public ActivationDiagnostics()
{
Timer = new PerfTimer();
_log = new LoggingSession(Timer);
}
public override StateEnums.Status Execute(Object o, Hashtable inputData)
{
log.InfoFormat(((State)o).CurrentJobHash, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
StateEnums.Status retval = StateEnums.Status.Success;
PerfTimer hpt = new PerfTimer();
hpt.Start();
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o );
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
string connKey = String.Format("{0}\\{1}", server, catalog);
DbConnectionDetail dbConnDetail = (DbConnectionDetail)ConfigUtils.GlobalConfig.ConnectionSettings.Connections[connKey];
DatabaseUtils.Connect(dbConnDetail.DefaultConnectString);
int numRecsExtracted = 0;
string sql = String.Empty;
try
{
if (DatabaseUtils.TestConnection())
{
DatabaseUtils.Connect(dbConnDetail.DefaultConnectString);
sql = String.Format("SELECT * FROM {0}", table);
DataSet dataSet = new DataSet();
DatabaseUtils.ExecuteSQL(sql, ref dataSet, table);
if ((numRecsExtracted = dataSet.Tables[0].Rows.Count) > 0)
AddToOutputs(this.Name, dataSet.Tables[0]);
}
}
catch (Exception ex)
{
log.ErrorFormat(((State)o).CurrentJobHash, "Error in SQL ({0})", sql);
log.ErrorFormat(((State)o).CurrentJobHash, "{0}", ex);
retval = StateEnums.Status.Error;
}
hpt.Stop();
int numrecs = dataTable != null ? dataTable.Rows.Count : 0;
log.InfoFormat(((State)o).CurrentJobHash, "DataTableLoader {0}:{1}:{2} loaded {3} records in {4} seconds", Name, catalog, table, numRecsExtracted, hpt.Duration);
return retval;
}
public void try_it_out()
{
var timer = new PerfTimer();
timer.Start("Watch me go!");
Thread.Sleep(50);
timer.Mark("Here, here!");
var t1 = Task.Factory.StartNew(() => {
timer.Record("#1", () => {
Thread.Sleep(25);
});
});
var t2 = Task.Factory.StartNew(() =>
{
timer.Record("#2", () =>
{
Thread.Sleep(80);
});
});
var t3 = Task.Factory.StartNew(() =>
{
timer.Record("#3", () =>
{
Thread.Sleep(40);
});
});
var t4 = Task.Factory.StartNew(() =>
{
timer.Record("#4", () =>
{
Thread.Sleep(5);
});
});
Task.WaitAll(t1, t2, t3, t4);
timer.Stop();
timer.DisplayTimings(x => x.Finished);
}
public void ApplyToAllTimed(Action <Actor, T> action, string text)
{
var longTickThresholdInStopwatchTicks = PerfTimer.LongTickThresholdInStopwatchTicks;
var start = Stopwatch.GetTimestamp();
for (var i = 0; i < actors.Count; i++)
{
var actor = actors[i];
var trait = traits[i];
action(actor, trait);
var current = Stopwatch.GetTimestamp();
if (current - start > longTickThresholdInStopwatchTicks)
{
PerfTimer.LogLongTick(start, current, text, trait);
start = Stopwatch.GetTimestamp();
}
else
{
start = current;
}
}
}
public static Activity RunActivity(Actor self, Activity act)
{
// PERF: If there are no activities we can bail straight away and save ourselves a call to
// Stopwatch.GetTimestamp.
if (act == null)
{
return(act);
}
// PERF: This is a hot path and must run with minimal added overhead.
// Calling Stopwatch.GetTimestamp is a bit expensive, so we enumerate manually to allow us to call it only
// once per iteration in the normal case.
// See also: DoTimed
var longTickThresholdInStopwatchTicks = PerfTimer.LongTickThresholdInStopwatchTicks;
var start = Stopwatch.GetTimestamp();
while (act != null)
{
var prev = act;
act = act.TickOuter(self);
var current = Stopwatch.GetTimestamp();
if (current - start > longTickThresholdInStopwatchTicks)
{
PerfTimer.LogLongTick(start, current, "Activity", prev);
start = Stopwatch.GetTimestamp();
}
else
{
start = current;
}
if (act == prev || act == prev.ParentActivity)
{
break;
}
}
return(act);
}
public static void DoTimed <T>(this IEnumerable <T> e, Action <T> a, string text)
{
var longTickThresholdInStopwatchTicks = PerfTimer.LongTickThresholdInStopwatchTicks;
using (var enumerator = e.GetEnumerator())
{
var start = Stopwatch.GetTimestamp();
while (enumerator.MoveNext())
{
a(enumerator.Current);
var current = Stopwatch.GetTimestamp();
if (current - start > longTickThresholdInStopwatchTicks)
{
PerfTimer.LogLongTick(start, current, text, enumerator.Current);
start = Stopwatch.GetTimestamp();
}
else
{
start = current;
}
}
}
}
private JasperRuntime(JasperRegistry registry, IServiceCollection services, PerfTimer timer)
{
Bootstrapping = timer;
services.AddSingleton(this);
timer.Record("new Container()", () =>
{
Container = new Container(services, timer)
{
DisposalLock = DisposalLock.Ignore
};
});
registry.Generation.Sources.Add(new NowTimeVariableSource());
registry.Generation.Assemblies.Add(GetType().GetTypeInfo().Assembly);
registry.Generation.Assemblies.Add(registry.ApplicationAssembly);
Registry = registry;
_bus = new Lazy <IServiceBus>(Get <IServiceBus>);
}
public async Task open_generic_scanning_async_with_externally_supplied_timer()
{
var timer = new PerfTimer();
timer.Start("Doing stuff");
var container = await Container.BuildAsync(i => i.Scan(s =>
{
s.AssemblyContainingType <type_scanning>();
//s.WithDefaultConventions();
s.AddAllTypesOf(typeof(ISomeInterface <>));
}), timer);
timer.Stop();
timer.TimedSteps().Any().ShouldBeTrue();
container.GetInstance <ISomeInterface <Base> >()
.ShouldNotBeNull();
container.GetInstance <ISomeInterface <Derived> >()
.ShouldBeOfType <Foo>()
.ShouldNotBeNull();
}
public void Update(GameTime time)
{
var keyboardState = Keyboard.GetState();
if (keyboardState.IsKeyDown(Keys.M) && !PrevKeyboardState.IsKeyDown(Keys.M))
{
MapViewer.Instance.Init();
}
if (keyboardState.IsKeyDown(Keys.H) && !PrevKeyboardState.IsKeyDown(Keys.H))
{
MainMenu.ToggleHUD();
}
if (keyboardState.IsKeyDown(Keys.L) && !PrevKeyboardState.IsKeyDown(Keys.L))
{
ShowLocation();
}
if (!keyboardState.IsKeyDown(Keys.LeftControl) && keyboardState.IsKeyDown(Keys.C) && !PrevKeyboardState.IsKeyDown(Keys.C))
{
Picker.ClearSelection();
}
if (GameView.ViewMode == ViewMode.World && (keyboardState.IsKeyDown(Keys.P) && !PrevKeyboardState.IsKeyDown(Keys.P) || InitPlayerMode))
{
if (!PlayerMode)
{
EnterPlayerMode();
}
else
{
ExitPlayerMode();
}
InitPlayerMode = false;
}
if (keyboardState.IsKeyDown(Keys.D1) && !PrevKeyboardState.IsKeyDown(Keys.D1))
{
ACViewer.Render.Buffer.drawTerrain = !ACViewer.Render.Buffer.drawTerrain;
}
if (keyboardState.IsKeyDown(Keys.D2) && !PrevKeyboardState.IsKeyDown(Keys.D2))
{
ACViewer.Render.Buffer.drawEnvCells = !ACViewer.Render.Buffer.drawEnvCells;
}
if (keyboardState.IsKeyDown(Keys.D3) && !PrevKeyboardState.IsKeyDown(Keys.D3))
{
ACViewer.Render.Buffer.drawStaticObjs = !ACViewer.Render.Buffer.drawStaticObjs;
}
if (keyboardState.IsKeyDown(Keys.D4) && !PrevKeyboardState.IsKeyDown(Keys.D4))
{
ACViewer.Render.Buffer.drawBuildings = !ACViewer.Render.Buffer.drawBuildings;
}
if (keyboardState.IsKeyDown(Keys.D5) && !PrevKeyboardState.IsKeyDown(Keys.D5))
{
ACViewer.Render.Buffer.drawScenery = !ACViewer.Render.Buffer.drawScenery;
}
if (keyboardState.IsKeyDown(Keys.D6) && !PrevKeyboardState.IsKeyDown(Keys.D6))
{
MainMenu.ToggleParticles();
}
if (keyboardState.IsKeyDown(Keys.D7) && !PrevKeyboardState.IsKeyDown(Keys.D7))
{
ACViewer.Render.Buffer.drawInstances = !ACViewer.Render.Buffer.drawInstances;
}
if (keyboardState.IsKeyDown(Keys.D8) && !PrevKeyboardState.IsKeyDown(Keys.D8))
{
ACViewer.Render.Buffer.drawEncounters = !ACViewer.Render.Buffer.drawEncounters;
}
if (keyboardState.IsKeyDown(Keys.D0) && !PrevKeyboardState.IsKeyDown(Keys.D0))
{
ACViewer.Render.Buffer.drawAlpha = !ACViewer.Render.Buffer.drawAlpha;
}
if (keyboardState.IsKeyDown(Keys.LeftControl) && keyboardState.IsKeyDown(Keys.V) && !PrevKeyboardState.IsKeyDown(Keys.V))
{
Picker.AddVisibleCells();
}
if (keyboardState.IsKeyDown(Keys.LeftControl) && keyboardState.IsKeyDown(Keys.C) && !PrevKeyboardState.IsKeyDown(Keys.C))
{
Picker.ShowCollision();
}
if (GameView.ViewMode == ViewMode.World && PlayerMode && Player != null)
{
Player.Update(time);
}
else if (Camera != null)
{
Camera.Update(time);
}
Render.UpdateEmitters();
Server.Update();
if (PerfTimer.Update())
{
//Console.WriteLine($"NumParticles: {ACViewer.Render.Render.NumParticlesThisFrame}, ParticleTextures: {ACViewer.Render.Render.ParticleTexturesThisFrame.Count}");
}
}
/// <summary>
///
/// </summary>
/// <param name="dataTableOnly"></param>
/// <param name="sqlQuery"></param>
/// <param name="tableName"></param>
/// <param name="columns"></param>
/// <param name="data"></param>
/// <param name="dOut"></param>
/// <returns></returns>
protected internal bool ExecuteQuery(
bool dataTableOnly,
string sqlQuery,
string tableName,
string key,
out Dictionary <string, int> columns,
out List <List <object> > data,
out DataTable dOut)
{
data = null;
columns = null;
dOut = null;
if (this.oracleDA == null ||
this.oracleDA.Initialized == false)
{
return(false);
}
var pT = new PerfTimer(this, "ExecuteQuery");
var pTQueryOnly = new PerfTimer("- (bound)Query only");
//Execute query
DataTable dataTable;
bool callSuccess;
try
{
this.log(
LogLevel.INFO,
"Executing query: {0}", sqlQuery);
callSuccess =
this.oracleDA.issueSqlTextSelectCommand(
sqlQuery,
tableName,
CommandBehavior.SingleResult,
key,
out dataTable);
}
catch (Exception eX)
{
//Do something here
this.log(LogLevel.ERROR, "Could not execute sql statement: " + sqlQuery + ": Exception: " + eX);
return(false);
}
if (callSuccess == false)
{
return(false);
}
if (this.isloglevel(LogLevel.DEBUG))
{
this.log(LogLevel.DEBUG, pTQueryOnly.ToString());
}
//Extract the data from the data table
if (dataTable != null && dataTable.IsInitialized &&
dataTable.Columns != null && dataTable.Columns.Count > 0 &&
dataTable.Rows != null && dataTable.Rows.Count > 0)
{
if (!dataTableOnly)
{
PerfTimer pTCust = new PerfTimer(this, "- (bound)Custom data set creation");
//Get the columns
columns = new Dictionary <string, int>(dataTable.Columns.Count);
for (var c = 0; c < dataTable.Columns.Count; ++c)
{
columns.Add(dataTable.Columns[c].ColumnName, c);
}
//Get the data from each row
data = new List <List <object> >(dataTable.Rows.Count);
foreach (DataRow curDr in dataTable.Rows)
{
var objRow = new List <object>(dataTable.Columns.Count);
for (var c = 0; c < dataTable.Columns.Count; ++c)
{
objRow.Add(curDr[c]);
}
data.Add(objRow);
}
if (this.isloglevel(LogLevel.DEBUG))
{
this.log(LogLevel.DEBUG, pTCust.ToString());
}
}
else
{
PerfTimer pTCust = new PerfTimer(this, "- (bound)Just data table");
dOut = dataTable;
if (this.isloglevel(LogLevel.DEBUG))
{
this.log(LogLevel.DEBUG, pTCust.ToString());
}
}
}
if (this.isloglevel(LogLevel.DEBUG))
{
this.log(LogLevel.DEBUG, pT.ToString());
}
return(true);
}
public override StateEnums.Status Execute(Object o, Hashtable inputData)
{
log.InfoFormat(((State)o).CurrentJobHash, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
StateEnums.Status retval = StateEnums.Status.Success;
PerfTimer hpt = new PerfTimer();
hpt.Start();
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o);
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
int numrecs = 0;
int numrecsFiltered = 0;
int numrecsNotFiltered = 0;
string securityDescription = "";
int firstSpaceIndex = 0;
int secondSpaceIndex = 0;
Regex objDatePattern = new Regex(@"\d[0-9]/\d\d/\d\d");
Regex objPricePattern = new Regex(@"\s(\d+(?:\.(?:[^0]\d|\d[^0]))?)\s");
Match matchDate;
Match matchPrice;
string origFilter = filter; //required to reset Filter member if it gets altered in course of execute
try
{
DataTable dt = new DataTable();
if (InputToProcess.CompareTo(String.Empty) != 0)
dt = inputData[InputToProcess] as DataTable;
else
dt = inputData[0] as DataTable;
if (dt != null)
{
numrecs += dt.Rows.Count;
if (mode.ToUpper().Equals("ROW-WISE"))
{
#region row-wise filter
dtOut = dt.Clone();
bool isOptionTypeColumnExists = false;
if (dt.Columns.Contains("OptionType"))
isOptionTypeColumnExists = true;
//if (filter.ToUpper().Contains("IN ("))
if (filter.ToUpper().Contains("IN (FILE:"))
filter = GetFileContents(((State)o).CurrentJobHash, filter);
bool isSecurityTypeColumnExists = dt.Columns.Contains("Security Type");
log.InfoFormat(jobKeyCode,"filter expression {0}",filter);
DataRow[] rows = null;
if (filter.Equals(String.Empty) == false)
//Meta Tag replacement on mudule properties happens at job's launch
//rows = dt.Copy().Select(ConfigUtils.MetaTagReplacer(filter));
rows = dt.Copy().Select(filter);
else
rows = dt.Copy().Select();
for (int i = 0; i < rows.Length; i++)
{
if (ifSuppressBlankRows && IsBlankRow(rows[i]))
continue;
if (ifSuppressBlankRows && IsHeaderRow(rows[i]))
continue;
#region JP STaARS Custodian Logic
if (IfUseJpOptionSymbolParsingLogic)
{
//OptionType
if (isSecurityTypeColumnExists && (rows[i]["Security Type"].ToString().Contains("OPTION") || (isOptionTypeColumnExists && (rows[i]["OptionType"].ToString() == "C" || rows[i]["OptionType"].ToString() == "P"))))
{
securityDescription = rows[i]["Security Description"].ToString();
firstSpaceIndex = securityDescription.IndexOf(" ");
secondSpaceIndex = securityDescription.IndexOf(" ", firstSpaceIndex + 2);
if (firstSpaceIndex > 0 && secondSpaceIndex > 0)
{
matchDate = objDatePattern.Match(securityDescription);
matchPrice = objPricePattern.Match(securityDescription);
rows[i]["symbol"] = securityDescription.Substring(firstSpaceIndex,
secondSpaceIndex -
firstSpaceIndex).Trim() + " "
+ (matchDate.Success ? matchDate.Value : "").Trim() + " "
+ (securityDescription.StartsWith("PUT") ? "P" : (securityDescription.StartsWith("CALL") ? "C" : ""))
+ (matchPrice.Success ? matchPrice.Value : "").Trim();
}
}
}
if (IfUseJpCashFlippingLogic)
{
if (dt.Columns.Contains("Security Description") && rows[i]["Security Description"].ToString() == "CASH")
{
rows[i]["Market Value"] = (-1) * Convert.ToDouble(rows[i]["Market Value"]);//flipping sign for CASH JP files
}
}
#endregion
dtOut.ImportRow(rows[i]);
}
dtOut.AcceptChanges();
#endregion
}
else if (mode.ToUpper().Equals("COLUMN-WISE"))
{
#region column-wise filter
dtOut = dt.Copy();
List<string> tableColNames = new List<string>();
foreach (DataColumn dc in dtOut.Columns)
tableColNames.Add(dc.ColumnName);
string[] colnames = filter.Split(',');
if (colnames.Length > 0)
{
foreach (string c in tableColNames)
if (colnames.Contains(c))
dtOut.Columns.Remove(c);
}
#endregion
}
if (ifDistinct)
{
bool isDupeRecord = false;
dtOutDistinct = dtOut.Clone();
foreach (DataRow dr1 in dtOut.Rows)
{
foreach (DataRow dr2 in dtOutDistinct.Rows)
{
if (DataRowComparer.Default.Equals(dr1, dr2))
{
isDupeRecord = true;
break;
}
}
if (isDupeRecord == false)
dtOutDistinct.ImportRow(dr1);
isDupeRecord = false;
}
if (dtOutDistinct.Rows.Count > 0 || _ifAddEmptyDataTableToOutput)
AddToOutputs(this.Name, dtOutDistinct);
}
else if (dtOut.Rows.Count > 0 || _ifAddEmptyDataTableToOutput)
AddToOutputs(this.Name, dtOut);
numrecsFiltered += dtOut.Rows.Count;
}
}
catch (Exception ex)
{
log.ErrorFormat(((State)o).CurrentJobHash, "Error : {0}", ex);
retval = StateEnums.Status.Error;
}
hpt.Stop();
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.Success, "", (State)o);
UpdateRecordCount(activityIdEnding, numrecs, numrecs - numrecsFiltered, numrecsFiltered);
log.InfoFormat(((State)o).CurrentJobHash, "DataTableFilter {0} filtered {1} of {2} records in {3} seconds.", Name, numrecsFiltered, numrecs, hpt.Duration);
filter = origFilter;
return retval;
}
private static async Task <JasperRuntime> bootstrap(JasperRegistry registry)
{
var timer = new PerfTimer();
timer.Start("Bootstrapping");
timer.Record("Finding and Applying Extensions", () =>
{
applyExtensions(registry);
});
var buildingServices = Task.Factory.StartNew(() =>
{
return(timer.Record("Combining Services and Building Settings", registry.CompileConfigurationAndServicesForIdiomaticBootstrapping));
});
var handlerCompilation = registry.Messaging.CompileHandlers(registry, timer);
var runtime = new JasperRuntime(registry, timer);
var services = await buildingServices;
services.AddSingleton(runtime);
var container = await Lamar.Container.BuildAsync(services, timer);
container.DisposalLock = DisposalLock.Ignore;
runtime.Container = container;
var routeDiscovery = registry.HttpRoutes.Enabled
? registry.HttpRoutes.FindRoutes(runtime, registry, timer)
: Task.CompletedTask;
runtime.buildAspNetCoreServer(services);
await routeDiscovery;
await Task.WhenAll(runtime.startAspNetCoreServer(), handlerCompilation, runtime.startHostedServices());
// Run environment checks
timer.Record("Environment Checks", () =>
{
var recorder = EnvironmentChecker.ExecuteAll(runtime);
if (runtime.Settings.ThrowOnValidationErrors)
{
recorder.AssertAllSuccessful();
}
});
_lifetime = TypeExtensions.As <ApplicationLifetime>(container.GetInstance <IApplicationLifetime>());
_lifetime.NotifyStarted();
timer.Stop();
return(runtime);
}
public override StateEnums.Status Execute(Object o, Hashtable inputData)
{
log.InfoFormat(((State)o).CurrentJobHash, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
StateEnums.Status retval = StateEnums.Status.Success;
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
PerfTimer hpt = new PerfTimer();
hpt.Start();
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o);
string reportArgs = String.Empty;
try
{
//runDate is required to evaluate meta tags this module explicitely using
//derrived from job state or passed from runDateString
//if (DateTime.TryParse(RunDate, out runDate))
// runDateParms = new MetaTagReplacerInputDates(runDate);
//else
// runDateParms = ((State)this.ExecutionEngine.GetJobState(this.job.JobName)).CurrentParameters.ProcessInputDates;
runDateParms = ((State)o).CurrentParameters.GetModuleInDatesOverride(this.Name);
if (runDateParms == null)
runDateParms = ((State)o).CurrentParameters.ProcessInputDates;
string mail_subject = string.Format("GENEVA CONNECTION ERROR [{0}])",
MetaTagReplacer.GetMetaTagValue("*RUN_INSTANCE*", runDateParms, null));
string mail_distribution = MetaTagReplacer.GetMetaTagValue("*SOAP_ERROR_DISTRIBUTION*", runDateParms, null);
dtOut = new DataTable(tableName);
Util.InitializeAsciiLookup();
ifRetry = true;
bool isContingency = false;
string runrepSessionID = String.Empty;
reportResultsPortfolioStruct results = null;
Service webServ = null;
int numtries = 1;
DateTime runStartTime = DateTime.Now;
string msgMailer = "";
string localArgs = ParseArgs(args);
while (ifRetry)
{
try
{
webServ = null;
log.InfoFormat(((State)o).CurrentJobHash, "Attempting Geneva SOAP RunCallableRunrepRunReport [retry #{3}] on {0} with report args {1} {2}", url, rsl, localArgs, numtries);
webServ = new Service();
if (webServ == null)
{
string msg = "Web service not constructed (null value).";
throw new ArgumentNullException(msg);
}
log.InfoFormat(((State)o).CurrentJobHash, "Web service constructed successfully");
webServ.Timeout = timeout;
log.InfoFormat(((State)o).CurrentJobHash, "Web service timeout assigned: {0}", timeout);
/* Old style processing of properties
webServ.Url = ConfigUtils.MetaTagReplacer(url);
*/
webServ.Url = this.Url;
log.InfoFormat(((State)o).CurrentJobHash, "Web url assigned: {0}", webServ.Url);
if (runrepSessionID.Equals(String.Empty))
{
//string flags = String.Format("-n{0} -f empty", DateTime.Now.ToString("mmss"));
string flags = String.Format("-f empty");
try
{
runrepSessionID = webServ.StartCallableRunrep(port, host, uid, pwd, flags);
//runrepSessionID = webServ.StartPersistentCallableRunrep(port, host, uid, pwd, flags);
log.InfoFormat(((State)o).CurrentJobHash, "Runrep session started successfully with flags \"{0}\" [Runrep ID: {1}]", flags, runrepSessionID);
log.DebugFormat(((State)o).CurrentJobHash, "Runrep session {0} started successfully for call {1} {2} {3} {4}", runrepSessionID, webServ.Url, rsl, localArgs, flags );
}
catch (Exception ex)
{
log.DebugFormat(((State)o).CurrentJobHash, "Runrep session {0} NOT started successfully for call {1} {2} {3} {4}", runrepSessionID, webServ.Url, rsl, localArgs, flags);
string msg = String.Format("Runrep session NOT started with flags \"{0}\" [Runrep ID: {1}]<br>Error: {2}", flags, runrepSessionID, ex);
throw new ApplicationException(msg);
}
}
try
{
webServ.RunCallableRunrepReadFile(runrepSessionID, rsl);
log.InfoFormat(((State)o).CurrentJobHash, "Runrep read report file {0} was successful [Runrep ID: {1}]", rsl, runrepSessionID);
}
catch (Exception ex)
{
string msg = String.Format("Runrep read report file {0} was NOT successful [Runrep ID: {1}]<br>Error: {2}", rsl, runrepSessionID, ex);
throw new ApplicationException(msg);
}
try
{
results = webServ.RunCallableRunrepRunReport(runrepSessionID, rsl, localArgs);
log.InfoFormat(((State)o).CurrentJobHash, "Runrep run report {0} {1} was successful [Runrep ID: {2}]", rsl, localArgs, runrepSessionID);
}
catch (Exception ex)
{
string msg = String.Format("Runrep run report {0} {1} was successful [Runrep ID: {2}]<br>Error: {3}", rsl, localArgs, runrepSessionID, ex);
throw new ApplicationException(msg);
}
try
{
webServ.ShutdownCallableSession(runrepSessionID);
log.InfoFormat(((State)o).CurrentJobHash, "Shut down SOAP session OK. [Runrep ID: {0}]", runrepSessionID);
}
catch (Exception ex)
{
log.WarnFormat(((State)o).CurrentJobHash, "Error shutting down SOAP session: {0} [Runrep ID: {1}]", ex, runrepSessionID);
}
if (isContingency)
{
string msg = "Geneva SOAP call succeeded.";
msgMailer += String.Format("{0}<br><br>", msg);
///TO DO Replace this code with more central approach
//string subject = ConfigUtils.MetaTagReplacer("GENEVA CONNECTION ERROR [*RUN_INSTANCE*])");
//SendMailMessage(((State)o).CurrentJobHash, ConfigUtils.MetaTagReplacer("*SOAP_ERROR_DISTRIBUTION*"), "BITS,[email protected]", subject, msgMailer);
SendMailMessage(((State)o).CurrentJobHash, mail_distribution, "BITS,[email protected]", mail_subject, msgMailer);
}
ifRetry = false;
isContingency = false;
}
catch (Exception ex)
{
string msg = ex.ToString();
log.ErrorFormat(((State)o).CurrentJobHash, "{0}", msg);
msgMailer += String.Format("{0}<br><br>", msg);
try
{
webServ.ShutdownCallableSession(runrepSessionID);
