//private void RequestSchedulerTimeoutObs(object notUsed)
//{
// // time to post a portfolio valuation request
// TimeSpan retention = TimeSpan.FromDays(1);
// var counterPartyList = new List<Pair<string, string>>
// {
// new Pair<string, string>("13142", "Barclays"),
// new Pair<string, string>("14859", "Woolworths")
// };
// foreach (var item in counterPartyList)
// {
// // publish portfolio specifications
// var portfolioSubqueries = new List<PortfolioSubquery>
// {new PortfolioSubquery {CounterpartyId = item.First}};
// string portfolioId = Guid.NewGuid().ToString();
// var portfolio = new PortfolioSpecification
// {
// PortfolioId = portfolioId,
// OwnerId = new UserIdentity
// {
// Name = IntClient.Target.ClientInfo.Name,
// DisplayName = "Trade Reval Server"
// },
// Description = String.Format("{1} ({0}) Scheduled", item.First, item.Second),
// PortfolioSubqueries = portfolioSubqueries.ToArray()
// };
// IntClient.Target.SaveObject(portfolio, retention);
// // publish the portfolio valuation requests
// foreach (string marketName in new[] { CurveConst.NAB_EOD, CurveConst.QR_EOD })
// {
// Guid requestId = Guid.NewGuid();
// var request = new PortfolioValuationRequest
// {
// BaseDate = DateTime.Today,
// RequestId = requestId.ToString(),
// Retention = retention.ToString(),
// SubmitTime = DateTimeOffset.Now.ToString("o"),
// RequestDescription = String.Format("{0} [{1}]", portfolio.Description, marketName),
// RequesterId = new UserIdentity
// {
// Name = IntClient.Target.ClientInfo.Name,
// DisplayName = "Trade Reval Server"
// },
// PortfolioId = portfolioId,
// MarketDate = null,
// MarketName = marketName,
// ReportingCurrency = "AUD",
// IRScenarioNames = ScenarioConst.AllIrScenarioIds,
// FXScenarioNames = ScenarioConst.AllFxScenarioIds
// };
// IntClient.Target.SaveObject(request, false, retention);
// // send to request manager
// RequestBase.DispatchToManager(IntClient.Target, request);
// }
// }
//}
private void ReceivePortfolioValuationResult(HandlerResponse pvResult)
{
var requestId = new Guid(pvResult.RequestId);
// ignore requests if we are not running
if (GetState() != BasicServerState.Running)
{
return;
}
_outstandingRequests.Locked(requests =>
{
InternalPortfRevalRequest request;
if (requests.TryGetValue(requestId, out request))
{
// exists
request.LatestResult = pvResult;
}
else
{
// not found
request = new InternalPortfRevalRequest(requestId, pvResult);
requests[requestId] = request;
}
});
// dispatch worker request
_workerEventQueue.Dispatch(null);
}
private void ReceivePortfolioValuationRequest(ICoreItem item)
{
DateTimeOffset created = item.Created;
var pvRequest = (PortfolioValuationRequest)item.Data;
var requestId = new Guid(pvRequest.RequestId);
// ignore requests if we are not running
// ignore requests not processed by this server instance
if ((GetState() != BasicServerState.Running) ||
((requestId.GetHashCode() % ServerFarmSize) != ServerInstance))
{
return;
}
InternalPortfRevalRequest newRequest = null;
_outstandingRequests.Locked(requests =>
{
InternalPortfRevalRequest oldRequest;
if (!requests.TryGetValue(requestId, out oldRequest))
{
// not found
newRequest = new InternalPortfRevalRequest(requestId, created);
}
if (newRequest != null)
{
newRequest.Request = pvRequest;
newRequest.LatestResult.Status = RequestStatusEnum.Received;
requests[requestId] = newRequest;
}
});
var response = new HandlerResponse
{
RequestId = newRequest.RequestId.ToString(),
