/// <summary>
///
/// </summary>
/// <param name="outlierCalculator">Algorithm to calcuate outlier</param>
/// <param name="source">Input data source</param>
/// <param name="plotter">Output data source</param>
/// <param name="bufferSize">Data items to hold before processing</param>
public OutlierSpotter(IOutlierCalculator outlierCalculator, IDataPublisher source, IDataPlotter plotter, int bufferSize)
{
_outlierCalculator = outlierCalculator;
_plotter = plotter;
_source = source;
_bufferSize = bufferSize;
}
/// <summary>
/// 异步缓冲连接器
/// </summary>
/// <param name="pipeCode">缓冲DataFlow 对应的Key 默认对应的flow是异步线程池</param>
/// <param name="option"></param>
protected BaseMsgFlow(string pipeCode, DataFlowOption option) : base(pipeCode, PipeType.MsgFlow)
{
if (string.IsNullOrEmpty(pipeCode))
{
throw new ArgumentNullException(nameof(pipeCode), "消息类型PipeCode不能为空!");
}
_pusher = CreateFlow(pipeCode, this, option);
}
/// <summary>
/// Application arguments:
/// arg0: Selected Exchange. Has to be enum StockModel.Master.Exchange
/// arg1: Data generator to use. Has to be IDataPublisher.
/// </summary>
/// <param name="args"></param>
static void Main(string[] args)
{
//Loading system startup data for all the exchanges
List <Exchange> exchanges = new List <Exchange>();
//defaults selected...
selectedExchange = Exchange.FAKE_NASDAQ;
dataGenerator = YahooDataGenerator.Instance;
ResolveAppArgs(args);
exchanges = Enum.GetValues(typeof(Exchange)).OfType <Exchange>().ToList();
InMemoryObjects.LoadInMemoryObjects(exchanges);
TimeSpan updateDuration = TimeSpan.FromMilliseconds(Constants.FAKE_DATA_GENERATE_PERIOD);
//Start data generation - this will start fetching data for all symbols of current exchange
//Later, need to change this to only subscribe to the specific symbol(s) selected.
dataGenerator.StartDataGeneration(300, selectedExchange);
sender = SenderFactory.GetSender(FeederQueueSystem.REDIS_CACHE);
List <StockModel.Symbol> symbols = InMemoryObjects.ExchangeSymbolList.SingleOrDefault(x => x.Exchange == selectedExchange).Symbols;
List <SymbolFeeds> generatedData = new List <SymbolFeeds>();
List <StockModel.Symbol> symbolList = new List <StockModel.Symbol>();
Action <double, string> addMovingAverage = new Action <double, string>((val, MVA_id) => {
sender.SendMVA(val, MVA_id);
Console.ForegroundColor = ConsoleColor.Green;
Console.WriteLine("Sent value {0} to redis", val);
Console.ResetColor();
});
Parallel.ForEach(symbols, (symbol) =>
{
//subscribe
dataGenerator.SubscribeFeed(symbol.Id, (Feed fd) =>
{
sender.SendFeed(fd, selectedExchange.ToString());
Console.WriteLine(fd.ToString());
});
//add subscription for each aggregator configured
//RXProcessing.AddAggregator(dataGenerator, new MovingAverage(),
// addMovingAverage
// , symbol.Id);
});
Console.Read();
}
/// <summary>
/// Application arguments:
/// arg0: Selected Exchange. Has to be enum StockModel.Master.Exchange
/// arg1: Data generator to use. Has to be IDataPublisher.
/// </summary>
/// <param name="args"></param>
static void Main(string[] args)
{
//Loading system startup data for all the exchanges
List<Exchange> exchanges = new List<Exchange>();
//defaults selected...
selectedExchange = Exchange.FAKE_NASDAQ;
dataGenerator = YahooDataGenerator.Instance;
ResolveAppArgs(args);
exchanges = Enum.GetValues(typeof(Exchange)).OfType<Exchange>().ToList();
InMemoryObjects.LoadInMemoryObjects(exchanges);
TimeSpan updateDuration = TimeSpan.FromMilliseconds(Constants.FAKE_DATA_GENERATE_PERIOD);
//Start data generation - this will start fetching data for all symbols of current exchange
//Later, need to change this to only subscribe to the specific symbol(s) selected.
