public STOMetricsWriter(SystemDetailsTable.SystemDetails details, bool reuseExistingFiles)
{
this.details = details;
this.reuseExistingFiles = reuseExistingFiles;
tempDir = new QDirectory(@"C:\tempMetricFiles\" + details.id());
metricsDir = new QDirectory(details.stoDir()).directory(new[] { details.stoId(), "Metrics" });
}
public static void Main(string[] args)
{
var arguments = Arguments.arguments(args, jStrings("group", "start", "end", "dir", "asOf", "metricSource", "overwrite"));
var groupName = arguments.@string("group");
var start = date(arguments.get("start", jDate("1990/01/01")));
var end = date(arguments.get("end", Dates.midnight()));
if (arguments.containsKey("asOf"))
{
freezeNow(date(arguments.date("asOf")));
}
var metricSource = arguments.containsKey("metricSource") ? new DataSource(arguments.@string("metricSource")) : null;
var dir = new QDirectory(arguments.get("dir"));
dir.createIfMissing();
var group = Groups.GROUPS.forName(groupName);
var overwrite = arguments.get("overwrite", false);
Bomb.unless(overwrite || isEmpty(dir.files()),
() => dir.path() + " contains existing files and overwrite is false!");
writeGroupXml(dir, group, start, end);
var liveMarkets = list <MsivPv>(Groups.GROUPS.liveMarkets(groupName));
var marketsBySystem = new Dictionary <LiveSystem, List <JMarket> >();
each(liveMarkets, liveMarket => marketsBySystem[liveMarket.liveSystem()] = new List <JMarket>());
each(liveMarkets, liveMarket => marketsBySystem[liveMarket.liveSystem()].Add(new JMarket(liveMarket.market())));
each(marketsBySystem, (system, markets) => generateCurves(system, markets, dir, start, end, metricSource));
Environment.Exit(0);
}
static string dateDirectory(QDirectory portfolioDir, DateTime end)
{
var result = portfolioDir.directory(new [] { "" + Dates.asLong(jDate(end)), "curves" });
result.createIfMissing();
return(result.path());
}
static void generateCurves(LiveSystem system, IEnumerable <JMarket> markets, QDirectory directory, DateTime start, DateTime end, DataSource metricSource)
{
var symbols = convert(markets, market => new Symbol(market.name(), market.bigPointValue()));
var parameters = new Parameters {
{ "systemId", system.id() },
{ "RunMode", (double)RunMode.LIVE }
};
var startLoading = DateTime.Now;
Bomb.when(system.details().runInNativeCurrency(), () => "portfolio optimization requires systems to run in dollars, not native currency");
var bars = new SystemDbBarLoader(system.details().interval(), symbols, start, end);
var simulator = new Simulator(new SystemArguments(symbols, parameters), bars, "QUEDGE");
var startProcessing = DateTime.Now;
var perSecond = simulator.processBars();
saveMetric(system, "marketBarsPerSecond", metricSource, perSecond);
var startMetricCalc = DateTime.Now;
simulator.metrics();
saveMetric(system, "metricCalculationSeconds", metricSource, secondsSince(startMetricCalc));
saveMetric(system, "totalRunSeconds", metricSource, secondsSince(startProcessing));
simulator.writeCurveFiles(directory);
saveMetric(system, "totaSeconds", metricSource, secondsSince(startLoading));
Db.commit();
}
public static QFile hamsterMetricsFile(int id, QFile metricsFile)
{
var result = new QDirectory(@"C:\tempMetricFiles\hamster").file(new [] { "" + id, "Metrics", metricsFile.name().Replace(".csv", ".ham") });
result.ensurePath();
return(result);
}
public string curveFilePath(Siv siv, string marketName)
{
var d = new QDirectory(join(@"\", list(stoDir(), stoId(), "CurvesBin", siv.sviName("_") + "_" + marketName)));
d.createIfMissing();
return(d.file("run_" + runNumber() + ".bin").path());
}
public string metricsFilePath(Siv siv, string marketName)
{
var d = new QDirectory(join(@"\", list(stoDir(), stoId(), "Metrics")));
d.createIfMissing();
return(d.file(siv.sviName("_") + "_" + marketName + ".csv").path());
}
public static void Main(string[] args)
{
var arguments = Arguments.arguments(args, jStrings("prefix", "dir"));
var dir = new QDirectory(arguments.@string("dir"));
var rep = Tag.parse(dir.file("group.xml").text());
Groups.GROUPS.load(rep.child("group"), arguments.@string("prefix"));
Db.commit();
}
