protected override void OnReceive(object message)
{
PersistenceRequest pr = message as PersistenceRequest;
if (pr != null)
{
switch (pr.Type)
{
case PersistenceType.OPEN:
_log.Debug("初始化，并打开Session");
// _init();
// _openSession();
break;
case PersistenceType.SAVE:
_save(pr.Body);
break;
case PersistenceType.LOAD:
break;
case PersistenceType.CLOSE:
_log.Debug("关闭Session");
// _closeSession();
break;
default:
break;
}
}
}
protected void _init()
{
_log.Debug("加载{0}策略的仓位信息", Desc.Id);
String path = String.Format("/user/{0}", ConstantsHelper.AKKA_PATH_PERSISTENCE);
persistenceActor = Context.ActorSelection(path);
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.FIND, Body = String.Format("from EStrategy where Id={0}", Desc.Id)
};
var ret = persistenceActor.Ask <EStrategy>(req, TimeSpan.FromSeconds(1));
ret.Wait();
Desc = ret.Result;
_log.Debug("{0}策略连接交易接口", Desc.Id);
if (Desc.Trader != null)
{
String tpath = String.Format("/user/{0}/{1}", ConstantsHelper.AKKA_PATH_TRADER, Desc.Trader.Id);
tradeActor = Context.ActorSelection(tpath);
}
else
{
// 默认的trade actor is /user/trader/ths
tradeActor = Context.ActorSelection("/user/trader");
}
onInit();
}
protected void sellSecurities(Securities securities, float price, int amount)
{
// 下单
Order order = _createOrder(securities, price, amount, OrderType.SELL);
_notifyTrader(order);
// 修改可用数量
foreach (EStockHolder shi in this.Desc.Holders)
{
if (shi.Symbol == securities.Symbol)
{
shi.EnableAmount -= amount;
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.UPDATE, Body = shi
};
persistenceActor.Tell(req);
}
}
// 修改可用资金
float usedBanlance = price * amount;
Desc.EnableBalance += usedBanlance;
PersistenceRequest req2 = new PersistenceRequest()
{
Type = PersistenceType.SAVE, Body = Desc
};
persistenceActor.Tell(req2);
}
protected void _init()
{
_log.Info("加载{0}策略的仓位信息", Desc.Id);
try {
String path = String.Format("/user/{0}", ConstantsHelper.AKKA_PATH_PERSISTENCE);
persistenceActor = Context.ActorSelection(path);
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.FIND, Body = String.Format("from EStrategy where Id={0}", Desc.Id)
};
var ret = persistenceActor.Ask <EStrategy>(req, TimeSpan.FromSeconds(10));
ret.Wait();
Desc = ret.Result;
} catch (Exception e)
{
_log.Error("发生异常 {0}", e.StackTrace);
showLog(String.Format("必须重新启动，策略{0}加载超时", Desc.Id));
}
_log.Info("{0}策略连接交易接口", Desc.Id);
if (Desc.Trader != null)
{
String tpath = String.Format("/user/{0}/{1}", ConstantsHelper.AKKA_PATH_TRADER, Desc.Trader.Id);
tradeActor = Context.ActorSelection(tpath);
}
else
{
// 默认的trade actor is /user/trader/ths
// tradeActor = Context.ActorSelection("/user/trader");
}
onInit();
}
public void TestServiceStackREST()
{
client = new JsonServiceClient(Environment.ServiceUrl);
Environment.Log.Info("TestServiceStackREST");
ProductDTO product1 = new ProductDTO();
product1.RefCode = ProductRef1;
product1.Caption = ProductCaption1;
ProductRequest prq1 = new ProductRequest();
prq1.ProductDTO = product1;
ProductResponse prr1 = client.Post <ProductResponse>("/ProductService", prq1);
Assert.IsFalse(prr1.CommitResult.HasError, prr1.CommitResult.Message);
product1 = prr1.ProductDTO;
Assert.AreNotEqual(0, product1.Id, "Invalid Id");
Environment.Log.InfoFormat("1: product1.Id: {0}", product1.Id);
ProductResponse prr2 = client.Delete <ProductResponse>(String.Format("/ProductService/Id/{0}", product1.Id));
Assert.IsFalse(prr2.CommitResult.HasError, prr2.CommitResult.Message);
ProductDTO product2 = new ProductDTO();
product2.RefCode = ProductRef2;
product2.Caption = ProductCaption2;
UnitOfWorkDTO uow = new UnitOfWorkDTO();
uow.Save(product2);
Environment.Log.InfoFormat("1: product2.Id: {0}", product2.Id);