log.InfoFormat(((State)o).CurrentJobHash, "Shut down SOAP session OK {0}.", runrepSessionID);
}
catch (Exception exx)
{
log.WarnFormat(((State)o).CurrentJobHash, "Error shutting down SOAP session: {0} [Runrep ID: {1}]", exx, runrepSessionID);
}
try
{
if (isContingency == false)
{
isContingency = true;
runStartTime = DateTime.Now;
string m = String.Format("***** Contingency Condition ***** <br>Contingency mode started at: {0}", runStartTime);
msgMailer += String.Format("{0}<br><br>", m);
log.ErrorFormat(((State)o).CurrentJobHash, m);
}
ifRetry = ifOverrideSoapErrorRetry ? false : true;
ifRetry = ++numtries > numberOfRetryConnection ? false : true;
if (ifRetry)
{
runrepSessionID = String.Empty;
string m = "<br><br>Retrying in one minute.<br><br>";
msgMailer += String.Format("{0}<br><br>", m);
log.ErrorFormat(((State)o).CurrentJobHash, m);
}
else
{
string m = "Allowable number of attempts exceeded. Giving up now.";
msgMailer += String.Format("{0}<br><br>", m);
log.ErrorFormat(((State)o).CurrentJobHash, m);
retval = StateEnums.Status.Warnings;
}
///TO DO Replace this code with more central approach
//string subject = ConfigUtils.MetaTagReplacer("GENEVA CONNECTION ERROR [*RUN_INSTANCE*])");
//SendMailMessage(((State)o).CurrentJobHash, ConfigUtils.MetaTagReplacer("*SOAP_ERROR_DISTRIBUTION*"), "BITS,[email protected]", subject, msgMailer);
SendMailMessage(((State)o).CurrentJobHash, mail_distribution, "BITS,[email protected]", mail_subject, msgMailer);
Thread.Sleep(60000);
}
catch (Exception exfinal)
{
log.ErrorFormat(((State)o).CurrentJobHash, "Fatal error: {0}", exfinal);
retval = StateEnums.Status.Error;
}
}
}
if (results != null)
{
if (!ifUseAddendumErrorsOnly)
dtOut = ConvertToDataTable(tableName, results);
else
dtOut = getAddendumErrors(tableName, results);
}
if (dtOut != null && dtOut.Rows.Count > 0)
log.InfoFormat(((State)o).CurrentJobHash, "Obtained {0} records from SOAP service call.", dtOut.Rows.Count);
else
log.InfoFormat(((State)o).CurrentJobHash, "Obtained no records from SOAP service call.");
if (dtOut != null)
{
AddToOutputs(this.Name, dtOut);
AddToOutputs("RunDate", RunDate);
}
}
catch (Exception ex)
{
log.Error(((State)o).CurrentJobHash, ex);
retval = StateEnums.Status.Error;
}
hpt.Stop();
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.Success, "", (State)o);
log.InfoFormat(((State)o).CurrentJobHash, "GenevaSoapReport [{0}] completed in {1} seconds.", Name, hpt.Duration);
return retval;
}
public override StateEnums.Status Execute(Object o, Hashtable inputData)
{
log.InfoFormat(((State)o).CurrentJobHash, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
StateEnums.Status retval = StateEnums.Status.Success;
int numrecs = 0;
bool ifCreateTradeNode = true;
DataTable dt = new DataTable();
DataTable dtUnloadable = new DataTable();
Hashtable expTracker = new Hashtable();
XmlDocument xdocTradeRecords = new XmlDocument();
XmlDocument xdocTradeFullDetail = new XmlDocument();
Bits.Common.Data.PropertyBag pbSchemaTestData = new Bits.Common.Data.PropertyBag();
PerfTimer hpt = new PerfTimer();
hpt.Start();
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o );
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
if (inputData.Count > 0)
{
try
{
XmlDocument xdocValidationRules = GetValidationRules("TradeRules");
if (InputToProcess.CompareTo(String.Empty) != 0)
dt = inputData[InputToProcess] as DataTable;
else
dt = inputData[0] as DataTable;
if (dt != null)
{
if (dt.TableName.Equals(String.Empty))
dt.TableName = "TransactionRecords";
Hashtable transforms = null;
if (ifMapColumnsToFields)
transforms = GetTransformsFromColumns(dt);
else
transforms = GetTransforms();
XmlElement eTradeRecord = xdocTradeRecords.CreateElement(dt.TableName, nsuri);
XmlElement eTradeFullDetail = xdocTradeFullDetail.CreateElement(dt.TableName, nsuri);
if (ifUseGenevaLoaderNode)
{
XmlElement eTradeLoader = xdocTradeRecords.CreateElement("GenevaLoader", nsuri);
eTradeLoader.AppendChild(eTradeRecord);
xdocTradeRecords.AppendChild(eTradeLoader);
XmlElement eTradeFullDetailsLoader = xdocTradeFullDetail.CreateElement("GenevaLoader", nsuri);
eTradeFullDetailsLoader.AppendChild(eTradeFullDetail);
xdocTradeFullDetail.AppendChild(eTradeFullDetailsLoader);
}
else
{
xdocTradeRecords.AppendChild(eTradeRecord);
xdocTradeFullDetail.AppendChild(eTradeFullDetail);
}
foreach (DataRow dr in dt.Rows)
{
try
{
XmlElement eAttributeTrade = null;
XmlElement eAttributeTradeFullDetail = null;
if ((LoaderTransactionField != String.Empty) &&
(dr[loaderTransactionField].ToString() != String.Empty))
{
if (ifFilterUpdateRecords &&
dr[loaderTransactionField].ToString().ToUpper().Contains("UPDATE"))
throw new GenevaLoaderTypeMissing();
dr[loaderTransactionField] = dr[loaderTransactionField].ToString()
.Replace("NEW", "InsertUpdate")
.Replace("INSERTUPDATE", "InsertUpdate")
.Replace("UPDATE", "InsertUpdate")
.Replace("DELETE", "Delete");
if (ifUseComacLogic)
{
dr[loaderTransactionField] = dr[loaderTransactionField].ToString()
.Replace("SwapOpen", "Buy");
dr[loaderTransactionField] = dr[loaderTransactionField].ToString()
.Replace("SwapClose", "Sell");
}
eAttributeTrade = xdocTradeRecords.CreateElement(dr[loaderTransactionField].ToString().Replace(" ", ""), nsuri);
eAttributeTradeFullDetail = xdocTradeFullDetail.CreateElement(dr[loaderTransactionField].ToString().Replace(" ", ""), nsuri);
}
else if (
(LoaderTransactionField == String.Empty) &&
(loaderTypeField != String.Empty) &&
(loaderActionField != String.Empty))
{
System.Globalization.CultureInfo cultureInfo = System.Threading.Thread.CurrentThread.CurrentCulture;
System.Globalization.TextInfo textInfo = cultureInfo.TextInfo;
if (ifFilterUpdateRecords &&
dr[loaderTypeField].ToString().ToUpper().Contains("UPDATE"))
throw new GenevaLoaderTypeMissing();
//overkill ? should never see this in the type
dr[loaderTypeField] = dr[loaderTypeField].ToString().Replace("NEW", "InsertUpdate")
.Replace("NEW", "InsertUpdate")
.Replace("INSERTUPDATE", "InsertUpdate")
.Replace("UPDATE", "InsertUpdate")
.Replace("DELETE", "Delete");
if (ifUseComacLogic)
{
dr[loaderTypeField] = dr[loaderTypeField].ToString()
.Replace("SwapOpen", "Buy");
dr[loaderTypeField] = dr[loaderTypeField].ToString()
.Replace("SwapClose", "Sell");
}
if (ifModifyCase)
loaderType = textInfo.ToTitleCase(dr[loaderTypeField].ToString().ToLower());
else
loaderType = dr[loaderTypeField].ToString();
loaderAction = dr[loaderActionField].ToString();
eAttributeTrade = xdocTradeRecords.CreateElement(loaderType + "_" + loaderAction, nsuri);
eAttributeTradeFullDetail = xdocTradeFullDetail.CreateElement(loaderType + "_" + loaderAction, nsuri);
}
else if (!ifUseComacLogic && !loaderType.Equals(String.Empty))
{
System.Globalization.CultureInfo cultureInfo = System.Threading.Thread.CurrentThread.CurrentCulture;
System.Globalization.TextInfo textInfo = cultureInfo.TextInfo;
if (!loaderActionField.Equals(String.Empty))
loaderAction = dr[loaderActionField].ToString();
eAttributeTrade = xdocTradeRecords.CreateElement(loaderType + "_" + loaderAction, nsuri);
eAttributeTradeFullDetail = xdocTradeFullDetail.CreateElement(loaderType + "_" + loaderAction, nsuri);
}
else if (!loaderAction.Equals(String.Empty) && !loaderType.Equals(String.Empty))
{
eAttributeTrade = xdocTradeRecords.CreateElement(loaderType + "_" + loaderAction, nsuri);
eAttributeTradeFullDetail = xdocTradeFullDetail.CreateElement(loaderType + "_" + loaderAction, nsuri);
}
else if (!loaderAction.Equals(String.Empty) && !loaderTypeField.Equals(String.Empty))
{
eAttributeTrade = xdocTradeRecords.CreateElement(dr[loaderTypeField] + "_" + loaderAction, nsuri);
eAttributeTradeFullDetail = xdocTradeFullDetail.CreateElement(dr[loaderTypeField] + "_" + loaderAction, nsuri);
}
else
throw new ApplicationException("Unspecified loaderAction and/or loaderType.");
#region ifUseComacLogic
if (ifUseComacLogic)
{
if (dr[loaderTransactionField].Equals(String.Empty))
{
loaderAction = "InsertUpdate";
switch (dr["Investment_Type"].ToString().ToUpper())
{
case "FXFORWARD":
case "FXNDF":
loaderType = "ForwardFX";
break;
case "FUTUREBOND":
break;
case "SWAP":
loaderType = "SwapOpen";
break;
case "REPO":
if(dr["Investment_Description"].ToString().StartsWith("Reverse"))
loaderType = "ReverseRepo";
else
loaderType = "Repo";
break;
default:
loaderType = "Buy";
break;
}
if (!loaderType.Equals(String.Empty) && !loaderAction.Equals(String.Empty))
{
eAttributeTrade = xdocTradeRecords.CreateElement(loaderType + "_" + loaderAction, nsuri);
eAttributeTradeFullDetail = xdocTradeFullDetail.CreateElement(loaderType + "_" + loaderAction, nsuri);
}
else
throw new GenevaLoaderTypeMissing();
}
}
#endregion
#region ifUseBossFuturesLogic
int nonCapNumber = 0;
string nonCapExpenseCode = String.Empty;
string nonCapCurrency = String.Empty;
string nonCapPaymentType = String.Empty;
string nonCapLiabilityCode = String.Empty;
double nonCapAmount = 0.0;
if (ifUseBossFuturesLogic)
{
foreach (DataColumn dc in dt.Columns)
{
switch (dc.ColumnName.ToUpper())
{
case "NONCAPNUMBER":
nonCapNumber = Convert.ToInt32(dr["NONCAPNUMBER"]);
break;
case "NONCAPAMOUNT":
nonCapAmount = Convert.ToDouble(dr["NONCAPAMOUNT"]);
break;
case "NONCAPCURRENCY":
nonCapCurrency = dr["NONCAPCURRENCY"].ToString();
break;
case "NONCAPEXPENSECODE":
nonCapExpenseCode = dr["NONCAPEXPENSECODE"].ToString();
break;
case "NONCAPPAYMENTTYPE":
nonCapPaymentType = dr["NONCAPPAYMENTTYPE"].ToString();
break;
case "NONCAPLIABILITYCODE":
nonCapLiabilityCode = dr["NONCAPLIABILITYCODE"].ToString();
break;
}
}
expTracker[nonCapNumber] = new Bits.ModulesNS.FutureExpenseRecord(
nonCapNumber,
nonCapCurrency,
nonCapExpenseCode,
nonCapPaymentType,
nonCapLiabilityCode,
nonCapAmount,
dr["LocationAccount"].ToString());
if (nonCapNumber < 2) continue;
}
#endregion
if (!dt.Columns.Contains("Transaction_Type") && dt.Columns.Contains(loaderActionField) && dt.Columns.Contains(loaderTypeField))
{
pbSchemaTestData["loaderType"] = dr[loaderTypeField].ToString();
pbSchemaTestData["loaderAction"] = dr[loaderActionField].ToString();
}
else if (!dt.Columns.Contains("Transaction_Type") && dt.Columns.Contains(loaderActionField))
{
pbSchemaTestData["loaderType"] = fxType;
pbSchemaTestData["loaderAction"] = dr[loaderActionField].ToString();
}
else if (dt.Columns.Contains("Transaction_Type") && !dr["Transaction_Type"].ToString().Equals(""))
{
pbSchemaTestData["loaderType"] = ((string[])dr["Transaction_Type"].ToString().Split('_'))[0];
pbSchemaTestData["loaderAction"] = ((string[])dr["Transaction_Type"].ToString().Split('_'))[1];
}
else if (dt.Columns.Contains(loaderTypeField))
{
pbSchemaTestData["loaderType"] = dr[loaderTypeField].ToString();
pbSchemaTestData["loaderAction"] = "InsertUpdate";
}
else if (!loaderAction.Equals(String.Empty) && !loaderType.Equals(String.Empty))
{
pbSchemaTestData["loaderType"] = loaderType;
pbSchemaTestData["loaderAction"] = loaderAction;
}
pbSchemaTestData["loaderAction"] = pbSchemaTestData["loaderAction"].ToString().Replace("NEW", "InsertUpdate").Replace("INSERTUPDATE", "InsertUpdate");
foreach (DataColumn dc in dt.Columns)
{
try
{
string colName = dc.ColumnName.Replace("#", "").Replace(" ", "").Replace("/", "").Trim();
switch (dc.ColumnName.ToUpper())
{
case "LOADERTYPE":
case "LOADERTYPEFIELD":
case "LOADERACTION":
case "LOADERACTONFIELD":
ifCreateTradeNode = false;
break;
default:
ifCreateTradeNode = true;
break;
}
if (transforms.ContainsKey(colName.ToUpper()))
{
string[] newTags = transforms[colName.ToUpper()].ToString().Split(',');
foreach (string targetTag in newTags)
{
XmlElement eAttributeTagged = xdocTradeRecords.CreateElement(targetTag, nsuri);
eAttributeTagged.InnerXml = dr[dc.ColumnName].ToString().Replace("&", "");
XmlElement eAttributeFullDetailTagged = xdocTradeFullDetail.CreateElement(targetTag, nsuri);
eAttributeFullDetailTagged.InnerXml = dr[dc.ColumnName].ToString().Replace("&", "");
#region Boss FX data processing
if (ifUseBossFxLogic)
{
ifFormatDates = true; //replaces logic for date formatting (see below). no other fucntionality required.
}
#endregion
#region Boss Futures data processing
if (ifUseBossFuturesLogic)
{
ifFormatDates = true; //replaces logic for date formatting (see below).
XmlNamespaceManager nsmgrIn = new XmlNamespaceManager(xdocTradeFullDetail.NameTable);
nsmgrIn.AddNamespace("gv", "http://www.advent.com/SchemaRevLevel371/Geneva");
if (eTradeFullDetail.SelectSingleNode("//gv:Investment_Type", nsmgrIn) == null)
{
XmlElement ityNode = xdocTradeFullDetail.CreateElement("Investment_Type", nsuri);
ityNode.InnerXml = "Future";
eTradeFullDetail.AppendChild(ityNode);
}
#region column processing
switch (dc.ColumnName.ToUpper())
{
case "PORTFOLIO":
if (loaderAction.Equals("Delete"))
{
ifCreateTradeNode = false;
}
break;
case "USERTRANID1":
case "LOCATIONACCOUNT":
case "STRATEGY":
case "BROKER":
case "QUANTITY":
case "PRICE":
case "INVESTMENT":
case "NETINVESTMENTAMOUNT":
case "COUNTERINVESTMENT":
case "COUNTERFXDENOMINATION":
case "PRICEDENOMINATION":
case "CONTRACTFXRATE":
case "CONTRACTFXRATENUMERATOR":
case "CONTRACTFXRATEDENOMINATOR":
if (loaderAction.Equals("Delete"))
{
ifCreateTradeNode = false;
}
break;
case "PROCESSTIMESTAMP":
case "STATUS":
case "BUYORSELL":
case "NONCAPAMOUNT":
case "NONCAPCURRENCY":
case "NONCAPEXPENSECODE":
case "NONCAPPAYMENTTYPE":
case "NONCAPLIABILITYCODE":
case "COMMISSION":
case "EXCHANGE_FEE":
case "OTHER_FEE":
case "FEEDSYMBOL":
case "INVESTMENT_TYPE":
ifCreateTradeNode = false;
break;
case "EVENTDATE":
case "SETTLEDATE":
case "ACTUALSETTLEDATE":
case "SPOTDATE":
if (loaderAction.Equals("Delete"))
ifCreateTradeNode = false;
else
ifCreateTradeNode = true;
break;
case "NONCAPNUMBER":
if (loaderAction.Equals("Delete"))
{
ifCreateTradeNode = false;
}
else
{
for (int i = 1; i < 3; i++)
{
FutureExpenseRecord fer = expTracker[i] as FutureExpenseRecord;
if (fer != null)
{
eAttributeTagged = CreateNonCapExpenseNode(xdocTradeRecords,
fer.NonCapNumber,
fer.NonCapCurrency,
fer.NonCapExpenseCode,
fer.NonCapPaymentType,
fer.NonCapLiabilityCode,
fer.NonCapAmount,
fer.LocationAccount);
eAttributeFullDetailTagged = CreateNonCapExpenseNode(xdocTradeFullDetail,
fer.NonCapNumber,
fer.NonCapCurrency,
fer.NonCapExpenseCode,
fer.NonCapPaymentType,
fer.NonCapLiabilityCode,
fer.NonCapAmount,
fer.LocationAccount);
}
eAttributeTrade.AppendChild(eAttributeTagged);
eAttributeTradeFullDetail.AppendChild(eAttributeFullDetailTagged);
}
ifCreateTradeNode = false;
}
break;
default:
ifCreateTradeNode = true;
break;
}
#endregion
}
#endregion
#region Sub Advisor data processing
if (ifUseSaLogic)
{
switch (dc.ColumnName.ToUpper())
{
case "SECFEE":
if (dr[loaderTypeField].ToString().ToUpper().Equals("BUY") ||
dr[loaderTypeField].ToString().ToUpper().Equals("COVERSHORT") ||
dr[loaderTypeField].ToString().ToUpper().Equals("SELL"))
ifCreateTradeNode = false;
break;
default:
ifCreateTradeNode = true;
break;
}
}
#endregion
#region Comac data processing
if (ifUseComacLogic)
{
bool isFuture = dr["Investment_Type"].ToString().Equals("FutureBond") ||
dr["Investment_Type"].ToString().Equals("FutureCommodity") ||
dr["Investment_Type"].ToString().Equals("FutureMM") ||
dr["Investment_Type"].ToString().Equals("FutureEquityIndex");
bool isBond = dr["Investment_Type"].ToString().Equals("Bond");
bool isFX = dr["Investment_Type"].ToString().Equals("FX");
bool isFXForward = dr["Investment_Type"].ToString().Equals("FXForward");
bool isFXNDF = dr["Investment_Type"].ToString().Equals("FXNDF");
bool isRepo = dr["Investment_Type"].ToString().Equals("Repo");
bool isSwap = dr["Investment_Type"].ToString().Equals("Swap");
bool isCDS = dr["Investment_Type"].ToString().Equals("CreditDefaultSwap");
bool isSpotFX = Convert.ToDateTime(dr["ActualSettleDate"]).Subtract(Convert.ToDateTime(dr["EventDate"])).Days < 3 ? true : false;
string swapType = isSwap ? dr["Transaction_Type"].ToString().Substring(0,
dr["Transaction_Type"].ToString().IndexOf('_')) : String.Empty;
switch (dc.ColumnName.ToUpper())
{
case "INVESTMENT":
if (isBond)
{
string investment = dr[dc.ColumnName].ToString();
if (investment.StartsWith("US"))
dr[dc.ColumnName] = investment.Substring(2).Substring(0, investment.Length - 3);
}
string denom = dr[dc.ColumnName].ToString().Replace(" Comdty", "").Replace(" Index", "");
if (denom.Equals(String.Empty) || denom.Equals("NONE"))
{
string cntrDenom = dr["CounterInvestment"].ToString();
string tradeFX = dr["Price"].ToString();
if (isFXForward || isFXNDF)
{
if (isSpotFX)
{
denom = dr["PriceDenomination"].ToString();
cntrDenom = dr["CounterInvestment"].ToString();
}
else
{
denom = String.Format("{0} FWD", dr["PriceDenomination"].ToString());
cntrDenom = String.Format("{0} FWD", dr["CounterInvestment"].ToString());
}
}
else if (isFX)
denom = dr["PriceDenomination"].ToString();
else
denom = "NONE";
if (isFX || isFXForward || isFXNDF)
CreateAdditionalFxNodes(denom, cntrDenom, tradeFX, ref eAttributeTrade, ref eAttributeTradeFullDetail, ref xdocTradeRecords, ref xdocTradeFullDetail);
}
eAttributeTagged.InnerXml = denom;
eAttributeFullDetailTagged.InnerXml = denom;
//Convert Forwards from COMAC to Spot trades
if ((isFXForward || isFXNDF) && isSpotFX)
{
eAttributeTrade = ConvertForwardToSpot(xdocTradeRecords, eAttributeTrade);
eAttributeTradeFullDetail = ConvertForwardToSpot(xdocTradeFullDetail, eAttributeTradeFullDetail);
}
break;
case "COUNTERINVESTMENT":
if (isFXForward || isFXNDF)
{
if (isSpotFX)
{
eAttributeTagged.InnerXml = dr[dc.ColumnName].ToString();
eAttributeFullDetailTagged.InnerXml = dr[dc.ColumnName].ToString();
}
else
{
eAttributeTagged.InnerXml = String.Format("{0} FWD", dr[dc.ColumnName].ToString());
eAttributeFullDetailTagged.InnerXml = String.Format("{0} FWD", dr[dc.ColumnName].ToString());
}
}
break;
case "NETCOUNTERAMOUNT":
if (swapType.ToUpper().Equals("SELL") || isFuture)
ifCreateTradeNode = false;
//if (swapType.ToUpper().Equals("SWAPCLOSE") || isFuture)
// ifCreateTradeNode = false;
if (isBond)
{
double dPrincipal = double.NaN;
double.TryParse(dr[dc.ColumnName].ToString(), out dPrincipal);
double dInterest = double.NaN;
double.TryParse(dr["AccruedInterest"].ToString(), out dInterest);
if (!dPrincipal.Equals(double.NaN) && !dInterest.Equals(double.NaN))
{
dr[dc.ColumnName] = Math.Abs(dPrincipal + dInterest).ToString();
eAttributeTagged.InnerXml = Math.Abs(dPrincipal + dInterest).ToString();
eAttributeFullDetailTagged.InnerXml = Math.Abs(dPrincipal + dInterest).ToString();
}
}
break;
case "LOCATIONACCOUNT":
eAttributeTagged.InnerXml = GetComacLocationAccount(dr["Investment_Type"].ToString());
eAttributeFullDetailTagged.InnerXml = GetComacLocationAccount(dr["Investment_Type"].ToString());
break;
case "TRANSACTION_TYPE":
case "BUSINESS_UNIT":
case "INVESTMENT_TYPE":
case "INVESTMENT_DESCRIPTION":
case "INVESTMENT_UNDERLYING":
case "TOTALFEES":
case "KEYNAME":
case "SECFEEAMOUNT":
ifCreateTradeNode = false;
break;
case "NETINVESTMENTAMOUNT":
if (isFX) { }
if (isRepo || isSwap || isFuture)
ifCreateTradeNode = false;
if (isBond)
{
double dPrincipal = double.NaN;
double.TryParse(dr[dc.ColumnName].ToString(), out dPrincipal);
double dInterest = double.NaN;
double.TryParse(dr["AccruedInterest"].ToString(), out dInterest);
if (!dPrincipal.Equals(double.NaN) && !dInterest.Equals(double.NaN))
{
dr[dc.ColumnName] = Math.Abs(dPrincipal + dInterest).ToString();
eAttributeTagged.InnerXml = Math.Abs(dPrincipal + dInterest).ToString();
eAttributeFullDetailTagged.InnerXml = Math.Abs(dPrincipal + dInterest).ToString();
}
}
break;
case "CONTRACTEXPIRATIONDATE":
if (isFX || isFXNDF || isFXForward || isRepo || isSwap)
ifCreateTradeNode = false;
break;
case "TRADEFX":
if (isRepo || isSwap)
ifCreateTradeNode = false;
break;
case "QUANTITY":
case "PRICE":
case "PRICEDENOMINATION":
if (isFX || isFXNDF || isFXForward || isRepo)
ifCreateTradeNode = false;
else if (isBond || isCDS)
{
double d = double.NaN;
double.TryParse(dr[dc.ColumnName].ToString(), out d);
if (!d.Equals(double.NaN))
{
dr[dc.ColumnName] = (Math.Abs(d * 100.0)).ToString();
eAttributeTagged.InnerXml = (Math.Abs(d * 100.0)).ToString();
eAttributeFullDetailTagged.InnerXml = (Math.Abs(d * 100.0)).ToString();
}
}
break;
case "ORIGINALFACE":
case "TOTCOMMISSION":
case "COUNTERTDATEFX":
case "COUNTERSDATEFX":
case "INVESTMENTACCRUEDINTEREST":
case "ACCRUEDINTEREST":
if (isFX || isFXNDF || isFXForward || isRepo || isSwap)
ifCreateTradeNode = false;
break;
case "KEYVALUE":
if (!keyName.Equals(String.Empty))
{
if (dt.Columns.Contains(keyName))
{
eAttributeTagged.InnerXml = dr[keyName].ToString();
eAttributeFullDetailTagged.InnerXml = dr[keyName].ToString();
ifCreateTradeNode = true;
}
}
break;
case "SETTLEDATE":
if (isFXForward || isFXNDF)
{
DateTime ddate = DateTime.MinValue;
DateTime.TryParse(dr["ActualSettleDate"].ToString().Substring(0, dr["ActualSettleDate"].ToString().IndexOf("T")), out ddate);
string sdate = ddate.AddDays(-2).ToShortDateString();
if (!sdate.Equals(DateTime.MinValue))
{
eAttributeTagged.InnerXml = ddate.ToString("yyyy-MM-ddT23:59:00");
eAttributeFullDetailTagged.InnerXml = ddate.ToString("yyyy-MM-ddT23:59:5");
#region add spot date
XmlElement nodeSpotdate1 = xdocTradeFullDetail.CreateElement("SpotDate", nsuri);
nodeSpotdate1.InnerXml = Convert.ToDateTime(sdate).ToString("yyyy-MM-ddTHH:mm:ss");
eAttributeTradeFullDetail.AppendChild(nodeSpotdate1);
XmlElement nodeSpotdate2 = xdocTradeRecords.CreateElement("SpotDate", nsuri);
nodeSpotdate2.InnerXml = Convert.ToDateTime(sdate).ToString("yyyy-MM-ddTHH:mm:ss");
if (eAttributeTrade.Name.StartsWith("SpotFX") == false)
eAttributeTrade.AppendChild(nodeSpotdate2);
#endregion
}
}
break;
default:
ifCreateTradeNode = true;
break;
}
}
#endregion
#region Expiring Options data processing
if (ifUseOptionExpiryLogic)
{
ifFormatDates = true; //replaces logic for date formatting (see below).