static void writeGroupXml(QDirectory outputDirectory, Group group, DateTime start, DateTime end)
{
var groupXml = Group.asXml(group);
groupXml.add("asOf", ymdHuman(now()));
groupXml.add("runDate", ymdHuman(reallyNow()));
groupXml.add("start", ymdHuman(start));
groupXml.add("end", ymdHuman(end));
outputDirectory.file("group.xml").create(groupXml.longXml());
}
static void copyDirectory(QDirectory destination, string[] parts, bool debug)
{
var fromParts = new string[parts.Length];
zeroTo(parts.Length, i => fromParts[i] = debug ? parts[i].Replace("Release", "Debug") : parts[i]);
var fromDir = Systematic.mainDir().directory(fromParts);
var toDir = destination.directory(parts);
toDir.destroyIfExists();
fromDir.copy(toDir);
}
protected override void OnStart(string[] args)
{
LogC.useJavaLog = true;
LogC.setOut("launcher", @"C:\logs\Bootstrap.log", true);
LogC.setVerboseLoggingForever(true);
STARTUP.subscribe(startProcesses);
SHUTDOWN.subscribe(stopProcesses);
heart = new Heartbeat(LOCAL_CLOUD_BROKER, "Tornado.heartbeat.bootstrap", 3000);
heart.initiate();
var juggernet = new QDirectory("T:\\JuggerNET\\");
if (!juggernet.exists())
{
LogC.info("can't access network drives, try running on a different system or as a different user(change service logon to use FFTW\\<username>) " + juggernet.path() + " running as " + O.username());
}
}
public static int Main(string[] args)
{
Log.doNotDebugSqlForever();
var arguments = Arguments.arguments(args, jStrings("dir", "lastDate", "generateCurves", "overwrite"));
var end = date(arguments.get("lastDate"));
var portfolioDir = new QDirectory(arguments.get("dir", PRODUCTION));
var generateCurves = arguments.get("generateCurves", true);
portfolioDir.createIfMissing();
var newDirectory = dateDirectory(portfolioDir, end);
if (generateCurves)
{
var overwrite = arguments.get("overwrite", false);
Portfolio.Main(new[] {
"-group", "AllSystemsQ",
"-end", ymdHuman(end),
"-asOf", ymdHuman(end),
"-dir", newDirectory,
"-metricSource", "internal",
"-overwrite", "" + overwrite
});
}
var prior = date(Dates.businessDaysAgo(1, jDate(end), "nyb"));
var bytes = new ByteArrayOutputStream();
Log.setBothStreams(new PrintStream(bytes));
var rc = PortfolioTieOut.runReport(new[] {
"-old", dateDirectory(portfolioDir, prior),
"-new", newDirectory,
"-ignoreLast", "true",
"-summary", "true"
});
if (rc != 0)
{
Email.problem("daily portfolio yesterday != today", bytes.ToString()).sendTo("team");
}
return(rc);
}
public void setLogFile(QDirectory dir)
{
dir.createIfMissing();
switch (runMode())
{
case RunMode.LIVE:
LogC.setOut("System", dir.file("Q_" + liveSystem().name() + ".log").path(), true);
break;
case RunMode.RIGHTEDGE:
LogC.setOut("System", dir.file("Q.log").path(), true);
break;
case RunMode.STO:
LogC.setOut("System", dir.file("Q_" + siv().name() + ".log").path(), true);
break;
default:
Bomb.toss("unhandled run mode setting log file!");
break;
}
}
public void writeCurveFile(Collectible collectible, LiveSystem liveSystem, QDirectory directory)
{
CurveFiles.writeOne(directory.file(liveSystem.fileName(collectible.name) + ".bin").path(), dates_, pnl_, positions_);
}
public void writeCurveFiles(LiveSystem liveSystem, QDirectory directory)
{
directory.createIfMissing();
eachKey(collectors, collectible => collectors[collectible].writeCurveFile(collectible, liveSystem, directory));
}
protected void Page_Load(object sender, System.EventArgs e)
{
UtilHelper.RegisterCssStyleSheet(Page, "~/Styles/IbnFramework/windows.css");
UtilHelper.RegisterCssStyleSheet(Page, "~/Styles/IbnFramework/Theme.css");
UtilHelper.RegisterCssStyleSheet(Page, "~/Styles/IbnFramework/ibn.css");
UtilHelper.RegisterScript(Page, "~/Scripts/browser.js");
UtilHelper.RegisterScript(Page, "~/Scripts/buttons.js");
if (Request["Refresh"] != null && Request["Refresh"] == "1")
{
Page.ClientScript.RegisterStartupScript(this.GetType(), Guid.NewGuid().ToString(),
string.Format("try {{window.moveTo(0,0);window.resizeTo(screen.availWidth,screen.availHeight);window.opener.top.frames['right'].location.href='{0}';}}", this.ResolveUrl("~/Apps/ReportManagement/Pages/UserReport.aspx")) +
"catch (e){}", true);
}
if (!Page.IsPostBack)
{
