNode> json_to_json_node_list(string jsonString) {
var jsonNodeList = new List<JsonNode>();
bool noe = String.IsNullOrEmpty(jsonString);
@@ -310,7 +209,7 @@ namespace BCG {
foreach (JsonNode jsonNode in jsonArray) {
jsonNodeList.Add(jsonNode);
}
} catch (System.Text.Json.JsonException ex) {
} catch (JsonException ex) {
Console.WriteLine($"Invalid JSON: {ex.Message}");
}
@@ -587,16 +486,7 @@ namespace BCG {
ColumnInfo[] cis = new ColumnInfo[table.Columns.Count];
foreach (DataColumn col in table.Columns)
cis[col.Ordinal] = new ColumnInfo(col.ColumnName, col.Ordinal, col.DataType);
IBlueTableSchema rv = new BlueTableSchema(cis, table.TableName);
rv = rv.add_id_col_if_missing();
return rv;
}
public static IBlueTableSchema add_id_col_if_missing(this IBlueTableSchema schema) {
IBlueTableSchema rv = schema;
if (!schema.columnNames.Contains("id")) {
rv = schema.add_columns(Tuple.Create(typeof(int), "id"));
}
return rv;
return new BlueTableSchema(cis, table.TableName);
}
/// <summary>
@@ -854,16 +744,10 @@ namespace BCG {
}
public static IBlueRowCollection toIBlueRowCollection(DataTable dt) {
IBlueTableSchema schema = getSchema(dt);
BlueTable rv = new BlueTable(schema);
foreach (DataRow dr in dt.Rows) {
MutableBlueRow nr = new MutableBlueRow(schema);
foreach (DataColumn col in dr.Table.Columns)
nr.setValue(col.ColumnName, dr[col.ColumnName]);
nr.setValue("id", rv.Count);
rv.addRow(nr);
}
return rv;
BlueTable retVal = new BlueTable(getSchema(dt));
foreach (DataRow dr in dt.Rows)
retVal.addRow(dr);
return retVal;
}
public static IBlueRowCollection toIBlueRowCollection(DataRow[] rows) {
@@ -935,20 +819,20 @@ namespace BCG {
/// </summary>
/// <param name="r1"></param>
/// <param name="r2"></param>
/// <param name="col_names"></param>
/// <param name="colNames"></param>
/// <returns></returns>
public static int compare_rows(IBlueRow r1,
IBlueRow r2,
params string[] col_names) {
int comp_res = 0;
foreach (string cn in col_names) {
object val1 = r1[cn];
object val2 = r2[cn];
comp_res = _compare_row_cols(val1, val2);
if (comp_res != 0)
params string[] colNames) {
int retVal = 0;
foreach (string colName in colNames) {
object val1 = r1[colName];
object val2 = r2[colName];
retVal = _compare_row_cols(val1, val2);
if (retVal != 0)
break;
}
return comp_res;
return retVal;
}
private static int _compare_row_cols(object v1, object v2) {
@@ -1724,10 +1608,8 @@ namespace BCG {
public static int[] get_column_indices(IBlueTableSchema schema, string[] col_names) {
List<int> rv = new List<int>();
foreach (string c in col_names) {
Log.assert(schema.contains_column(c), $"Could not find col: {c} in table: {schema.tableName}");
foreach (string c in col_names)
rv.Add(schema[c].colNo);
}
return rv.ToArray();
}
@@ -2214,53 +2096,23 @@ namespace BCG {
try {
if (v == null || v == DBNull.Value)
return error_val;
if (v is DateTime) {
return (DateTime)v;
} else if (v is string) {
DateTime rv_dt;
// Try parsing the string as a DateTime
if (DateTime.TryParse((string)v,
System.Globalization.CultureInfo.InvariantCulture,
System.Globalization.DateTimeStyles.RoundtripKind,
out rv_dt)) {
else {
if (v is DateTime)
return (DateTime)v;
else if (v is string) {
DateTime rv_dt = error_val;
DateTime.TryParse((string)v, out rv_dt);
return rv_dt;
} else {
return error_val; // Return the error value if parsing fails
double oa_date = (double)Convert.ChangeType(v, typeof(Double));
return DateTime.FromOADate(oa_date);
}
} else {
// Assume the input can be converted to a double and use FromOADate
double oa_date = (double)Convert.ChangeType(v, typeof(Double));
return DateTime.FromOADate(oa_date);
}
} catch {
return error_val;
}
}
// private static DateTime _get_datetime_value(object v, DateTime error_val) {
// try {
// if (v == null || v == DBNull.Value)
// return error_val;
// else {
// if (v is DateTime)
// return (DateTime)v;
// else if (v is string) {
// DateTime rv_dt = error_val;
// DateTime.TryParse((string)v, out rv_dt);
// return rv_dt;
// } else {
// double oa_date = (double)Convert.ChangeType(v, typeof(Double));
// return DateTime.FromOADate(oa_date);
// }
// }
// } catch {
// return error_val;
// }
// }
#endregion
#region CSV methods
@@ -2,15 +2,12 @@
<PropertyGroup>
<AllowUnsafeBlocks>true</AllowUnsafeBlocks>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<Nullable>disable</Nullable>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="Google.Protobuf" Version="3.24.3" />
<PackageReference Include="Newtonsoft.Json" Version="13.0.3" />
<PackageReference Include="OpenAI" Version="2.0.0" />
<PackageReference Include="SimMetrics.Net" Version="1.0.5" />
</ItemGroup>
<ItemGroup>
@@ -47,11 +47,6 @@ namespace BCG {
/// </summary>
/// <param name="assemblyName"></param>
public void loadAssembly(string assemblyName) {
Func<Type, bool> is_silverpine_only = (t) => {
if (!assemblyName.Contains("SharedStreams.dll"))
return true;
return t.Namespace == "bts.SilverPine";
};
bts.Log.Gen.info($"PrimitiveManager.loadAssembly assemblyName: {assemblyName}");
if (myAssemblyNames.Contains(assemblyName))
return;
@@ -61,7 +56,7 @@ namespace BCG {
Assembly.LoadFrom(assemblyName);
foreach (Type type in loadedAssembly.GetTypes())
if (!type.IsInterface && is_silverpine_only(type)
if (!type.IsInterface
&& !type.IsAbstract
&& type.IsSubclassOf(typeof(ViewStream))
&& type.IsPublic) {
@@ -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>
@@ -2,7 +2,7 @@
<PropertyGroup>
<OutputType>Exe</OutputType>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<Nullable>enable</Nullable>
<AllowUnsafeBlocks>true</AllowUnsafeBlocks>
</PropertyGroup>
@@ -1,62 +1,60 @@
{
"user": "bts",
"sparkd": "http://192.168.1.80:8000/config",
"pubsub": {
"milliseconds_between_sub_info_updates": 1000,
"milliseconds_between_time_slice_updates": 5000,
"milliseconds_between_no_buffer_space_retries": 100,
"retries_on_no_buffer_space": 1,
"do_it_all_seconds_between_logs": 0,
"heartbeat_interval": 15000,
"missing_heartbeats_before_gc": 50,
"use_managed_sockets": true,
"state_update_period": 5000,
"statistics_update_period": 5000,
"disposed_connection_check_period": 1000,
"message_processing_warning_threshold": 1000,
"server_port": 12345,
"publisher_routes": [
{
"name": "default",
"server_address": "bts-cloud://192.168.1.80:12345",
"tag": ".*"
}
],
"subscriber_routes": [
{
"name": "default",
"server_address": "bts-cloud://192.168.1.80:12345",
"tag": ".*"
}
],
"max_packet_size": 500000000,
"blue_comm_must_die": true,
"crushable_tags": [],
"tag_type_to_assembly_map": [
{
"handler_class": "BCG.PubSubServerTagHandler",
"assembly": "DataStreamCore.dll"
}
],
"server_queue": "PubSubQueue",
"port_range": {
"first": 30400,
"last": 31700
},
"bind_to_random_port": false,
"debug_tags": "^NOTAGS$",
"latency_report_threshold_ms": 1500,
"use_substations": false,
"use_dynamic_clients": false,
"is_substation": false,
"internally_publish_sub_info": true,
"use_managed_clients_in_native_code": false,
"compressed_tags": "^NOTAGS$",
"tags_to_report_compression_ratio": "^NOTAGS$",
"disable_msmq": false,
"use_prepublished_server_state": false,
"ip_translation": null,
"gc_activation_threshold": 0,
"wait_period_after_gc": 1000
}
"user": "bts",
"pubsub": {
"milliseconds_between_sub_info_updates": 1000,
"milliseconds_between_time_slice_updates": 5000,
"milliseconds_between_no_buffer_space_retries": 100,
"retries_on_no_buffer_space": 1,
"do_it_all_seconds_between_logs": 0,
"heartbeat_interval": 15000,
"missing_heartbeats_before_gc": 50,
"use_managed_sockets": true,
"state_update_period": 5000,
"statistics_update_period": 5000,
"disposed_connection_check_period": 1000,
"message_processing_warning_threshold": 1000,
"server_port": 12345,
"publisher_routes": [
{
"name": "default",
"server_address": "bts-cloud://192.168.1.80:12345",
"tag": ".*"
}
],
"subscriber_routes": [
{
"name": "default",
"server_address": "bts-cloud://192.168.1.80:12345",
"tag": ".*"
}
],
"max_packet_size": 500000000,
"blue_comm_must_die": true,
"crushable_tags": [],
"tag_type_to_assembly_map": [
{
"handler_class": "BCG.PubSubServerTagHandler",
"assembly": "DataStreamCore.dll"
}
],
"server_queue": "PubSubQueue",
"port_range": {
"first": 30400,
"last": 31700
},
"bind_to_random_port": false,
"debug_tags": "^NOTAGS$",
"latency_report_threshold_ms": 1500,
"use_substations": false,
"use_dynamic_clients": false,
"is_substation": false,
"internally_publish_sub_info": true,
"use_managed_clients_in_native_code": false,
"compressed_tags": "^NOTAGS$",
"tags_to_report_compression_ratio": "^NOTAGS$",
"disable_msmq": false,
"use_prepublished_server_state": false,
"ip_translation": null,
"gc_activation_threshold": 0,
"wait_period_after_gc": 1000
}
}
@@ -2,7 +2,7 @@
<PropertyGroup>
<OutputType>Exe</OutputType>
<TargetFramework>net8.0-windows</TargetFramework>
<TargetFramework>net7.0-windows</TargetFramework>
<Nullable>enable</Nullable>
<UseWindowsForms>true</UseWindowsForms>
</PropertyGroup>
@@ -169,10 +169,8 @@ namespace BCG
}
#endregion
private Stopwatch _stopwatch = new Stopwatch();
private void myTryExpression(string expStr)
{
_stopwatch.Restart();