}
#endregion
#region Cash Interest data processing
if (ifUseCashEntriesLogic)
{
ifFormatDates = true; //replaces logic for date formatting (see below).
switch (dc.ColumnName.ToUpper())
{
case "LOADERTYPE":
case "LOADERACTION":
ifCreateTradeNode = false;
break;
default:
ifCreateTradeNode = true;
break;
}
}
#endregion
#region Multiway Pairoff processing
if (ifUseMultiwayPairoffLogic)
{
ifFormatDates = true; //replaces logic for date formatting (see below).
switch (dc.ColumnName.ToUpper())
{
case "INVESTINVTYPE":
case "INVESTASSETTYPE":
case "INVESTDESCRIPTION":
case "LONGQTY":
case "SHORTQTY":
ifCreateTradeNode = false;
break;
}
}
#endregion
#region date formatting processing
if (ifFormatDates)
{
if (dc.ColumnName.ToUpper().EndsWith("DATE") && eAttributeTagged.InnerXml.Equals (String.Empty)==false)
{
eAttributeTagged.InnerXml = Convert.ToDateTime(eAttributeTagged.InnerXml).ToString("yyyy-MM-ddTHH:mm:ss");
eAttributeFullDetailTagged.InnerXml = Convert.ToDateTime(eAttributeFullDetailTagged.InnerXml).ToString("yyyy-MM-ddTHH:mm:ss");
ifCreateTradeNode = true;
}
}
#endregion
#region Delete logic
if (loaderAction.ToUpper().IndexOf("DELETE") > -1)
{
if (!eAttributeTagged.Name.Equals("KeyValue"))
ifCreateTradeNode = false;
}
#endregion
#region New logic
if (loaderAction.ToUpper().IndexOf("NEW") > -1)
{
if (eAttributeTagged.Name.Equals("KeyValue"))
ifCreateTradeNode = false;
}
#endregion
if (ifCreateTradeNode && TestIfValidForSchema(eAttributeTagged, pbSchemaTestData, xdocValidationRules))
eAttributeTrade.AppendChild(eAttributeTagged);
eAttributeTradeFullDetail.AppendChild(eAttributeFullDetailTagged);
}
}
}
catch (Exception ex)
{
log.Error(((State)o).CurrentJobHash, ex);
retval = StateEnums.Status.Warnings;
}
}
eTradeRecord.AppendChild(eAttributeTrade);
eTradeFullDetail.AppendChild(eAttributeTradeFullDetail);
numrecs++;
}
catch (GenevaLoaderTypeMissing gex)
{
if (dtUnloadable.Columns.Count == 0)
foreach (DataColumn dc in dr.Table.Columns)
dtUnloadable.Columns.Add(dc.ColumnName);
dtUnloadable.ImportRow(dr);
retval = StateEnums.Status.Warnings;
}
catch (Exception ex)
{
log.Error(((State)o).CurrentJobHash, ex);
retval = StateEnums.Status.Warnings;
}
}
}
}
catch (Exception ex)
{
log.ErrorFormat(((State)o).CurrentJobHash, "Error : {0}", ex);
retval = StateEnums.Status.Error;
}
}
if (!xdocTradeRecords.InnerXml.Equals(String.Empty))
xdocTradeRecords.InnerXml = xdocTradeRecords.InnerXml.Replace("http://www.advent.com/SchemaRevLevel248/Geneva", "http://www.advent.com/SchemaRevLevel371/Geneva");
AddToOutputs(this.Name, xdocTradeRecords);
AddToOutputs(this.Name + "Unloadable", dtUnloadable);
AddToOutputs(this.Name + "FullDetail", xdocTradeFullDetail);
hpt.Stop();
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.Success, "", (State)o );
log.InfoFormat(((State)o).CurrentJobHash, "DataTableToGenevaXActs {0} converted {1} records in {2} seconds.", Name, numrecs, hpt.Duration);
return retval;
}
public override int Execute(Object o, Hashtable inputData)
{
log.InfoFormat(job.KeyCode, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
int retval = 0;
PerfTimer hpt = new PerfTimer();
hpt.Start();
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o );
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
int numrecs=0;
bool ifAlreadyProcessed = false;
try
{
lock (s_lock)
{
foreach (Object oIn in inputData)
{
DataTable dt = oIn as DataTable;
if (dt != null)
{
numrecs += dt.Rows.Count;
DataTable dtOut = new DataTable();
foreach (DataColumn dc in dt.Columns)
{
dtOut.Columns.Add(new DataColumn(dc.ColumnName, dc.DataType));
}
if (colNameToAdd != String.Empty)
if (!dtOut.Columns.Contains(colNameToAdd))
dtOut.Columns.Add(new DataColumn(colNameToAdd));
else
ifAlreadyProcessed = true;
DataRow newrow = dtOut.NewRow();
for (int j = 0; j < dtOut.Columns.Count; j++)
{
newrow[j] = dtOut.Columns[j].ColumnName;
}
dtOut.Rows.Add(newrow);
int rowidx = 0;
foreach (DataRow dr in dt.Rows)
{
newrow = dtOut.NewRow();
for (int j = 0; j < dt.Columns.Count; j++)
{
newrow[j] = dt.Rows[rowidx][j];
}
string newValueToAdd = GetPriorDate();
if (!newValueToAdd.Equals(String.Empty))
newrow[dtOut.Columns.Count - 1] = newValueToAdd;
else if (colNameToAdd != String.Empty)
newrow[dtOut.Columns.Count - 1] = colValueToAdd;
dtOut.Rows.Add(newrow);
rowidx++;
}
if (!ifAlreadyProcessed)
AddToOutputs(this.Name, dtOut);
}
}
}
}
catch (Exception ex)
{
log.ErrorFormat(job.KeyCode, "Error : {0}", ex);
retval = -1;
}
hpt.Stop();
log.InfoFormat(job.KeyCode, "StaarsConversion {0} processed {1} records in {2} seconds.", Name, numrecs, hpt.Duration);
return retval;
}
public override StateEnums.Status Execute ( Object o, Hashtable inputData )
{
log.InfoFormat(jobKeyCode, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
StateEnums.Status retval = StateEnums.Status.Success;
double duration = 0;
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o);
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
if (inputData.Count > 0)
{
PerfTimer hpt = new PerfTimer();
hpt.Start();
try
{
if (InputToProcess.CompareTo(String.Empty) != 0)
documentToValidate = inputData[InputToProcess] as XmlDocument;
else
documentToValidate = inputData[0] as XmlDocument;
if (File.Exists(XsdFilePath))
{
log.InfoFormat("GenevaLoadablesXmlValidator is {0}", ifValidate ? "enabled" : "disabled");
if (documentToValidate != null)
{
#region XML namespace cleanup
if (String.IsNullOrEmpty(GenevaXmlNameSpace))
log.WarnFormat(jobKeyCode, "No Xml name space was sent in will use default {0}", xns);
else
xns = GenevaXmlNameSpace;
XElement noNamespaceXml = RemoveAllNamespaces(XElement.Parse(documentToValidate.OuterXml));
noNamespaceXml.Add(new XAttribute("xmlns", xns.NamespaceName));
documentToValidate.Load(noNamespaceXml.CreateReader());
#endregion
SoapValidator sv = new SoapValidator(XsdFilePath,jobKeyCode);
XmlDocument xdBadNodes = sv.ValidateXml(documentToValidate);
if (xdBadNodes.DocumentElement.ChildNodes.Count > 0)
{
log.WarnFormat(jobKeyCode, string.Format("Found {0} nodes violating schema", xdBadNodes.ChildNodes.Count));
foreach (XmlNode xdBadNode in xdBadNodes.DocumentElement.ChildNodes)
{
XmlNodeList list = documentToValidate.SelectNodes(String.Format("//{0}", xdBadNode.Name));
foreach (XmlNode node in list)
{
try
{
node.ParentNode.RemoveChild(node);
log.InfoFormat(jobKeyCode, "Pruned invalid node: {0}", node.Name);
}
catch (Exception e)
{
log.WarnFormat(jobKeyCode, "Failed to prune invalid node: {0}", node.Name);
}
}
}
AddToOutputs(this.name + "_Kickouts", xdBadNodes);
//mailEnvelop = string.Format("{0} \n <br><br><b>List of nodes that are invalid or have invalid values</b>", mailEnvelop);
//foreach (var mess in nodesViolatedSchema)
// mailEnvelop = string.Format("{0} <br/><{1}>{2}</{1}>", mailEnvelop, mess.Value.NodeName, mess.Value.NodeValue);
//mailEnvelop = string.Format("{0}<br/><br/>Please search invalid nodes in attached file to locate invalid loadables.", mailEnvelop);
//AddToOutputs(this.name + "_Kickouts", notLoadable);
//AddToOutputs(this.name + "_MailEnvelope", mailEnvelop);
}
}
else
{
log.WarnFormat(jobKeyCode, "No data was passed into module {0}. No job was done", this.Name);
}
}
else
{
log.WarnFormat(jobKeyCode, "File not found: {0}", XsdFilePath);
}
AddToOutputs(this.name, documentToValidate);
}
catch (Exception ex)
{
log.ErrorFormat(jobKeyCode, "{0}", ex);
retval = StateEnums.Status.Error;
}
hpt.Stop();
duration = hpt.Duration;
}
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.Success, "", (State)o);
return retval;
}
public override StateEnums.Status Execute(Object o, Hashtable inputData)
{
log.InfoFormat(((State)o).CurrentJobHash, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
StateEnums.Status retval = StateEnums.Status.Success;
int numrecs = 0;
bool ifCreatenode = true;
Hashtable expTracker = new Hashtable();
XmlDocument xdoc = new XmlDocument();
PerfTimer hpt = new PerfTimer();
hpt.Start();
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o);
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
if (inputData.Count > 0)
{
DataTable dt = new DataTable();
if (InputToProcess.CompareTo(String.Empty) != 0)
dt = inputData[InputToProcess] as DataTable;
else
dt = inputData[0] as DataTable;
Hashtable transforms = null;
if (ifMapColumnsToFields)
transforms = GetTransformsFromColumns(dt);
else
transforms = GetTransforms();
try
{
if (dt == null)
throw (new ApplicationException("Datatable to convert to Geneva prices is null."));
XmlElement elemTransactions = xdoc.CreateElement(dt.TableName, nsuri);
if (ifUseGenevaLoaderNode)
{
XmlElement elemTable = xdoc.CreateElement("GenevaLoader", nsuri);
elemTable.AppendChild(elemTransactions);
xdoc.AppendChild(elemTable);
}
else
xdoc.AppendChild(elemTransactions);
foreach (DataRow dr in dt.Rows)
{
XmlElement elemRow = null;
if (!loaderTypeField.Equals(String.Empty))
{
System.Globalization.CultureInfo cultureInfo = System.Threading.Thread.CurrentThread.CurrentCulture;
System.Globalization.TextInfo textInfo = cultureInfo.TextInfo;
if (ifModifyCase)
loaderType = textInfo.ToTitleCase(dr[loaderTypeField].ToString().ToLower());
else
loaderType = dr[loaderTypeField].ToString();
}
if (!loaderActionField.Equals(String.Empty))
loaderAction = dr[loaderActionField].ToString();
elemRow = xdoc.CreateElement(loaderType, nsuri); // + "_" + loaderAction, nsuri);
foreach (DataColumn dc in dt.Columns)
{
try
{
ifCreatenode = true; //default
string colName = dc.ColumnName.Replace("#", "").Replace(" ", "").Replace("/", "").Trim();
if (colName.ToUpper().Equals("LOADERTYPE"))
continue;
if (transforms.ContainsKey(colName.ToUpper()))
{
string[] newTags = transforms[colName.ToUpper()].ToString().Split(',');
foreach (string targetTag in newTags)
{
XmlElement elemField = xdoc.CreateElement(targetTag, nsuri);
elemField.InnerXml = dr[dc.ColumnName].ToString().Replace("&", "");
#region date formatting processing
if (ifFormatDates)
{
if (dc.ColumnName.ToUpper().EndsWith("DATE"))
{
elemField.InnerXml = Convert.ToDateTime(elemField.InnerXml).ToString("yyyy-MM-ddTHH:mm:ss");
ifCreatenode = true;
}
}
#endregion
if (ifCreatenode)
elemRow.AppendChild(elemField);
}
}
}
catch (Exception ex)
{
log.Error(((State)o).CurrentJobHash, ex);
retval = StateEnums.Status.Warnings;
}
}
elemTransactions.AppendChild(elemRow);
numrecs++;
}
}
catch (Exception ex)
{
log.ErrorFormat(((State)o).CurrentJobHash, "Error : {0}", ex);
retval = StateEnums.Status.Error;
}
}
AddToOutputs(this.Name, xdoc);
hpt.Stop();
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.Success, "", (State)o);
log.InfoFormat(((State)o).CurrentJobHash, "DataTableToGenevaPrice {0} converted {1} records in {2} seconds.", Name, numrecs, hpt.Duration);
return retval;
}
public override int Execute(Object o, Hashtable inputData)
{
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o );
log.InfoFormat("Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
int retval = 0;
if (inputData.Count == 0) return 0;
PerfTimer hpt = new PerfTimer();
hpt.Start();
DataTable dt = new DataTable();
DataTable dtOut = new DataTable();
try
{
if (InputToProcess.CompareTo(String.Empty) != 0)
dt = (DataTable)((Hashtable)inputData)[InputToProcess];
else
dt = (DataTable)((Hashtable)inputData)[0];
if (dt != null)
recCountTotal = dt.Rows.Count;
if (IfResetOnEachRun)
ResetOutput();
if (dealFields.CompareTo(String.Empty) != 0)
{
string[] cols = dealFields.Split(',');
foreach (string col in cols)
dtOut.Columns.Add(col);
foreach (DataRow dr in dt.Rows)
{
if (dr[0].ToString().CompareTo(filter) == 0)
{
string investment = String.Empty;
DataRow drout = dtOut.NewRow();
for (int i = 0; i < dtOut.Columns.Count; i++)
{
if (dtOut.Columns[i].ColumnName.CompareTo("Action")==0) //Action
{
if (dr[i].ToString().CompareTo("Correct") == 0)
dr[i] = "Delete";
else if (dr[i].ToString().ToUpper().CompareTo("NEW") == 0)
dr[i] = "InsertUpdate";
else
drout[i] = dr[i].ToString();
}
else if (dtOut.Columns[i].ColumnName.CompareTo("BloombergTicker") == 0) //Action
{
investment = dr[i].ToString().Replace(" Equity", "");
investment = investment.Replace(" US", "");
}
else if (dtOut.Columns[i].ColumnName.CompareTo("TransIndicator") == 0) //Action
{
if (dr[i].ToString().CompareTo("B") == 0)
dr[i] = "Buy";
else if (dr[i].ToString().CompareTo("S") == 0)
dr[i] = "Sell";
}
else if (dtOut.Columns[i].ColumnName.CompareTo("SubTransIndicator") == 0) //Action
{
switch (dr[i].ToString().ToUpper())
{
case "BUY LONG":
dr[i] = "Buy";
break;
case "BUY COVER":
dr[i] = "CoverShort";
break;
case "SELL LONG":
dr[i] = "Sell";
break;
case "SELL SHORT":
dr[i] = "SellShort";
break;
}
dr[i].ToString().Replace(" Equity", "");
}
else if (dtOut.Columns[i].ColumnName.CompareTo("Quantity") == 0)
{
dr[i] = Math.Abs(Convert.ToDouble(dr[i]));
}
else if (dtOut.Columns[i].ColumnName.CompareTo("TradeDate") == 0)
{
dr[i] = Convert.ToDateTime(dr[i]).ToString("yyyy-MM-ddTHH:mm:ss");
}
else if (dtOut.Columns[i].ColumnName.CompareTo("SettlementDate") == 0)
{
dr[i] = Convert.ToDateTime(dr[i]).ToString("yyyy-MM-ddTHH:mm:ss");
}
else if (dtOut.Columns[i].ColumnName.CompareTo("SECFee") == 0)
{
try
{
double d = Convert.ToDouble(dr[i]);
dr[i] = d;
}
catch
{
dr[i] = "";
}
}
else if (dtOut.Columns[i].ColumnName.CompareTo("Folder") == 0)
{
string broker = String.Empty;
switch (dr["Field7"].ToString())
{
case "DBNY":
broker = "DBNY";
break;
case "MSNY":
broker = "MSCO";
break;
case "GS":
broker = "GSCO";
break;
}
if (dr[i].ToString().Length.Equals(6))
dr[i] = String.Format("{0}-00{1}", broker, dr[i].ToString().Replace("'", ""));
else
dr[i] = String.Format("{0}-{1}", broker, dr[i].ToString().Replace("'", ""));
}
if (i < dr.Table.Columns.Count)
if (dtOut.Columns[i].ColumnName.CompareTo("Investment") == 0)
drout[i] = investment;
else
drout[i] = dr[i].ToString();
else
{
//add any additional columns (like Investment);
if (dtOut.Columns[i].ColumnName.CompareTo("Investment") == 0)
drout[i] = investment;
}
}
dtOut.Rows.Add(drout);
recCountSuccess++;
}
}
if (dtOut.Rows.Count > 0)
AddToOutputs(this.Name, dtOut);
}
}
catch (Exception ex)
{
log.ErrorFormat("Error : {0}", ex);
retval = -1;
}
hpt.Stop();
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.DoneSuccess, "", (State)o );
UpdateRecordCount(activityIdEnding, recCountTotal, recCountSuccess, recCountTotal-recCountSuccess);
return retval;
}
public override int Execute(Object o, Hashtable inputData)
{
log.InfoFormat(job.KeyCode, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
int retval = 0;
XmlDocument xdoc = new XmlDocument();
PerfTimer hpt = new PerfTimer();
hpt.Start();
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o);
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
if (inputData.Count > 0)
{
DataTable dt = new DataTable();
if (InputToProcess.CompareTo(String.Empty) != 0)
dt = inputData[InputToProcess] as DataTable;
else
{
dt = inputData[0] as DataTable;
}
if (dt != null && dt.Rows.Count > 0)
{
recCountTotal = dt.Rows.Count;
if (dt.TableName.Equals(String.Empty))
dt.TableName = "datatable";
XmlElement elemTable = xdoc.CreateElement(dt.TableName);
xdoc.AppendChild(elemTable);
try
{
double commission = 0;
double exchangeFee = 0;
double otherFee = 0;
if (dt != null && dt.Rows.Count > 0)
{
foreach (DataRow dr in dt.Rows)
{
XmlElement elemRow = xdoc.CreateElement("datarow");
if (ifUseFuturesProcessingLogic)
{
//add new cols for comm and exp
if (!dt.Columns.Contains("COMMISSION"))
dt.Columns.Add("COMMISSION", System.Type.GetType("System.Double"));
if (!dt.Columns.Contains("EXCHANGE_FEE"))
dt.Columns.Add("EXCHANGE_FEE", System.Type.GetType("System.Double"));
if (!dt.Columns.Contains("OTHER_FEE"))
dt.Columns.Add("OTHER_FEE", System.Type.GetType("System.Double"));
}
#region Pre Process
string putCallInd = String.Empty;
string broker = String.Empty;
string strikePrice = String.Empty;
string product = String.Empty;
string LE = String.Empty;
double tradePrice = 0;
double qty = 0;
foreach (DataColumn dc in dt.Columns)
{
//string colNameR = dc.ColumnName.Replace("#", "").Replace(" ", "").Replace("/", "").Replace("\"", "").Trim();
string colNameR = dc.ColumnName.ToUpper();
switch (colNameR)
{
case "BROKER":
if (dr[colNameR].ToString().Equals("MER"))
colNameR = "MLCO";
else
broker = "MLCO";
break;
case "CALL/PUT IND":
putCallInd = dr[colNameR].ToString();
break;
case "STRIKE PRICE":
strikePrice = dr[colNameR].ToString();
break;
}
}
#endregion
foreach (DataColumn dc in dt.Columns)
{
try
{
string colNameR = dc.ColumnName.Replace("#", "").Replace(" ", "").Replace("/", "").Replace("\"", "").Trim();
XmlElement elemField = null;
if (ifUseFuturesProcessingLogic)
elemField = xdoc.CreateElement(colNameR.ToUpper());
else
elemField = xdoc.CreateElement(colNameR);
elemField.InnerXml = dr[dc.ColumnName].ToString().Replace("&", "");
#region ML Futures data processing
if (ifUseFuturesProcessingLogic)
{
#region commission related
try
{
if (dr["Description"].ToString().IndexOf("CBT 10Y TNOTE") > -1)
product = "CBT 10Y TNOTE";
else if (dr["Description"].ToString().IndexOf("CBT T-BONDS") > -1)
product = "CBT T-BONDS";
else if (dr["Description"].ToString().IndexOf("EMINI S&P 500") > -1)
product = "EMINI S&P 500";
else if (dr["Description"].ToString().IndexOf("EMINI NSDQ") > -1)
product = "EMINI NSDQ";
else if (dr["Description"].ToString().IndexOf("NYM LT CRUDE") > -1)
product = "NYM LT CRUDE";
else if (dr["Description"].ToString().IndexOf("CMX GOLD") > -1)
product = "CMX GOLD";
else if (dr["Description"].ToString().IndexOf("CBT SOYBEANS") > -1)
product = "CBT SOYBEANS";
else if (dr["Description"].ToString().IndexOf("EURO DLR") > -1)
product = "IMM EURO DLR";
LE = GetCat1CodeFromAccount(dr["ACCOUNT NUMBER"].ToString());
tradePrice = Convert.ToDouble(dr["TRADE PRICE"]);
qty = Convert.ToDouble(dr["QUANTITY"]);
}
catch (Exception ex)
{
log.Warn(job.KeyCode, ex);
}
#endregion
switch (colNameR.ToUpper())
{
case "BLOOMBERGCODE":
if (!putCallInd.Equals(String.Empty))
elemField.InnerXml = String.Format("{0}{1} {2}",
elemField.InnerXml,
putCallInd,
strikePrice.Replace(".", "").Trim('0'));
break;
//case "BROKER":
// if (elemField.InnerXml.ToUpper().Equals("MER"))
// elemField.InnerXml = "MLCO";
// break;
case "STATUS":
if (elemField.InnerXml.ToUpper().Equals("ADD") || elemField.InnerXml.ToUpper().Equals("INSERTUPDATE"))
elemField.InnerXml = "InsertUpdate";
else
elemField.InnerXml = "Delete";
break;
case "ACCOUNTNUMBER":
if (broker.CompareTo(String.Empty) != 0)
elemField.InnerXml = String.Format("{0}-{1}", broker, elemField.InnerXml);
break;
case "BUYORSELL":
if (elemField.InnerXml.ToUpper().Equals("B"))
elemField.InnerXml = "Buy";
else
elemField.InnerXml = "Sell";
break;
case "CONTRACTYYYYMM":
try
{
string s = elemField.InnerXml.Replace("\"", "");
if (s.Length == 6)
s = String.Format("{0}-{1}-01", s.Substring(0, 4), s.Substring(4, 2));
DateTime dtt = Convert.ToDateTime(s);
elemField.InnerXml = dtt.ToString("yyyy-MM-ddTHH:mm:ss");
}
catch (Exception ex)
{ log.Warn(job.KeyCode, ex); }
break;
case "TRADEDATE":
case "TRADETIME":
try
{
string s = elemField.InnerXml.Replace("\"", "");
string dts;
if (s[1].Equals('/') || s.Length.Equals(10))
dts = s; //.Replace(" ", "T").Replace("TPM", " PM").Replace("TAM", " AM");
else
dts = String.Format("{0}-{1}-{2}", s.Substring(0, 4), s.Substring(4, 2), s.Substring(6, 2));
DateTime dtt = Convert.ToDateTime(dts);
elemField.InnerXml = dtt.ToString("yyyy-MM-ddTHH:mm:ss");
}
catch (Exception ex)
{ log.Warn(job.KeyCode, ex); }
break;
case "COMMISSION":
try
{
commission = GetCommAndFees("Commission", "Future", "MLCO", String.Empty, product, LE, "US", String.Empty, String.Empty, tradePrice, qty, 0);
}
catch (Exception ex)
{ log.Warn(job.KeyCode, ex); }
break;
case "EXCHANGE_FEE":
try
{
exchangeFee = GetCommAndFees("Exchange", "Future", "MLCO", String.Empty, product, LE, "US", String.Empty, String.Empty, tradePrice, qty, 0);
}
catch (Exception ex)
{ log.Warn(job.KeyCode, ex); }
break;
case "OTHER_FEE":
try
{
otherFee = GetCommAndFees("Clearing", "Future", "MLCO", String.Empty, product, LE, "US", String.Empty, String.Empty, tradePrice, qty, 0);
}
catch (Exception ex)
{ log.Warn(job.KeyCode, ex); }
break;
}
}
#endregion
if (ifUseFuturesProcessingLogic && colNameR != "COMMISSION" && colNameR != "EXCHANGE_FEE" && colNameR != "OTHER_FEE")
elemRow.AppendChild(elemField);
else
elemRow.AppendChild(elemField);
}
catch (Exception ex)
{
log.Error(job.KeyCode, ex);
}
}
#region Added for Geneva commission and expense records
if (ifUseFuturesProcessingLogic)
{
//first record
string nonCapCurrency = String.Empty;
int noncapNumber = 1;
string nonCapExpenseCode = "FuturesCommissionExpense";
string nonCapLocationAccount = String.Empty;
double nonCapAmount = commission;
XmlElement expenseNode = CreateNonCapExpenseNode(xdoc, nonCapCurrency, noncapNumber, nonCapExpenseCode, nonCapLocationAccount, nonCapAmount);
elemRow.AppendChild(expenseNode);
//second record
noncapNumber = 2;
nonCapExpenseCode = "FuturesExchangeFee";
nonCapAmount = exchangeFee + otherFee;
expenseNode = CreateNonCapExpenseNode(xdoc, nonCapCurrency, noncapNumber, nonCapExpenseCode, nonCapLocationAccount, nonCapAmount);
elemRow.AppendChild(expenseNode);
}
#endregion
elemTable.AppendChild(elemRow);
recCountSuccess++;
}
}
}
catch (Exception ex)
{
log.ErrorFormat(job.KeyCode, "Error : {0}", ex);
retval = -1;
recCountSuccess = 0;
recCountFailed = recCountTotal;
}
}
}
AddToOutputs(this.Name, xdoc);
hpt.Stop();
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.DoneSuccess, "", (State)o);
UpdateRecordCount(activityIdEnding, recCountTotal, recCountSuccess, recCountFailed);
log.InfoFormat(job.KeyCode, "DataTableToXmlDeprecated {0} converted {1} records in {2} seconds.", Name, recCountTotal, hpt.Duration);
return retval;
}
public override StateEnums.Status Execute(Object o, Hashtable inputData)
{
log.InfoFormat(jobKeyCode, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
StateEnums.Status retval = 0;
double duration = 0;
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o);
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
if (!ColumnToMap.Equals(string.Empty) || ColumnIndexToMap!=0 )
{
PerfTimer hpt = new PerfTimer();
hpt.Start();
DataTable dt = null ;
DataTable dtOut;
if (InputToProcess.CompareTo(String.Empty) != 0)
dt = inputData[InputToProcess] as DataTable;
if (dt!=null)
{
dtOut = dt.Copy();
try
{
if (string.IsNullOrEmpty(ColumnFromMap))
ColumnFromMap = ColumnToMap;
string columnNameFromMap = string.IsNullOrEmpty(ColumnFromMap)
? (string.IsNullOrEmpty(ColumnToMap)
? dtOut.Columns[ColumnIndexToMap].ColumnName
: ColumnToMap)
: ColumnFromMap;
//VJ string columnNameToMap = ValuepairsMapfile.Equals(string.Empty)
// ? dtOut.Columns[ColumnIndexToMap].ColumnName
// : ValuepairsMapfile;
string columnNameToMap = ColumnToMap.Equals(string.Empty)
? dtOut.Columns[ColumnIndexToMap].ColumnName
: ColumnToMap;
//foreach (var map in GetValuesPair())
//{
// DataRow[] rows = dtOut.Select(columnNameToMap+"='"+map.Key+"'");
// foreach(DataRow row in rows)
// {
// row[columnNameToMap]=map.Value;
// }
//}
//VJ Loop s/b through records to map, looping through map dictionary
// with select from source table by key can be a big overhead
//
//later add whatever type conversion may be necessary? for now use as string...