dataGenerator.StartDataGeneration(300, selectedExchange);
sender = SenderFactory.GetSender(FeederQueueSystem.REDIS_CACHE);
List<StockModel.Symbol> symbols = InMemoryObjects.ExchangeSymbolList.SingleOrDefault(x => x.Exchange == selectedExchange).Symbols;
List<SymbolFeeds> generatedData = new List<SymbolFeeds>();
List<StockModel.Symbol> symbolList = new List<StockModel.Symbol>();
Action<double, string> addMovingAverage = new Action<double, string>((val,MVA_id) => {
sender.SendMVA(val, MVA_id);
Console.ForegroundColor = ConsoleColor.Green;
Console.WriteLine("Sent value {0} to redis", val);
Console.ResetColor();
});
Parallel.ForEach(symbols, (symbol) =>
{
//subscribe
dataGenerator.SubscribeFeed(symbol.Id, (Feed fd) =>
{
sender.SendFeed(fd, selectedExchange.ToString());
Console.WriteLine(fd.ToString());
});
//add subscription for each aggregator configured
//RXProcessing.AddAggregator(dataGenerator, new MovingAverage(),
// addMovingAverage
// , symbol.Id);
});
Console.Read();
}
/// <summary>
/// Initializes a new instance of the <see cref="CatalystRuntime"/> class.
/// </summary>
/// <param name="adapter">The catalyst adapter.</param>
/// <param name="administrator">The administrator.</param>
/// <param name="instanceDescriptor">The instance descriptor.</param>
public CatalystRuntime(Catalyst adapter, CatalystAdministrator administrator, InstanceDescriptor instanceDescriptor)
{
_adapter = adapter;
_administrator = administrator;
_webChannelFactory = adapter.WebChannelFactory;
_instanceDescriptor = instanceDescriptor;
_dataPublisher = instanceDescriptor.DataPublicationEndpoints
.Where(endpoint => endpoint != null)
.Select(endpoint => adapter.DataPublisherFactory.CreatePublisher(endpoint))
.FirstOrDefault(publisherFactory => publisherFactory != null);
}
public Sensors(IDataPublisher dataPublisher, IDataRepository iDataRepo, ReadService rdS)
{
sensorDataRepo = iDataRepo;
sensorDataPublisher = dataPublisher;
readService = rdS;
sensorDataRepo.SetData(readService.ReadCSVFile("./Data.csv"));
turnedOn = true;
timeStep = 4;
currentData = new LiveMetaData(sensorDataRepo.GetData().First().StationId, timeStep, DateTime.Now);
cancelTokenSource = new CancellationTokenSource();
_httpClient = new HttpClient();
}
/// <summary>
/// Process application args
/// </summary>
/// <param name="args"></param>
/// <param name="selectedExchange"></param>
private static void ResolveAppArgs(string[] args)
{
if (args != null)
{
if (args.Length > 0)
{
if (!Enum.TryParse(args[0], out selectedExchange))
{
Console.ForegroundColor = ConsoleColor.Red;
Console.WriteLine("Incorrect/missing app args for exchange. Setting default exchange as FAKE_NASDAQ");
Console.ResetColor();
selectedExchange = Exchange.FAKE_NASDAQ;
}
}
if (args.Length > 1)
{
switch (args[1].ToUpper())
{
case "YHOO":
Console.ForegroundColor = ConsoleColor.Green;
Console.WriteLine("Setting data generator as YahooDataGenerator");
Console.ResetColor();
dataGenerator = YahooDataGenerator.Instance;
break;
case "FAKE":
Console.ForegroundColor = ConsoleColor.Green;
Console.WriteLine("Setting data generator as FakeDataGenerator");
Console.ResetColor();
dataGenerator = FakeDataGenerator.Instance;
break;
default:
Console.ForegroundColor = ConsoleColor.Red;
Console.WriteLine("Unexpected app args for data generator");
Console.ResetColor();
throw new Exception("Unexpected app args for data generator.");
}
}
else
{
Console.ForegroundColor = ConsoleColor.Red;
Console.WriteLine("App args missing for data generator. Using defaults.");
Console.ResetColor();
}
}
}
public static void AddAggregator(IDataPublisher publisher,
IAggregator <double, double> agg,
Action <double, string> act, int symbolId)
{
eventAsObservable = from update in Observable.FromEvent <OnFeedReceived, Feed>(
mktH => publisher.FeedArrived += mktH,
mktH => publisher.FeedArrived -= mktH
).Where((feed) => feed.SymbolId == symbolId)
select update.LTP;
//aggregates and yields results.
subs = eventAsObservable
.Scan <double, double>(0,
(acc, currentValue) =>
{
return(agg.Aggregate(currentValue));
}).Subscribe((state) => act(state, Constants.REDIS_MVA_ROOM_PREFIX + symbolId));
}
public PipeWatcherProxy(IPipeLineWatcher watcher, string dataFlowKey, DataFlowOption option)
{
if (!string.IsNullOrEmpty(dataFlowKey))
{
_dataFlowKey = dataFlowKey;
_publisher = DataFlowFactory.RegisterFlow <WatchDataItem>(dataFlowKey, WatchCallBack, option);
}
else
{
_watchDataQueue = new ActionBlock <WatchDataItem>(WatchCallBack,
new ExecutionDataflowBlockOptions()
{
MaxDegreeOfParallelism = 4
});
}
_watcher = watcher;
}
public static void AddAggregator(IDataPublisher publisher,
IAggregator<double, double> agg,
Action<double, string> act, int symbolId)
{
eventAsObservable = from update in Observable.FromEvent<OnFeedReceived, Feed>(
mktH => publisher.FeedArrived += mktH,
mktH => publisher.FeedArrived -= mktH
).Where((feed) => feed.SymbolId == symbolId)
select update.LTP;
//aggregates and yields results.