myFreezeView(false); // force unfreeze the view
DataStreamExpression oldExp = myExp;
try
@@ -346,7 +344,6 @@ namespace BCG
// this is the stream callback
private void myCallback(object o)
{
_stopwatch.Stop();
var timer = Stopwatch.StartNew();
DataPacket dp = o as DataPacket;
myCrono.Stop();
@@ -362,8 +359,7 @@ namespace BCG
myToolStripStatusLabelRows.BackColor = Color.Black;
myToolStripStatusLabelTime.ForeColor = Color.White;
myToolStripStatusLabelRows.ForeColor = Color.White;
string time_text = "Last update: " + DateTime.Now.ToString("hh:mm:ss:fff tt") + $" time: {_stopwatch.ElapsedMilliseconds} msecs\t\t";
myToolStripStatusLabelTime.Text = time_text;
myToolStripStatusLabelTime.Text = "Last update: " + DateTime.Now.ToString("hh:mm:ss:fff tt");
myToolStripStatusLabelRows.Text = "New = " + dp.newRows.Count + " Added = " + dp.addedRows.Count + " Deleted = " + dp.deletedRows.Count;
Log.Ui.diag(Text);
int hscrollval = myChangeStyle ? 0 : myDataGrid.HorizScrollBarValue;
-6
View File
@@ -36,8 +36,6 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "Bt
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{B038CB72-4E81-4AF1-976F-ED8655C2C3D6}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamQueryAnalyzer", "DataStreamQueryAnalyzer\DataStreamQueryAnalyzer.csproj", "{BFA5BA5C-927A-41A9-A696-1E2F4B5FFD15}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|Any CPU = Debug|Any CPU
@@ -115,9 +113,5 @@ Global
{B038CB72-4E81-4AF1-976F-ED8655C2C3D6}.Debug|Any CPU.Build.0 = Debug|Any CPU
{B038CB72-4E81-4AF1-976F-ED8655C2C3D6}.Release|Any CPU.ActiveCfg = Release|Any CPU
{B038CB72-4E81-4AF1-976F-ED8655C2C3D6}.Release|Any CPU.Build.0 = Release|Any CPU
{BFA5BA5C-927A-41A9-A696-1E2F4B5FFD15}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{BFA5BA5C-927A-41A9-A696-1E2F4B5FFD15}.Debug|Any CPU.Build.0 = Debug|Any CPU
{BFA5BA5C-927A-41A9-A696-1E2F4B5FFD15}.Release|Any CPU.ActiveCfg = Release|Any CPU
{BFA5BA5C-927A-41A9-A696-1E2F4B5FFD15}.Release|Any CPU.Build.0 = Release|Any CPU
EndGlobalSection
EndGlobal
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
@@ -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-windows</TargetFramework>
<TargetFramework>net7.0-windows</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
<UseWindowsForms>true</UseWindowsForms>
@@ -6,18 +6,12 @@ namespace BCG
public interface IPublisher
{
void publish( IPubItem pi );
#pragma warning disable SYSLIB0011 // Type or member is obsolete
void publish( IPubItem pi, IFormatter f );
#pragma warning restore SYSLIB0011 // Type or member is obsolete
void publish( IPubItem[] pi );
#pragma warning disable SYSLIB0011 // Type or member is obsolete
void publish( IPubItem[] pi, IFormatter f );
#pragma warning restore SYSLIB0011 // Type or member is obsolete
}
#pragma warning disable SYSLIB0011 // Type or member is obsolete
public interface IPublisher<T> where T : IFormatter
#pragma warning restore SYSLIB0011 // Type or member is obsolete
{
void publish (IPubItem pi);
void publish (IPubItem[] pi);
@@ -5,21 +5,23 @@ using System.Runtime.Serialization.Formatters.Binary;
namespace BCG
{
#pragma warning disable SYSLIB0011 // Type or member is obsolete
public class GenericFormatter<F> : IGenericFormatter where F : IFormatter, new ()
{
IFormatter myFormatter = new F ();
public T Deserialize<T> (Stream serializationStream)
{
#pragma warning disable
return (T) myFormatter.Deserialize (serializationStream);
#pragma warning restore SYSLIB0011
}
public void Serialize<T> (Stream serializationStream, T graph)
{
#pragma warning disable
myFormatter.Serialize (serializationStream, graph);
#pragma warning restore SYSLIB0011
}
}
public class GenericBinaryFormatter : GenericFormatter<BinaryFormatter> { }
#pragma warning restore SYSLIB0011 // Type or member is obsolete
}
+1 -1
View File
@@ -6,7 +6,7 @@
<PropertyGroup>
<AllowUnsafeBlocks>true</AllowUnsafeBlocks>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -2,7 +2,7 @@
<PropertyGroup>
<OutputType>Exe</OutputType>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -1,252 +0,0 @@
using bts.SilverPine;
namespace bts.SilverPine {
using bts.api;
using bts.spark;
using System;
using ZstdSharp.Unsafe;
public static class ContractUtils {
public class FutureTradableContract {
public string symbol;
public DateTime expiration;
public Exchange exchange;
public string contract_text;
}
public class FutureSpreadContract {
public List<Tuple<double, bts.SilverPine.ContractUtils.FutureTradableContract>> legs;
public string symbol {
get {
return legs == null || legs.Count == 0 ? String.Empty : legs.ElementAt(0).Item2.symbol;
}
}
public string contract_text;
}
public class FutureContinousContract {
public string symbol;
public Exchange exchange;
}
// this is for all future conytracts belonging to a symbol
public class FutureWildcardContract {
public string symbol;
public Exchange exchange;
}
public class FutureContract {
public FutureWildcardContract wildcard_contract = null;
public FutureTradableContract future_tradable_contract = null;
public FutureSpreadContract spread_tradable_contract = null;
public FutureContinousContract continous_constract = null;
public FutureContract(string txt) {
wildcard_contract = parse_wildcard_contract(txt);
if (wildcard_contract != null)
return;
FutureTradableContract fc = parse_future_contract(txt);
if (fc != null) {
future_tradable_contract = fc;
return;
}
FutureSpreadContract sc = parse_future_spread_contract(txt);
if (sc != null) {
spread_tradable_contract = sc;
return;
}
// this is not totally true, since ParseFutureSpreadContract does not
// parse ICS spreads
continous_constract = new FutureContinousContract() { symbol = txt };
}
public bool is_continous_contract => continous_constract != null;
public string symbol() {
if (wildcard_contract != null)
return wildcard_contract.symbol;
if (continous_constract != null) {
return continous_constract.symbol;
} else if (future_tradable_contract != null) {
return future_tradable_contract.symbol;
} else if (spread_tradable_contract != null) {
return spread_tradable_contract.symbol;
}
Log.assert(false);
return String.Empty;
}
public string contract_text {
get {
if (future_tradable_contract != null)
return future_tradable_contract.contract_text;
if (spread_tradable_contract != null)
return spread_tradable_contract.contract_text;
return null;
}
}
}
#region Parsing
public static FutureWildcardContract parse_wildcard_contract(string contract_txt, Exchange exchange = Exchange.CME) {
if (contract_txt.EndsWith("*")) {
contract_txt = contract_txt.Replace("*", String.Empty);
return new FutureWildcardContract() {
symbol = contract_txt,
exchange = exchange
};
}
return null;
}
public static FutureTradableContract parse_future_contract(string contract_txt, Exchange exchange = Exchange.CME) {
// Validate the future string length
if (!contract_txt.All(c => Char.IsLetterOrDigit(c)))
return null;
if (contract_txt.Length < 4) {
return null;
}
// Extract the symbol and the expiration month/year codes
string symbol = contract_txt.Substring(0, contract_txt.Length - 2);
char monthCode = contract_txt[contract_txt.Length - 2];
char yearCode = contract_txt[contract_txt.Length - 1];
// Map month code to month, return null if the month code is invalid
int month = monthCode switch {
'F' => 1, // January
'G' => 2, // February
'H' => 3, // March
'J' => 4, // April
'K' => 5, // May
'M' => 6, // June
'N' => 7, // July
'Q' => 8, // August
'U' => 9, // September
'V' => 10, // October
'X' => 11, // November
'Z' => 12, // December
_ => 0 // Return 0 for invalid month code
};
if (month == 0) {
return null; // Invalid month code
}
// Calculate the year based on the current decade
int currentYear = DateTime.Now.Year;
int decadeStart = currentYear / 10 * 10;
int year = decadeStart + (yearCode - '0');
// If the year is in the past, assume the next decade
if (year < currentYear) {
year += 10;
}
// Create the FutureContract instance and set its properties
DateTime expiration = new DateTime(year, month, 1);
var futureContract = new FutureTradableContract {
symbol = symbol,
expiration = expiration,
exchange = exchange,
contract_text = contract_txt
};
return futureContract;
}
// Method to parse a futures spread, e.g. "CLX4-CLZ4"
public static FutureSpreadContract parse_future_spread_contract(string contract_txt, Exchange exchange = Exchange.CME) {
// Split the string by '-' to handle each leg
var spreadParts = contract_txt.Split('-');
if (spreadParts.Length < 2) {
return null; // Not a valid spread format
}
var spreadContract = new FutureSpreadContract { legs = new List<Tuple<double, FutureTradableContract>>() };
foreach (var part in spreadParts) {
// Split each leg by '*', assuming the format is weight*future or just future
string[] legParts = part.Split('*');
double weight = 1.0;
string futurePart;
if (legParts.Length == 2) {
if (!double.TryParse(legParts[0], out weight)) {
return null; // Invalid weight, parsing failed
}
futurePart = legParts[1];
} else if (legParts.Length == 1) {
futurePart = legParts[0];
} else {
return null; // Invalid format, too many '*' parts
}
// Parse the future contract