Dictionary<string, string> mapTable = GetValuesPair(jobKeyCode);
if (mapTable.Count > 0)
{
if (IfTraverseSourceDataSet)
{
foreach (DataRow row in dtOut.Rows)
{
string checkKey = row[columnNameFromMap].ToString();
if (mapTable.ContainsKey(checkKey))
row[columnNameToMap] = mapTable[checkKey];
}
}
else
{
foreach (var map in mapTable)
{
DataRow[] rows = dtOut.Select(string.Format("[{0}]='{1}'", columnNameFromMap, map.Key));
foreach (DataRow row in rows)
row[columnNameToMap] = map.Value;
}
}
}
else
{
log.WarnFormat(jobKeyCode, string.Format("ValuepairsMapfile {0} does not contain pairs!", ValuepairsMapfile));
}
}
catch (Exception ex)
{
log.ErrorFormat(jobKeyCode, "Error happens during execution module {0} {1}", this.name, ex.Message);
log.ErrorFormat(jobKeyCode, "{0}", ex);
retval = StateEnums.Status.Error;
}
finally
{
if (dtOut != null)
{
if (string.IsNullOrEmpty(dtOut.TableName))
dtOut.TableName = this.Name;
AddToOutputs(this.Name, dtOut);
}
hpt.Stop();
duration = hpt.Duration;
}
}
else
{
log.WarnFormat(jobKeyCode,"No data was paased to {0}",this.Name);
log.WarnFormat(jobKeyCode, "Nothig was produces and posted to the data bus");
}
}
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.Success, "", (State)o);
return retval;
}
internal void Compile(GenerationRules generation, JasperRuntime runtime, PerfTimer timer)
{
_generation = generation;
_container = runtime.Container;
}
public override StateEnums.Status Execute(Object o, Hashtable inputData)
{
log.InfoFormat(jobKeyCode, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString(CultureInfo.InvariantCulture) : "no");
StateEnums.Status retval = 0;
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o);
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
DataTable dtOut = null;
_ds.Tables.Clear();
string errorMsg = string.Empty;
if (inputData.Count > 0)
{
if (InputToProcess.CompareTo(String.Empty) == 0)
{
errorMsg = "No inputs was passed to DataTableJoiner module!";
log.Error(jobKeyCode, errorMsg);
throw new Exception(errorMsg);
}
PerfTimer hpt = new PerfTimer();
hpt.Start();
try
{
List<string> dataTablesToJoin = DataTablesJoinHelper.GetGenericListFromDelimString(InputToProcess, ',');
if (dataTablesToJoin.Count != 2)
{
errorMsg = "Icorrect number of tables to join. Two datatable names must be passed as Inputs to DataTableJoiner module!";
log.Error(jobKeyCode, errorMsg);
throw new Exception(errorMsg);
}
if (_leftJoinColumns.Count < 1)
{
errorMsg = "Number of Left table columns to join on must be 1 or more and passed as LeftJoinColumns parameter to DataTableJoiner module!";
log.Error(jobKeyCode, errorMsg);
throw new Exception(errorMsg);
}
if (_rightJoinColumns.Count < 1)
{
errorMsg = "Number of Right table columns to join on must be 1 or more and passed as RightJoinColumns parameter to DataTableJoiner module!";
log.Error(jobKeyCode, errorMsg);
throw new Exception(errorMsg);
}
DataTable leftTable = inputData[dataTablesToJoin[0]] as DataTable;
if (leftTable == null)
{
errorMsg = string.Format("Input data {0} is not valid type DataTable!", dataTablesToJoin[0]);
log.Error(jobKeyCode, errorMsg);
throw new Exception(errorMsg);
}
DataTable rightTable = inputData[dataTablesToJoin[1]] as DataTable;
if (rightTable == null)
{
errorMsg = string.Format("Input data {0} is not valid type DataTable!", dataTablesToJoin[1]);
log.Error(jobKeyCode, errorMsg);
throw new Exception(errorMsg);
}
string logMsg = string.Empty;
mailEnvelop += "<br/> Joined Table stats:";
dtOut = DataTablesJoinHelper.JoinTables(_ds,
leftTable,
rightTable,
_leftJoinColumns,
_rightJoinColumns,
_outputColumns,
_joinType,
_joinDisambiguationType
);
recCountSuccess = +leftTable.Rows.Count;
log.InfoFormat(jobKeyCode, "Joined {0} rows from Left table {1}", leftTable.Rows.Count, leftTable.TableName);
recCountSuccess = +rightTable.Rows.Count;
log.InfoFormat(jobKeyCode, "Joined {0} rows from Right table {1}", rightTable.Rows.Count, rightTable.TableName);
recCountSuccess = +dtOut.Rows.Count;
mailEnvelop += string.Format("<br/>{0}", "Join operation resulted in {0} rows in table {1}", dtOut.Rows.Count, dtOut.TableName);
}
catch (Exception ex)
{
log.ErrorFormat(jobKeyCode, "{0}", ex);
retval = StateEnums.Status.Error;
}
finally
{
if (dtOut != null)
{
if (dtOut.Rows.Count > 0 || _ifAddEmptyDataTableToOutput)
{
dtOut.TableName = string.IsNullOrEmpty(this.OutputTableName) ? this.name : this.OutputTableName;
AddToOutputs(this.Name, dtOut);
AddToOutputs(this.Name + "_MailEnvelop", mailEnvelop);
}
else
{
AddToOutputs(this.Name + "_MailEnvelop", string.Format("<br/>No data was put on bus as result of joining data tables in {0}", this.Name));
}
}
hpt.Stop();
}
}
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.Success, "", (State)o);
UpdateRecordCount(activityIdEnding, recCountTotal, recCountSuccess, recCountFailed);
return retval;
}
public LightweightJasperStartup(JasperRuntime runtime, PerfTimer timer, Task handlerCompilation)
{
_runtime = runtime;
_timer = timer;
_handlerCompilation = handlerCompilation;
}
public async override Task <long> SendChunkAsync(TransferConnection transfer, long filePos, int bytesRequired)
{
var startTime = DateTime.UtcNow;
if (IsSegmentNeededAttached)
{
var ea = new UploadItemSegmentEventArgs
{
UploadItem = this,
Magnet = Content.Magnet,
Position = filePos,
Length = bytesRequired
};
OnSegmentNeeded(ea);
if (ea.FromCache)
{
await transfer.SendAsync(ea.Stream).ConfigureAwait(false);
Interlocked.Add(ref _uploadedBytes, ea.Length);
return(bytesRequired);
}
}
long bytesCopied = 0;
if (UploadDelay != 0)
{
await Task.Delay(UploadDelay).ConfigureAwait(false);
}
var sw = PerfTimer.StartNew();
using (new PerfLimit(() =>
$"Slow http request {SystemPath} pos: {filePos} len: {bytesRequired} filelen: {Content.Magnet.Size}", 4000))
{
try
{
// custom http connections pool
await Manager.CopyChunkToTransferAsync(transfer, SystemPath, filePos, bytesRequired).ConfigureAwait(false);
// default http connections pool
//var responseStream = await HttpHelper.GetHttpChunkAsync(SystemPath, filePos, bytesRequired).ConfigureAwait(false);
//await transfer.SendAsync(responseStream).ConfigureAwait(false);
bytesCopied = bytesRequired;
Interlocked.Add(ref _uploadedBytes, bytesCopied);
}
catch (Exception x)
{
Logger.Error("DownloadChunk error: {0}", x.Message);
}
}
sw.Stop();
HttpHelper.RegisterDownloadTime((int)sw.ElapsedMilliseconds);
if (IsSegmentDownloadedAttached)
{
OnSegmentDownloaded(new UploadItemSegmentEventArgs
{
UploadItem = this,
Magnet = Content.Magnet,
Position = filePos,
Length = bytesRequired,
RequestedAt = startTime,
DownloadingTime = sw.Elapsed
});
}
return(bytesCopied);
}
private async void OnMessageAdcget(ADCGETMessage adcgetMessage)
{
var reqItem = new ContentItem();
if (adcgetMessage.Type == ADCGETType.Tthl)
{
SendMessageAsync(new ErrorMessage {
Error = "File Not Available"
}.Raw);
return;
}
if (adcgetMessage.Type == ADCGETType.File)
{
if (adcgetMessage.Request.StartsWith("TTH/"))
{
reqItem.Magnet = new Magnet {
TTH = adcgetMessage.Request.Remove(0, 4)
};
}
else
{
reqItem.Magnet = new Magnet {
FileName = adcgetMessage.Request
};
}
}
_requests.Update(1);
_isResponding = true;
if (!SlotUsed)
{
var ea = new CancelEventArgs();
OnSlotRequest(ea);
if (ea.Cancel)
{
Logger.Info("Can't start upload to {0}, no slots available", Source);
SendMessageAsync(new MaxedOutMessage().Raw);
return;
}
SlotUsed = true;
}
if (UploadItem == null || UploadItem.Content.Magnet.TTH != reqItem.Magnet.TTH)
{
var ea = new UploadItemEventArgs {
Transfer = this, Content = reqItem
};
OnUploadItemNeeded(ea);
if (UploadItem != null)
{
var uea = new UploadItemEventArgs();
OnUploadItemDispose(uea);
if (!uea.Handled)
{
UploadItem.Dispose();
}
}
UploadItem = ea.UploadItem;
if (ea.UploadItem == null)
{
SendMessageAsync(new ErrorMessage {
Error = "File Not Available"
}.Raw);
return;
}
}
if (adcgetMessage.Start >= UploadItem.Content.Magnet.Size)
{
SendMessageAsync(new ErrorMessage {
Error = "File Not Available"
}.Raw);
return;
}
if (adcgetMessage.Start + adcgetMessage.Length > UploadItem.Content.Magnet.Size)
{
Logger.Warn("Trim ADCGET length to file actual length {0}/{1}",
adcgetMessage.Start + adcgetMessage.Length, UploadItem.Content.Magnet.Size);
adcgetMessage.Length = UploadItem.Content.Magnet.Size - adcgetMessage.Start;
}
var uploadItem = UploadItem;
if (_disposed || uploadItem == null)
{
return;
}
var sw = PerfTimer.StartNew();
await SendAsync(new ADCSNDMessage
{
Type = ADCGETType.File,
Request = adcgetMessage.Request,
Start = adcgetMessage.Start,
Length = adcgetMessage.Length
}.Raw + "|").ConfigureAwait(false);
try
{
if (_disposed)
{
return;
}
await uploadItem.SendChunkAsync(this, adcgetMessage.Start, (int)adcgetMessage.Length).ConfigureAwait(false);
Stream.Flush();
sw.Stop();
_isResponding = false;
ServiceTime.Update((int)sw.ElapsedMilliseconds);
}
catch (Exception x)
{
Logger.Error("Upload read error {0} (L:{1}) {2} {3} ms",
x.Message,
adcgetMessage.Length,
uploadItem.Content.SystemPath,
sw.ElapsedMilliseconds);
Dispose();
}
}
public override int Execute(Object o, Hashtable inputData)
{
log.InfoFormat(job.KeyCode, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
State state = (State)o;
int retval = 0;
int runId = 0;
double duration = 0;
config = new ConfigHelper(job.Config);
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o);
XmlDocument sourceXdoc = new XmlDocument();
if (inputData.Count > 0)
{
PerfTimer hpt = new PerfTimer();
hpt.Start();
DataTable dtOut = new DataTable();
string flags = "-x";
try
{
string runrepSessionID = String.Empty;
loaderResultsStruct loaderReturn = null;
Service webServ = null;
if (InputToProcess.CompareTo(String.Empty) != 0)
sourceXdoc = (XmlDocument)((Hashtable)inputData)[InputToProcess];
else
sourceXdoc = (XmlDocument)((Hashtable)inputData)[0];
if (sourceXdoc != null && sourceXdoc.InnerXml != null && !sourceXdoc.InnerXml.Equals(String.Empty) && sourceXdoc.DocumentElement.FirstChild.ChildNodes.Count > 0)
{
sourceXdoc.InnerXml = sourceXdoc.InnerXml.Replace("http://www.advent.com/SchemaRevLevel248/Geneva", "http://www.advent.com/SchemaRevLevel371/Geneva");
if (nsuri.Equals(String.Empty))
nsuri = ((sourceXdoc).DocumentElement).NamespaceURI;
int i = 0;
Hashtable htXmlData = new Hashtable();
Hashtable htUserTranId1Ref = new Hashtable();
Hashtable htIdentifierRef = new Hashtable();
Hashtable htTypeIndicatorRef = new Hashtable();
Hashtable htSubTypeIndicatorRef = new Hashtable();
XmlNodeList nodeList = null;
if (sourceXdoc.DocumentElement.FirstChild.Name.Equals("GenevaLoader"))
nodeList = sourceXdoc.DocumentElement.FirstChild.ChildNodes;
else
nodeList = sourceXdoc.DocumentElement.ChildNodes;
string dataType = sourceXdoc.DocumentElement.FirstChild.Name;
foreach (XmlNode node in nodeList)
{
string loaderType = String.Empty;
string loaderAction = String.Empty;
string userTranId1 = String.Empty;
string identifier = String.Empty;
foreach (XmlNode subNode in node.ChildNodes)
{
XmlDocument xdocXmlData = new XmlDocument();
XmlNode rootXmlData = xdocXmlData.CreateElement(recordType);
xdocXmlData.AppendChild(rootXmlData);
string[] loaderKeys = subNode.Name.Split('_');
loaderType = loaderKeys[0];
if (loaderKeys.Length > 1)
loaderAction = loaderKeys[1];
else
loaderAction = "InsertUpdate";
recCountTotal = subNode.ChildNodes.Count;
GetGenevaTransactionKeys(htUserTranId1Ref, htTypeIndicatorRef, ref loaderType, ref loaderAction, ref userTranId1, ref identifier, subNode, loaderKeys);
XmlNode subNodeCopy = xdocXmlData.CreateElement(subNode.Name);
subNodeCopy.InnerXml = subNode.InnerXml;
xdocXmlData.FirstChild.AppendChild(subNodeCopy);
if (!htSubTypeIndicatorRef.Contains(identifier))
htSubTypeIndicatorRef.Add(identifier, loaderAction + "Type");
htXmlData.Add(i, ConvertXmlData(xdocXmlData));
htIdentifierRef.Add(i, identifier);
i++;
}
}
try
{
ifRetry = true;
int numtries = 1;
bool isContingency = false;
DateTime runStartTime = DateTime.Now;
GetSubAdvisorActivityName(state, ref activityName);
runId = AddActivityRun(activityName, state.SourceFileName, sourceXdoc.DocumentElement.FirstChild.ChildNodes.Count);
while (ifRetry)
{
try
{
webServ = null;
while (webServ == null && numtries < 12)
{
log.InfoFormat(job.KeyCode, "Attempting Geneva SOAP RunCallableLoader [retry #{3}] on {0}:{1} with flags {2}", host, port, flags, numtries);
webServ = new Service();
if (webServ == null)
Thread.Sleep(5000);
numtries++;
}
if (webServ == null)
{
log.ErrorFormat(job.KeyCode, "Web service not constructed (null value)");
retval = -1;
throw new System.Web.Services.Protocols.SoapException();
}
else
{
log.InfoFormat(job.KeyCode, "Web service constructed successfully");
webServ.Timeout = timeout;
log.InfoFormat(job.KeyCode, "Web service timeout assigned: {0}", timeout);
webServ.Url = ConfigUtils.MetaTagReplacer(url);
log.InfoFormat(job.KeyCode, "Web url assigned: {0}", webServ.Url);
if (runrepSessionID.Equals(String.Empty))
try
{
runrepSessionID = webServ.StartCallableLoader(port, host, uid, pwd);
log.InfoFormat(job.KeyCode, "Runrep session started successfully [Runrep ID: {0}]", runrepSessionID);
}
catch (Exception ex)
{
log.WarnFormat(job.KeyCode, "Failed to start runrep session: {0} [Runrep ID: {1}]", ex, runrepSessionID);
retval = -1;
throw new System.Web.Services.Protocols.SoapException();
}
}
try
{
loaderReturn = webServ.RunCallableLoader(runrepSessionID, sourceXdoc.InnerXml, flags);
log.InfoFormat(job.KeyCode, "Callable Loader session was successful [Runrep ID: {0}]", runrepSessionID);
DataTable dtResults = new DataTable();
dtResults.Columns.Add("Status");
dtResults.Columns.Add("Message");
dtResults.Columns.Add("KeyValue");
for (int j = 0; j < loaderReturn.results.Length; j++)
{
DataRow dr = dtResults.NewRow();
dr["Status"] = loaderReturn.results[j].status.ToString();
dr["Message"] = loaderReturn.results[j].message.ToString();
dr["KeyValue"] = loaderReturn.results[j].keyValue.ToString();
dtResults.Rows.Add(dr);
}
dtResults.DefaultView.Sort = "Status,Message,KeyValue";
mailEnvelop = String.Empty;
string lastStatus = "";
string lastmsgg = "";
foreach (DataRowView dr in dtResults.DefaultView)
{
if (!dr["Status"].ToString().Equals(lastStatus))
{
mailEnvelop += String.Format("Status: {0}<br>", dr["Status"].ToString());
lastStatus = dr["Status"].ToString();
}
if (!dr["Message"].ToString().Equals(lastmsgg))
{
mailEnvelop += String.Format("&nspc;&nspc;&nspc;Message: {0}<br>", dr["Message"].ToString());
lastmsgg = dr["Message"].ToString();
}
mailEnvelop += String.Format("&nspc;&nspc;&nspc;&nspc;&nspc;&nspc;ID: {0}<br>", dr["KeyValue"].ToString());
}
}
catch (Exception ex)
{
log.ErrorFormat(job.KeyCode, "Failed to run Callable Loader session: {0} [Runrep ID: {1}]", ex, runrepSessionID);
retval = -1;
throw new System.Web.Services.Protocols.SoapException();
}
if (isContingency)
SendMailMessage(job.KeyCode, ListTo, ListFrom, Subject, "Geneva SOAP call succeeded.");
try
{
webServ.ShutdownCallableSession(runrepSessionID);
retval = -1;
log.InfoFormat(job.KeyCode, "Shut down SOAP session OK {0}.", runrepSessionID);
}
catch (Exception ex)
{
log.WarnFormat(job.KeyCode, "Error shutting down SOAP session: {0} [Runrep ID: {1}]", ex, runrepSessionID);
}
recCountSuccess++;
ifRetry = false;
}
catch (Exception wex)
{
try
{
webServ.ShutdownCallableSession(runrepSessionID);
retval = -1;
log.InfoFormat(job.KeyCode, "Shut down SOAP session OK {0}.", runrepSessionID);
}
catch (Exception ex)
{
log.WarnFormat(job.KeyCode, "Error shutting down SOAP session: {0} [Runrep ID: {1}]", ex, runrepSessionID);
}
if (wex.Message.IndexOf("Unknown element") > -1)
throw (new ApplicationException(wex.Message));
if (DateTime.Now.CompareTo(runStartTime.AddMinutes(minutesSoapRetry)) < 0)
{
isContingency = true;
runrepSessionID = String.Empty;
ifRetry = ifOverrideSoapErrorRetry ? false : true;
if (!ListTo.Equals(String.Empty))
SendMailMessage(job.KeyCode, ListTo, ListFrom, Subject, wex.ToString());
retval = -1;
Thread.Sleep(60000);
}
else
{
log.ErrorFormat(job.KeyCode, "Geneva SOAP call timed out. Giving up now.");
SendMailMessage(job.KeyCode, ListTo, ListFrom, Subject, "Geneva SOAP call timed out. Giving up now.");
ifRetry = false;
retval = -99;
}
}
}
}
catch (Exception exl)
{
log.Warn(job.KeyCode, exl);
retval = -1;
}
finally
{
if (loaderReturn != null)
{
UpdateActivityRun(runId, activityName, dataType, state.SourceFileName, sourceXdoc.DocumentElement.FirstChild.ChildNodes.Count,
loaderReturn, htIdentifierRef, htUserTranId1Ref, htTypeIndicatorRef, htXmlData);
}
else
log.WarnFormat(job.KeyCode, "{0} is not set up in Geneva as valid Activity.", activityName);
}
}
}
catch (Exception ex)
{
log.ErrorFormat(job.KeyCode, "Error : {0}", ex);
retval = -99;
}
hpt.Stop();
duration = hpt.Duration;
}
AddToOutputs(this.Name, sourceXdoc);
AddToOutputs(this.Name + "MailEnvelop", mailEnvelop);
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.Success, "", (State)o );
UpdateRecordCount(activityIdEnding, recCountTotal, recCountSuccess, recCountFailed);
log.InfoFormat(job.KeyCode, "GenevaSoapSelect {0} processed {1} of {2} records in {1} seconds.", Name, recCountSuccess, recCountTotal, duration);
return retval;
}
public override StateEnums.Status Execute(Object o, Hashtable inputData)
{
log.InfoFormat(jobKeyCode, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
StateEnums.Status retval = StateEnums.Status.Success;
PerfTimer hpt = new PerfTimer();
hpt.Start();
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
try
{
if (inputData.Count > 0)
{
DataTable dt = new DataTable();
if (InputToProcess.CompareTo(String.Empty) != 0)
dt = inputData[InputToProcess] as DataTable;
else
dt = inputData[0] as DataTable;
if (dt != null && dt.Rows.Count > 0)
{
recCountTotal = dt.Rows.Count;
try
{
var xmlDocument = new XmlDocument();
if (dt.Columns.Contains(assetTypeField))
{
if (dt.Columns[0].ColumnName.Equals("BOSSTradeID"))
{
if (dt.Rows[0][assetTypeField].ToString() == "IRS"
|| dt.Rows[0][assetTypeField].ToString() == "OIS"
|| dt.Rows[0][assetTypeField].ToString() == "FRA"
|| dt.Rows[0][assetTypeField].ToString() == "BAS")
xmlDocument = ProcessBossIrs(dt);
else
if(dt.Rows[0][assetTypeField].ToString() == "FXO")
xmlDocument = ProcessBossFxo(dt, ref retval);
}else
if (dt.Rows[0][assetTypeField].ToString() == "SWAPS" || dt.Rows[0][assetTypeField].ToString() == "FRA")
xmlDocument = ProcessIRS_FRA(jobKeyCode, dt);
else if (dt.Rows[0][assetTypeField].ToString() == "CDS")
xmlDocument = ProcessCDS(dt);
else if (dt.Rows[0][assetTypeField].ToString() == "Bonds")
xmlDocument = ProcessBonds(dt);
else if (dt.Rows[0][assetTypeField].ToString() == "Swaptions")
xmlDocument = ProcessSwaptions(jobKeyCode,dt);
else if (dt.Rows[0][assetTypeField].ToString() == "FXO")
xmlDocument = ProcessFXO(dt);
else if (dt.Rows[0][assetTypeField].ToString() == "CDX")
xmlDocument = ProcessCDX(dt);
else if (dt.Rows[0][assetTypeField].ToString() == "ABX")
xmlDocument = ProcessABX(dt);
else if (dt.Rows[0][assetTypeField].ToString() == "Future")
xmlDocument = ProcessBOSSFutures(dt);
}
AddToOutputs(this.Name, xmlDocument);
}
catch (Exception ex)
{
log.ErrorFormat(jobKeyCode, "Error happens during transformation datatable transfromation to Xml {0}", ex.Message);
log.Error(jobKeyCode, ex);
retval = StateEnums.Status.Warnings;
recCountSuccess = 0;
recCountFailed = recCountTotal;
}
}
}
}
catch (Exception ex)
{
log.Error(jobKeyCode, ex);
retval = StateEnums.Status.Error;
}
hpt.Stop();
log.InfoFormat(jobKeyCode, "DataTableToXml {0} converted {1} records in {2} seconds.", Name, recCountTotal, hpt.Duration);
return retval;
}
public override StateEnums.Status Execute(Object o, Hashtable inputData)
{
log.InfoFormat(((State)o).CurrentJobHash, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
StateEnums.Status retval = StateEnums.Status.Success;
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
PerfTimer hpt = new PerfTimer();
hpt.Start();
try
{
if (String.IsNullOrEmpty(RequestSource) == false && inputData[RequestSource] != null)
xdocSourceData = inputData[RequestSource] as XmlDocument;
if (propertiesLite.ContainsKey("MarketDate"))
//Meta Tag replacement on mudule properties happens at job's launch
//marketDate = Convert.ToDateTime(ConfigUtils.MetaTagReplacer(propertiesLite["MarketDate"]));
marketDate = Convert.ToDateTime(propertiesLite["MarketDate"]);
int retryCounter = 2;
while (retryCounter-- > 0)
{
try
{
// Right now, usage of the BITS WCF client is MDA-specific. In the future, BITS should implement
// a WCF client factory which are capable of handling other service-specific wcf interfaces.