if (Request["Mode"] != null && bool.Parse(Request["Mode"].ToString()))
{
int iTemplateId = -1;
using (IDataReader reader = Report.GetReport(ReportId))
{
if (reader.Read())
{
iTemplateId = (int)reader["TemplateId"];
}
}
if (iTemplateId > 0)
{
using (IDataReader rdr = Report.GetReportTemplate(iTemplateId))
{
if (rdr.Read())
{
txtTemplateTitle.Text = rdr["Name"].ToString();
}
}
}
// btnSaveVis.Visible = true; --[2006/01/17]
btnSaveVis.Visible = false;
}
else
{
btnSaveVis.Visible = false;
}
}
if (ReportId == -1)
{
return;
}
if (!Page.IsPostBack && (Request["Export"] == null || Request["Export"] != "2"))
{
byte[] bit_data = null;
using (IDataReader reader_BLOB = Report.GetReportBinaryData(ReportId))
{
if (reader_BLOB.Read())
{
bit_data = (byte[])reader_BLOB["ReportData"];
}
}
XmlDocument doc = new XmlDocument();
doc.InnerXml = System.Text.Encoding.UTF8.GetString(bit_data);
IBNReportTemplate repTemplate = null;
using (IDataReader reader = Report.GetReport(ReportId))
{
if (reader.Read())
{
_header.ReportCreated = (DateTime)reader["ReportCreated"];
_header.ReportCreator = CommonHelper.GetUserStatusPureName((int)reader["ReportCreator"]);
XmlDocument temp = new XmlDocument();
temp.InnerXml = "<IBNReportTemplate>" + doc.SelectSingleNode("Report/IBNReportTemplate").InnerXml + "</IBNReportTemplate>";
repTemplate = new IBNReportTemplate(temp);
_header.Title = HttpUtility.HtmlDecode(repTemplate.Name);
}
}
#region Filters
QObject qItem = null;
switch (repTemplate.ObjectName)
{
case "Incident": //Incident
qItem = new QIncident();
break;
case "Project": //Project
qItem = new QProject();
break;
case "ToDo": //ToDo`s
qItem = new QToDo();
break;
case "Event": //Calendar Entries
qItem = new QCalendarEntries();
break;
case "Document": //Documents
qItem = new QDocument();
break;
case "Directory": //Users
qItem = new QDirectory();
break;
case "Task": //Tasks
qItem = new QTask();
break;
case "Portfolio": //Portfolios
qItem = new QPortfolio();
break;
default:
break;
}
_header.Filter = MakeFilterText(repTemplate, qItem);
#endregion
_header.BtnPrintVisible = false;
bool ShowEmpty = repTemplate.ShowEmptyGroup;
int GroupCount = repTemplate.Groups.Count;
string ViewType = repTemplate.ViewType;
string sPath = "";
if (GroupCount == 0)
{
sPath = HttpRuntime.AppDomainAppPath + @"Reports\GroupWithout.xslt";
}
else if (GroupCount == 1 && ShowEmpty)
{
if (ViewType == "0")
{
sPath = HttpRuntime.AppDomainAppPath + @"Reports\GroupOne.xslt";
}
else
{
sPath = HttpRuntime.AppDomainAppPath + @"Reports\GroupOneCollapse.xslt";
}
}
else if (GroupCount == 1 && !ShowEmpty)
{
if (ViewType == "0")
{
sPath = HttpRuntime.AppDomainAppPath + @"Reports\GroupOneNoEmpty.xslt";
}
else
{
sPath = HttpRuntime.AppDomainAppPath + @"Reports\GroupOneNoEmptyCollapse.xslt";
}
}
else if (GroupCount == 2 && ShowEmpty)
{
if (ViewType == "0")
{
sPath = HttpRuntime.AppDomainAppPath + @"Reports\GroupTwo.xslt";
}
else
{
sPath = HttpRuntime.AppDomainAppPath + @"Reports\GroupTwoCollapse.xslt";
}
}
else if (GroupCount == 2 && !ShowEmpty)
{
if (ViewType == "0")
{
sPath = HttpRuntime.AppDomainAppPath + @"Reports\GroupTwoNoEmpty.xslt";
}
else
{
sPath = HttpRuntime.AppDomainAppPath + @"Reports\GroupTwoNoEmptyCollapse.xslt";
}
}
XslCompiledTransform _transform = new XslCompiledTransform();
XsltSettings set = new XsltSettings(true, true);
_transform.Load(sPath, set, null);
StringWriter sw = new StringWriter();
XmlTextWriter w = new XmlTextWriter(sw);
_transform.Transform(doc, w);
w.Close();
lblXML.Text = HttpUtility.HtmlDecode(sw.ToString());
}
if (Request["Export"] != null && Request["Export"] == "2")
{
ExportXML();
}
if (Request["Export"] != null && Request["Export"] == "1")
{
ExportExcel();
}
btnSave.Text = LocRM.GetString("tSave");
btnSaveVis.Value = LocRM.GetString("tSaveAsTemplate");
btnExcel.Text = LocRM.GetString("Export");
btnXML.Text = LocRM.GetString("XMLExport");
lgdSaveTemplate.InnerText = LocRM.GetString("tSaveTemplate");
cbSaveResult.Text = LocRM.GetString("tSaveResult");
cbOnlyForMe.Text = LocRM.GetString("tOnlyForMe");
}
public void writeCurveFiles(QDirectory directory)
{
bridge.statistics().writeCurveFiles(bridge.arguments().liveSystem(), directory);
}