var futureContract = parse_future_contract(futurePart, exchange);
if (futureContract == null) {
return null; // Failed to parse the future part
}
// Add the leg to the spread contract
spreadContract.legs.Add(new Tuple<double, FutureTradableContract>(weight, futureContract));
}
return spreadContract;
}
// public static ContractType DetermineFutureOrSpread(string contract) {
// if (contract.Contains("-")) {
// return ContractType.FutureSpread;
// } else {
// return ContractType.Future;
// }
// }
#endregion
public static ContractType get_type(string contract_txt) {
FutureTradableContract fc = parse_future_contract(contract_txt);
if (fc != null) {
return ContractType.Future;
}
FutureSpreadContract sc = parse_future_spread_contract(contract_txt);
if (sc != null) {
return ContractType.FutureSpread;
}
// tehre are some non calendar spreads we cant parse
//Log.assert(false);
return bts.SilverPine.ContractUtils.ContractType.FutureSpread;
}
public static ContractCategory get_category(string symbol) {
var tp = get_symbol_category(symbol);
return tp.Item1;
}
public static Tuple<ContractCategory, string> get_symbol_category(string symbol) {
ContractUtils.FutureTradableContract fc = parse_future_contract(symbol);
if (fc != null) {
return Tuple.Create(ContractCategory.FutureString, fc.symbol);
}
var sc = parse_future_spread_contract(symbol);
if (sc != null) {
return Tuple.Create(ContractCategory.FutureString, sc.symbol);
}
return Tuple.Create(ContractCategory.Symbol, symbol);
}
public enum ContractType {
Spot,
Option,
Future,
FutureSpread,
OptionSpread
}
public enum ContractCategory {
Symbol = 0,
FutureString,
SpreadString
}
public enum CallPut {
Call,
Put
}
public enum Exchange {
CME
}
}
}
@@ -1,23 +0,0 @@
namespace bts.SilverPine {
using BCG;
// Finds the regions around specified events
[DataStreamUserRespresentation("EventsPriceAction")]
public class EventsPriceActionStream : ViewStream {
public EventsPriceActionStream(string symbol, string event_type, string pre_event_period,
string post_event_period, int n_events) :
this(symbol, event_type, TimeBasedFilter.parse_duration(pre_event_period), TimeBasedFilter.parse_duration(post_event_period),
n_events, ViewStreamDatabase.instance) { }
public EventsPriceActionStream(string symbol, string event_type, TimeSpan pre_event_period,
TimeSpan post_event_period, int n_events, ViewStreamDatabase vsd) {
// TODO: figure out which bars to use, 1 min or 1 day or live, based on pre_event_period / post_event_period
FuturesActiveContractStream olhcv_str = new FuturesActiveContractStream(symbol);
ViewStream events_str = new EventsStream(vsd, event_type);
// todo
//events_str = new TopStream(events_str, n_events, "-ts");
ViewStream rs = new TimeProximityJoinStream(olhcv_str, "ts_event", events_str, "ts", pre_event_period, post_event_period);
mySetRealSource(rs);
}
}
}
@@ -1,20 +0,0 @@
namespace bts.SilverPine {
using BCG;
public class IndicatorStream : ViewStream {
enum Indicator {
StandardDeviation = 0
}
public class IndicatorInfo {
Indicator indicator;
IDictionary<string, object> parameters;
}
public IndicatorStream(string symbol_name, string indicator_name, string indicator_params_json) {
}
public IndicatorStream(string symbol_name, IndicatorInfo info) {
}
}
}
@@ -1,57 +0,0 @@
namespace bts.SilverPine {
using BCG;
using ZstdSharp.Unsafe;
[DataStreamUserRespresentation("AbsVolume")]
// Calculates the volume within a time window (this does not do rates, like highest daily volume etc,
// but with some thought can perhaps be extended)
public class AbsoluteVolumeStream : ViewStream {
// TODO, abstract this out
// adds contract_type to OHLCV stream
private static ViewStream _get_ohlcv_steam(string symbol, DateTime d1, DateTime d2) {
var ohlcv_params = OHLCVStream.get_params(d1, d2);
ViewStream rs = new OHLCVStream(symbol, ohlcv_params);
Func<IBlueTableSchema, IBlueTableSchema> create_schema =
s => BlueDataUtility.add_columns(s, Tuple.Create(typeof(string), "contract_type"));
rs = new SuperMapStream(rs,
s => create_schema(s),
r => {
IBlueTableSchema out_schema = create_schema(r.schema);
string contract_txt = r.get<string>("contract");
var contr_type = ContractUtils.get_type(contract_txt);
MutableBlueRow out_row = new MutableBlueRow(out_schema, r);
out_row.setValue("contract_type", contr_type.ToString());
return new IBlueRow[] { out_row };
});
return rs;
}
public AbsoluteVolumeStream(string symbol, string ctype, DateTime d1)
: this(symbol, ctype, d1, d1) { }
public AbsoluteVolumeStream(string symbol, string ctype, DateTime d1, DateTime d2)
: this(symbol, Enum.Parse<ContractUtils.ContractType>(ctype), d1, d2) {
}
static void swap_if_necessary(ref DateTime dt1, ref DateTime dt2) {
if (dt1 < dt2) {
DateTime aux = dt1;
dt1 = dt2;
dt2 = aux;
}
}
private AbsoluteVolumeStream(string symbol, ContractUtils.ContractType ctype, DateTime d1, DateTime d2) {
swap_if_necessary(ref d1, ref d2);
ViewStream ohlcv_str = _get_ohlcv_steam(symbol, d1, d2);
ohlcv_str = new FilterStream(ohlcv_str,
r => r.get_datetime("ts_event") <= d1 && r.get_datetime("ts_event") >= d2);
ohlcv_str = new FilterStream(ohlcv_str, r => String.Compare(ctype.ToString(), r.get<string>("contract_type"), true) == 0);
ViewStream rs = new MaxStream(ohlcv_str, "volume");
rs = new NewProjectStream(rs, "volume:total_volume contract !");
mySetRealSource(rs);
}
}
}
@@ -1,113 +1,45 @@
namespace bts.SilverPine {
namespace BCG {
using BCG.Utilities.General;
using bts.api;
using bts.api.domain;
using bts.api.synthetic;
using bts.md;
using BCG;
using bts.spark;
using bts.utils;
using mbts;
using mbts.co2;
using mbts.config;
using mbts.spark;
using mbts.ui;
using Spark.Core.Data;
using Spark.Core.Disposables;
using Spark.Core.Reactive;
using System;
using System.Collections.Concurrent;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Linq;
using System.Reactive.Linq;
using bts.api.core;
using Spark.Api.MarketData;
using SecurityKey = System.UInt32;
public class FakeBBOStream : ViewStream, IWorker {
private string _symbol;
public BlueTable _table = new BlueTable(BBOStream._bbo_schema);
private DateTime _last_fired_time = DateTime.MinValue;
private TimeSpan _period = TimeSpan.FromMilliseconds(333);
private double _start_price;
private double _inc;
private int _total_count = 5;
private Random _rnd = new Random(DateTime.Now.Millisecond);
private string[] _months = new string[]{
"F","G", "H", "J","K", "M", "N","Q","U","V","X","Z"
};
private ViewStreamDatabase _vsd;
public FakeBBOStream(string contract_type, string exchange, string symbol, double start_price, double inc)
:
this(contract_type, exchange, symbol, start_price, inc, ViewStreamDatabase.instance) { }
public FakeBBOStream(string contract_type, string exchange, string symbol, double start_price, double inc, ViewStreamDatabase vsd) {
_symbol = symbol;
_start_price = start_price;
_inc = inc;
_vsd = vsd;
Log.assert(contract_type.ToLower() == "future");
}
protected override void myOnFirstSubscriber() {
_vsd.addWorker(this);
}
protected override void myOnLastSubscriber() {
_vsd.removeWorker(this);
}
private bool _random_truefase() {
int r = _rnd.Next(0, 100);
return r % 2 == 0;
}
private IBlueRow _perturb_row(IBlueRow er) {
MutableBlueRow rv = new MutableBlueRow(er);
double bid_price = rv.get<double>("bid_price");
bid_price += _inc;
double ask_price = bid_price + _inc;
rv.setValue("bid_price", bid_price);
rv.setValue("ask_price", ask_price);
return rv;
}
public void doWork() {
if (DateTime.Now - _last_fired_time < _period)
return;
_last_fired_time = DateTime.Now;
if (_table.Count == 0) {
// first fire_symbol
string year_code = DateTime.Now.Year.ToString().Last().ToString();
for (int i = 0; i < _total_count; i++) {
string month_code = _months[i % _months.Length];
string sec = $"{_symbol}{month_code}{year_code}";
double bid_price = _start_price + _rnd.Next(-10, 10) * _inc;
double ask_price = bid_price + _inc;
BlueRow nr = new BlueRow(_table.schema, _table.Count, _table.Count, sec,
bid_price, _rnd.Next(1, 10),
ask_price, _rnd.Next(1, 10));
_table.addRow(nr);
var dp = BlueDataUtility.build_dp(new BlueTable(_table), myLastValue as DataPacket);
myFireEvent(dp);
}
} else {
BlueTable deleted_rows = new BlueTable(_table.schema);
BlueTable added_rows = new BlueTable(_table.schema);
// go through all rows, select some at random, add them to deleted, get
// the replaced one and add it to added, updates table state and fire
for (int i = 0; i < _table.Count; i++) {
if (_random_truefase()) {
IBlueRow er = _table[i];
IBlueRow nr = _perturb_row(er);
_table.deleteRow(er);
_table.addRow(nr);
}
}
var dp = BlueDataUtility.build_dp_inc(new BlueTable(_table), myLastValue as DataPacket, true);
myFireEvent(dp);
}
}
}
using System.Data;
using System.Reflection.Metadata;
[DataStreamUserRespresentation("bbo")]
public class BBOStream : ViewStream, IWorker {
private readonly TimeSpan _poll_period = TimeSpan.FromMilliseconds(500);
private DateTime _last_poll_time = DateTime.MinValue;
private ViewStreamDatabase? _vsd;
IReadOnlyDictionary<SecurityKey, BookTuple>? _cached_state = null;