ICallableMdaClient wcf = executionEngine.MdaProxy as ICallableMdaClient;
switch (wcfFactoryType)
{
case "MDA":
MdaRequestLite req = new MdaRequestLite();
req.MarketDate = marketDate;
req.RequestName = requestName;
req.RequestType = requestType;
req.SourceData = xdocSourceData != null && xdocSourceData.FirstChild != null ?
xdocSourceData.FirstChild as XmlElement : null;
req.PropertiesLite = propertiesLite;
#region unused
//XmlNode xmlnodeValuationDate = null;
//string marketDate = GetParameterString("MarketDate");
//PricingRequestType reqTypeEnum = (PricingRequestType)Enum.Parse(typeof(PricingRequestType), RequestType, true);
//if (reqTypeEnum != PricingRequestType.Download && xdoc == null)
// throw new ApplicationException("There is no position file to upload to MarkIt.");
//string requestName = "MarkItValuation_" + reqTypeEnum;
//req.RequestName = ""; //requestName;
//if (requestType.Equals(PricingRequestType.Download))
//{
// string marketDate = GetParameterString("MarketDate");
// if (marketDate != "")
// req.MarketDate = DateTime.ParseExact(marketDate, "yyyyMMdd", CultureInfo.InvariantCulture);
// else
// {
// req.MarketDate = DateTime.Parse(inputData["RunDate"].ToString());
// }
//}
//req.MarketDate = DateTime.Parse(xmlnodeValuationDate.InnerText);
// ...Testing only... req.MarketDate = (DateTime)inputData["RunDate"];
//req.SourceName = "XmlSource";
//req.FeedName = "MarkitValuationFeed";
//req.TemplateName = "MarkitValuationTemplate";
//req.Properties["PricingRequestType"] = requestType;
//if (xdocSourceData != null)
//{
// xmlnodeValuationDate = xdocSourceData.SelectSingleNode("//valuationdate");
// if (xmlnodeValuationDate != null)
// req.MarketDate = DateTime.Parse(xmlnodeValuationDate.InnerText);
//}
#endregion
wcf.SubmitRequest(req);
retryCounter = 0;
break;
}
}
catch (Exception ex)
{
log.Warn(ex);
log.WarnFormat(((State)o).CurrentJobHash, "Request failed. Retrying wcf proxy [{0} tries left.]", retryCounter);
executionEngine.ResetMdaProxy();
}
}
}
catch (Exception ex)
{
log.Error(((State)o).CurrentJobHash, ex);
retval = StateEnums.Status.Error;
}
hpt.Stop();
log.InfoFormat(((State)o).CurrentJobHash, "WcfClient [{0}] completed in {1} seconds.", Name, hpt.Duration);
return retval;
}
public override StateEnums.Status Execute(Object o, Hashtable inputData)
{
log.InfoFormat(((State)o).CurrentJobHash, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
StateEnums.Status retval = StateEnums.Status.Success;
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o);
PerfTimer hpt = new PerfTimer();
hpt.Start();
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
string filename = ((State)o).SourceFileName;
DataTable dt = new DataTable();
DataTable dtOut = new DataTable("TransactionRecords");
if (InputToProcess.CompareTo(String.Empty) != 0)
dt = (DataTable)((Hashtable)inputData)[InputToProcess];
else
dt = (DataTable)((Hashtable)inputData)[0];
try
{
//build datatable off fields from file
foreach (DataColumn dc in dt.Columns)
dtOut.Columns.Add(dc.ColumnName);
if(!dtOut.Columns.Contains("KeyValue")) dtOut.Columns.Add("KeyValue");
if (!dtOut.Columns.Contains("KeyName")) dtOut.Columns.Add("KeyName");
if (!dtOut.Columns.Contains("UserTranId1")) dtOut.Columns.Add("UserTranId1");
if (!dtOut.Columns.Contains("Strategy")) dtOut.Columns.Add("Strategy");
if (!dtOut.Columns.Contains("LocationAccount")) dtOut.Columns.Add("LocationAccount");
if (!dtOut.Columns.Contains("NetCounterAmount")) dtOut.Columns.Add("NetCounterAmount");
if (!dtOut.Columns.Contains("NetInvestmentAmount")) dtOut.Columns.Add("NetInvestmentAmount");
//prepare deal type filter
string[] dealfilters = filter.Split(',');
for (int i = 0; i < dealfilters.Length; i++)
dealfilters[i] = dealfilters[i].ToUpper();
//process row from file
foreach (DataRow dr in dt.Rows)
{
string dealtype = dr[0].ToString();
string keyValue = String.Empty;
string userTranId1 = String.Empty;
string portfolio = "AMF";
string investment = String.Empty;
string strategy = String.Empty;
string locationAccount = String.Empty;
string broker = String.Empty;
string netCounterAmount = "CALC";
string netInvestmentAmount = "CALC";
try
{
if (filename.IndexOf("Luxor") > -1)
strategy = "SADV-LUXOR";
else if (filename.IndexOf("Sequence") > -1)
strategy = "SADV-SEQUENCE";
else if (filename.IndexOf("Shannon") > -1)
strategy = "SADV-SHANNON";
if (filter.Equals("*") || dealfilters.Contains<string>(dealtype.ToUpper()))
{
//create new datarow
DataRow drout = dtOut.NewRow();
//process fields
foreach (DataColumn dc in dtOut.Columns)
{
string columnName = dc.ColumnName;
switch (columnName)
{
case "DealType":
dr[columnName] = dealtype;
break;
case "DealId":
keyValue = "SADV_" + dr[columnName].ToString();
userTranId1 = keyValue;
break;
case "Action":
if (dr[columnName].ToString().ToUpper().Equals("CORRECT"))
dr[columnName] = "Delete";
else if (dr[columnName].ToString().ToUpper().Equals("NEW"))
dr[columnName] = "InsertUpdate";
else
drout[columnName] = dr[columnName].ToString();
break;
case "BloombergTicker":
switch (dealtype.ToUpper())
{
case "EQUITYDEAL":
investment = dr[columnName].ToString().Replace(" Equity", "");
investment = investment.Replace(" US", "");
break;
case "OPTIONDEAL":
investment = dr[columnName].ToString().Trim().Replace(" ", "+");
break;
}
dr[columnName] = investment;
break;
case "CUSIP":
if (dealtype.ToUpper().Equals("BONDDEAL"))
investment = dr[columnName].ToString().Trim();
break;
case "TransIndicator":
if (dr[columnName].ToString().Equals("B"))
dr[columnName] = "Buy";
else if (dr[columnName].ToString().Equals("S"))
dr[columnName] = "Sell";
break;
case "SubTransIndicator":
switch (dr[columnName].ToString().ToUpper())
{
case "BUY LONG":
dr[columnName] = "Buy";
break;
case "BUY COVER":
dr[columnName] = "CoverShort";
break;
case "SELL LONG":
dr[columnName] = "Sell";
break;
case "SELL SHORT":
dr[columnName] = "SellShort";
break;
}
dr[columnName].ToString().Replace(" Equity", "");
break;
case "ExchangeRate":
dr[columnName] = 1.0;
break;
case "Quantity":
double val = 0;
if (dealtype.ToUpper().Equals("BONDDEAL") && strategy.Equals("SADV-LUXOR"))
double.TryParse(dr["Reserved5"].ToString(), out val);
else
double.TryParse(dr[columnName].ToString(), out val);
dr[columnName] = Math.Abs(val);
break;
case "TradeDate":
case "SettlementDate":
dr[columnName] = Convert.ToDateTime(dr[columnName]).ToString("yyyy-MM-ddTHH:mm:ss");
break;
case "SECFee":
double valSECFee = 0;
double.TryParse(dr[columnName].ToString(), out valSECFee);
dr[columnName] = valSECFee;
break;
case "Folder":
dr[columnName] = dr[columnName].ToString().Replace("'", "");
switch (dr["Custodian"].ToString())
{
case "DBNY":
broker = "DBNY";
break;
case "MSNY":
broker = "MSCO";
break;
case "GS":
broker = "GSCO";
break;
}
if (dr[columnName].ToString().Length.Equals(6))
locationAccount = String.Format("{0}-00{1}", broker, dr[columnName].ToString().Replace("'", ""));
else
locationAccount = String.Format("{0}-{1}", broker, dr[columnName].ToString().Replace("'", ""));
break;
}
if (dr.Table.Columns.Contains(columnName))
drout[columnName] = dr[columnName].ToString();
}
drout["KeyValue"] = keyValue;
drout["KeyName"] = "UserTranId1";
drout["UserTranId1"] = userTranId1;
drout["Portfolio"] = portfolio;
drout["Strategy"] = strategy;
drout["LocationAccount"] = locationAccount;
drout["NetCounterAmount"] = netCounterAmount;
drout["NetInvestmentAmount"] = netInvestmentAmount;
dtOut.Rows.Add(drout);
recCountSuccess++;
}
}
catch (Exception ex)
{
log.Error(((State)o).CurrentJobHash, ex);
retval = StateEnums.Status.Error;
}
}
if (dtOut.Rows.Count > 0)
AddToOutputs(this.Name, dtOut);
}
catch (Exception ex)
{
log.ErrorFormat(((State)o).CurrentJobHash, "Error : {0}", ex);
retval = StateEnums.Status.Warnings;
}
hpt.Stop();
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.Success, "", (State)o );
UpdateRecordCount(activityIdEnding, dt.Rows.Count, recCountSuccess, recCountTotal-recCountSuccess);
return retval;
}
public async override Task <long> SendChunkAsync(TransferConnection transfer, long filePos, int bytesRequired)
{
var startTime = DateTime.UtcNow;
if (IsSegmentNeededAttached)
{
var ea = new UploadItemSegmentEventArgs
{
UploadItem = this,
Magnet = Content.Magnet,
Position = filePos,
Length = (int)bytesRequired
};
OnSegmentNeeded(ea);
if (ea.FromCache)
{
await transfer.SendAsync(ea.Stream).ConfigureAwait(false);
Interlocked.Add(ref _uploadedBytes, ea.Length);
return(bytesRequired);
}
}
long bytesCopied = 0;
var sw = PerfTimer.StartNew();
try
{
if (UploadDelay != 0)
{
await Task.Delay(UploadDelay);
}
using (new PerfLimit(() => $"Slow HYPER request {SystemPath} pos: {filePos} len: {bytesRequired} filelen: {Content.Magnet.Size}", 4000))
using (var buffer = await Manager.DownloadSegment(SystemPath, filePos, (int)bytesRequired))
{
if (buffer.Object != null)
{
await transfer.SendAsync(buffer.Object, 0, buffer.Object.Length).ConfigureAwait(false);
}
}
bytesCopied = bytesRequired;
Interlocked.Add(ref _uploadedBytes, bytesCopied);
}
catch (Exception x)
{
Logger.Error("DownloadChunk error: {0}", x.Message);
}
sw.Stop();
//HttpHelper.RegisterDownloadTime((int)sw.ElapsedMilliseconds);
if (IsSegmentDownloadedAttached)
{
OnSegmentDownloaded(new UploadItemSegmentEventArgs
{
UploadItem = this,
Magnet = Content.Magnet,
Position = filePos,
Length = bytesRequired,
RequestedAt = startTime,
DownloadingTime = sw.Elapsed
});
}
return(bytesCopied);
}
public override int Execute(Object o, Hashtable inputData)
{
log.InfoFormat("Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
int retval = 0;
PerfTimer hpt = new PerfTimer();
hpt.Start();
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o );
int numrecs=0;
//string[] outputFields = DisplayFields.Split(';');
//string[] outputFields = new string[] {
// "STATUS", "TRANSORIGIN", "ACCOUNTNUMBER","TRADEDATE","BUYORSELL","BLOOMBERGCODE","DESCRIPTION","CURRENCYCODE","BROKER",
// "QUANTITY", "TRADEPRICE", "EXCHANGE", "YELLOWKEY",
// "PROMPTDATE","MULTIPLIER", "STRIKEPRICE", "CALLPUTIND","EXECUTIONBROKER","CONTRACTYYYYMM", "TRADETIME", "SETTLENETAMOUNT"};
string[] outputFields = new string[] {
"STATUS", "TRANS ORIGIN #", "ACCOUNT NUMBER","TRADE DATE","BUY OR SELL","BLOOMBERG CODE","DESCRIPTION","CURRENCY CODE","BROKER",
"QUANTITY", "TRADE PRICE", "EXCHANGE", "YELLOW KEY",
"PROMPT DATE","MULTIPLIER", "STRIKE PRICE", "CALL/PUT IND","EXECUTION BROKER","CONTRACT YYYYMM", "TRADE TIME", "SETTLENETAMOUNT"};
try
{
if (InputToProcess.CompareTo(String.Empty) != 0)
dt = (DataTable)((Hashtable)inputData)[InputToProcess];
else
dt = (DataTable)((Hashtable)inputData)[0];
if (dt != null)
{
numrecs += dt.Rows.Count;
var query =
from dr in dt.AsEnumerable()
group dr by new
{
Status = dr.Field<string>("STATUS").ToString(),
AccountNumber = dr.Field<string>("ACCOUNT NUMBER").ToString(),
TradeDate = dr.Field<string>("TRADE DATE").ToString(),
BUYORSELL = dr.Field<string>("BUY OR SELL").ToString(),
BloombergCode = dr.Field<string>("BLOOMBERG CODE").ToString(),
Description = dr.Field<string>("DESCRIPTION").ToString(),
CurrencyCode = dr.Field<string>("CURRENCY CODE").ToString(),
Broker = dr.Field<string>("BROKER").ToString(),
Exchange = dr.Field<string>("EXCHANGE").ToString(),
YellowKey = dr.Field<string>("YELLOW KEY").ToString(),
PromptDate = dr.Field<string>("PROMPT DATE").ToString(),
Multiplier = dr.Field<string>("MULTIPLIER").ToString(),
StrikePrice = dr.Field<string>("STRIKE PRICE").ToString(),
CallPutInd = dr.Field<string>("CALL/PUT IND").ToString(),
ExecutionBroker = dr.Field<string>("EXECUTION BROKER").ToString(),
ContractYYYYMM = dr.Field<string>("CONTRACT YYYYMM").ToString(),
TradeTime = dr.Field<string>("TRADE TIME").ToString(),
} into d
let transOrigin = d.Select(dr => dr.Field<string>("TRANS ORIGIN #")).First<string>()
let sumQuantity = d.Sum(dr => Convert.ToDouble(dr.Field<string>("QUANTITY")))
let avgPrice = d.Average(dr => Convert.ToDouble(dr.Field<string>("TRADE PRICE")))
//let newAccountNumber = d.Select(dr => String.Format("MLCO-{0}", dr.Field<string>("ACCOUNT NUMBER"))).First<string>()
let newBroker = d.Select(dr => dr.Field<string>("BROKER").Equals("??") ? "VOLT" : dr.Field<string>("BROKER")).First<string>()
let newSettleNetAmount = d.Sum(dr => dr.Field<string>("CALL/PUT IND").Equals(String.Empty) ?
0.00 :
(Convert.ToDouble(dr.Field<string>("QUANTITY")) * Convert.ToDouble(dr.Field<string>("TRADE PRICE"))))
select new
{
d,
transOrigin,
sumQuantity,
avgPrice,
newBroker,
newSettleNetAmount
};
DataTable dtOut = new DataTable();
foreach (string ss in outputFields)
dtOut.Columns.Add(new DataColumn(ss));
foreach (var v in query)
{
DataRow dr = dtOut.NewRow();
dr["STATUS"] = v.d.Key.Status.ToString();
dr["TRANS ORIGIN #"] = v.transOrigin.ToString();
dr["ACCOUNT NUMBER"] = v.d.Key.AccountNumber.ToString();
dr["TRADE DATE"] = v.d.Key.TradeDate.ToString();
dr["BUY OR SELL"] = v.d.Key.BUYORSELL.ToString();
dr["BLOOMBERG CODE"] = v.d.Key.BloombergCode.ToString();
dr["DESCRIPTION"] = v.d.Key.Description.ToString();
dr["CURRENCY CODE"] = v.d.Key.CurrencyCode.ToString();
dr["BROKER"] = v.newBroker;
dr["QUANTITY"] = v.sumQuantity.ToString();
dr["TRADE PRICE"] = v.avgPrice.ToString();
dr["EXCHANGE"] = v.d.Key.Exchange.ToString();
dr["YELLOW KEY"] = v.d.Key.YellowKey.ToString();
dr["PROMPT DATE"] = v.d.Key.PromptDate.ToString();
dr["MULTIPLIER"] = v.d.Key.Multiplier.ToString();
dr["STRIKE PRICE"] = v.d.Key.StrikePrice.ToString();
dr["CALL/PUT IND"] = v.d.Key.CallPutInd.ToString();
dr["EXECUTION BROKER"] = v.d.Key.ExecutionBroker.ToString();
dr["CONTRACT YYYYMM"] = v.d.Key.ContractYYYYMM.ToString();
dr["TRADE TIME"] = v.d.Key.TradeTime.ToString();
dr["SETTLENETAMOUNT"] = v.newSettleNetAmount;
//dr["STATUS"] = v.d.Key.Status.ToString();
//dr["TRANSORIGIN"] = v.transOrigin.ToString();
//dr["ACCOUNTNUMBER"] = v.d.Key.AccountNumber.ToString();
//dr["TRADEDATE"] = v.d.Key.TradeDate.ToString();
//dr["BUYORSELL"] = v.d.Key.BUYORSELL.ToString();
//dr["BLOOMBERGCODE"] = v.d.Key.BloombergCode.ToString();
//dr["DESCRIPTION"] = v.d.Key.Description.ToString();
//dr["CURRENCYCODE"] = v.d.Key.CurrencyCode.ToString();
//dr["BROKER"] = v.newBroker;
//dr["QUANTITY"] = v.sumQuantity.ToString();
//dr["TRADEPRICE"] = v.avgPrice.ToString();
//dr["EXCHANGE"] = v.d.Key.Exchange.ToString();
//dr["YELLOWKEY"] = v.d.Key.YellowKey.ToString();
//dr["PROMPTDATE"] = v.d.Key.PromptDate.ToString();
//dr["MULTIPLIER"] = v.d.Key.Multiplier.ToString();
//dr["STRIKEPRICE"] = v.d.Key.StrikePrice.ToString();
//dr["CALLPUTIND"] = v.d.Key.CallPutInd.ToString();
//dr["EXECUTIONBROKER"] = v.d.Key.ExecutionBroker.ToString();
//dr["CONTRACTYYYYMM"] = v.d.Key.ContractYYYYMM.ToString();
//dr["TRADETIME"] = v.d.Key.TradeTime.ToString();
//dr["SETTLENETAMOUNT"] = v.newSettleNetAmount;
dtOut.Rows.Add(dr);
dtOut.AcceptChanges();
}
AddToOutputs(this.Name, dtOut);
recCount = dtOut.Rows.Count;
}
}
catch (Exception ex)
{
log.ErrorFormat("Error : {0}", ex);
retval = -1;
}
hpt.Stop();
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.DoneSuccess, "", (State)o );
UpdateRecordCount(activityIdEnding, recCount, recCount, 0);
log.InfoFormat("DataTableAggregate {0} aggregated {1} records in {2} seconds.", Name, numrecs, hpt.Duration);
return retval;
}
public override StateEnums.Status Execute(Object o, Hashtable inputData)
{
log.InfoFormat(((State)o).CurrentJobHash, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
StateEnums.Status retval = StateEnums.Status.Success;
State state = o as State;
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
PerfTimer hpt = new PerfTimer();
hpt.Start();
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o );
try
{
string mailDistribution = MetaTagReplacer.GetMetaTagValue("*SOAP_ERROR_DISTRIBUTION*",
((State)this.ExecutionEngine.GetJobState(this.job.JobName)).CurrentParameters.ProcessInputDates,
null);
dtOut = new DataTable(tableName);
//Meta Tag replacement on mudule properties happens at job's launch
//string _query = ConfigUtils.MetaTagReplacer(query);
string _query = query;
ifRetry = true;
bool isContingency = false;
string runrepSessionID = "";
runrepResultsPortfolioStruct selectReturn = null;
Service webServ = null;
if (inputData[InputToProcess] != null)
//Meta Tag replacement on mudule properties happens at job's launch
//_query = ConfigUtils.MetaTagReplacer(inputData[InputToProcess].ToString());
_query = inputData[InputToProcess].ToString();
if(_query.Equals(String.Empty))
ifRetry = false;
int numtries = 1;
DateTime runStartTime = DateTime.Now;
while (ifRetry)
{
try
{
webServ = null;
while (webServ == null && numtries < 12)
{
log.InfoFormat(((State)o).CurrentJobHash, "Attempting Geneva SOAP RunCallableRunrepRunSelect [retry #{1}]: {0}", _query, numtries);
webServ = new Service();
if (webServ == null)
Thread.Sleep(5000);
numtries++;
}
if (webServ == null)
{
log.WarnFormat(((State)o).CurrentJobHash, "Web service not constructed (null value)");
retval = StateEnums.Status.Warnings;
throw new System.Web.Services.Protocols.SoapException("Web service not constructed (null value)",System.Xml.XmlQualifiedName.Empty);
}
else
{
log.InfoFormat(((State)o).CurrentJobHash, "Web service constructed successfully");
webServ.Timeout = timeout;
log.InfoFormat(((State)o).CurrentJobHash, "Web service timeout assigned: {0}", timeout);
//Meta Tag replacement on mudule properties happens at job's launch
//webServ.Url = ConfigUtils.MetaTagReplacer(url);
webServ.Url = url;
log.InfoFormat(((State)o).CurrentJobHash, "Web url assigned: {0}", webServ.Url);
if (runrepSessionID.Equals(String.Empty))
{
try
{
runrepSessionID = webServ.StartCallableRunrep(port, host, uid, pwd, "-f empty");
log.InfoFormat(((State)o).CurrentJobHash, "Runrep session started successfully [Runrep ID: {0}]", runrepSessionID);
}
catch (Exception ex)
{
log.WarnFormat(((State)o).CurrentJobHash, "Failed to start runrep session: {0}", ex);
throw new System.Web.Services.Protocols.SoapException("Failed to start runrep session", System.Xml.XmlQualifiedName.Empty);
}
}
try
{
DateTime rundate = DateTime.MinValue;
if(inputData.ContainsKey("RunDate"))
DateTime.TryParse(inputData["RunDate"].ToString(), out rundate);
_query = _query.Replace("\r\n", "").Replace("\n", "");
_query = _query.Replace("FROM", " FROM").Replace("GIVEN", " GIVEN").Replace("WHERE", " WHERE").Replace("TYPE", " TYPE").Replace("ORDER", " ORDER");
_query = _query.TrimEnd(';');
//Meta Tag replacement on mudule properties happens at job's launch
//if (rundate.Equals(DateTime.MinValue))
// rundate = ((State)this.ExecutionEngine.GetJobState(this.job.JobName)).CurrentParameters.ProcessInputDates.InDate;
// _query = ConfigUtils.MetaTagReplacer(_query);
//else
// _query = ConfigUtils.MetaTagReplacer(_query,rundate);
if (!rundate.Equals(DateTime.MinValue))
_query = MetaTagReplacer.InlineMetatagSubstitution(_query, rundate);
selectReturn = webServ.RunCallableRunrepRunSelect(runrepSessionID, _query, "") as runrepResultsPortfolioStruct;
log.InfoFormat(((State)o).CurrentJobHash, "Runrep select was successful [Runrep ID: {0}]: {1}", runrepSessionID, _query);
}
catch (Exception ex)
{
log.ErrorFormat(((State)o).CurrentJobHash, "Failed to select from runrep session: {0}", ex);
errors += "<br>" + ex.Message;
throw new System.Web.Services.Protocols.SoapException("Failed to select from runrep session", System.Xml.XmlQualifiedName.Empty);
}
if (isContingency)
//SendMailMessage(((State)o).CurrentJobHash, ConfigUtils.MetaTagReplacer("*SOAP_ERROR_DISTRIBUTION*"), "BITS,[email protected]", Subject, "Geneva SOAP call succeeded.");
SendMailMessage(((State)o).CurrentJobHash, mailDistribution, "BITS,[email protected]", Subject, "Geneva SOAP call succeeded.");
try
{
webServ.ShutdownCallableSession(runrepSessionID);
log.Info(((State)o).CurrentJobHash, "Shut down SOAP session OK.");
}
catch (Exception ex)
{
log.WarnFormat(((State)o).CurrentJobHash, "Error shutting down SOAP session: {0} [Runrep ID: {1}]", ex, runrepSessionID);
retval = StateEnums.Status.Warnings;
}
ifRetry = false;
}
}
catch (Exception ex)
{
try
{
webServ.ShutdownCallableSession(runrepSessionID);
retval = StateEnums.Status.Warnings;
log.InfoFormat(((State)o).CurrentJobHash, "Shut down SOAP session OK {0}.", runrepSessionID);
}
catch (Exception exx)
{
log.WarnFormat(((State)o).CurrentJobHash, "Error shutting down SOAP session: {0} [Runrep ID: {1}]", exx, runrepSessionID);
}
log.ErrorFormat(((State)o).CurrentJobHash, "Error encountered in SOAP select: {0} [Runrep ID: {1}]", ex, runrepSessionID);
errors += "<br>" + ex.Message;
if (DateTime.Now.CompareTo(runStartTime.AddMinutes(minutesSoapRetry)) < 0)
{
isContingency = true;
runrepSessionID = String.Empty;
ifRetry = ifOverrideSoapErrorRetry ? false : true;
SendMailMessage(((State)o).CurrentJobHash, ListTo, ListFrom, Subject, ex.ToString());
Thread.Sleep(60000);
retval = StateEnums.Status.Warnings;
}
else
{
log.ErrorFormat(((State)o).CurrentJobHash, "Geneva SOAP call timed out. Giving up now. [Runrep ID: {0}]", runrepSessionID);
//SendMailMessage(((State)o).CurrentJobHash, ConfigUtils.MetaTagReplacer("*SOAP_ERROR_DISTRIBUTION*"), "BITS,[email protected]", Subject, "Geneva SOAP call timed out. Giving up now.");
SendMailMessage(((State)o).CurrentJobHash, mailDistribution, "BITS,[email protected]", Subject, "Geneva SOAP call timed out. Giving up now.");
ifRetry = false;
retval = StateEnums.Status.Error;
}
}
}
if (selectReturn != null && selectReturn.results != null && selectReturn.results[0] != null)
{
log.InfoFormat(((State)o).CurrentJobHash, "Obtained {0} records from SOAP service call.", selectReturn.results[0].record.Length);
if (errors.Equals(String.Empty))
errors += "<br>" + String.Format("Obtained {0} records from SOAP service call.", selectReturn.results[0].record.Length);
if (selectReturn != null)
dtOut = ConvertToDataTable(tableName, selectReturn);
if (dtOut != null)
AddToOutputs(this.Name, dtOut);
}
String mailEnvelop = String.Format("Geneva extract summary:\r\n<br>");
mailEnvelop += errors;
AddToOutputs(this.Name + "_MailEnvelope", dtOut);
}
catch (Exception ex)
{
log.ErrorFormat(((State)o).CurrentJobHash, "Error in SOAP Select module: {0}", ex);
retval = StateEnums.Status.Error;
}
hpt.Stop();
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.Success, "", (State)o );
log.InfoFormat(((State)o).CurrentJobHash, "GenevaSoapSelect completed in {0} seconds.", hpt.Duration);
return retval;
}
public override StateEnums.Status Execute(Object o, Hashtable inputData)
{
log.InfoFormat(((State)o).CurrentJobHash, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
StateEnums.Status retval = StateEnums.Status.Success;
double duration = 0;
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o);
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
if (inputData.Count > 0)
{
PerfTimer hpt = new PerfTimer();
hpt.Start();
DataTable dtOut = new DataTable();
try
{
log.InfoFormat(((State)o).CurrentJobHash, "Preparing CDS investments for automated load.");
Hashtable transforms = GetTransforms();
XmlDocument sourceXdoc = new XmlDocument();
XmlDocument targetXdoc = new XmlDocument();
if (InputToProcess.CompareTo(String.Empty) != 0)
sourceXdoc = (XmlDocument)((Hashtable)inputData)[InputToProcess];
else
sourceXdoc = (XmlDocument)((Hashtable)inputData)[0];
if (sourceXdoc != null && sourceXdoc.DocumentElement != null && sourceXdoc.DocumentElement.FirstChild != null)
{
if (sourceXdoc.DocumentElement.FirstChild.Name.Equals("TransactionRecords"))
sourceXdoc.InnerXml = sourceXdoc.InnerXml.Replace("http://www.advent.com/SchemaRevLevel248/Geneva", "http://www.advent.com/SchemaRevLevel371/Geneva");
XmlNode targetFC = sourceXdoc.FirstChild.CloneNode(false);
XmlNode newFC = targetXdoc.ImportNode(targetFC, false);
targetXdoc.AppendChild(newFC);
string nsuri = targetXdoc.DocumentElement.NamespaceURI;
XmlNode newInvestmentNodes = targetXdoc.CreateElement("InvestmentRecords", nsuri);
targetXdoc.FirstChild.AppendChild(newInvestmentNodes);
recCountTotal = sourceXdoc.FirstChild.FirstChild.ChildNodes.Count;
recCountSuccess = 0;
recCountFailed = 0;
foreach (XmlNode investmentNode in sourceXdoc.FirstChild.FirstChild.ChildNodes)
{
string ticker = String.Empty;
string desc = String.Empty;
string exchCode = String.Empty;
string loaderAction = String.Empty;
string assetType = String.Empty;
foreach (XmlNode node in investmentNode.ChildNodes)