PersistenceRequest pr2 = new PersistenceRequest();
pr2.UnitOfWork = uow;
PersistenceResponse ps2 = client.Post <PersistenceResponse>("/Persistence", pr2);
Assert.IsFalse(ps2.CommitResult.HasError, ps2.CommitResult.Message);
ps2.UpdatedObjects.Update <ProductDTO>(ref product2);
Assert.AreNotEqual(0, product2.Id, "Invalid Id");
ProductResponse prr3 = client.Get <ProductResponse>("/ProductService/Id/" + product2.Id);
Assert.IsNotNull(prr3.ProductDTO);
ProductListResponse prodList = client.Get <ProductListResponse>("/ProductService");
foreach (ProductDTO prod in prodList.ProductDTOList)
{
if (prod.RefCode == ProductRef1 || prod.RefCode == ProductRef2)
{
client.Delete <ProductResponse>(String.Format("/ProductService/Id/{0}", prod.Id));
}
}
client.Dispose();
}
protected override void OnReceive(object message)
{
try {
PersistenceRequest pr = message as PersistenceRequest;
if (pr != null)
{
switch (pr.Type)
{
case PersistenceType.INIT_DATABASE:
_createTables();
break;
case PersistenceType.OPEN:
_log.Debug("初始化，并打开Session");
_init();
_openSession();
break;
case PersistenceType.SAVE:
_save(pr.Body);
break;
case PersistenceType.LOAD:
//_load((int)pr.Body);
break;
case PersistenceType.DELETE:
_delete(pr.Body);
break;
case PersistenceType.UPDATE:
_update(pr.Body);
break;
case PersistenceType.LIST:
_list((String)pr.Body);
break;
case PersistenceType.FIND:
_find((String)pr.Body);
break;
case PersistenceType.CLOSE:
_log.Debug("关闭Session");
// _closeSession();
break;
default:
break;
}
}
} catch (Exception e)
{
_log.Error("PersistenceActor.OnReceive 发生异常： {0}", e.StackTrace);
}
}
void Enqueue(PersistenceRequest request)
{
_buffer.AddLast(new BufferEntry {
Request = request, Sender = Sender
});
if (!_flushRequested)
{
Self.Tell(new FlushBufferCommand(), Self);
_flushRequested = true;
}
}
void Ready()
{
SetReceiveTimeout(_options.CommandProcessorIdleTimeout);
Receive <ProcessorCommand>(async c =>
{
// ensure the timeout hasn't expired
if (c.Timeout.IsExpired)
{
Sender.Tell(new CommandTimeout(c.CommandID));
return;
}
try
{
await Validate(c.Command);
await _commandHandlers.Handle(c.Command);
}
// handle command rejections
catch (RejectException ex)
{
Sender.Tell(new CommandRejected(c.CommandID, ex.Reasons));
return;
}
// handle unexpected exceptions
catch (Exception ex)
{
Sender.Tell(new CommandFailed(c.CommandID, ex));
return;
}
if (_unpersistedEvents.Count > 0)
{
var request = new PersistenceRequest(_unpersistedEvents.ToList());
// command processors don't need to wait for persistence, so
// we delegate it to a worker and move on to wait for new commands
// the worker will wait for responses and notify the sender
var props = PersistenceWorker.CreateProps(request.PersistenceID, c.CommandID, Sender, _options.CommandProcessorPersistenceTimeout);
var worker = Context.ActorOf(props);
// send the request on behalf of the worker and let it wait for responses
_writer.Tell(request, worker);
// clear the unpersisted events
_unpersistedEvents.Clear();
}
});
Receive <ReceiveTimeout>(_ => StopSelf());
}
public void save_update_load_find_delete_strategy()
{
TestActorRef <PersistenceActor> persistenceActorRef = ActorOfAsTestActorRef <PersistenceActor>("persistence");
EStrategy strategy = new EStrategy()
{
Type = "Quanter.Strategy.Demo.DemoStrategyActor, Quanter.Strategy.Demo", Desc = "测试策略", Name = "策略DEMO", Date = DateTime.Now
};
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.SAVE, Body = strategy
};
persistenceActorRef.Tell(req);
}
protected void buySecurities(Securities securities, float price, int amount)
{
// 1、下单
Order order = _createOrder(securities, price, amount, OrderType.BUY);
_notifyTrader(order);
