/// <summary>
/// The set failed back test due to future execution.
/// </summary>
/// <param name="operationContext">
/// The operation context.
/// </param>
/// <param name="execution">
/// The execution.
/// </param>
/// <param name="cancellableRule">
/// The cancellable rule.
/// </param>
/// <param name="ids">
/// The ids.
/// </param>
private void SetFailedBackTestDueToFutureExecution(
ISystemProcessOperationContext operationContext,
ScheduledExecution execution,
CancellableRule cancellableRule,
IReadOnlyCollection <string> ids)
{
operationContext.EndEventWithError("Set back test to end some time in the future");
this.logger.LogInformation($"End of universe execution for {execution.CorrelationId} - back test had illegal future dates");
this.ruleCancellation.Unsubscribe(cancellableRule);
this.logger.LogInformation("calling rule run update message send");
this.RuleRunUpdateMessageSend(execution, ids);
this.logger.LogInformation("completed rule run update message send");
}
/// <summary>
/// The set rule cancelled state.
/// </summary>
/// <param name="operationContext">
/// The operation context.
/// </param>
/// <param name="execution">
/// The execution.
/// </param>
/// <param name="cancellableRule">
/// The cancellable rule.
/// </param>
/// <param name="ids">
/// The ids.
/// </param>
private void SetRuleCancelledState(
ISystemProcessOperationContext operationContext,
ScheduledExecution execution,
CancellableRule cancellableRule,
IReadOnlyCollection <string> ids)
{
operationContext.EndEventWithError("USER CANCELLED RUN");
this.logger.LogInformation($"END OF UNIVERSE EXECUTION FOR {execution.CorrelationId} - USER CANCELLED RUN");
this.ruleCancellation.Unsubscribe(cancellableRule);
this.logger.LogInformation("calling rule run update message send");
this.RuleRunUpdateMessageSend(execution, ids);
this.logger.LogInformation("completed rule run update message send");
}
/// <summary>
/// The execute analysis engine
/// This is the top level function for trade analysis
/// within the surveillance engine
/// </summary>
/// <param name="execution">
/// The execution.
/// </param>
/// <param name="operationContext">
/// The operation context.
/// </param>
/// <returns>
/// The <see cref="Task"/>.
/// </returns>
public async Task Execute(ScheduledExecution execution, ISystemProcessOperationContext operationContext)
{
if (execution?.Rules == null || !execution.Rules.Any())
{
this.logger.LogError("was executing a schedule that did not specify any rules to run");
operationContext.EndEventWithError("was executing a schedule that did not specify any rules to run");
return;
}
this.logger.LogInformation($"START OF UNIVERSE EXECUTION FOR {execution.CorrelationId}");
this.LogExecutionParameters(execution, operationContext);
var cts = new CancellationTokenSource();
var cancellableRule = new CancellableRule(execution, cts);
this.ruleCancellation.Subscribe(cancellableRule);
var ruleParameters = await this.ruleParameterService.RuleParameters(execution);
execution.LeadingTimespan = this.timespanService.LeadingTimespan(ruleParameters);
execution.TrailingTimespan = this.timespanService.TrailingTimeSpan(ruleParameters);
var player = this.universePlayerFactory.Build(cts.Token);
this.universeCompletionLogger.InitiateTimeLogger(execution);
player.Subscribe(this.universeCompletionLogger);
var dataRequestSubscriber = this.dataRequestSubscriberFactory.Build(operationContext);
var universeAlertSubscriber = this.alertStreamSubscriberFactory.Build(operationContext.Id, execution.IsBackTest);
var judgementService = this.judgementServiceFactory.Build();
var alertStream = this.alertStreamFactory.Build();
alertStream.Subscribe(universeAlertSubscriber);
// internally subscribes rules to the player
var subscribedRules = await this.ruleSubscriber.SubscribeRules(
execution,
player,
alertStream,
dataRequestSubscriber,
judgementService,
operationContext,
ruleParameters);
player.Subscribe(dataRequestSubscriber); // ensure this is registered after the rules so it will evaluate eschaton afterwards
this.RuleRunUpdateMessageSend(execution, subscribedRules.RuleIds);
if (this.GuardForBackTestIntoFutureExecution(execution))
{
this.SetFailedBackTestDueToFutureExecution(operationContext, execution, cancellableRule, subscribedRules.RuleIds);
return;
}
if (execution.AdjustedTimeSeriesTermination.Date >= DateTime.UtcNow.Date)
{
await this.reschedulerService.RescheduleFutureExecution(execution);
}
var universeAnalyticsSubscriber = this.analyticsSubscriber.Build(operationContext.Id);
player.Subscribe(universeAnalyticsSubscriber);
this.logger.LogInformation("START PLAYING UNIVERSE TO SUBSCRIBERS");
var dataConstraints = subscribedRules?.Rules?.Select(_ => _.DataConstraints())?.ToList();
var dataManifestInterpreter = await this.dataManifestBuilder.Build(execution, dataConstraints, operationContext);
var lazyUniverse = this.universeFactory.Build(execution, operationContext, dataManifestInterpreter);
player.Play(lazyUniverse);
this.logger.LogInformation("STOPPED PLAYING UNIVERSE TO SUBSCRIBERS");
if (cts.IsCancellationRequested)
{
this.SetRuleCancelledState(operationContext, execution, cancellableRule, subscribedRules.RuleIds);
return;
}
// post rule execution analysis
universeAlertSubscriber.Flush();
await this.ruleAnalyticsRepository.Create(universeAnalyticsSubscriber.Analytics);
await this.alertsRepository.Create(universeAlertSubscriber.Analytics);
dataRequestSubscriber.DispatchIfSubmitRequest();
judgementService.PassJudgement();
this.SetOperationContextEndState(dataRequestSubscriber, operationContext);
this.logger.LogInformation("calling rule run update message send");
this.RuleRunUpdateMessageSend(execution, subscribedRules.RuleIds);
this.logger.LogInformation("completed rule run update message send");
this.ruleCancellation.Unsubscribe(cancellableRule);
this.logger.LogInformation($"END OF UNIVERSE EXECUTION FOR {execution.CorrelationId}");
}