{
if (node.Name.Equals("AssetType"))
{
loaderAction = String.Format("{0}_New", node.InnerXml);
assetType = node.InnerXml;
break;
}
}
//bail on null asset type
if (assetType.Equals(String.Empty) || !assetType.ToUpper().Equals("CDS")) continue;
XmlNode newInvestmentNode = targetXdoc.CreateElement(loaderAction, nsuri);
foreach (XmlNode node in investmentNode.ChildNodes)
{
if (transforms.ContainsKey(node.Name))
{
string[] newTags = transforms[node.Name].ToString().Split(',');
foreach (string targetTag in newTags)
{
//reassignments
if (node.Name.CompareTo("TICKER") == 0)
ticker = node.InnerXml;
else if (node.Name.CompareTo("NAME") == 0 && assetType.ToUpper().CompareTo("EQUITY") == 0)
desc = node.InnerXml;
else if (node.Name.CompareTo("EXCH_CODE") == 0)
exchCode = node.InnerXml;
else if (node.Name.CompareTo("SECURITY_DES") == 0 && assetType.ToUpper().CompareTo("OPTION") == 0)
desc = node.InnerXml;
else if (node.Name.CompareTo("OPT_MULTIPLIER") == 0 && assetType.ToUpper().CompareTo("EQUITY") == 0)
node.InnerXml = "1";
else if (node.Name.CompareTo("OPT_PUT_CALL") == 0 && node.InnerXml.CompareTo(String.Empty) != 0)
{
if (node.InnerXml.Equals("Call"))
node.InnerXml = "0";
else if (node.InnerXml.Equals("Put"))
node.InnerXml = "1";
}
else if (node.Name.CompareTo("OPT_UNDL_TICKER") == 0 && assetType.ToUpper().CompareTo("OPTION") == 0)
node.InnerXml = node.InnerXml.Replace(" US", "");
else if (node.Name.CompareTo("OPT_UNDL_TICKER") == 0 && assetType.ToUpper().CompareTo("EQUITY") == 0)
continue;
else if (node.Name.CompareTo("OPT_EXPIRE_DT") == 0)
{
DateTime dt = DateTime.MinValue;
DateTime.TryParse(node.InnerXml, out dt);
if (!dt.Equals(DateTime.MinValue))
node.InnerXml = dt.ToString("yyyy-MM-ddTHH:mm:ss");
}
//nodes
if (!node.InnerXml.Equals(String.Empty))
{
XmlNode newNode = targetXdoc.CreateElement(targetTag, nsuri);
switch (node.Name)
{
case "NAME":
case "SECURITY_DES":
newNode.InnerXml = desc;
break;
default:
newNode.InnerXml = node.InnerXml;
break;
}
newInvestmentNode.AppendChild(newNode);
}
}
}
}
#region Calculated/Assigned Geneva Fields
switch (assetType.ToUpper())
{
case "EQUITY":
XmlNode settleDaysNodeEQ = targetXdoc.CreateElement("SettleDays", nsuri);
settleDaysNodeEQ.InnerXml = "3";
newInvestmentNode.AppendChild(settleDaysNodeEQ);
XmlNode quantityPrecisionNodeEQ = targetXdoc.CreateElement("QuantityPrecision", nsuri);
quantityPrecisionNodeEQ.InnerXml = "2";
newInvestmentNode.AppendChild(quantityPrecisionNodeEQ);
XmlNode pricingPrecisionNodeEQ = targetXdoc.CreateElement("PricingPrecision", nsuri);
pricingPrecisionNodeEQ.InnerXml = "2";
newInvestmentNode.AppendChild(pricingPrecisionNodeEQ);
XmlNode altKey1NodeEQ = targetXdoc.CreateElement("AltKey1", nsuri);
altKey1NodeEQ.InnerXml = String.Format("{0} {1} Equity", ticker, exchCode);
newInvestmentNode.AppendChild(altKey1NodeEQ);
XmlNode pricingFactorNodeForEquity = targetXdoc.CreateElement("PricingFactor", nsuri);
pricingFactorNodeForEquity.InnerXml = "1";
newInvestmentNode.AppendChild(pricingFactorNodeForEquity);
XmlNode secEligibleFlagNodeForEquity = targetXdoc.CreateElement("SecEligibleFlag", nsuri);
secEligibleFlagNodeForEquity.InnerXml = "1";
newInvestmentNode.AppendChild(secEligibleFlagNodeForEquity);
XmlNode secFeeScheduleNodeForEquity = targetXdoc.CreateElement("SecFeeSchedule", nsuri);
secFeeScheduleNodeForEquity.InnerXml = "Default";
newInvestmentNode.AppendChild(secFeeScheduleNodeForEquity);
break;
case "OPTION":
XmlNode settleDaysNodeOP = targetXdoc.CreateElement("SettleDays", nsuri);
settleDaysNodeOP.InnerXml = "1";
newInvestmentNode.AppendChild(settleDaysNodeOP);
XmlNode quantityPrecisionNodeOP = targetXdoc.CreateElement("QuantityPrecision", nsuri);
quantityPrecisionNodeOP.InnerXml = "3";
newInvestmentNode.AppendChild(quantityPrecisionNodeOP);
XmlNode pricingPrecisionNodeOP = targetXdoc.CreateElement("PricingPrecision", nsuri);
pricingPrecisionNodeOP.InnerXml = "3";
newInvestmentNode.AppendChild(pricingPrecisionNodeOP);
XmlNode altKey1NodeOP = targetXdoc.CreateElement("AltKey1", nsuri);
altKey1NodeOP.InnerXml = String.Format("{0} Equity", ticker);
newInvestmentNode.AppendChild(altKey1NodeOP);
XmlNode pricingFactorNodeForOption = targetXdoc.CreateElement("PricingFactor", nsuri);
pricingFactorNodeForOption.InnerXml = "1";
newInvestmentNode.AppendChild(pricingFactorNodeForOption);
XmlNode secEligibleFlagNodeForOption = targetXdoc.CreateElement("SecEligibleFlag", nsuri);
secEligibleFlagNodeForOption.InnerXml = "1";
newInvestmentNode.AppendChild(secEligibleFlagNodeForOption);
XmlNode secFeeScheduleNodeForOption = targetXdoc.CreateElement("SecFeeSchedule", nsuri);
secFeeScheduleNodeForOption.InnerXml = "Default";
newInvestmentNode.AppendChild(secFeeScheduleNodeForOption);
break;
case "BOND":
XmlNode altKey1NodeBND = targetXdoc.CreateElement("AltKey1", nsuri);
altKey1NodeBND.InnerXml = String.Format("{0} Bond", ticker);
newInvestmentNode.AppendChild(altKey1NodeBND);
break;
default:
break;
}
XmlNode codeNode = targetXdoc.CreateElement("Code", nsuri);
codeNode.InnerXml = ticker;
newInvestmentNode.AppendChild(codeNode);
#endregion
targetXdoc.DocumentElement.FirstChild.AppendChild(newInvestmentNode);
recCountSuccess++;
}
AddToOutputs(this.Name, targetXdoc);
}
}
catch (Exception ex)
{
log.ErrorFormat(((State)o).CurrentJobHash, "Error : {0}", ex);
retval = StateEnums.Status.Warnings;
}
if (dtOut.Rows.Count > 0)
AddToOutputs(this.Name, dtOut);
hpt.Stop();
duration = hpt.Duration;
}
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.Success, "", (State)o);
UpdateRecordCount(activityIdEnding, recCountTotal, recCountSuccess, recCountFailed);
log.InfoFormat(((State)o).CurrentJobHash, "GenevaSoapSelect {0} processed {1} of {2} records in {1} seconds.", Name, recCountSuccess, recCountTotal, duration);
return retval;
}
public override int Execute(Object o, Hashtable inputData)
{
log.InfoFormat(job.KeyCode, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
int retval = 0;
string flagIdInUse = "";
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
PerfTimer hpt = new PerfTimer();
hpt.Start();
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o);
string reportArgs = String.Empty;
try
{
dtOut = new DataTable(tableName);
Util.InitializeAsciiLookup();
ifRetry = true;
bool isContingency = false;
string runrepSessionID = String.Empty;
reportResultsPortfolioStruct results = null;
Service webServ = null;
int numtries = 1;
if (!job.JobName.StartsWith("ADHOC_")) PrepareDates();
ParseArgs(args, ref reportArgs);
DateTime runStartTime = DateTime.Now;
while (ifRetry)
{
try
{
webServ = null;
while (webServ == null && numtries < 12)
{
log.InfoFormat(job.KeyCode, "Attempting Geneva SOAP RunCallableRunrepRunReport [retry #{3}] on {0} with report args {1} {2}", url, rsl, reportArgs, numtries);
webServ = new Service();
if (webServ == null)
Thread.Sleep(5000);
numtries++;
}
if (webServ == null)
{
log.ErrorFormat(job.KeyCode, "Web service not constructed (null value)");
retval = -1;
throw new ArgumentNullException("Web service not constructed (null value)") ;
}
else
{
log.InfoFormat(job.KeyCode, "Web service constructed successfully");
webServ.Timeout = timeout;
log.InfoFormat(job.KeyCode, "Web service timeout assigned: {0}", timeout);
webServ.Url = ConfigUtils.MetaTagReplacer(url);
log.InfoFormat(job.KeyCode, "Web url assigned: {0}", webServ.Url);
if (runrepSessionID.Equals(String.Empty))
{
try
{
string flags = "-f empty";
flagIdInUse = safeFlags.Next();
//flags = String.Format("-n{0} -f empty", flagIdInUse);
flags = String.Format("-n{0}", flagIdInUse);
log.DebugFormat(job.KeyCode, "flags={0}", flags);
string login = webServ.MonitorLogin("SysReports", "reports1");
webServ.MonitorAddUser(login, "SysReports");
Console.Write(webServ.GetGenevaIniInfo(runrepSessionID, "/usr/advent/geneva-qa"));
Console.Write(webServ.GetAgaFileUtilityInfo(runrepSessionID, 0, "", "", "agb-geneva"));
Console.Write(webServ.GetAllAgaFileUtilitiesForNewAgaInfo(runrepSessionID,0,"","","agb-geneva"));
Console.Write(webServ.GetAllChildrenForMotherInfo(runrepSessionID, 0, "", "", "agb-geneva"));
Console.Write(webServ.GetRepEngineInfo(runrepSessionID, 0, "", "", "agb-geneva"));
Console.Write(webServ.GetRepQueueInfo(runrepSessionID, 0, "", "", "agb-geneva"));
Console.Write(webServ.GetRunrepInfo(runrepSessionID, 0, "", "", "agb-geneva"));
//runrepSessionID = webServ.StartPersistentCallableRunrep(port, host, uid, pwd, flags); // StartCallableRunrep(port, host, uid, pwd, flags);
runrepSessionID = webServ.StartCallableRunrep(port, host, uid, pwd, flags); // StartCallableRunrep(port, host, uid, pwd, flags);
log.InfoFormat(job.KeyCode, "Runrep session started successfully [Runrep ID: {0}]", runrepSessionID);
}
catch (Exception ex)
{
log.ErrorFormat(job.KeyCode, "Failed to start runrep session: {0} [Runrep ID: {1}]", ex, runrepSessionID);
retval = -99;
throw new ApplicationException(ex.ToString());
}
}
try
{
webServ.RunCallableRunrepReadFile(runrepSessionID, rsl);
log.InfoFormat(job.KeyCode, "Runrep read report file was successful [Runrep ID: {0}]", runrepSessionID);
}
catch (Exception ex)
{
log.WarnFormat(job.KeyCode, "Failed to read rsl file from runrep session: {0} [Runrep ID: {1}]", ex, runrepSessionID);
retval = -99;
throw new ApplicationException(ex.ToString());
}
try
{
results = webServ.RunCallableRunrepRunReport(runrepSessionID, rsl, reportArgs);
log.InfoFormat(job.KeyCode, "Runrep run report was successful [Runrep ID: {0}]", runrepSessionID);
}
catch (Exception ex)
{
log.WarnFormat(job.KeyCode, "Runrep run report was NOT successful: {0} [Runrep ID: {1}]", ex, runrepSessionID);
retval = -99;
throw new ApplicationException(ex.ToString());
}
if (isContingency)
SendMailMessage(job.KeyCode, job.Config.SoapErrorEmailDistribution, ListFrom, Subject, "Geneva SOAP call succeeded.");
try
{
safeFlags[flagIdInUse]= false;
webServ.ShutdownCallableSession(runrepSessionID);
log.InfoFormat(job.KeyCode, "Shut down SOAP session OK. [Runrep ID: {0}]", runrepSessionID);
}
catch (Exception ex)
{
retval = -1;
log.WarnFormat(job.KeyCode, "Error shutting down SOAP session: {0} [Runrep ID: {1}]", ex, runrepSessionID);
}
ifRetry = false;
}
}
catch (Exception ex)
{
try
{
webServ.ShutdownCallableSession(runrepSessionID);
retval = -1;
log.InfoFormat(job.KeyCode, "Shut down SOAP session OK {0}.", runrepSessionID);
}
catch (Exception exx)
{
log.WarnFormat(job.KeyCode, "Error shutting down SOAP session: {0} [Runrep ID: {1}]", exx, runrepSessionID);
}
log.ErrorFormat(job.KeyCode, "Error encountered in SOAP connection: {0}", ex);
try
{
if (DateTime.Now.CompareTo(runStartTime.AddMinutes(minutesSoapRetry)) < 0)
{
isContingency = true;
runrepSessionID = String.Empty;
ifRetry = ifOverrideSoapErrorRetry ? false : true;
log.ErrorFormat(job.KeyCode, "*** Contingency Condition *** ");
if(ifRetry)
log.ErrorFormat(job.KeyCode, "Retrying in {0} minutes.", 1);
else
log.ErrorFormat(job.KeyCode, "Retrying cancelled.");
if (!ListTo.Equals(String.Empty))
SendMailMessage(job.KeyCode, ListTo, ListFrom, Subject, ex.ToString());
retval = -1;
Thread.Sleep(60000);
}
else
{
log.ErrorFormat(job.KeyCode, "Geneva SOAP call timed out. Giving up now.");
SendMailMessage(job.KeyCode, job.Config.SoapErrorEmailDistribution, ListFrom, Subject, "Geneva SOAP call timed out. Giving up now.");
retval = -99;
ifRetry = false;
}
}
catch (Exception exfinal)
{
log.ErrorFormat(job.KeyCode, "Fatal error: {0}", exfinal);
}
}
}
if (results != null)
{
if (!ifUseAddendumErrorsOnly)
dtOut = ConvertToDataTable(tableName, results);
else
dtOut = getAddendumErrors(tableName, results);
}
if (dtOut != null && dtOut.Rows.Count > 0)
log.InfoFormat(job.KeyCode, "Obtained {0} records from SOAP service call.", dtOut.Rows.Count);
else
log.InfoFormat(job.KeyCode, "Obtained no records from SOAP service call.");
if (dtOut != null)
{
AddToOutputs(this.Name, dtOut);
AddToOutputs("RunDate", RunDate);
}
}
catch (Exception ex)
{
log.Error(job.KeyCode, ex);
retval = -99;
}
hpt.Stop();
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.Success, "", (State)o);
log.InfoFormat(job.KeyCode, "GenevaSoapReport [{0}] completed in {1} seconds.", Name, hpt.Duration);
return retval;
}
protected internal bool Initialize(Credentials cred,
ConnectMode cMode, string key)
{
//Set properties
this.currentCredentials = cred;
this.connectionMode = cMode;
//this.loggerMode = logMode;
var pT = new PerfTimer(this, "Initialize");
if (cMode == ConnectMode.SINGLE)
{
if (GlobalDataAccessor.Instance == null ||
GlobalDataAccessor.Instance.OracleDA == null ||
GlobalDataAccessor.Instance.OracleDA.Initialized == false)
{
//Initialize data accessor
this.oracleDA = new OracleDataAccessor(
this.currentCredentials.UserName,
this.currentCredentials.PassWord,
this.currentCredentials.DBHost,
this.currentCredentials.DBPort,
this.currentCredentials.DBService,
this.currentCredentials.DBSchema,
65535, cMode == ConnectMode.MULTIPLE,
!string.IsNullOrEmpty(key), key);
GlobalDataAccessor.Instance.OracleDA = this.oracleDA;
}
else
{
this.oracleDA = GlobalDataAccessor.Instance.OracleDA;
}
}
else if (cMode == ConnectMode.MULTIPLE)
{
if (this.oracleDA == null)
{
this.oracleDA = new OracleDataAccessor(
this.currentCredentials.UserName,
this.currentCredentials.PassWord,
this.currentCredentials.DBHost,
this.currentCredentials.DBPort,
this.currentCredentials.DBService,
this.currentCredentials.DBSchema,
65535, cMode == ConnectMode.MULTIPLE,
!string.IsNullOrEmpty(key), key);
if (GlobalDataAccessor.Instance == null ||
GlobalDataAccessor.Instance.OracleDA == null ||
GlobalDataAccessor.Instance.OracleDA.Initialized == false)
{
GlobalDataAccessor.Instance.OracleDA = this.oracleDA;
}
}
}
if (this.isloglevel(LogLevel.DEBUG))
{
this.log(LogLevel.DEBUG, pT.ToString());
}
return(true);
}
public static Task <Container> BuildAsync(Action <ServiceRegistry> configure, PerfTimer timer = null)
{
var services = new ServiceRegistry();
configure(services);
return(BuildAsync(services, timer));
}
/// <summary>
///
/// </summary>
/// <param name="procSchema"></param>
/// <param name="procPackage"></param>
/// <param name="procName"></param>
/// <param name="inputParameters"></param>
/// <param name="outputParameters"></param>
/// <param name="refCursorParamNames"></param>
/// <param name="errorNumberParamName"></param>
/// <param name="errorDescParamName"></param>
/// <param name="errorNumber"></param>
/// <param name="errorDesc"></param>
/// <param name="dOut"></param>
/// <returns></returns>
protected internal bool ExecuteStoredProc(
string procSchema,
string procPackage,
string procName,
List <OracleProcParam> inputParameters,
List <TupleType <string, DataTypeConstants.PawnDataType, int> > outputParameters,
List <PairType <string, string> > refCursorParamNames,
string errorNumberParamName,
string errorDescParamName,
string key,
out string errorNumber,
out string errorDesc,
out DataSet dOut)
{
errorNumber = null;
errorDesc = null;
dOut = null;
if (this.oracleDA == null ||
this.oracleDA.Initialized == false)
{
return(false);
}
var storedProcId = procSchema + "." + procPackage + "." + procName;
//Formulate output OracleProcParam objects if necessary
if (outputParameters != null && outputParameters.Count > 0)
{
foreach (var oP in outputParameters)
{
inputParameters.Add(
new OracleProcParam(
oP.Left, (OracleDbType)oP.Mid, DBNull.Value,
ParameterDirection.Output, oP.Right));
}
}
var pT = new PerfTimer(this, "ExecuteStoredProc");
var pTQueryOnly = new PerfTimer("- (bound)Stored Proc only");
//Execute stored proc
bool callSuccess;
try
{
this.log(
LogLevel.INFO,
"Executing stored proc: {0}", storedProcId);
if (string.IsNullOrEmpty(key))
{
callSuccess =
this.oracleDA.issueSqlStoredProcCommand(
procSchema,
procPackage,
procName,
inputParameters,
refCursorParamNames,
errorNumberParamName,
errorDescParamName,
out dOut
);
}
else
{
callSuccess =
this.oracleDA.issueSqlStoredProcCommand(
procSchema,
procPackage,
procName,
inputParameters,
refCursorParamNames,
errorNumberParamName,
errorDescParamName,
key,
out dOut
);
}
}
catch (Exception eX)
{
this.log(LogLevel.ERROR,
"Could not execute stored proc: " + storedProcId + ": Exception: " + eX);
errorNumber = this.oracleDA.ErrorCode ?? "Failure";
errorDesc = this.oracleDA.ErrorDescription ?? "Could not execute stored proc " + storedProcId;
return(false);
}
if (callSuccess == false)
{
errorNumber = this.oracleDA.ErrorCode ?? "0";
errorDesc = this.oracleDA.ErrorDescription ?? "Could not execute stored proc " + storedProcId;
return(false);
}
if (this.isloglevel(LogLevel.DEBUG))
{
this.log(LogLevel.DEBUG, pTQueryOnly.ToString());
}
//Set default success output
errorNumber = "1";
errorDesc = "Success";
if (this.isloglevel(LogLevel.DEBUG))
{
this.log(LogLevel.DEBUG, pT.ToString());
}
return(true);
}
public override StateEnums.Status Execute(Object o, Hashtable inputData)
{
log.InfoFormat(((State)o).CurrentJobHash, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
StateEnums.Status retval = StateEnums.Status.Success;
PerfTimer hpt = new PerfTimer();
hpt.Start();
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o );
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
string connKeySource = String.Format("{0}\\{1}", serverSource, dbSource);
DbConnectionDetail dbConnDetailSource = (DbConnectionDetail)ConfigUtils.GlobalConfig.ConnectionSettings.Connections[connKeySource];
DatabaseUtils.Connect(dbConnDetailSource.DefaultConnectString);
int numRecsExtracted = 0;
try
{
if (DatabaseUtils.TestConnection())
{
DatabaseUtils.Connect(dbConnDetailSource.DefaultConnectString);
DataSet dataSet = new DataSet();
DatabaseUtils.ExecuteSQL(selectSql, ref dataSet, "xfer");
dataTable = dataSet.Tables[0];
if ((numRecsExtracted = dataTable.Rows.Count) > 0)
AddToOutputs(this.Name, dataTable);
}
}
catch (Exception ex)
{
log.ErrorFormat(((State)o).CurrentJobHash, "Error in SQL ({0})", selectSql);
log.ErrorFormat(((State)o).CurrentJobHash, "{0}", ex);
retval = StateEnums.Status.Error;
}
log.InfoFormat(((State)o).CurrentJobHash, "DataTableXfer processing {0} records.", numRecsExtracted);
string connKeyTarget = String.Format("{0}\\{1}", serverTarget, dbTarget);
DbConnectionDetail dbConnDetailTarget = (DbConnectionDetail)ConfigUtils.GlobalConfig.ConnectionSettings.Connections[connKeyTarget];
DatabaseUtils.Connect(dbConnDetailTarget.DefaultConnectString);
try
{
if (DatabaseUtils.TestConnection())
{
DatabaseUtils.Connect(dbConnDetailTarget.DefaultConnectString);
DataSet dataSet = new DataSet();
if (ifTruncateFirst)
{
string sql = "TRUNCATE TABLE " + tblTarget;
DatabaseUtils.ExecuteSQLNonQuery(sql);
}
foreach (DataRow dr in dataTable.Rows)
{
insertSql = "INSERT INTO " + tblTarget + " (";
foreach (DataColumn dc in dataTable.Columns)
insertSql += "[" + dc.ColumnName + "],";
insertSql = insertSql.TrimEnd(',');
insertSql += ") VALUES (";
foreach (DataColumn dc in dataTable.Columns)
insertSql += "'" + dr[dc.ColumnName] + "',";
insertSql = insertSql.TrimEnd(',');
insertSql += ") ";
DatabaseUtils.ExecuteSQLNonQuery(insertSql);
}
}
}
catch (Exception ex)
{
log.ErrorFormat(((State)o).CurrentJobHash, "Error in SQL ({0})", selectSql);
log.ErrorFormat(((State)o).CurrentJobHash, "{0}", ex);
retval = StateEnums.Status.Error;
}
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.Success, "", (State)o );
log.InfoFormat(((State)o).CurrentJobHash, "DataTableXfer processing {0} records.", numRecsExtracted);
return retval;
}
public override StateEnums.Status Execute(Object o, Hashtable inputData)
{
log.InfoFormat(((State)o).CurrentJobHash, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
StateEnums.Status retval = StateEnums.Status.Success;
PerfTimer hpt = new PerfTimer();
hpt.Start();
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
int numrecs = 0;
try
{
foreach (Object oIn in inputData)
{
DataTable dt = oIn as DataTable;
DataTable dtOut = new DataTable();
if (dt != null)
{
numrecs += dt.Rows.Count;
foreach (DataColumn dc in dt.Columns)
{
dtOut.Columns.Add(new DataColumn(dc.ColumnName, dc.DataType));
}
var query =
from dr in dt.AsEnumerable()
group dr by new
{
RecordID = dr.Field<string>("RecordID"),
Exchange = dr.Field<string>("Exchange"),
TradeDate = dr.Field<string>("TradeDate"),
Account = dr.Field<string>("Account"),
ProductCurrency = dr.Field<string>("ProductCurrency"),
BloombergCode = dr.Field<string>("BloombergCode"),
GMICode = dr.Field<string>("GMICode"),
ContractYearMonth = dr.Field<string>("ContractYearMonth"),
Description = dr.Field<string>("Description"),
Side = dr.Field<string>("Side"),
AccountCurrency = dr.Field<string>("AccountCurrency"),
//Quantity = dr.Field<string>("Quantity"),
//Price = dr.Field<string>("Price"),
Multiplier = dr.Field<string>("Multiplier"),
ClosedPrice = dr.Field<string>("ClosedPrice"),
//Amount = dr.Field<string>("Amount"),
//TotalFees = dr.Field<string>("TotalFees"),
GMIDate = dr.Field<string>("GMIDate"),
FuturesCallsPuts = dr.Field<string>("FuturesCallsPuts"),
StrikePrice = dr.Field<string>("StrikePrice"),
ExecutingBroker = dr.Field<string>("ExecutingBroker"),
//UniqueTracer = dr.Field<string>("UniqueTracer"),
Flag = dr.Field<string>("Flag"),
CostPrice = dr.Field<string>("CostPrice"),
NFAFee = dr.Field<string>("NFAFee")
} into d
let sumQuantity = d.Sum(dr => Convert.ToDouble(dr.Field<string>("Quantity"))) //need to account for side
let avgPrice = d.Average(dr => Convert.ToDouble(dr.Field<string>("Price")))
let sumAmount = d.Sum(dr => Convert.ToDouble(dr.Field<string>("Amount")))
let sumFees = d.Sum(dr => Convert.ToDouble(dr.Field<string>("TotalFees")))
//let sumNFAFees = d.Sum(dr => Convert.ToDouble(dr.Field<decimal>("NFAFee").Equals(DBNull.Value) ? 0 : dr.Field<decimal>("NFAFee")))
//let avgFxRate = d.Average(dr => Convert.ToDouble(dr.Field<decimal>("FxRate").Equals(DBNull.Value) ? 0 : dr.Field<decimal>("FxRate")))
select new
{
d,
sumQuantity,
avgPrice,
sumAmount,
sumFees
};
foreach (var v in query)
{
DataRow dr = dtOut.NewRow();
dr["RecordID"] = v.d.Key.RecordID;
dr["Exchange"] = v.d.Key.Exchange;
dr["TradeDate"] = v.d.Key.TradeDate;
dr["Account"] = v.d.Key.Account;
dr["ProductCurrency"] = v.d.Key.ProductCurrency;
dr["BloombergCode"] = v.d.Key.BloombergCode;
dr["GMICode"] = v.d.Key.GMICode;
dr["ContractYearMonth"] = v.d.Key.ContractYearMonth;
dr["Description"] = v.d.Key.Description;
dr["Side"] = v.d.Key.Side;
dr["AccountCurrency"] = v.d.Key.AccountCurrency;
dr["Quantity"] = v.sumQuantity;
dr["Price"] = v.avgPrice;
dr["Multiplier"] = v.d.Key.Multiplier;
dr["ClosedPrice"] = v.d.Key.ClosedPrice;
dr["Amount"] = v.sumAmount;
dr["TotalFees"] = v.sumFees;
dr["GMIDate"] = v.d.Key.GMIDate;
dr["FuturesCallsPuts"] = v.d.Key.FuturesCallsPuts;
dr["StrikePrice"] = v.d.Key.StrikePrice;
dr["ExecutingBroker"] = v.d.Key.ExecutingBroker;
//dr["UniqueTracer"] = v.d.Key.UniqueTracer;
dr["Flag"] = v.d.Key.Flag;
dr["NFAFee"] = v.d.Key.NFAFee;
if (dr["TradeDate"] != DBNull.Value && dr["TradeDate"].ToString() != String.Empty)
{
dtOut.Rows.Add(dr);
dtOut.AcceptChanges();
}
}
AddToOutputs(this.Name, dtOut);
}
}
}
catch (Exception ex)
{
log.ErrorFormat(((State)o).CurrentJobHash, "Error : {0}", ex);
retval = StateEnums.Status.Warnings;
}
hpt.Stop();
log.InfoFormat(((State)o).CurrentJobHash, "TradesAdvantage {0} processed {1} records in {2} seconds.", Name, numrecs, hpt.Duration);
return retval;
}
public FubuRuntime(FubuRegistry registry)
{
_registry = registry;
_appFunc = new Lazy <AppFunc>(() => FubuOwinHost.ToAppFunc(this));
RouteTable.Routes.Clear();
_diagnostics = new ActivationDiagnostics();
_perfTimer = _diagnostics.Timer;
_perfTimer.Start("FubuRuntime Bootstrapping");
var packageAssemblies = AssemblyFinder.FindModuleAssemblies(_diagnostics);
var applicationPath = registry.RootPath ?? DefaultApplicationPath();
_files = new FubuApplicationFiles(applicationPath);
_perfTimer.Record("Applying IFubuRegistryExtension's",
() => applyFubuExtensionsFromPackages(_diagnostics, packageAssemblies, registry));
_container = registry.ToContainer();
var graph = _perfTimer.Record("Building the BehaviorGraph",
() => BehaviorGraphBuilder.Build(registry, _perfTimer, packageAssemblies, _diagnostics, _files));
_perfTimer.Record("Registering services into the IoC Container",
() => registry.Config.RegisterServices(Mode, _container, graph));
_factory = new StructureMapServiceFactory(_container);