// 2、修改持仓
bool updated = false;
// 修改可用数量
foreach (EStockHolder shi in this.Desc.Holders)
{
if (shi.Symbol == securities.Symbol)
{
shi.IncomeAmount += amount;
shi.CostPrice = 0;
updated = true;
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.UPDATE, Body = shi
};
persistenceActor.Tell(req);
}
}
// 新开仓
if (!updated)
{
EStockHolder shi = new EStockHolder()
{
Symbol = securities.Symbol,
Code = _getCode(securities.Symbol),
CostPrice = price,
LastPrice = price,
IncomeAmount = amount,
EnableAmount = 0,
Strategy = this.Desc,
Name = securities.Name,
};
this.Desc.Holders.Add(shi);
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.SAVE, Body = shi
};
persistenceActor.Tell(req);
}
}
public PersistenceActorSpec()
{
persistenceActorRef = ActorOfAsTestActorRef <PersistenceActor>("persistence");
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.INIT_DATABASE
};
persistenceActorRef.Tell(req);
req = new PersistenceRequest()
{
Type = PersistenceType.OPEN
};
persistenceActorRef.Tell(req);
}
protected override void OnReceive(object message)
{
PersistenceRequest pr = message as PersistenceRequest;
if (pr != null)
{
switch (pr.Type)
{
case PersistenceType.INIT_DATABASE:
_createTables();
break;
case PersistenceType.OPEN:
_log.Debug("初始化，并打开Session");
_init();
_openSession();
break;
case PersistenceType.SAVE:
_save(pr.Body);
break;
case PersistenceType.LOAD:
//_load((int)pr.Body);
break;
case PersistenceType.UPDATE:
_update(pr.Body);
break;
case PersistenceType.LIST:
_list((String)pr.Body);
break;
case PersistenceType.FIND:
_find((String)pr.Body);
break;
case PersistenceType.CLOSE:
_log.Debug("关闭Session");
// _closeSession();
break;
default:
break;
}
}
}
public void Writer_tells_persistedevents_to_dispatcher_in_order()
{
var dispatcher = CreateTestProbe();
var writer = CreateWriter(writer: MockEventStore.SuccessfulWriter(), dispatcher: dispatcher);
var request = new PersistenceRequest(new[] {
new UnpersistedEvent("a", new SampleEvent3()),
new UnpersistedEvent("a", new SampleEvent1()),
new UnpersistedEvent("a", new SampleEvent2())
});
writer.Tell(request);
dispatcher.ExpectMsg <IPersistedEvent <SampleEvent3> >();
dispatcher.ExpectMsg <IPersistedEvent <SampleEvent1> >();
dispatcher.ExpectMsg <IPersistedEvent <SampleEvent2> >();
dispatcher.ExpectNoMsg(50);
}
public void Writer_does_not_publish_to_event_stream()
{
var dispatcher = CreateTestProbe();
var writer = CreateWriter(writer: MockEventStore.SuccessfulWriter(), dispatcher: dispatcher);
var request = new PersistenceRequest(new[] {
new UnpersistedEvent("a", new SampleEvent3()),
new UnpersistedEvent("a", new SampleEvent1()),
new UnpersistedEvent("a", new SampleEvent2())
});
var probe = CreateTestProbe();
Sys.EventStream.Subscribe(probe, typeof(IPersistedEvent));
writer.Tell(request);
probe.ExpectNoMsg(TimeSpan.FromMilliseconds(500));
}
public void save_update_load_find_delete_trader()
{
ETrader trader = new ETrader()
{
Username = "******", Password = "******", ServicePwd = "12345678", Path = "c:/xiadan/xiadan.exe", Date = DateTime.Now
};
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.SAVE, Body = trader
};
persistenceActorRef.Tell(req);
var result0 = ExpectMsg <ETrader>();
Assert.NotEqual(0, result0.Id);
Assert.Equal("1234567", result0.Username);
trader = new ETrader()
{
Username = "******", Password = "******", ServicePwd = "12345678", Path = "c:/xiadan/xiadan.exe", Date = DateTime.Now
};
req = new PersistenceRequest()
{
Type = PersistenceType.SAVE, Body = trader
};
persistenceActorRef.Tell(req);
var result1 = ExpectMsg <ETrader>();
Assert.NotEqual(0, result1.Id);
Assert.Equal("2345678", result1.Username);
req = new PersistenceRequest()
{