MarketDataClient? _md_client;
internal static IBlueTableSchema _bbo_schema = BlueDataUtility.form_schema("bbo",
private ViewStreamDatabase _vsd;
private int _id = 0;
IReadOnlyDictionary<SecurityKey, BookTuple> _cached_state = null;
MarketDataClient _md_client;
private readonly IBlueTableSchema _bbo_schema = BlueDataUtility.form_schema("bbo",
Tuple.Create("id", TypeCode.Int32),
Tuple.Create("sec_key", TypeCode.UInt32),
Tuple.Create("sec", TypeCode.String),
@@ -122,16 +54,15 @@ namespace bts.SilverPine {
}
public BBOStream(ViewStreamDatabase vsd) {
// bts.Log.Gen.info("BBOStream.cons");
// _vsd = vsd;
// _md_client = new MarketDataClient(new MDSource(TimeSpan.FromSeconds(0.5)));
FakeBBOStream rs = new FakeBBOStream("Future", "CME", "ES", 5000, 0.25, vsd);
mySetRealSource(rs);
bts.Log.Gen.info("BBOStream.cons");
_vsd = vsd;
_md_client = new MarketDataClient(new MDSource(TimeSpan.FromSeconds(0.5)));
}
protected override void myOnFirstSubscriber() {
_vsd?.addWorker(this);
_md_client?.books().Subscribe(_on_books);
_vsd.addWorker(this);
_md_client.books().Subscribe(_on_books);
}
private void _log_updates(TableUpdate<BookTuple, uint> update) {
@@ -153,7 +84,7 @@ namespace bts.SilverPine {
}
protected override void myOnLastSubscriber() {
_vsd?.removeWorker(this);
_vsd.removeWorker(this);
}
private void _scan_bbo() {
@@ -171,18 +102,18 @@ namespace bts.SilverPine {
bt.book.asks[0].price, bt.book.asks[0].size);
new_state.addRow(r);
}
var dp = accumulate(myLastValue as DataPacket, new_state);
DataPacket dp = null;
if (myLastValue == null) {
dp = new DataPacket(new_state, new_state, new BlueTable(_bbo_schema));
} else {
DataPacket old_dp = myLastValue as DataPacket;
IBlueRowCollection added_rows, del_rows;
BlueDataUtility.compute_differences_fast(new_state, old_dp.newRows, out del_rows, out added_rows);
dp = new DataPacket(new_state, added_rows, del_rows);
}
if (dp.addedRows.Count == 0 && dp.deletedRows.Count == 0)
return;
myFireEvent(dp);
static DataPacket accumulate(DataPacket? old_dp, BlueTable new_state) {
if (old_dp is null) {
return new(new_state, new_state, new BlueTable(_bbo_schema));
}
BlueDataUtility.compute_differences_fast(new_state, old_dp.newRows, out var del_rows, out var added_rows);
return new(new_state, added_rows, del_rows);
}
}
public void doWork() {
@@ -192,4 +123,4 @@ namespace bts.SilverPine {
}
}
}
}
}
@@ -1,249 +0,0 @@
namespace bts.SilverPine {
using BCG;
using System.Runtime.CompilerServices;
using ZstdSharp.Unsafe;
public class DateTimeRange {
public readonly DateTime range_beg;
public readonly DateTime range_end;
public DateTimeRange(DateTime range_beg_, DateTime range_end_) {
range_beg = range_beg_;
range_end = range_end_;
}
public static DateTimeRange parse(string range_beg_, string range_end_) {
DateTime range_beg = String.IsNullOrEmpty(range_beg_) ? DateTime.MinValue : DateTime.Parse(range_beg_);
DateTime range_end = String.IsNullOrEmpty(range_end_) ? DateTime.MaxValue : DateTime.Parse(range_end_);
return new DateTimeRange(range_beg, range_end);
}
}
public class FutureBarsLoader {
public static string get_db_table_name(BarSize bar_size, string symbol, bool is_continous) {
switch (bar_size) {
case BarSize.ONE_DAY: {
if (is_continous) {
return $"bars_future_{symbol}_continous_1day";
} else
return $"bars_future_{symbol}_all_1day";
}
case BarSize.ONE_MIN: {
if (is_continous) {
return $"bars_future_{symbol}_continous_1min";
} else
return $"bars_future_{symbol}_all_1min";
}
}
Log.assert(false);
return null;
}
}
public enum BarSize {
ONE_DAY = 0,
ONE_MIN
}
[DataStreamUserRespresentation("FuturesHistorical1DayBars")]
public class FuturesHistorical1DayBarsStream : ViewStream {
// this gets the raw bars for a symbol (perhaps make it into a raw bars stream?)
public FuturesHistorical1DayBarsStream(string symbol) :
this(symbol, DateTime.MinValue, DateTime.MaxValue) { }
// creates the non raw stream (ie for tradable contract, or continous contract)
public FuturesHistorical1DayBarsStream(string future_contract, DateTime range_beg, DateTime range_end)
: this(new ContractUtils.FutureContract(future_contract), new DateTimeRange(range_beg, range_end)) { }
// this creates a tradable contracts bars streams or continous contracts stream. if get_all_rows is true,
// it gets the raw table with all contracts for that symbol
public FuturesHistorical1DayBarsStream(ContractUtils.FutureContract future_contract,
DateTimeRange dt_range) {
DateTime beg = dt_range.range_beg;//.ToUniversalTime(),
DateTime end = dt_range.range_end;//.ToUniversalTime();
beg = beg.Date;
end = end.Date.Add(new TimeSpan(23, 59, 59));
// this returns rows from beg and end inclusive
Func<string, SQLiteStream> get_sqlite_str = (table_name) => {
string range_beg_iso8601 = beg.ToString("yyyy-MM-ddTHH:mm:ss"),
range_end_iso8601 = end.ToString("yyyy-MM-ddTHH:mm:ss");
string sql_str = $"select * from {table_name} where ts_event >= '{range_beg_iso8601}' AND ts_event <= '{range_end_iso8601}'";
return new SQLiteStream(SQLiteHelper.db_name, sql_str);
};
string symbol = future_contract.symbol();
if (future_contract.wildcard_contract != null) {
string table_name = FutureBarsLoader.get_db_table_name(BarSize.ONE_DAY, future_contract.symbol(), false);
ViewStream rs = get_sqlite_str(table_name);
//rs = new DateStandardizationStream(rs, "ts_event", DateConversion.ChopTime);
mySetRealSource(rs);
return;
}
if (future_contract.wildcard_contract != null) {
string table_name = FutureBarsLoader.get_db_table_name(BarSize.ONE_DAY, future_contract.symbol(), false);
ViewStream rs = get_sqlite_str(table_name);
//rs = new DateStandardizationStream(rs, "ts_event", DateConversion.ChopTime);
mySetRealSource(rs);
return;
}
if (future_contract.is_continous_contract) {
string table_name = FutureBarsLoader.get_db_table_name(BarSize.ONE_DAY, symbol, true);
ViewStream rs = get_sqlite_str(table_name);
//rs = new DateStandardizationStream(rs, "ts_event", DateConversion.ChopTime);
mySetRealSource(rs);
return;
} else {
string table_name = FutureBarsLoader.get_db_table_name(BarSize.ONE_DAY, future_contract.symbol(), false);
ViewStream rs = get_sqlite_str(table_name);
//rs = new DateStandardizationStream(rs, "ts_event", DateConversion.ChopTime);
//TODO: filter it
rs = new FilterStream(rs, $"symbol = '{future_contract.contract_text}'");
mySetRealSource(rs);
}
}
}
[DataStreamUserRespresentation("FuturesHistorical1MinBars")]
public class FuturesHistorical1MinuteBarsStream : ViewStream {
// same as the above but for one min
// this gets the raw bars for a symbol
public FuturesHistorical1MinuteBarsStream(string symbol) :
this(symbol, DateTime.MinValue, DateTime.MaxValue) { }
// creates the non raw stream (ie for tradable contract, or continous contract)
public FuturesHistorical1MinuteBarsStream(string future_contract, DateTime range_beg, DateTime range_end)
: this(new ContractUtils.FutureContract(future_contract), new DateTimeRange(range_beg, range_end)) { }
// this creates a tradable contracts bars streams or continous contracts stream. if get_all_rows is true,
// it gets the raw table with all contracts for that symbol
public FuturesHistorical1MinuteBarsStream(ContractUtils.FutureContract future_contract,
DateTimeRange dt_range) {
Func<string, SQLiteStream> get_sqlite_str = (table_name) => {
string range_beg_iso8601 = dt_range.range_beg.ToString("yyyy-MM-ddTHH:mm:ss"),
range_end_iso8601 = dt_range.range_end.ToString("yyyy-MM-ddTHH:mm:ss");
//string sql_str = $"select * from {table_name} where DATE(ts_event) >= '{range_beg_iso8601}' AND DATE(ts_event) <= '{range_end_iso8601}'";
string sql_str = $"select * from {table_name} where ts_event >= '{range_beg_iso8601}' AND ts_event <= '{range_end_iso8601}'";
return new SQLiteStream(SQLiteHelper.db_name, sql_str);
};
string symbol = future_contract.symbol();
if (future_contract.wildcard_contract != null) {
string table_name = FutureBarsLoader.get_db_table_name(BarSize.ONE_MIN, future_contract.symbol(), false);
ViewStream rs = get_sqlite_str(table_name);
mySetRealSource(rs);
return;
}
if (future_contract.is_continous_contract) {
string table_name = FutureBarsLoader.get_db_table_name(BarSize.ONE_MIN, symbol, true);
ViewStream rs = get_sqlite_str(table_name);
mySetRealSource(rs);
return;
} else {
string table_name = FutureBarsLoader.get_db_table_name(BarSize.ONE_MIN, future_contract.symbol(), false);
ViewStream rs = get_sqlite_str(table_name);
// TODO: filter
rs = new FilterStream(rs, $"symbol = '{future_contract.contract_text}'");
mySetRealSource(rs);
}
}
}
[DataStreamUserRespresentation("FutureHistoricalBars")]
public class FutureHistoricalBarsStream : ViewStream {
public FutureHistoricalBarsStream(string fut_contract, string range_beg, string range_end) {
DateTime dt_range_beg = DateTime.Parse(range_beg);
DateTime dt_range_end = DateTime.Parse(range_end);
TimeSpan diff = dt_range_end - dt_range_beg;
BarSize bar_size = diff < TimeSpan.FromDays(1.0) ? BarSize.ONE_MIN : BarSize.ONE_DAY;
ViewStream rs = new FutureHistoricalBarsStream(fut_contract, bar_size.ToString(), dt_range_beg, dt_range_end);
mySetRealSource(rs);
}