var routeTask = _perfTimer.RecordTask("Building Routes", () =>
{
var routes = buildRoutes(_factory, graph);
routes.Each(r => RouteTable.Routes.Add(r));
return(routes);
});
var library = HtmlConventionCollator.BuildHtmlConventions(graph);
_container.Configure(_ =>
{
_.Policies.OnMissingFamily <SettingPolicy>();
_.For <IFubuApplicationFiles>().Use(_files);
_.For <IServiceLocator>().Use <StructureMapServiceLocator>();
_.For <FubuRuntime>().Use(this);
_.For <IServiceFactory>().Use(_factory);
_.For <HtmlConventionLibrary>().Use(library);
});
Activate();
_routes = routeTask.Result();
if (registry.Host != null)
{
startHosting();
}
_perfTimer.Stop();
Restarted = DateTime.Now;
_diagnostics.AssertNoFailures();
}
public Container(IServiceCollection services, PerfTimer timer) : base(services, timer)
{
}
public override int Execute(Object o, Hashtable inputData)
{
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o );
log.InfoFormat("Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
int retval = 0;
PerfTimer hpt = new PerfTimer();
hpt.Start();
int numrecs = 0;
int numrecsFiltered = 0;
try
{
DateTime entryDate = DateTime.Today;
string dataSource = "Hayground";
DateTime tradeDate = DateTime.MinValue;
string symbol = String.Empty;
string side = String.Empty;
int quantity = 0;
double price = 0;
foreach (Object oIn in inputData)
{
DataTable dt = oIn as DataTable;
DataTable dtOut = new DataTable();
PrepareDataTable(ref dtOut);
if (dt != null && dt.Rows.Count > 0)
{
foreach (DataRow dr in dt.Rows)
{
if (dr[0] != DBNull.Value) tradeDate = (DateTime)dr[0];
if (dr[1].ToString().Equals(String.Empty) && dr[3].ToString().Equals(String.Empty))
continue;
if (dr[1] != DBNull.Value) symbol = dr[1].ToString();
if (dr[3] != DBNull.Value) side = dr[3].ToString();
if (dr[5] != DBNull.Value) quantity = Convert.ToInt32(dr[5]);
price = 0;
DataRow drout = dtOut.NewRow();
//drout.BeginEdit();
drout[0] = entryDate;
drout[1] = dataSource;
drout[2] = tradeDate;
drout[3] = symbol;
drout[4] = side;
drout[5] = quantity;
drout[6] = price;
//drout.EndEdit();
dtOut.Rows.Add(drout);
}
if (dtOut.Rows.Count > 0)
AddToOutputs(this.Name, dtOut);
numrecs += dtOut.Rows.Count;
}
}
}
catch (Exception ex)
{
log.ErrorFormat("Error : {0}", ex);
retval = -1;
}
hpt.Stop();
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.DoneSuccess, "", (State)o );
log.InfoFormat("DataTableFilter {0} filtered {1} of {2} records in {1} seconds.", Name, numrecsFiltered, numrecs, hpt.Duration);
return retval;
}
public override StateEnums.Status Execute(Object o, Hashtable inputData)
{
log.InfoFormat(jobKeyCode, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
State state = (State)o;
StateEnums.Status retval = StateEnums.Status.Success;
int runId = 0;
double duration = 0;
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o);
XmlDocument sourceXdoc = new XmlDocument();
if (inputData.Count > 0)
{
PerfTimer hpt = new PerfTimer();
hpt.Start();
string flags = "-x";
if (!ConfigUtils.GlobalConfig.WfmConnectonString.Equals(String.Empty))
{
WfmConnectonString = ConfigUtils.GlobalConfig.WfmConnectonString;
log.InfoFormat(jobKeyCode, "WfmConnectionString recieved from GlobalConfig. {0}", WfmConnectonString);
}
else
{
log.WarnFormat(jobKeyCode, "WfmConnectionString was NOT recieved from GlobalConfig");
log.WarnFormat(jobKeyCode, "WfmConnectionString will be assigned from job spec {0}",wfmConnectonString);
if (wfmConnectonString.Equals(String.Empty) ||
ConfigUtils.GlobalConfig.ConnectionSettings.Connections.ContainsKey(wfmConnectonString) == false)
{
retval = StateEnums.Status.Error;
log.ErrorFormat(jobKeyCode,
"WFM Connection {0} is not defined. Please add to config file and restart the service.",
wfmConnectonString);
return retval;
}
}
DbConnectionDetail dbConnDetail =
(DbConnectionDetail) ConfigUtils.GlobalConfig.ConnectionSettings.Connections[wfmConnectonString];
if (!DatabaseUtils.Connect(dbConnDetail.DefaultConnectString))
{
retval = StateEnums.Status.Error;
log.ErrorFormat(jobKeyCode, "Could not establish connection to WFM. {0}", wfmConnectonString);
throw new ApplicationException("WFM Database connection could not be established.");
return retval;
}
try
{
loaderResultsStruct loaderReturn = null;
string mail_distribution = MetaTagReplacer.GetMetaTagValue("*SOAP_ERROR_DISTRIBUTION*",
state.CurrentParameters.ProcessInputDates,
null);
string runrepSessionID = String.Empty;
Service webServ = null;
if (InputToProcess.CompareTo(String.Empty) != 0)
sourceXdoc = (XmlDocument)inputData[InputToProcess];
else
sourceXdoc = (XmlDocument)inputData[0];
if (inputData.ContainsKey("ActivityName"))
activityName = inputData["ActivityName"].ToString();
if (sourceXdoc != null && sourceXdoc.InnerXml != null && !sourceXdoc.InnerXml.Equals(String.Empty) && sourceXdoc.DocumentElement.FirstChild.ChildNodes.Count > 0)
{
sourceXdoc.InnerXml = sourceXdoc.InnerXml.Replace("http://www.advent.com/SchemaRevLevel248/Geneva", "http://www.advent.com/SchemaRevLevel371/Geneva");
if (nsuri.Equals(String.Empty))
nsuri = ((sourceXdoc).DocumentElement).NamespaceURI;
int i = 0;
Hashtable htXmlData = new Hashtable();
Hashtable htUserTranId1Ref = new Hashtable();
Hashtable htIdentifierRef = new Hashtable();
Hashtable htTypeIndicatorRef = new Hashtable();
Hashtable htSubTypeIndicatorRef = new Hashtable();
XmlNodeList nodeList = null;
if (sourceXdoc.DocumentElement.FirstChild.Name.Equals("GenevaLoader"))
nodeList = sourceXdoc.DocumentElement.FirstChild.ChildNodes;
else
nodeList = sourceXdoc.DocumentElement.ChildNodes;
string dataType = sourceXdoc.DocumentElement.FirstChild.Name;
foreach (XmlNode node in nodeList)
{
string loaderType = String.Empty;
string loaderAction = String.Empty;
string userTranId1 = String.Empty;
string identifier = String.Empty;
foreach (XmlNode subNode in node.ChildNodes)
{
XmlDocument xdocXmlData = new XmlDocument();
XmlNode rootXmlData = xdocXmlData.CreateElement(recordType);
xdocXmlData.AppendChild(rootXmlData);
string[] loaderKeys = subNode.Name.Split('_');
loaderType = loaderKeys[0];
if (loaderKeys.Length > 1)
loaderAction = loaderKeys[1];
else
loaderAction = "InsertUpdate";
recCountTotal = subNode.ChildNodes.Count;
GetGenevaTransactionKeys(htUserTranId1Ref, htTypeIndicatorRef, ref loaderType, ref loaderAction, ref userTranId1, ref identifier, subNode, loaderKeys);
XmlNode subNodeCopy = xdocXmlData.CreateElement(subNode.Name);
subNodeCopy.InnerXml = subNode.InnerXml;
xdocXmlData.FirstChild.AppendChild(subNodeCopy);
if (!htSubTypeIndicatorRef.Contains(identifier))
htSubTypeIndicatorRef.Add(identifier, loaderAction + "Type");
htXmlData.Add(i, ConvertXmlData(jobKeyCode, xdocXmlData));
htIdentifierRef.Add(i, identifier);
i++;
}
}
try
{
ifRetry = true;
int numtries = 1;
bool isContingency = false;
DateTime runStartTime = DateTime.Now;
GetSubAdvisorActivityName(state, ref activityName);
runId = AddActivityRun(activityName, state.SourceFileName, sourceXdoc.DocumentElement.FirstChild.ChildNodes.Count);
while (ifRetry)
{
try
{
webServ = null;
while (webServ == null && numtries < 12)
{
log.InfoFormat(jobKeyCode, "Attempting Geneva SOAP RunCallableLoader [retry #{3}] on {0}:{1} with flags {2}", host, port, flags, numtries);
webServ = new Service();
if (webServ == null)
Thread.Sleep(5000);
numtries++;
}
if (webServ == null)
{
log.ErrorFormat(jobKeyCode, "Web service not constructed (null value)");
retval = StateEnums.Status.Warnings;
throw new System.Web.Services.Protocols.SoapException();
}
else
{
log.InfoFormat(jobKeyCode, "Web service constructed successfully");
webServ.Timeout = timeout;
log.InfoFormat(jobKeyCode, "Web service timeout assigned: {0}", timeout);
webServ.Url = this.Url;
log.InfoFormat(jobKeyCode, "Web url assigned: {0}", webServ.Url);
if (runrepSessionID.Equals(String.Empty))
try
{
runrepSessionID = webServ.StartCallableLoader(port, host, uid, pwd);
log.InfoFormat(jobKeyCode, "Runrep session started successfully [Runrep ID: {0}]", runrepSessionID);
}
catch (Exception ex)
{
log.WarnFormat(jobKeyCode, "Failed to start runrep session: {0} [Runrep ID: {1}]", ex, runrepSessionID);
retval = StateEnums.Status.Warnings;
throw new System.Web.Services.Protocols.SoapException();
}
}
try
{
try
{
loaderReturn = webServ.RunCallableLoader(runrepSessionID, sourceXdoc.InnerXml, flags);
}
catch(Exception ex)
{
if(ex.Message.Contains("Unknown element"))
throw new ApplicationException(ex.Message);
else
throw new Exception(ex.Message);
}
log.InfoFormat(jobKeyCode, "Callable Loader session was successful [Runrep ID: {0}]", runrepSessionID);
DataTable dtResults = new DataTable();
dtResults.Columns.Add("Status");
dtResults.Columns.Add("Message");
dtResults.Columns.Add("KeyValue");
for (int j = 0; j < loaderReturn.results.Length; j++)
{
DataRow dr = dtResults.NewRow();
dr["Status"] = loaderReturn.results[j].status.ToString();
dr["Message"] = loaderReturn.results[j].message.ToString();
dr["KeyValue"] = loaderReturn.results[j].keyValue.ToString();
dtResults.Rows.Add(dr);
}
dtResults.DefaultView.Sort = "Status,Message,KeyValue";
mailEnvelop = String.Empty;
string lastStatus = "";
string lastmsgg = "";
foreach (DataRowView dr in dtResults.DefaultView)
{
if (!dr["Status"].ToString().Equals(lastStatus))
{
mailEnvelop += String.Format("Status: {0}<br>", dr["Status"].ToString());
lastStatus = dr["Status"].ToString();
}
if (!dr["Message"].ToString().Equals(lastmsgg))
{
mailEnvelop += String.Format("Message: {0}<br>", dr["Message"].ToString());
lastmsgg = dr["Message"].ToString();
}
mailEnvelop += String.Format("Trade Id: {0}<br>", dr["KeyValue"].ToString());
}
}
catch (ApplicationException aex)
{
//bubble up application exception. this difference here is that we'll avoid the web service retry loop
throw new ApplicationException(aex.Message);
}
catch (Exception ex)
{
log.ErrorFormat(jobKeyCode, "Failed to run Callable Loader session: {0} [Runrep ID: {1}]", ex, runrepSessionID);
retval = StateEnums.Status.Warnings;
throw new System.Web.Services.Protocols.SoapException();
}
if (isContingency)
SendMailMessage(jobKeyCode, mail_distribution, "BITS,[email protected]", Subject, "Geneva SOAP call succeeded.");
try
{
webServ.ShutdownCallableSession(runrepSessionID);
retval = StateEnums.Status.Warnings;
log.InfoFormat(jobKeyCode, "Shut down SOAP session OK {0}.", runrepSessionID);
}
catch (Exception ex)
{
log.WarnFormat(jobKeyCode, "Error shutting down SOAP session: {0} [Runrep ID: {1}]", ex, runrepSessionID);
}
recCountSuccess++;
ifRetry = false;
}
catch (ApplicationException aex)
{
//use this type of exception to avoid the web service retry loop
try
{
webServ.ShutdownCallableSession(runrepSessionID);
ifRetry = false;
retval = StateEnums.Status.Warnings;
log.InfoFormat(jobKeyCode, "Shut down SOAP session OK {0}.", runrepSessionID);
log.WarnFormat(jobKeyCode, "Bailing out of Geneva Update because of application error [{0}]", aex.Message);
}
catch (Exception ex)
{
log.WarnFormat(jobKeyCode, "Error shutting down SOAP session: {0} [Runrep ID: {1}]", ex, runrepSessionID);
}
}
catch (Exception wex)
{
try
{
webServ.ShutdownCallableSession(runrepSessionID);
retval = StateEnums.Status.Warnings;
log.InfoFormat(jobKeyCode, "Shut down SOAP session OK {0}.", runrepSessionID);
}
catch (Exception ex)
{
log.WarnFormat(jobKeyCode, "Error shutting down SOAP session: {0} [Runrep ID: {1}]", ex, runrepSessionID);
}
if (wex.Message.IndexOf("Unknown element") > -1)
throw (new ApplicationException(wex.Message));
if (DateTime.Now.CompareTo(runStartTime.AddMinutes(minutesSoapRetry)) < 0)
{
isContingency = true;
runrepSessionID = String.Empty;
ifRetry = ifOverrideSoapErrorRetry ? false : true;
SendMailMessage(jobKeyCode, mail_distribution, "BITS,[email protected]", Subject, wex.ToString());
retval = StateEnums.Status.Warnings;
Thread.Sleep(60000);
}
else
{
log.ErrorFormat(jobKeyCode, "Geneva SOAP call timed out. Giving up now.");
SendMailMessage(jobKeyCode, mail_distribution, "BITS,[email protected]", Subject, "Geneva SOAP call timed out. Giving up now.");
ifRetry = false;
//retval = StateEnums.Status.Error;
retval = StateEnums.Status.Warnings;
}
}
}
}
catch (Exception exl)
{
log.Warn(jobKeyCode, exl);
retval = StateEnums.Status.Warnings;
}
finally
{
if (loaderReturn == null)
{
loaderReturn = new loaderResultsStruct();
}
UpdateActivityRun(jobKeyCode,runId, activityName, dataType, state.SourceFileName, sourceXdoc.DocumentElement.FirstChild.ChildNodes.Count,
loaderReturn, htIdentifierRef, htUserTranId1Ref, htTypeIndicatorRef, htXmlData, GetSubtypes_Keys(sourceXdoc,nsuri));
AddToOutputs(this.Name + "_ActivityLog", GetActivityLog(jobKeyCode, runId, loaderReturn));
AddToOutputs(this.Name + "_DataTable_TranIdPair", GetTranIdUserTranIdPairTable(sourceXdoc, nsuri, loaderReturn, this.Name + "_DataTable_TranIdPair"));
//else
// log.WarnFormat(((State)o).CurrentJobHash, "{0} is not set up in Geneva as valid Activity.", activityName);
}
}
}
catch (Exception ex)
{
log.ErrorFormat(jobKeyCode, "Error : {0}", ex);
//retval = StateEnums.Status.Error;
retval = StateEnums.Status.Warnings;
}
hpt.Stop();
duration = hpt.Duration;
}
AddToOutputs(this.Name, sourceXdoc);
AddToOutputs(this.Name + "_MailEnvelop", mailEnvelop);
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.Success, "", (State)o);
UpdateRecordCount(activityIdEnding, recCountTotal, recCountSuccess, recCountFailed);
log.InfoFormat(jobKeyCode, "GenevaSoapSelect {0} processed {1} of {2} records in {1} seconds.", Name, recCountSuccess, recCountTotal, duration);
return retval;
}
private void DownloadCacheFiles()
{
lock (_downloadLock)
{
while (_downloadQueue.Count > 0)
{
Tuple <string, CachedItem> tuple;
lock (_downloadQueue)
{
tuple = _downloadQueue.Dequeue();
}
var httpUri = tuple.Item1;
var item = tuple.Item2;
try
{
var point = _points.First(p => item.CachePath.StartsWith(p.SystemPath));
var driveInfo = new DriveInfo(Path.GetPathRoot(point.SystemPath));
Logger.Info("Downloading file to the cache {0} Estimated free space {1} Real free space {2} {3}", httpUri, point.FreeSpace, driveInfo.AvailableFreeSpace, point.SystemPath);
if (File.Exists(item.CachePath))
{
File.Delete(item.CachePath);
}
var timer = PerfTimer.StartNew();
if (httpUri.StartsWith("http"))
{
HttpHelper.DownloadFile(httpUri, item.CachePath, true);
}
else if (httpUri.StartsWith("hyp"))
{
HyperUploadItem.Manager.DownloadFile(httpUri, item.CachePath, true).Wait();
}
timer.Stop();
Logger.Info("Download finished at {0}/s", Utils.FormatBytes(item.Magnet.Size / timer.Elapsed.TotalSeconds));
if (CacheVerification)
{
Logger.Info("Verifying the data");
var hasher = new ThexThreaded <TigerNative>();
hasher.LowPriority = true;
hasher.FileStreamBufferLength = 1024 * 1024;
var tth = Base32Encoding.ToString(hasher.GetTTHRoot(item.CachePath));
if (tth == item.Magnet.TTH)
{
Logger.Info("File cache match {0}", tth);
item.Complete = true;
item.CachedSegments.SetAll(true);
WriteBitfieldFile(item);
}
else
{
Logger.Info("Error! File cache mismatch {0}, expected {1} repeating the download", tth,
item.Magnet.TTH);
File.Delete(item.CachePath);
lock (_downloadQueue)
{
_downloadQueue.Enqueue(tuple);
}
Thread.Sleep(TimeSpan.FromSeconds(1));
}
}
else
{
Logger.Info("Adding file without verification");
item.Complete = true;
item.CachedSegments.SetAll(true);
WriteBitfieldFile(item);
}
}
catch (Exception ex)
{
while (ex != null)
{
Logger.Error("Error occured when processing download of cache item {0} {1}", tuple.Item1,
ex.Message);
ex = ex.InnerException;
}
RemoveItemFromCache(item);
Thread.Sleep(TimeSpan.FromSeconds(1));
}
}
lock (_downloadQueue)
{
_downloadThreadAlive = false;
}
}
}
internal void Compile(JasperGenerationRules generation, JasperRuntime runtime, PerfTimer timer)
{
_generation = generation;
_container = runtime.Container;
var forwarders = runtime.Get <Forwarders>();
AddForwarders(forwarders);
}
public override StateEnums.Status Execute(Object o, Hashtable inputData)
{
log.InfoFormat(((State)o).CurrentJobHash, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
StateEnums.Status retval = StateEnums.Status.Success;
PerfTimer hpt = new PerfTimer();
hpt.Start();
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o );
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
int numrecs=0;
string[] outputFields = new string[0];
string[] outputSumFields = new string[0];
string[] outputConstantFields = new string[0];
if (displayFields != null)
outputFields = DisplayFields.Split(';');
if (sumFields != null)
outputSumFields = SumFields.Split(';');
if (constantFields != null)
outputConstantFields = ConstantFields.Split(';');
try
{
DataTable dt = new DataTable();
if (InputToProcess.CompareTo(String.Empty) != 0)
dt = inputData[InputToProcess] as DataTable;
else
{
dt = inputData[0] as DataTable;
}
DataTable dtAgg = new DataTable();
DataColumn[] dcKey = new DataColumn[outputFields.Length];
int i = 0;
if (ifLimitColsToDisplay)
foreach (DataColumn dc in dt.Columns)
{
if (outputFields.Contains(dc.ColumnName) ||
outputSumFields.Contains(dc.ColumnName) ||
outputConstantFields.Contains(dc.ColumnName))
{
dtAgg.Columns.Add(dc.ColumnName);
if (outputFields.Contains(dc.ColumnName))
dcKey[i++] = dtAgg.Columns[dc.ColumnName];
}
}
else
foreach (DataColumn dc in dt.Columns)
{
dtAgg.Columns.Add(dc.ColumnName);
if (outputFields.Contains(dc.ColumnName))
dcKey[i++] = dtAgg.Columns[dc.ColumnName];
}
string[] constants = null;
if (outputConstantFields != null && outputConstantFields.Length > 0)
{
constants = outputConstantFields[0].Split('=');
if (constants.Length == 2 && dt.Columns.Contains(constants[0]) && !dtAgg.Columns.Contains(constants[0]))
dtAgg.Columns.Add(constants[0]);
}
foreach (DataRow dr in dt.Rows)
{
StringBuilder filterExpression = new StringBuilder();
foreach (string s in outputFields)
filterExpression.AppendFormat("{0}='{1}' AND ", s, dr[s]);
string filter = filterExpression.ToString();
filter = filter.Substring(0, filter.LastIndexOf(" AND"));
DataRow[] drs = null;
if (filter != null)
drs = dtAgg.Select(filter);
else
drs = dtAgg.Select();
DataRow drEdit;
bool isNewRow = false;
if (drs.Length == 0)
{
drEdit = dtAgg.NewRow();
isNewRow = true;
}
else
drEdit = drs[0];
drEdit.BeginEdit();
if (isNewRow)
{
foreach (string s in outputFields)
drEdit[s] = dr[s];
if (constants != null)
drEdit[constants[0]] = constants[1];
}
foreach (string agg in outputSumFields)
{
double val = double.NaN;
double.TryParse(drEdit[agg].ToString(), out val);
double newval = double.NaN;
double.TryParse(dr[agg].ToString(), out newval);
if (double.IsNaN(val) && double.IsNaN(newval) == false)
val = newval;
else if (double.IsNaN(val) == false && double.IsNaN(newval) == false)
val += newval;
if (double.IsNaN(val) == false)
drEdit[agg] = val;
}
drEdit.EndEdit();
if (isNewRow)
dtAgg.Rows.Add(drEdit);
}
#region deprc
//if (dt != null)
//{
// numrecs += dt.Rows.Count;
// var query =
// from dr in dt.AsEnumerable()
// group dr by new {
// tradeDate = dr.Field<DateTime>("TradeDate"),
// dataSource = dr.Field<string>("DataSource"),
// tradeType = dr.Field<string>("TradeType"),
// tradeStatus = dr.Field<string>("TradeStatus"),
// symbol = dr.Field<string>("Symbol"),
// portfolioName = dr.Field<string>("PortfolioName"),
// accountId = dr.Field<int>("AccountId"),
// broker = dr.Field<string>("Broker"),
// brokerAccount = dr.Field<string>("BrokerAccount"),
// currency = dr.Field<string>("Currency"),
// side = dr.Field<string>("Side")
// } into d
// let sumSignedQuantity = d.Sum(dr => dr.Field<decimal>("SignedQuantity"))
// let avgPrice = d.Average(dr => dr.Field<decimal>("Price"))
// let sumAmount = d.Sum(dr => dr.Field<decimal>("Amount"))
// let sumCommission1 = d.Sum(dr => dr.Field<decimal>("Commission1"))
// let sumCommission2 = d.Sum(dr => dr.Field<decimal>("Commission2"))
// let sumFee1 = d.Sum(dr => dr.Field<decimal>("Fee1"))
// let sumFee2 = d.Sum(dr => dr.Field<decimal>("Fee2"))
// let sumNetAmount = d.Sum(dr => dr.Field<decimal>("NetAmount"))
// let avgFxRate = d.Average(dr => dr.Field<decimal>("FxRate"))
// let sumNetAmountUSD = d.Sum(dr => dr.Field<decimal>("NetAmountUSd"))
// select new { d,
// sumSignedQuantity,
// avgPrice,
// sumAmount,
// sumCommission1,
// sumCommission2,
// sumFee1,
// sumFee2,
// sumNetAmount,
// avgFxRate,
// sumNetAmountUSD
// };
// DataTable dtOut = new DataTable();
// foreach (string ss in outputFields)
// dtOut.Columns.Add(new DataColumn(ss));
// foreach (string ss in outputSumFields)
// dtOut.Columns.Add(new DataColumn(ss));
// foreach (var v in query)
// {
// DataRow dr = dtOut.NewRow();
// dr["TradeDate"] = v.d.Key.tradeDate ;
// dr["DataSource"] = v.d.Key.dataSource ;
// dr["TradeType"] = v.d.Key.tradeType ;
// dr["TradeStatus"] = v.d.Key.tradeStatus ;
// dr["Symbol"] = v.d.Key.symbol ;
// dr["PortfolioName"] = v.d.Key.portfolioName ;
// dr["AccountId"] = v.d.Key.accountId ;
// dr["Broker"] = v.d.Key.broker ;
// dr["brokerAccount"] = v.d.Key.brokerAccount ;
// dr["Currency"] = v.d.Key.currency ;
// dr["Side"] = v.d.Key.side ;
// dr["SignedQuantity"] = v.sumSignedQuantity;
// dr["Price"] = v.sumSignedQuantity;
// dr["Amount"] = v.sumSignedQuantity;
// dr["Commission1"] = v.sumSignedQuantity;
// dr["Commission2"] = v.sumSignedQuantity;
// dr["Fee1"] = v.sumSignedQuantity;
// dr["Fee2"] = v.sumSignedQuantity;
// dr["NetAmount"] = v.sumSignedQuantity;
// dr["FxRate"] = v.sumSignedQuantity;
// dr["NetAmountUSd"] = v.sumSignedQuantity;
// dtOut.Rows.Add(dr);
// dtOut.AcceptChanges();
// }
#endregion
AddToOutputs(this.Name, dtAgg);
recCount = dtAgg.Rows.Count;
}
catch (Exception ex)
{
log.ErrorFormat(((State)o).CurrentJobHash, "Error : {0}", ex);
retval = StateEnums.Status.Error;
}
hpt.Stop();
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.Success, "", (State)o );
UpdateRecordCount(activityIdEnding, recCount, recCount, 0);
log.InfoFormat(((State)o).CurrentJobHash, "DataTableAggregate {0} aggregated {1} records in {2} seconds.", Name, numrecs, hpt.Duration);
return retval;
}
public override int Execute(Object o, Hashtable inputData)
{
log.InfoFormat(job.KeyCode, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
int retval = 0;
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
PerfTimer hpt = new PerfTimer();
hpt.Start();
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o);
string reportArgs = String.Empty;
try
{
dtOut = new DataTable(tableName);
Util.InitializeAsciiLookup();
ifRetry = true;
bool isContingency = false;
string runrepSessionID = String.Empty;
reportResultsPortfolioStruct results = null;
Service webServ = null;
int numtries = 1;
if (!job.JobName.StartsWith("ADHOC_")) PrepareDates();
ParseArgs(args, ref reportArgs);
DateTime runStartTime = DateTime.Now;
while (ifRetry)
{
try
{
webServ = null;
while (webServ == null && numtries < 12)
{
log.InfoFormat(job.KeyCode, "Attempting Geneva SOAP RunCallableRunrepRunReport [retry #{3}] on {0} with report args {1} {2}", url, rsl, reportArgs, numtries);
webServ = new Service();
if (webServ == null)
Thread.Sleep(5000);
numtries++;
}
if (webServ == null)
{
log.WarnFormat(job.KeyCode, "Web service not constructed (null value)");
retval = -1;
throw new System.Web.Services.Protocols.SoapException();
}
else
{
log.InfoFormat(job.KeyCode, "Web service constructed successfully");
webServ.Timeout = timeout;
log.InfoFormat(job.KeyCode, "Web service timeout assigned: {0}", timeout);
webServ.Url = ConfigUtils.MetaTagReplacer(url);
log.WarnFormat(job.KeyCode, "Web url assigned: {0}", webServ.Url);
if (runrepSessionID.Equals(String.Empty))
{
try
{
runrepSessionID = webServ.StartCallableRunrep(port, host, uid, pwd, "-f empty");
log.InfoFormat(job.KeyCode, "Runrep session started successfully [Runrep ID: {0}]", runrepSessionID);
}
catch (Exception ex)
{
log.ErrorFormat(job.KeyCode, "Failed to start runrep session: {0} [Runrep ID: {1}]", ex, runrepSessionID);
retval = -99;
throw new System.Web.Services.Protocols.SoapException();
}
}
try
{
webServ.RunCallableRunrepReadFile(runrepSessionID, rsl);
log.InfoFormat(job.KeyCode, "Runrep read report file was successful [Runrep ID: {0}]", runrepSessionID);
}
catch (Exception ex)
{
log.WarnFormat(job.KeyCode, "Failed to read rsl file from runrep session: {0} [Runrep ID: {1}]", ex, runrepSessionID);
retval = -99;
throw new System.Web.Services.Protocols.SoapException();
}
try
{
throw new ApplicationException(); //TESTING!!!!!!!!!!!!!!