Type = PersistenceType.FIND, Body = "from ETrader where Id=1"
};
persistenceActorRef.Tell(req);
var result2 = ExpectMsg <ETrader>();
Assert.Equal(1, result2.Id);
Assert.Equal("1234567", result2.Username);
}
private void _init()
{
_log.Debug("从数据库中读取交易接口的信息");
persistenceActor = Context.ActorSelection(String.Format("/user/{0}", ConstantsHelper.AKKA_PATH_PERSISTENCE));
// 读取交易接口
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.LIST, Body = "from ETrader"
};
var result = persistenceActor.Ask <IList <Object> >(req, TimeSpan.FromSeconds(3));
result.Wait();
var traders = result.Result;
foreach (var o in traders)
{
var trader = (ETrader)o;
_createTradeActor(trader);
_log.Debug("加载交易接口 {0}", trader.Name);
}
}
protected async Task WriteEvents(PersistenceRequest request)
{
var events = request.Events;
// serialize the events into raw events
var rawEvents = UnpersistedRawEvent.FromUnpersistedEvents(events, _serializer);
// writes all events to the store
await _writer.WriteStreamAsync(request.Stream, request.ExpectedStreamSequence, rawEvents);
// publishes the events in the order they were sent
for (int i = 0, len = events.Count; i < len; i++)
{
var e = events[i];
var re = rawEvents[i];
var persistedEvent = PersistedEventFactory.FromUnpersistedEvent(re.GlobalSequence, e);
// publish to the event stream
_dispatcher.Tell(persistedEvent);
}
}
private async Task HandleRequest(PersistenceRequest request)
{
try
{
await WriteEvents(request);
Sender.Tell(new PersistenceSuccess(request.PersistenceID));
}
catch (UnexpectedStreamSequenceException)
{
Sender.Tell(new UnexpectedStreamSequence(request.PersistenceID));
}
catch (DuplicatedEntryException)
{
Sender.Tell(new DuplicatedEntry(request.PersistenceID));
}
catch (Exception ex)
{
Sender.Tell(new PersistenceFailure(request.PersistenceID, ex));
}
}
public void save_update_load_find_delete_strategy()
{
ETrader trader = new ETrader()
{
Username = "******", Password = "******", ServicePwd = "012345678", Path = "c:/xiadan/xiadan.exe", Date = DateTime.Now
};
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.SAVE, Body = trader
};
persistenceActorRef.Tell(req);
var result = ExpectMsg <ETrader>();
EStrategy strategy = new EStrategy()
{
Type = "Quanter.Strategy.Demo.DemoStrategyActor, Quanter.Strategy.Demo", Desc = "测试策略", Name = "策略DEMO", EnableBalance = 50000, FrozenBalance = 0, Enabled = true, Date = DateTime.Now, Trader = result
};
req = new PersistenceRequest()
{
Type = PersistenceType.SAVE, Body = strategy
};
persistenceActorRef.Tell(req);
var result1 = ExpectMsg <EStrategy>();
Assert.NotEqual(0, result1.Id);
req = new PersistenceRequest()
{
Type = PersistenceType.FIND, Body = "from EStrategy where Id=1"
};
persistenceActorRef.Tell(req);
var result2 = ExpectMsg <EStrategy>();
Assert.Equal(1, result2.Id);
Assert.Equal("012345678", result2.Trader.Username);
}
private void Ready()
{
SetReceiveTimeout(_options.AggregateIdleTimeout);
Receive <AggregateCommand>(async ac =>
{
// ensure the stream is the same
if (!Stream.Equals(ac.Stream))
{
RefuseInvalidStream(ac);
return;
}
// ensure the timeout hasn't expired
if (ac.Timeout.IsExpired)
{
Sender.Tell(new CommandTimeout(ac.CommandID));
return;
}
// save the context (used for persistence)
_currentCommand = new CommandContext(Sender, ac);
try
{
await Validate(ac.Command);
await _commandHandlers.Handle(ac.Command);
}
// handle command rejections
catch (RejectException ex)
{
Sender.Tell(new CommandRejected(ac.CommandID, ex.Reasons));
OnFinishProcessing();
return;
}
// handle unexpected exceptions
catch (Exception ex)
{
Sender.Tell(new CommandFailed(ac.CommandID, ex));
OnFinishProcessing();
return;
}
// if there are events to persist, request persistence