public FutureHistoricalBarsStream(string fut_contract, string bar_size)
: this(fut_contract, bar_size, DateTime.MinValue, DateTime.MaxValue) { }
public FutureHistoricalBarsStream(string fut_contract, string bar_size,
string dt_range_beg, string dt_range_end)
: this(fut_contract, bar_size, DateTime.Parse(dt_range_beg),
DateTime.Parse(dt_range_end)) { }
public FutureHistoricalBarsStream(string fut_contract, string bar_size,
DateTime dt_range_beg, DateTime dt_range_end)
:
this(new ContractUtils.FutureContract(fut_contract), Enum.Parse<BarSize>(bar_size, true),
new DateTimeRange(dt_range_beg, dt_range_end)) { }
public FutureHistoricalBarsStream(ContractUtils.FutureContract fut_contract, BarSize bar_size,
DateTimeRange dt_range) {
switch (bar_size) {
case BarSize.ONE_DAY: {
ViewStream rs = new FuturesHistorical1DayBarsStream(fut_contract, dt_range);
mySetRealSource(rs);
break;
}
case BarSize.ONE_MIN: {
ViewStream rs = new FuturesHistorical1MinuteBarsStream(fut_contract, dt_range);
mySetRealSource(rs);
break;
}
}
}
}
[DataStreamUserRespresentation("FuturePriceDiff")]
public class FutureHistoricalBarsPriceDiffStream : ViewStream {
public FutureHistoricalBarsPriceDiffStream(string future_contract, string dt1, string dt2)
:
this(new ContractUtils.FutureContract(future_contract), DateTime.Parse(dt1), DateTime.Parse(dt2), "close", ViewStreamDatabase.instance) {
}
public FutureHistoricalBarsPriceDiffStream(string future_contract, DateTime dt1, DateTime dt2)
:
this(new ContractUtils.FutureContract(future_contract), dt1, dt2, "close", ViewStreamDatabase.instance) {
}
public FutureHistoricalBarsPriceDiffStream(string future_contract, DateTime dt1, DateTime dt2, string col)
:
this(new ContractUtils.FutureContract(future_contract), dt1, dt2, col, ViewStreamDatabase.instance) {
}
public FutureHistoricalBarsPriceDiffStream(ContractUtils.FutureContract fc, DateTime dt1, DateTime dt2, string col, ViewStreamDatabase vsd) {
BarSize bsize = dt2 - dt1 >= TimeSpan.FromDays(1.0) ? BarSize.ONE_DAY : BarSize.ONE_MIN;
ViewStream rs = new FutureHistoricalBarsStream(fc, BarSize.ONE_DAY, new DateTimeRange(dt1, dt2));
rs = new ColumnDifferenceStream(rs, r => {
DateTime r_dt = r.get_datetime("ts_event");
var rv = dt1.Equals(r_dt);
return rv;
},
//r => dt2.Equals(r.get_datetime("ts_event")), col, col);
r => {
DateTime r_dt = r.get_datetime("ts_event");
var rv = dt2.Equals(r_dt);
return rv;
}, col, col);
rs = new NewProjectStream(rs, "diff !");
mySetRealSource(rs);
}
}
// takes the contract name and expands it into multuiple columns corresponding to the contracts.
// the contract columns are a union, of all properties with some of them empty
public class ContractExpanderStream : ViewStream {
private static IBlueTableSchema map_schema(IBlueTableSchema schema) {
return schema.add_column(TypeCode.String, "contract_type");
}
public ContractExpanderStream(ViewStream parent_str, string contract_col_name) {
ViewStream rs = new MapStream(parent_str, (schema) => map_schema(schema),
r => {
string contract = r.get<string>(contract_col_name);
var ct = ContractUtils.get_type(contract);
MutableBlueRow rv = new MutableBlueRow(map_schema(r.schema), r);
rv.setValue("contract_type", ct.ToString());
return rv;
});
mySetRealSource(rs);
}
}
}
@@ -1,53 +0,0 @@
using BCG;
namespace bts.SilverPine {
/*
----------------------------------------------------------------------
*Expression*
----------------------------------------------------------------------
//r=FutureHistoricalBars("ES*", "02/01/2024 09:30 AM", "02/01/2024 09:30 PM")
r=FutureHistoricalBars("ES*","One_Day", 02/01/2024, 02/01/2025)
r=contractExpander(r,"symbol")
r=filter(r,"contract_type='FutureSpread'")
r=aggregate(r,"symbol","volume:Sum","ts_event")
r=aggregate(r,"volume_sum:Max")
r=newProject(r,"volume_sum_max:volume symbol !")
----------------------------------------------------------------------
*Schema*
----------------------------------------------------------------------
symbol System.String
id System.Int32
volume System.Double
*/
[DataStreamUserRespresentation("VolumeAgg")]
public class VolumeAggregationStream : ViewStream {
public VolumeAggregationStream(string future_contract, string contract_type, DateTime range_beg, DateTime range_end)
: this(future_contract, contract_type, range_beg, range_end, ViewStreamDatabase.instance) { }
public VolumeAggregationStream(string future_contract, string contract_type, string range_beg, string range_end)
:
this(future_contract, contract_type, DateTime.Parse(range_beg), DateTime.Parse(range_end), ViewStreamDatabase.instance) { }
public VolumeAggregationStream(string future_contract, string contract_type, DateTime range_beg, DateTime range_end, ViewStreamDatabase db) {
future_contract = future_contract.EndsWith("*") ? future_contract : future_contract + "*";
ViewStream r;
r = new FutureHistoricalBarsStream(future_contract,
range_beg.ToString(), range_end.ToString());
r = new ContractExpanderStream(r, "symbol");
r = new FilterStream(r, $"contract_type='{contract_type}'");
r = new NonIncGroupByStream(r, "symbol", "volume:Sum", "ts_event");
r = new NonIncGroupByStream(r, "volume_sum:Max");
r = new NewProjectStream(r, "volume_sum_max:volume symbol !");
mySetRealSource(r);
}
}
[DataStreamUserRespresentation("PeriodicVolumeAgg")]
public class PeriodicVolumeAggregationStream : ViewStream {
public PeriodicVolumeAggregationStream(string future_contract, string contract_type, DateTime range_beg, DateTime range_end,
TimeSpan period, ViewStreamDatabase db) {
}
}
}
@@ -21,7 +21,7 @@ namespace BCG {
private DateTime _last_poll_time = DateTime.MinValue;
private ViewStreamDatabase _vsd;
private int _id = 0;
IReadOnlyDictionary<SecurityKey, BookTuple>? _cached_state = null;
IReadOnlyDictionary<SecurityKey, BookTuple> _cached_state = null;
MarketDataClient _md_client;
readonly Stopwatch _timer = new();
private readonly IBlueTableSchema _bbo_schema = BlueDataUtility.form_schema("books",
@@ -73,8 +73,14 @@ namespace BCG {
private Dictionary<SecurityKey, Dictionary<int, int>> _id_map = new Dictionary<SecurityKey, Dictionary<int, int>>();
private int _get_id(SecurityKey skey, int depth) {
var d_map = _id_map.GetOrAdd(skey, _ => new() { {depth, _id++} });
if (!d_map.TryGetValue(depth, out int rv)) {
Dictionary<int, int> d_map = null;
if (!_id_map.TryGetValue(skey, out d_map)) {
d_map = new Dictionary<int, int>();
d_map.Add(depth, _id++);
_id_map.Add(skey, d_map);
}
int rv = 0;
if (!d_map.TryGetValue(depth, out rv)) {
rv = _id++;
d_map.Add(depth, rv);
}
@@ -1,152 +0,0 @@
using System;
using System.Collections.Generic;
using System.Linq;
using bts;
namespace bts.SilverPine {
public static class IndicatorCalc {
public static double calculate_pearson_correlation(List<double> prices1, List<double> prices2) {
if (prices1 == null)
throw new ArgumentNullException(nameof(prices1), "First price list cannot be null.");
if (prices2 == null)
throw new ArgumentNullException(nameof(prices2), "Second price list cannot be null.");
if (prices1.Count != prices2.Count)
throw new ArgumentException("Price lists must have the same number of elements.");
if (prices1.Count < 2)
throw new ArgumentException("At least two data points are required to calculate correlation.");
int n = prices1.Count;
double sumX = 0;
double sumY = 0;
double sumX2 = 0;
double sumY2 = 0;
double sumXY = 0;
for (int i = 0; i < n; i++) {
double x = prices1[i];
double y = prices2[i];
sumX += x;
sumY += y;
sumX2 += x * x;
sumY2 += y * y;
sumXY += x * y;
}
double numerator = (n * sumXY) - (sumX * sumY);
double denominatorPart1 = (n * sumX2) - (sumX * sumX);
double denominatorPart2 = (n * sumY2) - (sumY * sumY);
double denominator = Math.Sqrt(denominatorPart1 * denominatorPart2);
if (denominator == 0)
throw new InvalidOperationException("Denominator is zero, correlation is undefined.");
return numerator / denominator;
}
public static double calculate_VWAP(List<Tuple<int, double>> volumePriceData) {
Log.Gen.info($"ChartingHelper.calculate_VWAP n_vals: {volumePriceData.Count}");
double totalVolume = 0;
double totalPriceVolume = 0;
foreach (var data in volumePriceData) {
int volume = data.Item1; // Volume
double price = data.Item2; // Closing price
// Accumulate total price-volume (price * volume) and total volume
totalPriceVolume += price * volume;
totalVolume += volume;
}
// VWAP is totalPriceVolume divided by totalVolume
return totalVolume > 0 ? totalPriceVolume / totalVolume : 0;
}
// Calculate Volatility (Standard Deviation of returns) over a given period
public static double calculate_volatility(IList<double> prices, int period = 252) {
if (prices == null || prices.Count < period + 1) {
throw new ArgumentException("Insufficient data to calculate volatility.");
}
// Calculate daily returns
var returns = new List<double>();
for (int i = 1; i < prices.Count; i++) {
double dailyReturn = (prices[i] - prices[i - 1]) / prices[i - 1];
returns.Add(dailyReturn);
}
// Get the returns over the desired period
var recentReturns = returns.Skip(returns.Count - period).Take(period).ToList();
// Calculate the mean of returns