results = webServ.RunCallableRunrepRunReport(runrepSessionID, rsl, reportArgs);
log.InfoFormat(job.KeyCode, "Runrep run report was successful [Runrep ID: {0}]", runrepSessionID);
}
catch (Exception ex)
{
log.WarnFormat(job.KeyCode, "Runrep run report was NOT successful: {0} [Runrep ID: {1}]", ex, runrepSessionID);
retval = -99;
throw new System.Web.Services.Protocols.SoapException();
}
if (isContingency)
SendMailMessage(job.KeyCode, ListTo, ListFrom, Subject, "Geneva SOAP call succeeded.");
try
{
webServ.ShutdownCallableSession(runrepSessionID);
log.InfoFormat(job.KeyCode, "Shut down SOAP session OK. [Runrep ID: {0}]", runrepSessionID);
}
catch (Exception ex)
{
retval = -1;
log.ErrorFormat(job.KeyCode, "Error shutting down SOAP session: {0} [Runrep ID: {1}]", ex, runrepSessionID);
}
ifRetry = false;
}
}
catch (Exception ex)
{
try
{
webServ.ShutdownCallableSession(runrepSessionID);
retval = -1;
log.InfoFormat(job.KeyCode, "Shut down SOAP session OK {0}.", runrepSessionID);
}
catch (Exception exx)
{
log.WarnFormat(job.KeyCode, "Error shutting down SOAP session: {0} [Runrep ID: {1}]", exx, runrepSessionID);
}
log.ErrorFormat(job.KeyCode, "Error encountered in SOAP report: {0}", ex);
if (DateTime.Now.CompareTo(runStartTime.AddMinutes(minutesSoapRetry)) < 0)
{
isContingency = true;
runrepSessionID = String.Empty;
ifRetry = ifOverrideSoapErrorRetry ? false : true;
if (!ListTo.Equals(String.Empty))
SendMailMessage(job.KeyCode, ListTo, ListFrom, Subject, ex.ToString());
retval = -1;
Thread.Sleep(60000);
}
else
{
log.ErrorFormat(job.KeyCode, "Geneva SOAP call timed out. Giving up now.");
SendMailMessage(job.KeyCode, ListTo, ListFrom, Subject, "Geneva SOAP call timed out. Giving up now.");
retval = -99;
ifRetry = false;
}
}
}
if (results != null)
{
if (!ifUseAddendumErrorsOnly)
dtOut = ConvertToDataTable(tableName, results);
else
dtOut = getAddendumErrors(tableName, results);
}
if (dtOut != null && dtOut.Rows.Count > 0)
log.InfoFormat(job.KeyCode, "Obtained {0} records from SOAP service call.", dtOut.Rows.Count);
else
log.InfoFormat(job.KeyCode, "Obtained no records from SOAP service call.");
if (dtOut != null)
{
AddToOutputs(this.Name, dtOut);
AddToOutputs("RunDate", RunDate);
}
}
catch (Exception ex)
{
log.Error(job.KeyCode, ex);
retval = -99;
}
hpt.Stop();
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.Success, "", (State)o);
log.InfoFormat(job.KeyCode, "GenevaSoapReport [{0}] completed in {1} seconds.", Name, hpt.Duration);
return retval;
}
public override int Execute(Object o, Hashtable inputData)
{
log.InfoFormat("Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
int retval = 0;
double duration = 0;
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o);
if (inputData.Count > 0)
{
PerfTimer hpt = new PerfTimer();
hpt.Start();
if (IfResetOnEachRun)
ResetOutput();
DataTable dtOut = new DataTable();
try
{
log.InfoFormat("Setting up Geneva SOAP service call.");
string runrepSessionID = "";
Service webServ = new Service();
webServ.Url = Settings.Default.GenevaSoapUpdate_GenevaSoap_Service;
try
{
runrepSessionID = webServ.StartCallableLoader(
Settings.Default.Geneva_Port,
Settings.Default.Geneva_HostName,
Settings.Default.Geneva_Uid,
Settings.Default.Geneva_Password
);
}
catch (Exception ex)
{
log.Error(ex);
}
Hashtable transforms = GetTransforms();
XmlDocument sourceXdoc = new XmlDocument();
XmlDocument targetXdoc = new XmlDocument();
if (InputToProcess.CompareTo(String.Empty) != 0)
sourceXdoc = (XmlDocument)((Hashtable)inputData)[InputToProcess];
else
sourceXdoc = (XmlDocument)((Hashtable)inputData)[0];
if (sourceXdoc.DocumentElement.FirstChild.Name.CompareTo("InvestmentRecords") == 0)
sourceXdoc.InnerXml = sourceXdoc.InnerXml.Replace("http://www.advent.com/SchemaRevLevel248/Geneva", "http://www.advent.com/SchemaRevLevel371/Geneva");
XmlNode targetFC = sourceXdoc.FirstChild.CloneNode(true);
XmlNode newFC = targetXdoc.ImportNode(targetFC, true);
targetXdoc.AppendChild(newFC);
targetXdoc.DocumentElement.FirstChild.RemoveAll();
recCountTotal = sourceXdoc.FirstChild.FirstChild.ChildNodes.Count;
foreach (XmlNode investmentNode in sourceXdoc.FirstChild.FirstChild.ChildNodes)
{
string ticker = String.Empty;
string desc = String.Empty;
string exchCode = String.Empty;
string loaderAction = String.Empty;
string assetType = String.Empty;
foreach (XmlNode node in investmentNode.ChildNodes)
{
if (node.Name.CompareTo("AssetType") == 0)
{
loaderAction = String.Format("{0}_InsertUpdate", node.InnerXml);
assetType = node.InnerXml;
break;
}
}
//bail on null asset type
if (assetType.CompareTo(String.Empty) == 0) continue;
XmlNode newInvestmentNode = targetXdoc.CreateElement(loaderAction);
foreach (XmlNode node in investmentNode.ChildNodes)
{
if (transforms.ContainsKey(node.Name))
{
string[] newTags = transforms[node.Name].ToString().Split(',');
foreach (string targetTag in newTags)
{
//reassignments
if (node.Name.CompareTo("TICKER") == 0)
ticker = node.InnerXml;
else if (node.Name.CompareTo("NAME") == 0 && assetType.ToUpper().CompareTo("EQUITY") == 0)
desc = node.InnerXml;
else if (node.Name.CompareTo("EXCH_CODE") == 0)
exchCode = node.InnerXml;
else if (node.Name.CompareTo("SECURITY_DES") == 0 && assetType.ToUpper().CompareTo("OPTION") == 0)
desc = node.InnerXml;
else if (node.Name.CompareTo("OPT_MULTIPLIER") == 0 && assetType.ToUpper().CompareTo("EQUITY") == 0)
node.InnerXml = "1";
else if (node.Name.CompareTo("OPT_PUT_CALL") == 0 && node.InnerXml.CompareTo(String.Empty) != 0)
node.InnerXml = node.InnerXml.CompareTo("Call") == 0 ? "0" : "1";
else if (node.Name.CompareTo("OPT_UNDL_TICKER") == 0 && assetType.ToUpper().CompareTo("OPTION") == 0)
node.InnerXml = node.InnerXml.Replace(" US", "");
else if (node.Name.CompareTo("OPT_UNDL_TICKER") == 0 && assetType.ToUpper().CompareTo("EQUITY") == 0)
continue;
else if (node.Name.CompareTo("OPT_EXPIRE_DT") == 0)
{
try
{
DateTime dt = Convert.ToDateTime(node.InnerXml);
node.InnerXml = dt.ToString("yyyy-MM-ddTHH:mm:ss");
}
catch (Exception ex)
{
log.Warn(ex);
}
}
//nodes
if (node.InnerXml.CompareTo(String.Empty) != 0)
{
XmlNode newNode = targetXdoc.CreateElement(targetTag);
switch (node.Name)
{
case "NAME":
case "SECURITY_DES":
newNode.InnerXml = desc;
break;
default:
newNode.InnerXml = node.InnerXml;
break;
}
newInvestmentNode.AppendChild(newNode);
}
}
}
}
#region Calculated/Assigned Geneva Fields
switch (assetType.ToUpper())
{
case "EQUITY":
XmlNode settleDaysNodeEQ = targetXdoc.CreateElement("SettleDays");
settleDaysNodeEQ.InnerXml = "3";
newInvestmentNode.AppendChild(settleDaysNodeEQ);
XmlNode quantityPrecisionNodeEQ = targetXdoc.CreateElement("QuantityPrecision");
quantityPrecisionNodeEQ.InnerXml = "2";
newInvestmentNode.AppendChild(quantityPrecisionNodeEQ);
XmlNode pricingPrecisionNodeEQ = targetXdoc.CreateElement("PricingPrecision");
pricingPrecisionNodeEQ.InnerXml = "2";
newInvestmentNode.AppendChild(pricingPrecisionNodeEQ);
XmlNode altKey1NodeEQ = targetXdoc.CreateElement("AltKey1");
altKey1NodeEQ.InnerXml = String.Format("{0} {1} Equity", ticker, exchCode);
newInvestmentNode.AppendChild(altKey1NodeEQ);
break;
case "OPTION":
XmlNode settleDaysNodeOP = targetXdoc.CreateElement("SettleDays");
settleDaysNodeOP.InnerXml = "1";
newInvestmentNode.AppendChild(settleDaysNodeOP);
XmlNode quantityPrecisionNodeOP = targetXdoc.CreateElement("QuantityPrecision");
quantityPrecisionNodeOP.InnerXml = "3";
newInvestmentNode.AppendChild(quantityPrecisionNodeOP);
XmlNode pricingPrecisionNodeOP = targetXdoc.CreateElement("PricingPrecision");
pricingPrecisionNodeOP.InnerXml = "3";
newInvestmentNode.AppendChild(pricingPrecisionNodeOP);
XmlNode altKey1NodeOP = targetXdoc.CreateElement("AltKey1");
altKey1NodeOP.InnerXml = String.Format("{0} Equity", ticker);
newInvestmentNode.AppendChild(altKey1NodeOP);
break;
default:
break;
}
XmlNode codeNode = targetXdoc.CreateElement("Code");
codeNode.InnerXml = ticker;
newInvestmentNode.AppendChild(codeNode);
XmlNode pricingFactorNode = targetXdoc.CreateElement("PricingFactor");
pricingFactorNode.InnerXml = "1";
newInvestmentNode.AppendChild(pricingFactorNode);
XmlNode secEligibleFlagNode = targetXdoc.CreateElement("SecEligibleFlag");
secEligibleFlagNode.InnerXml = "1";
newInvestmentNode.AppendChild(secEligibleFlagNode);
XmlNode secFeeScheduleNode = targetXdoc.CreateElement("SecFeeSchedule");
secFeeScheduleNode.InnerXml = "Default";
newInvestmentNode.AppendChild(secFeeScheduleNode);
#endregion
targetXdoc.DocumentElement.FirstChild.AppendChild(newInvestmentNode);
recCountSuccess++;
}
string flags = "-x";
try
{
//loaderResultsStruct loaderReturn = webServ.RunCallableLoader(runrepSessionID, targetXdoc.InnerXml.ToString(), flags);
}
catch (Exception ex)
{
log.Warn(ex);
}
try
{
webServ.ShutdownCallableSession(runrepSessionID);
}
catch (Exception ex)
{
log.Warn(ex);
}
AddToOutputs(this.Name, targetXdoc);
}
catch (Exception ex)
{
log.ErrorFormat("Error : {0}", ex);
retval = -1;
}
if (dtOut.Rows.Count > 0)
AddToOutputs(this.Name, dtOut);
hpt.Stop();
duration = hpt.Duration;
}
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.DoneSuccess, "", (State)o );
UpdateRecordCount(activityIdEnding, recCountTotal, recCountSuccess, recCountFailed);
log.InfoFormat("GenevaSoapSelect {0} processed {1} of {2} records in {1} seconds.", Name, recCountSuccess, recCountTotal, duration);
return retval;
}
public override int Execute(Object o, Hashtable inputData)
{
log.InfoFormat(job.KeyCode, "Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
int retval = 0;
PerfTimer hpt = new PerfTimer();
hpt.Start();
int activityIdStarting = UpdateProcessStatus(Enums.ProcessStatus.Starting, "", (State)o );
if (IfResetOnEachRun)
ResetOutput();
PassAlongOutputs(inputData);
try
{
DataService dataService = GetDataService(job.KeyCode);
}
catch (Exception ex)
{
log.ErrorFormat(job.KeyCode, "Error : {0}", ex);
retval = -99;
}
hpt.Stop();
int activityIdEnding = UpdateProcessStatus(Enums.ProcessStatus.Success, "", (State)o );
//log.InfoFormat(job.KeyCode, "DataTableAggregate {0} aggregated {1} records in {2} seconds.", Name, numrecs, hpt.Duration);
return retval;
}
public override int Execute(Object o, Hashtable inputData)
{
log.InfoFormat("Module {0} received {1} inputs.", name, inputData != null ? inputData.Count.ToString() : "no");
int retval = 0;
PerfTimer hpt = new PerfTimer();
hpt.Start();
if (IfResetOnEachRun)
ResetOutput();
int numrecs=0;
string[] outputFields = DisplayFields.Split(';');
string[] outputSumFields = SumFields.Split(';');
try
{
foreach (Object oIn in inputData)
{
DataTable dt = oIn as DataTable;
if (dt != null)
{
numrecs += dt.Rows.Count;
var query =
from dr in dt.AsEnumerable()
group dr by new {
tradeDate = dr.Field<DateTime>("TradeDate"),
dataSource = dr.Field<string>("DataSource"),
tradeType = dr.Field<string>("TradeType"),
tradeStatus = dr.Field<string>("TradeStatus"),
symbol = dr.Field<string>("Symbol"),
portfolioName = dr.Field<string>("PortfolioName"),
accountId = dr.Field<int>("AccountId"),
broker = dr.Field<string>("Broker"),
brokerAccount = dr.Field<string>("BrokerAccount"),
currency = dr.Field<string>("Currency"),
side = dr.Field<string>("Side")
} into d
let sumSignedQuantity = d.Sum(dr => dr.Field<decimal>("SignedQuantity"))
let avgPrice = d.Average(dr => dr.Field<decimal>("Price"))
let sumAmount = d.Sum(dr => dr.Field<decimal>("Amount"))
let sumCommission1 = d.Sum(dr => dr.Field<decimal>("Commission1"))
let sumCommission2 = d.Sum(dr => dr.Field<decimal>("Commission2"))
let sumFee1 = d.Sum(dr => dr.Field<decimal>("Fee1"))
let sumFee2 = d.Sum(dr => dr.Field<decimal>("Fee2"))
let sumNetAmount = d.Sum(dr => dr.Field<decimal>("NetAmount"))
let avgFxRate = d.Average(dr => dr.Field<decimal>("FxRate"))
let sumNetAmountUSD = d.Sum(dr => dr.Field<decimal>("NetAmountUSd"))
select new { d,
sumSignedQuantity,
avgPrice,
sumAmount,
sumCommission1,
sumCommission2,
sumFee1,
sumFee2,
sumNetAmount,
avgFxRate,
sumNetAmountUSD
};
DataTable dtOut = new DataTable();
foreach (string ss in outputFields)
dtOut.Columns.Add(new DataColumn(ss));
foreach (string ss in outputSumFields)
dtOut.Columns.Add(new DataColumn(ss));
foreach (var v in query)
{
DataRow dr = dtOut.NewRow();
dr["TradeDate"] = v.d.Key.tradeDate ;
dr["DataSource"] = v.d.Key.dataSource ;
dr["TradeType"] = v.d.Key.tradeType ;
dr["TradeStatus"] = v.d.Key.tradeStatus ;
dr["Symbol"] = v.d.Key.symbol ;
dr["PortfolioName"] = v.d.Key.portfolioName ;
dr["AccountId"] = v.d.Key.accountId ;
dr["Broker"] = v.d.Key.broker ;
dr["brokerAccount"] = v.d.Key.brokerAccount ;
dr["Currency"] = v.d.Key.currency ;
dr["Side"] = v.d.Key.side ;
dr["SignedQuantity"] = v.sumSignedQuantity;
dr["Price"] = v.sumSignedQuantity;
dr["Amount"] = v.sumSignedQuantity;
dr["Commission1"] = v.sumSignedQuantity;
dr["Commission2"] = v.sumSignedQuantity;
dr["Fee1"] = v.sumSignedQuantity;
dr["Fee2"] = v.sumSignedQuantity;
dr["NetAmount"] = v.sumSignedQuantity;
dr["FxRate"] = v.sumSignedQuantity;
dr["NetAmountUSd"] = v.sumSignedQuantity;
dtOut.Rows.Add(dr);
dtOut.AcceptChanges();
}
AddToOutputs(this.Name, dtOut);
}
}
}
catch (Exception ex)
{
log.ErrorFormat("Error : {0}", ex);
retval = -1;
}
hpt.Stop();
log.InfoFormat("DataTableAggregate {0} aggregated {1} records in {2} seconds.", Name, numrecs, hpt.Duration);
return retval;
}
internal Task Activate(JasperRuntime runtime, GenerationRules generation, PerfTimer timer)
{
var activator = timer.Record("Building ServiceBusActivator", runtime.Get <MessagingRoot>);
return(activator.Activate(LocalWorker, Capabilities, runtime, generation, timer));
}
//// Main Logic for each boids movement
float2 BoidLogic(int i, ref Boid boid)
{
float SenseCosTheta = math.cos(math.radians(SenseAngle));
float radius = SenseRadius * boid.size;
float avoidfalloff = 1f / boid.size;
float2 avoidAvg = 0;
float2 alignAvg = 0;
int alignCount = 0;
float2 centerAvg = 0;
int centerCount = 0;
var timer = PerfTimer.Start();
for (int j = 0; j < boids.Count; ++j)
{
if (i == j)
{
continue;
}
var other = boids[j];
#if false
float2 offs = other.pos - boid.pos;
float dist = length(offs);
float2 dir = dist != 0 ? offs / dist : 0;
if (dist > radius || dot(boid.forward, dir) < SenseCosTheta)
{
continue;
}
#else
// perf optimization (filter out other boids while avoiding sqrt
float2 offs = other.pos - boid.pos;
float distsq = lengthsq(offs);
if (distsq > radius * radius)
{
continue;
}
float dist = sqrt(distsq);
float2 dir = dist != 0 ? offs / dist : 0;
if (dot(boid.forward, dir) < SenseCosTheta)
{
continue;
}
#endif
float sensitivity = (1 - dist / radius); // inverse square falloff of sensitivity
sensitivity *= sensitivity;
#if false
if (dist <= avoidradius)
{
float d = dist / avoidradius; // strong falloff
float stren = 1f / (d + 0.2f) - 0.83f;
avoidAvg += -dir * stren;
}
#else
float d = avoidfalloff * dist + 0.5f;
float d2 = d * d;
float d4 = d2 * d2;
float stren = AvoidStrength / d4;
avoidAvg += dir * stren;
#endif
alignAvg += (other.vel - boid.vel) * sensitivity;
alignCount++;
centerAvg += offs * sensitivity;
centerCount++;
}
innerloop_time += timer.End() / boids.Count;
if (alignCount != 0)
{
alignAvg /= alignCount;
}
if (centerCount != 0)
{
centerAvg /= centerCount;
}
float accelBudget = BoidManeuverBudget;
float2 avoid = -avoidAvg * BoidManeuverBudget;
float2 align = alignAvg * AlignStrength * BoidManeuverBudget;
float2 center = centerAvg * CenterStrength * BoidManeuverBudget;
float avoidMag = min(length(avoid), accelBudget);
accelBudget -= avoidMag;
float alignMag = min(length(align), accelBudget);
accelBudget -= alignMag;
float centerMag = min(length(center), accelBudget);
accelBudget -= centerMag;
avoid = normalizesafe(avoid) * avoidMag;
align = normalizesafe(align) * alignMag;
center = normalizesafe(center) * centerMag;
boid.avoid = avoid;
boid.align = align;
boid.center = center;
return(avoid + align + center);
}