if (_unpersistedEvents.Count > 0)
{
var request = new PersistenceRequest(Stream, StreamSequence, _unpersistedEvents.ToList());
_persistenceRequest = request;
_writer.Tell(request);
Become(AwaitingPersistence);
}
// otherwise just reply and finish
else
{
_currentCommand.Sender.Tell(new CommandSucceeded(ac.CommandID));
OnFinishProcessing();
}
});
Receive <ReceiveTimeout>(_ =>
{
StopSelf();
});
OnReady();
}
public void save_update_load_find_delete_cube()
{
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.LIST, Body = "from ECube"
};
persistenceActorRef.Tell(req);
var result0 = ExpectMsg <List <object> >();
Assert.Equal(0, result0.Count);
// 先保存Trader
ETrader trader = new ETrader()
{
Username = "******", Password = "******", ServicePwd = "012345678", Path = "c:/xiadan/xiadan.exe", Date = DateTime.Now
};
req = new PersistenceRequest()
{
Type = PersistenceType.SAVE, Body = trader
};
persistenceActorRef.Tell(req);
var result = ExpectMsg <ETrader>();
// 保存strategy
EStrategy strategy = new EStrategy()
{
Type = "Quanter.Strategy.XueQiuStrategy.TraceXueQiuStrategyActor, Quanter.Strategy.XueQiuStrategy", Desc = "测试策略", Name = "组合策略DEMO", EnableBalance = 50000, FrozenBalance = 0, Enabled = true, Date = DateTime.Now, Trader = null
};
EStockHolder holder = new EStockHolder()
{
Strategy = strategy, Code = "000001", Symbol = "000001.XSHE", Name = "平安银行", CostPrice = 11.03f, LastPrice = 12.0f, IncomeAmount = 1000, EnableAmount = 1000
};
EStockHolder holder1 = new EStockHolder()
{
Strategy = strategy, Code = "000002", Symbol = "000002.XSHE", Name = "万科A", CostPrice = 9.03f, LastPrice = 12.0f, IncomeAmount = 1000, EnableAmount = 1000
};
strategy.Holders.Add(holder);
strategy.Holders.Add(holder1);
ECube cube = new ECube()
{
Strategy = strategy,
Symbol = "ZH000003",
PreAdjustmentId = 0,
};
req = new PersistenceRequest()
{
Type = PersistenceType.SAVE, Body = cube
};
persistenceActorRef.Tell(req);
var result2 = ExpectMsg <ECube>();
Assert.NotEqual(0, result2.Id);
Assert.Equal(result2.Symbol, "ZH000003");
req = new PersistenceRequest()
{
Type = PersistenceType.LIST, Body = "from ECube"
};
persistenceActorRef.Tell(req);
var result3 = ExpectMsg <List <object> >();
Assert.NotEqual(0, result3.Count);
Assert.Equal("ZH000003", ((ECube)result3[0]).Symbol);
}
protected void buySecurities(Securities securities, float price, int amount)
{
// 1、下单
Order order = _createOrder(securities, price, amount, OrderType.BUY);
_processRisk(order);
if (order.Amount == 0)
{
return;
}
_notifyTrader(order);
// 2、修改持仓
bool updated = false;
// 修改可用数量
foreach (EStockHolder shi in this.Desc.Holders)
{
if (shi.Symbol == securities.Symbol)
{
_log.Debug("更新仓位 {0}, {1}, {2}", securities.Symbol, price, amount);
shi.IncomeAmount += amount;
shi.CostPrice = 0;
updated = true;
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.UPDATE, Body = shi
};
persistenceActor.Tell(req);
}
}
// 新开仓
if (!updated)
{
_log.Debug("新开仓 {0}, {1}, {2}", securities.Symbol, price, amount);
EStockHolder shi = new EStockHolder()
{
Symbol = securities.Symbol,
Code = _getCode(securities.Symbol),
CostPrice = price,
LastPrice = price,
IncomeAmount = amount,
EnableAmount = 0,
Strategy = this.Desc,
Name = LastClosePriceDataHelper.Instance.LastClosePriceDatas[securities.Symbol].Name,
};
this.Desc.Holders.Add(shi);
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.SAVE, Body = shi
};
persistenceActor.Tell(req);
// 订阅这个股票价格
AddSecurities(securities);
}
// 修改可用资金
float usedBanlance = price * amount;
Desc.EnableBalance -= usedBanlance;
PersistenceRequest req2 = new PersistenceRequest()
{
Type = PersistenceType.SAVE, Body = Desc
};
persistenceActor.Tell(req2);
}