double meanReturn = recentReturns.Average();
// Calculate the variance (sum of squared differences from the mean)
double variance = recentReturns.Sum(r => Math.Pow(r - meanReturn, 2)) / period;
// Volatility is the square root of variance (standard deviation)
double volatility = Math.Sqrt(variance);
// Annualize volatility by multiplying by the square root of 252 (number of trading days in a year)
return volatility * Math.Sqrt(252);
}
// Calculate SMA (Simple Moving Average) for a given period (e.g., 50, 100, or 200)
public static double calculate_SMA(IList<double> prices, int period = 50) {
if (prices == null || prices.Count < period) {
throw new ArgumentException("Insufficient data to calculate SMA.");
}
// Sum up the prices over the given period
double sum = prices.Skip(prices.Count - period).Take(period).Sum();
// Return the average
return sum / period;
}
public static double calculate_RSI(IList<double> prices, int period = 14) {
if (prices == null || prices.Count < period + 1) {
return Double.NaN;
//throw new ArgumentException("Insufficient data to calculate RSI.");
}
double gainSum = 0;
double lossSum = 0;
// Calculate the initial average gain and loss over the first 'period' days
for (int i = 1; i <= period; i++) {
double change = prices[i] - prices[i - 1];
if (change > 0) {
gainSum += change;
} else {
lossSum -= change; // Subtract since loss is negative
}
}
double avgGain = gainSum / period;
double avgLoss = lossSum / period;
// Calculate RSI using smoothed values
for (int i = period + 1; i < prices.Count; i++) {
double change = prices[i] - prices[i - 1];
if (change > 0) {
avgGain = (avgGain * (period - 1) + change) / period;
avgLoss = (avgLoss * (period - 1)) / period;
} else {
avgGain = (avgGain * (period - 1)) / period;
avgLoss = (avgLoss * (period - 1) - change) / period;
}
}
// Prevent division by zero in case of no losses
if (avgLoss == 0) {
return 100;
}
double rs = avgGain / avgLoss;
double rsi = 100 - (100 / (1 + rs));
return rsi;
}
}
}
@@ -1,31 +0,0 @@
namespace bts.SilverPine {
using BCG;
using bts;
[DataStreamUserRespresentation("DailyChange")]
// takes in the ohlcv stream and computes the closing vs closing difference
public class DailyChange : ViewStream {
public DailyChange(ViewStream ohlc_str) {
GlobalMapStream rs = new GlobalMapStream(ohlc_str, "ts_event", "contract",
(rows, idx) => {
double daily_change = Double.NaN;
double daily_change_perc = Double.NaN;
IBlueRow ir = rows.ElementAt((int)idx);
if (idx < rows.Count - 1) {
IBlueRow pr = rows.ElementAt((int)idx + 1);
double close = ir.get<double>("close"), prev_close = pr.get<double>("close");
daily_change = close - prev_close;
daily_change_perc = 100.0 * daily_change / prev_close;
}
IBlueTableSchema schema = ir.schema.add_columns(Tuple.Create(typeof(double), "daily_change"));
schema = schema.add_columns(Tuple.Create(typeof(double), "daily_change_perc"));
MutableBlueRow nr = new MutableBlueRow(schema, ir);
nr.setValue("daily_change", daily_change);
nr.setValue("daily_change_perc", daily_change_perc);
return nr;
});
mySetRealSource(rs);
}
}
}
@@ -0,0 +1,54 @@
using Google.Protobuf.WellKnownTypes;
using System;
using BCG.Utilities.General;
using System.Data;
using bts.api.domain;
namespace BCG {
// Stream computes the EMA of a column in any stream. It takes in the base stream, the column name and a smoothing factor
// as args, and create one row with an ema column, which is the running ema of the column provided
[DataStreamUserRespresentation("ema")]
public class EMAStream : ViewStream {
private ViewStream _stream;
private readonly string _col_name;
private EMACalculator _calc;
private readonly IBlueTableSchema _schema = BlueDataUtility.form_schema(
"SMA", Tuple.Create("id", TypeCode.Int32),
Tuple.Create("ema", TypeCode.Double));
public EMAStream(ViewStream stream, string col_name, double smoothing_factor) {
_col_name = col_name;
_stream = stream;
_calc = new EMACalculator(smoothing_factor);
}
protected override void myOnFirstSubscriber() {
_stream.onChange += new ChangeDelegate(_onstream_change);
}
protected override void myOnLastSubscriber() {
_stream.onChange -= new ChangeDelegate(_onstream_change);
}
private void _onstream_change(object o) {
DataPacket dp = o as DataPacket;
foreach (IBlueRow r in dp.addedRows) {
double price = r.get<double>(_col_name);
if (!Double.IsNaN(price))
_calc.add(price);
}
IBlueRow nr = new BlueRow(_schema, 0, _calc.get_EMA());
BlueTable state = new BlueTable(_schema);
state.addRow(nr);
DataPacket dp_out = BlueDataUtility.build_dp_inc(state, myLastValue as DataPacket);
myFireEvent(dp_out);
}
}
}
@@ -1,26 +0,0 @@
namespace bts.SilverPine {
using BCG;
using bts;
[DataStreamUserRespresentation("RSI")]
public class RSIStream : ViewStream {
// public RSIStream(ViewStreamDatabase vsd, string symbol, int n_days) {
// }
public RSIStream(ViewStream instrument_ohlc_str, int period) {
GlobalMapStream rs = new GlobalMapStream(instrument_ohlc_str, "ts_event", "contract",
(rows, idx) => {
IBlueRow ir = rows.ElementAt((int)idx);
IEnumerable<double> closes = BlueDataUtility.get_colvalues<double>(rows, "close", (int)idx + 1, period + 2);
double rsi = IndicatorCalc.calculate_RSI(closes.ToList(), period);
IBlueTableSchema schema = ir.schema.add_columns(Tuple.Create(typeof(double), "rsi"));
MutableBlueRow nr = new MutableBlueRow(schema, ir);
nr.setValue("rsi", rsi);
return nr;
});
mySetRealSource(rs);
}
}
}
@@ -0,0 +1,87 @@
using Google.Protobuf.WellKnownTypes;
using System;
using BCG.Utilities.General;
using System.Data;
using bts.api.domain;
using System.Reactive.Concurrency;
using mbts.spark;
namespace BCG {
// Stream computes the EMA of a column in any stream. It takes in the base stream, the column name and a smoothing factor
// as args, and create one row with an ema column, which is the running ema of the column provided
[DataStreamUserRespresentation("renko")]
public class RenkoStream : ViewStream {
private ViewStream _stream;
private readonly string _col_name;
private readonly double _brick_sz;
private RenkoCalculator _calc;
private BlueTable _table = new BlueTable(BlueDataUtility.form_schema(
"Renko", Tuple.Create("id", TypeCode.Int32),
Tuple.Create("entry_price", TypeCode.Double),
Tuple.Create("current_price", TypeCode.Double),
Tuple.Create("brick_low", TypeCode.Double),
Tuple.Create("brick_high", TypeCode.Double),
Tuple.Create("brick_transition", TypeCode.String),
Tuple.Create("n_updates_within", TypeCode.Int32)
));
public RenkoStream(ViewStream stream, string col_name, double brick_sz) {
_col_name = col_name;
_stream = stream;
_brick_sz = brick_sz;
_calc = new RenkoCalculator(brick_sz);
}
protected override void myOnFirstSubscriber() {
_stream.onChange += _onstream_change;
}
protected override void myOnLastSubscriber() {
_stream.onChange -= new ChangeDelegate(_onstream_change);
}
private IBlueRow _remove_row(RenkoBrick brick) {
var row = _table[brick.id];
_table.deleteRow(row);
return row;
}
private IBlueRow _create_new_row(RenkoBrick brick) {
return new BlueRow(_table.schema, brick.id,
brick.entry_price, brick.current_price, brick.low, brick.high,
brick.entry.ToString(), brick.n_updates);
}
private void _onstream_change(object o) {
// what feeds in is a time series
BlueTable deleted_rows = new BlueTable(_table.schema);
BlueTable added_rows = new BlueTable(_table.schema);
DataPacket dp = o as DataPacket;
foreach (IBlueRow r in dp.addedRows) {
double val = r.get<double>(_col_name);
var new_bricks = _calc.update(val);
if (new_bricks.Count() > 0) {
foreach (var nb in new_bricks) {
var new_row = _create_new_row(nb);
added_rows.addRow(new_row);
_table.addRow(new_row);
}
} else {
var existing_brick = _calc.current_brick;
var del_row = _remove_row(existing_brick);
deleted_rows.addRow(del_row);
var new_row = _create_new_row(existing_brick);
added_rows.addRow(new_row);
_table.addRow(new_row);
}
}
myFireEvent(new DataPacket(_table, added_rows, deleted_rows));
}
}
}
@@ -1,24 +1,54 @@
namespace bts.SilverPine {
using bts;
using BCG;
[DataStreamUserRespresentation("SMA")]
public class SMAStream : ViewStream {
public SMAStream(ViewStream ohlc_str, int period) {
GlobalMapStream rs = new GlobalMapStream(ohlc_str, "ts_event", "contract",
(rows, idx) => {
IBlueRow ir = rows.ElementAt((int)idx);
using Google.Protobuf.WellKnownTypes;
using System;
using BCG.Utilities.General;
using System.Data;
using bts.api.domain;
namespace BCG {
// Stream computes the SMA of a column in any stream. It takes in the base stream, the column namer and a smoothing factor
// as args, and create one row with an sma column, which is the running ema of the column provided
[DataStreamUserRespresentation("sma")]
public class SMAStream : ViewStream {
private ViewStream _stream;
private readonly string _col_name;
private Chartutils.SMACalculator _calc;
private readonly IBlueTableSchema _schema = BlueDataUtility.form_schema(
"SMA", Tuple.Create("id", TypeCode.Int32),
Tuple.Create("sma", TypeCode.Double));
public SMAStream(ViewStream stream, string col_name, int window_size) {
_col_name = col_name;
_stream = stream;
_calc = new Chartutils.SMACalculator(window_size);