subs = eventAsObservable
.Scan<double, double>(0,
(acc, currentValue) =>
{
return agg.Aggregate(currentValue);
}).Subscribe((state) => act(state, Constants.REDIS_MVA_ROOM_PREFIX + symbolId));
}
/// <summary>
/// Process application args
/// </summary>
/// <param name="args"></param>
/// <param name="selectedExchange"></param>
private static void ResolveAppArgs(string[] args)
{
if (args != null)
{
if (args.Length > 0)
{
if (!Enum.TryParse(args[0], out selectedExchange))
{
Console.ForegroundColor = ConsoleColor.Red;
Console.WriteLine("Incorrect/missing app args for exchange. Setting default exchange as FAKE_NASDAQ");
Console.ResetColor();
selectedExchange = Exchange.FAKE_NASDAQ;
}
}
if (args.Length > 1)
{
switch(args[1].ToUpper())
{
case "YHOO":
Console.ForegroundColor = ConsoleColor.Green;
Console.WriteLine("Setting data generator as YahooDataGenerator");
Console.ResetColor();
dataGenerator = YahooDataGenerator.Instance;
break;
case "FAKE":
Console.ForegroundColor = ConsoleColor.Green;
Console.WriteLine("Setting data generator as FakeDataGenerator");
Console.ResetColor();
dataGenerator = FakeDataGenerator.Instance;
break;
default:
Console.ForegroundColor = ConsoleColor.Red;
Console.WriteLine("Unexpected app args for data generator");
Console.ResetColor();
throw new Exception("Unexpected app args for data generator.");
}
}
else
{
Console.ForegroundColor = ConsoleColor.Red;
Console.WriteLine("App args missing for data generator. Using defaults.");
Console.ResetColor();
}
}
}
public CurvesController(IDataPublisher objPublisher, ICSVParser objCSVParser, IXMLGenerator objXMLGenerator)
{
dataPublisher = objPublisher;
csvParser = objCSVParser;
xmlGenerator = objXMLGenerator;
}
public EventPublisher(RouteCollection routeCollection, IDataPublisher publisher)
{
_routeCollection = routeCollection.Filter <TProducer>();
_publisher = publisher;
}
public EventPublisher(RouteCollection <TProducer> routeCollection, IDataPublisher publisher)
{
_routeCollection = routeCollection;
_publisher = publisher;
}
public override void AddPublisher <TWorkItem>(IDataPublisher <TWorkItem> publisher) => _publishers.AddPublisher(publisher);
public void AddPublisher <TWorkItem>(IDataPublisher <TWorkItem> publisher)
{
Publishers.Add(publisher);
PublisherAdded?.Invoke(this, publisher);
}
private void AddLocal(IDataPublisher publisher)
{
publisher.Starting += OnPublisherStarted;
publisher.Finishing += OnPublisherFinishing;
publisher.Finished += OnPublisherFinished;
}
public void AddPublisher <TWorkItem>(IDataPublisher <TWorkItem> publisher)
{
AddLocal(publisher);
_publisherContainer.AddPublisher(publisher);
}
/// <summary>
/// 消息发布者
/// </summary>
/// <param name="defaultPushMsgKey">缓冲DataFlow 对应的消息Key 默认对应的flow实现是异步线程池</param>
/// <param name="option"></param>
protected BaseMsgPublisher(string defaultPushMsgKey, DataPublisherOption option = null) : base(defaultPushMsgKey,
PipeType.MsgPublisher)
{
_pusher = CreatePublisher(option);
}
public void AddPublisher(IDataPublisher publisher)
{
AddLocal(publisher);
_publisherContainer.AddPublisher(publisher);
}
public virtual void AddPublisher <TWorkItem>(IDataPublisher <TWorkItem> publisher) => _publishers.AddPublisher(publisher);
private void OnPublisherAdded(Object sender, IDataPublisher e)
{
e.ProgressChanged += OnPublisherProgressChanged;
e.Cancelling += OnPublisherCancelling;
PublisherAdded?.Invoke(sender, e);
}
public virtual void AddPublisher(IDataPublisher publisher) => _publishers.AddPublisher(publisher);
public void AddPublisher(IDataPublisher publisher)
{
Publishers.Add(publisher);
PublisherAdded?.Invoke(this, publisher);
}
public void AddPublisher(IDataPublisher publisher)
{
publisher.Starting += OnProcessorStart;
WorkerProvider.AddPublisher(publisher);
}