RequesterId = newRequest.Request.RequesterId ?? new UserIdentity {
Name = IntClient.Target.ClientInfo.Name, DisplayName = "Unknown"
},
//RequesterData = newRequest.Request.PortfolioId,
Status = newRequest.LatestResult.Status
};
_workContext.Cache.SaveObject(response);
// dispatch worker request
_workerEventQueue.Dispatch(null);
}
private void ReceiveCancellationRequest(ICoreItem item)
{
//DateTimeOffset created = item.Created;
var cancelRequest = (CancellationRequest)item.Data;
var requestId = new Guid(cancelRequest.RequestId);
// ignore requests if we are not running
if (GetState() != BasicServerState.Running)
{
return;
}
// get current request and cancel it
InternalPortfRevalRequest internalRequest = null;
_outstandingRequests.Locked(requests =>
{
if (!requests.TryGetValue(requestId, out internalRequest))
{
return; // does not exist or is not ours - just exit
}
internalRequest.Cancellation = cancelRequest;
internalRequest.LatestResult.Status = RequestStatusEnum.Cancelled;
});
WFCalculatePortfolioStressValuation workflow = internalRequest.Workflow;
workflow?.Cancel(cancelRequest.CancelReason);
var response = new HandlerResponse
{
RequestId = internalRequest.RequestId.ToString(),
RequesterId = internalRequest.Request.RequesterId ?? new UserIdentity {
Name = IntClient.Target.ClientInfo.Name, DisplayName = "Unknown"
},
//RequesterData = internalRequest.Request.PortfolioId,
Status = internalRequest.LatestResult.Status
};
_workContext.Cache.SaveObject(response);
// dispatch worker request
_workerEventQueue.Dispatch(null);
}
private void DequeueWorkerRequests(object notUsed)
{
// throttle callbacks to once per timer period
DateTime dtNow = DateTime.Now;
if ((dtNow - _lastManagedAt) < _requestManagerPeriod)
{
return;
}
_lastManagedAt = dtNow;
try
{
// processing algorithm
// - find oldest unprocessed (status==received) request and process it
bool workToDo = true;
while (workToDo && (GetState() == BasicServerState.Running))
{
workToDo = false;
InternalPortfRevalRequest activeRequest = null;
DateTimeOffset oldestRequestCreated = DateTimeOffset.MaxValue;
_outstandingRequests.Locked(requests =>
{
foreach (InternalPortfRevalRequest request in requests.Values)
{
if ((request.LatestResult.Status == RequestStatusEnum.Received) &&
(request.Created < oldestRequestCreated) &&
(request.Request != null))
{
activeRequest = request;
oldestRequestCreated = request.Created;
}
}
if (activeRequest != null)
{
// we have found a request to process
workToDo = true;
}
});
if (activeRequest != null)
{
// process request
PortfolioValuationRequest request = activeRequest.Request;
try
{
// run the valuation worflow
using (var workflow = new WFCalculatePortfolioStressValuation())
{
workflow.Initialise(_workContext);
activeRequest.Workflow = workflow;
_activeWorkflow = workflow;
try
{
WorkflowOutput <HandlerResponse> output = workflow.Execute(request);
WorkflowHelper.LogErrors(Logger, output.Errors);
}
finally
{
activeRequest.Workflow = null;
_activeWorkflow = null;
}
}
}
catch (Exception innerExcp)
{
Logger.Log(innerExcp);
// publish 'faulted' result
var response = new HandlerResponse
{
RequestId = request.RequestId,
RequesterId = request.RequesterId,
//RequesterData = request.PortfolioId,
Status = RequestStatusEnum.Faulted,
FaultDetail = new ExceptionDetail(innerExcp)
};
_workContext.Cache.SaveObject(response);
}
}
} // while there is work to do
}
catch (Exception outerExcp)
{
// deserialisation error?
Logger.Log(outerExcp);
}
}