}
protected override void myOnFirstSubscriber() {
_stream.onChange += new ChangeDelegate(_onstream_change);
}
protected override void myOnLastSubscriber() {
_stream.onChange -= new ChangeDelegate(_onstream_change);
}
private void _onstream_change(object o) {
DataPacket dp = o as DataPacket;
foreach (IBlueRow r in dp.addedRows) {
double price = r.get<double>(_col_name);
if (!Double.IsNaN(price))
_calc.add(r.get<double>(_col_name));
}
IBlueRow nr = new BlueRow(_schema, 0, _calc.get_SMA());
BlueTable state = new BlueTable(_schema);
state.addRow(nr);
DataPacket dp_out = BlueDataUtility.build_dp_inc(state, myLastValue as DataPacket);
myFireEvent(dp_out);
}
}
}
IEnumerable<double> closes = BlueDataUtility.get_colvalues<double>(rows, "close", (int)idx + 1, period + 2);
double rsi = IndicatorCalc.calculate_RSI(closes.ToList(), period);
IBlueTableSchema schema = ir.schema.add_columns(Tuple.Create(typeof(double), "rsi"));
MutableBlueRow nr = new MutableBlueRow(schema, ir);
nr.setValue("rsi", rsi);
return nr;
});
mySetRealSource(rs);
}
}
}
@@ -0,0 +1,49 @@
using System;
namespace BCG {
/*
----------------------------------------------------------------------
*Expression*
----------------------------------------------------------------------
r=filter(bbo(),"sec='BTC-PERPETUAL'")
r=math(r,"wt_mid_price = (bid_price*bid_sz + ask_price*ask_sz)/(bid_sz+ask_sz)")
r=timeSeries(r)
r=math(r,"sz = (bid_sz + ask_sz) * 1.0")
r=filter(r,"sz > 0")
r=renko(r,"wt_mid_price", 2.0)
----------------------------------------------------------------------
*Schema*
----------------------------------------------------------------------
id System.Int32
entry_price System.Double
current_price System.Double
brick_low System.Double
brick_high System.Double
brick_transition System.String
n_updates_within System.Int32
*/
public class SecurityRenkoStream : ViewStream {
public SecurityRenkoStream(int sec_key, double brick_sz) {
ViewStream r;
r = new FilterStream(new BBOStream(),
$"sec_key={sec_key}");
r = new MathStream(r,
"wt_mid_price = (bid_price*bid_sz + ask_price*ask_sz)/(bid_sz+ask_sz)");
r = new TimeSeriesStream(r);
r = new MathStream(r,
"sz = (bid_sz + ask_sz) * 1.0");
r = new FilterStream(r,
"sz > 0");
r = new RenkoStream(r,
"wt_mid_price",
brick_sz);
mySetRealSource(r);
}
}
}
@@ -1,40 +0,0 @@
namespace bts.SilverPine {
using BCG;
using MathNet.Numerics.Statistics;
// calculates the reazlied standard deviation of a series of prices
public class StandardDeviationStream : ViewStream {
public StandardDeviationStream(string symbol, string std_dev_period)
:
this(symbol, TimeBasedFilter.parse_duration(std_dev_period)) { }
public StandardDeviationStream(string symbol, TimeSpan std_dev_period) {
// since this is a 1_day bar str, 90 rows => 90 days, so no need to filter
int n_days = std_dev_period.Days;
ViewStream ohlcv_str = new FuturesActiveContractStream(symbol);
IBlueTableSchema out_schema = null;
int id = 0;
Func<List<IBlueRow>, uint, IBlueRow> find_std_dev = (rows, idx) => {
int iidx = Convert.ToInt32(idx);
if (rows == null || rows.Count == 0)
return null;
IBlueRow ir = rows.ElementAt(iidx);
out_schema = out_schema ?? ir.schema.add_column(TypeCode.Double, "std_dev");
MutableBlueRow rv = new MutableBlueRow(out_schema, ir);
rv.setValue("std_dev", Double.NaN);
IEnumerable<double> last_n_close_prices = rows.Skip(iidx).Take(n_days).Select(r => r.get<double>("close"));
if (last_n_close_prices.Count() >= n_days) {
double std_dev = MathNet.Numerics.Statistics.Statistics.StandardDeviation(last_n_close_prices);
rv.setValue("std_dev", std_dev);
}
//rv.setValue("id", id++);
return rv;
};
ViewStream rs = new GlobalMapStream(ohlcv_str, "ts_event", find_std_dev);
rs = new NullFilterStream(rs, "std_dev", true);
mySetRealSource(rs);
}
}
}
@@ -0,0 +1,161 @@
using BCG;
using BCG.Utilities.General;
using System;
namespace bts {
[DataStreamUserRespresentation("tradebars")]
public class TradeBarsStream : ViewStream, IWorker {
public class TradeBar {
static double[] calculate_log_returns(double[] prices) {
// Calculate logarithmic returns
double[] returns = new double[prices.Length - 1];
for (int i = 1; i < prices.Length; i++) {
returns[i - 1] = Math.Log(prices[i] / prices[i - 1]);
}
return returns;
}
static double calculate_volatility(double[] returns) {
// Calculate standard deviation of logarithmic returns
double mean = returns.Average();
double sum_of_squares = returns.Sum(x => Math.Pow(x - mean, 2));
double variance = sum_of_squares / (returns.Length - 1);
double volatility = Math.Sqrt(variance);
return volatility;
}
public void add_trade(IBlueRow r) {
double price = r.get<double>("price");
//prices.Add(price);
double qty = r.get<double>(col_name: "qty");
if (n_entries == 0) {
open = price;
low = price < low ? price : low;
high = price > high ? price : high;
}
n_entries++;
volume += qty;
vwap_sum += price * qty;
close = price;
if ("Buy".Equals(r.get<string>("aggressor"))) {
n_buys_aggs++;
} else {
n_sell_aggs++;
}
}
private List<double> prices = new List<double>();
public readonly string security;
public double low = Double.MaxValue, high, open, close, median, std_dev, vwap_sum, volume;
public uint n_buys_aggs, n_sell_aggs, n_entries;
public DateTime bar_start = DateTime.Now;
public TradeBar(string security_) {
security = security_;
}
public double volatility {
get {
//if (prices.Count == 1)
return 0.0;
var log_returns = calculate_log_returns(prices.ToArray());
return calculate_volatility(log_returns);
}
}
}
private readonly int _bar_period_seconds;
private readonly ViewStreamDatabase _vsd;
private ViewStream _timesales_stream;
private ViewStream _bbo_stream;
private IDictionary<uint, TradeBar> _sec_bar_map = new Dictionary<uint, TradeBar>();
private bool _dirty = false;
private TimeSpan _fire_period;
private DateTime _last_fire_time = DateTime.Now;
private BlueTable _table = new BlueTable(BlueDataUtility.form_schema("TradeBars",
Tuple.Create("id", TypeCode.Int32),
Tuple.Create("bar_start", TypeCode.DateTime),
Tuple.Create("bar_end", TypeCode.DateTime),
Tuple.Create("day_of_week", TypeCode.String),
Tuple.Create("n_trades", TypeCode.UInt32),
Tuple.Create("security", TypeCode.String),
Tuple.Create("sec_key", TypeCode.UInt32),
Tuple.Create("low", TypeCode.Double),
Tuple.Create("high", TypeCode.Double),
Tuple.Create("open", TypeCode.Double),
Tuple.Create("close", TypeCode.Double),
Tuple.Create("vwap_sum", TypeCode.Double),
Tuple.Create("volume", TypeCode.Double),
Tuple.Create("n_buy_aggs", TypeCode.UInt32),
Tuple.Create("n_sell_aggs", TypeCode.UInt32),
Tuple.Create("volatility", TypeCode.Double)));
public TradeBarsStream(int bar_period_seconds)
: this(bar_period_seconds, ViewStreamDatabase.instance) { }
public TradeBarsStream(int bar_period_seconds, ViewStreamDatabase vsd) {
_vsd = vsd;
_bar_period_seconds = bar_period_seconds;
_timesales_stream = new TimeSalesStream(10000, vsd);
_fire_period = TimeSpan.FromSeconds(bar_period_seconds);
_bbo_stream = new BBOStream(_vsd);
}
protected override void myOnFirstSubscriber() {
_timesales_stream.onChange += _on_timesales;
_bbo_stream.onChange += _on_bbo;
_vsd.addWorker(this);
}
protected override void myOnLastSubscriber() {
_vsd.removeWorker(this);
_timesales_stream.onChange -= _on_timesales;
_bbo_stream.onChange -= _on_bbo;
}
public void doWork() {
if (DateTime.Now - _last_fire_time > _fire_period) {
if (_dirty) {
_dirty = false;
_last_fire_time = DateTime.Now;
BlueTable added_rows = new BlueTable(_table.schema);
foreach (var kv in _sec_bar_map) {
var sec_key = kv.Key;
var tbar = kv.Value;
IBlueRow new_row = new BlueRow(_table.schema, _table.Count, tbar.bar_start, DateTime.Now,
tbar.bar_start.DayOfWeek.ToString(),
tbar.n_entries, tbar.security, sec_key, tbar.low, tbar.high, tbar.open,
tbar.close, tbar.vwap_sum, tbar.volume, tbar.n_sell_aggs, tbar.n_sell_aggs,
tbar.volatility);
added_rows.addRow(new_row);
_table.addRow(new_row);
}
_sec_bar_map.Clear();
DataPacket dp_out = new DataPacket(_table, added_rows, new BlueTable(_table.schema));
myFireEvent(dp_out);
}
}
}
private void _on_timesales(object obj) {
DataPacket dp = obj as DataPacket;
foreach (IBlueRow r in dp.addedRows) {
uint sec_key = r.get<UInt32>("sec_key");
TradeBar tbar = null;
if (!_sec_bar_map.TryGetValue(sec_key, out tbar)) {
tbar = new TradeBar(r.get<string>("sec"));
_sec_bar_map.Add(sec_key, tbar);
}
_dirty = true;
tbar.add_trade(r);
}
}
private void _on_bbo(object obj) {
}
}
}
@@ -1,117 +0,0 @@
// namespace bts.SilverPine {
// using bts;
// using BCG;
// using MongoDB.Driver.Linq;
// using System.ComponentModel.DataAnnotations;
// using ZstdSharp.Unsafe;
// [DataStreamUserRespresentation("VWAP")]
// public class VWAPStream : ViewStream {
// // returns the VWAP stream for each contract
// private static ViewStream build_vwap_stream(string symbol, DateTime begin_dt, DateTime end_dt) {
// var ohlcv_params = OHLCVStream.get_params(begin_dt, end_dt);
// ViewStream ohlc_str = new OHLCVStream(symbol, ohlcv_params);
// // stream is grouped per contract and then vwap is calculated per contract
// GlobalMapStream rs = new GlobalMapStream(ohlc_str, "ts_event", "contract",
// (rows, idx) => {
// Log.Gen.info($"VWAPStream.GlobalMapStream delegate n_rows: {rows.Count} idx: {idx}");
// IBlueRow ir = rows.ElementAt((int)idx);
// var sel_rows = rows.Skip((int)idx).Where(r => r.get_datetime("ts_event") >= end_dt && r.get_datetime("ts_event") <= begin_dt);
// var volumeprices = sel_rows.Select(r => Tuple.Create(r.get<int>("volume"), r.get<double>("close"))).ToList();
// double vwap = IndicatorCalc.calculate_VWAP(volumeprices);
// IBlueTableSchema schema = ir.schema.add_columns(Tuple.Create(typeof(double), "vwap"));
// MutableBlueRow nr = new MutableBlueRow(schema, ir);
// //vwap = -313.987;
// nr.setValue("vwap", vwap);
// return nr;
// });
// return rs;
// }
// // the args want dt1 > dt2, if its nto we, swap them
// static void swap_if_necessary(ref DateTime dt1, ref DateTime dt2) {
// if (dt1 < dt2) {
// DateTime aux = dt1;
// dt1 = dt2;
// dt2 = aux;
// }
// }
// // this assumes the ohlc_str has diff contracts
// public VWAPStream(string symbol_or_contract, DateTime begin_dt, DateTime end_dt) {
// swap_if_necessary(ref begin_dt, ref end_dt);
// Tuple<ContractUtils.ContractCategory, string> ccat_sym_contr = ContractUtils.get_symbol_category(symbol_or_contract);
// string symbol = String.Empty;
// symbol = ccat_sym_contr.Item2;
// var ohlcv_params = OHLCVStream.get_params(begin_dt, end_dt);
// ViewStream vwap_str = build_vwap_stream(symbol, begin_dt, end_dt);
// // vwap_str now has vwap for all contracts. if the arg was a symbol, we need to filter it for the active contract,
// // whihc we do with FutureActivesContractStream. If the arg was a contract we'll simply filter it
// ViewStream rs = vwap_str;
// switch (ccat_sym_contr.Item1) {
// case ContractUtils.ContractCategory.FutureString:
// case ContractUtils.ContractCategory.SpreadString:
// rs = new FilterStream(vwap_str, r => r.get<string>("contract").CompareTo(ccat_sym_contr.Item2) == 0);
// break;
// case ContractUtils.ContractCategory.Symbol:
// rs = new FuturesActiveContractStream(vwap_str);
// break;
// }
// rs = new FilterStream(rs, r => r.get_datetime("ts_event").CompareTo(begin_dt) == 0);
// rs = new NewProjectStream(rs, "! vwap");
// mySetRealSource(rs);
// }
// public VWAPStream(string symbol_or_contract, string begin_dt, string end_dt)
// :
// this(symbol_or_contract, DateTime.Parse(begin_dt), DateTime.Parse(end_dt)) { }
// }
// }
using System;
using BCG;
using bts.api;
namespace bts.SilverPine {
/*
----------------------------------------------------------------------
*Expression*
----------------------------------------------------------------------
//nl("Find Settlement price of the SP500 future in the first week of 2023.")
r=FutureHistoricalBars("ES", "One_Day", "1/1/2024", "2/1/2024")
r=math(r, "vprice = volume * close")
r=aggregate(r, "vprice:Sum, volume:Sum")
r=math(r, "vwap = vprice_sum / volume_sum")
r=newProject(r, "vwap !")
----------------------------------------------------------------------
*Schema*
----------------------------------------------------------------------
id System.Int32
vwap System.Double
*/
[DataStreamUserRespresentation("VWAP")]
public class VWAPStream : ViewStream {
public VWAPStream(string symbol_or_contract, DateTime beg_dt, DateTime end_dt)
:
this(symbol_or_contract, beg_dt, end_dt, ViewStreamDatabase.instance) { }
public VWAPStream(string symbol_or_contract, DateTime beg_dt, DateTime end_dt, ViewStreamDatabase db) {
//var fc = new ContractUtils.FutureContract(symbol_or_contract);
ViewStream r = new FutureHistoricalBarsStream(symbol_or_contract, beg_dt.ToString(), end_dt.ToString());
// since this is already filtered, we can groupBy iit without a groupBy column
r = new MathStream(r,
"vprice = volume * close");
r = new NonIncGroupByStream(r,
"vprice:Sum, volume:Sum");
r = new MathStream(r,
"vwap = vprice_sum / volume_sum");
r = new NewProjectStream(r,
"vwap !");
mySetRealSource(r);
}
}
}
@@ -1,18 +0,0 @@
namespace bts.SilverPine {
using BCG;
[DataStreamUserRespresentation("Events")]
public class EventsStream : ViewStream {
public EventsStream(string event_type) : this(ViewStreamDatabase.instance, event_type) { }
public EventsStream(ViewStreamDatabase vsd, string event_type) {
ViewStream rs =
new SQLiteStream("Data Source=C:\\Users\\m_tah\\development\\data\\stream_data.db;Version=3;",
"select * from events");
if (!String.IsNullOrEmpty(event_type)) {
rs = new FilterStream(rs, r => String.Compare(event_type, r.get<string>("event_type"), true) == 0);
}
mySetRealSource(rs);
}
}
}
@@ -1,105 +0,0 @@
namespace bts.SilverPine {
using BCG;
using bts;
// Given volume data per date for all futures (all exps + spreads) it selects the
// the future with the highest volume
[DataStreamUserRespresentation("FuturesActiveContract")]
public class FuturesActiveContractStream : ViewStream, INonIncGroupByEvaluator {
public FuturesActiveContractStream(string future_name)
// the active contract's resoulution is a day, so we used
: this(new OHLCVStream(future_name,
// uses Historic Daily bars to find the acive contract
new OHLCVStream.OHLCVParams(OHLCVStream.Source.SQL, OHLCVStream.OHLCVType.HISTORIC, OHLCVStream.OHLCVBarSize.ONE_DAY,
OHLCVStream.get_default_historic_range()))) { }
// simply finds the most active (highest volume) contract per day
public FuturesActiveContractStream(ViewStream ohlcv_stream) {
var rs = new FilterStream(ohlcv_stream, r => {
ContractUtils.ContractType t = ContractUtils.get_type(r.get<string>("contract"));
return t == ContractUtils.ContractType.Future;
});
mySetRealSource(new NonIncGroupByStream(rs, this));
}
public IBlueRowCollection evaluate(IDictionary<int, List<IBlueRow>> grouped_rows) {
Func<string, bool> is_future = (c) => ContractUtils.get_category(c) == ContractUtils.ContractCategory.FutureString;
BlueTable rv = null;
Func<List<IBlueRow>, IBlueRow> reduce = (rows) => {
var future_rows = rows.Where(r => is_future(r.get<string>("contract")));
IBlueRow rv = future_rows.ElementAt(0);
foreach (IBlueRow r in future_rows) {
if (r.get<int>("volume") > rv.get<int>("volume"))
rv = r;
}
return rv;
};
foreach (var kv in grouped_rows) {
var rows = kv.Value;
if (rows == null || rows.Count == 0)
continue;
IBlueRow rr = reduce(rows);
rv = rv ?? new BlueTable(rr.schema);
rv.addRow(rr);
}
return rv;
}
public string[] get_group_by_cols() {
return new string[] { "ts_event" };
}
}
// Reduces the OHLCV stream by date and by either contract (if given explicty) or active contract
// is the first arg is a symbol and not a contract
public class FilteredOHLCVStream : ViewStream {
public FilteredOHLCVStream(string symbol_or_contract)
:
this(symbol_or_contract, DateTime.Today.Date.Subtract(TimeSpan.FromDays(1)), DateTime.MinValue) { }
public FilteredOHLCVStream(string symbol_or_contract, DateTime dt1, DateTime dt2) {
Tuple<ContractUtils.ContractCategory, string> tup = ContractUtils.get_symbol_category(symbol_or_contract);
var ohlcv_params = OHLCVStream.get_params(dt1, dt2);
ViewStream rs = new OHLCVStream(tup.Item2, ohlcv_params);
switch (tup.Item1) {
case ContractUtils.ContractCategory.FutureString:
case ContractUtils.ContractCategory.SpreadString:
rs = new FilterStream(rs, $"contract = '{symbol_or_contract}'");
break;
case ContractUtils.ContractCategory.Symbol:
rs = new FuturesActiveContractStream(rs);
break;
}
rs = new FilterStream(rs, r => r.get_datetime("ts_event") <= dt1 &&
r.get_datetime("ts_event") >= dt2);
mySetRealSource(rs);
}
}
}
namespace bts.SilverPine {
using BCG;
using bts.api;
using Newtonsoft.Json.Serialization;
[DataStreamUserRespresentation("FuturesContinousContract")]
public class FuturesContinousContractStream : ViewStream {
// the argument is symbol, like "ES" etc and not the contract itself
public FuturesContinousContractStream(string symbol) : this(symbol, ViewStreamDatabase.instance) { }
public FuturesContinousContractStream(string symbol, ViewStreamDatabase db) {
symbol = symbol.EndsWith("*") ? symbol : symbol + "*";
ViewStream r = new FuturesHistorical1DayBarsStream(symbol);
r = new ContractExpanderStream(r, "symbol");
r = new FilterStream(r, "contract_type='Future'");
// finding the max volume across symbols, if we need to do this for open_interest, then join here
// with the open interest stream on symbol/contract
r = new NonIncGroupByStream(r, "ts_event", "volume:Max");
r = new NewProjectStream(r, "ts_event symbol !");
r = new SortStream(r, "-ts_event");
mySetRealSource(r);
}
}
}
@@ -1,16 +0,0 @@
namespace bts.SilverPine {
using bts;
using BCG;
// it uses the volume (better to use open interest perhap) to detect the rollover, ie when a new
// future exp becomes the highest volume one
[DataStreamUserRespresentation("FuturesRoll")]
public class FuturesRollStream : ViewStream {
public FuturesRollStream(string future_symbol) {
ViewStream rs = new FuturesContinousContractStream(future_symbol);
rs = new ColumnEvolutionStream(rs, "ts_event", "symbol");
rs = new NewProjectStream(rs, "symbol ts_event:roll_date !");
mySetRealSource(rs);
}
}
}
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