public void SetUp()
{
_clientMock = new Mock<IDataClient>();
_instrumentMgrMock = new Mock<IInstrumentSource>();
_broker = new ContinuousFuturesBroker(_clientMock.Object, _instrumentMgrMock.Object);
_cfInst = new Instrument();
_cfInst.Type = InstrumentType.Future;
_cfInst.DatasourceID = 1;
_cfInst.Datasource = new Datasource { ID = 1, Name = "Interactive Brokers" };
var cf = new ContinuousFuture();
cf.Month = 1;
_cfInst.IsContinuousFuture = true;
_cfInst.ContinuousFuture = cf;
_cfInst.ContinuousFuture.AdjustmentMode = ContinuousFuturesAdjustmentMode.NoAdjustment;
var vix = new UnderlyingSymbol();
vix.Rule = new ExpirationRule
{
DaysBefore = 30,
DayType = DayType.Calendar,
ReferenceRelativeMonth = RelativeMonth.NextMonth,
ReferenceUsesDays = false,
ReferenceWeekDay = DayOfTheWeek.Friday,
ReferenceWeekDayCount = WeekDayCount.Third,
ReferenceDayMustBeBusinessDay = true
};
vix.Symbol = "VIX";
_cfInst.ContinuousFuture.UnderlyingSymbol = vix;
_req = new HistoricalDataRequest(
_cfInst,
BarSize.OneDay,
new DateTime(2013, 1, 1),
new DateTime(2013, 2, 1));
}
public void Initialisize()
{
_log.Info($"Server is initialisizing ...");
//create data db if it doesn't exist
DataDBContext dataContext;
try
{
dataContext = new DataDBContext(_config.LocalStorage.ConnectionString);
dataContext.Database.Initialize(false);
}
catch (System.Data.Entity.Core.ProviderIncompatibleException ex)
{
throw new NotSupportedException("Could not connect to context DataDB!", ex);
}
dataContext.Dispose();
MyDBContext entityContext;
try
{
entityContext = new MyDBContext(_config.DataStorage.ConnectionString);
entityContext.Database.Initialize(false);
}
catch (System.Data.Entity.Core.ProviderIncompatibleException ex)
{
throw new NotSupportedException("Could not connect to context MyDB!", ex);
}
// initialisize helper classes
_instrumentManager = new InstrumentManager();
var cfRealtimeBroker = new ContinuousFuturesBroker(new QDMSClient.QDMSClient("RTDBCFClient", "127.0.0.1",
_config.RealtimeDataService.RequestPort, _config.RealtimeDataService.PublisherPort,
_config.InstrumentService.Port, _config.HistoricalDataService.Port), _instrumentManager, false);
var cfHistoricalBroker = new ContinuousFuturesBroker(new QDMSClient.QDMSClient("HDBCFClient", "127.0.0.1",
_config.RealtimeDataService.RequestPort, _config.RealtimeDataService.PublisherPort,
_config.InstrumentService.Port, _config.HistoricalDataService.Port), _instrumentManager, false);
IDataStorage localStorage;
switch (_config.LocalStorage.Type)
{
case Config.LocalStorageType.MySql:
localStorage = new QDMSServer.DataSources.MySQLStorage(_config.LocalStorage.ConnectionString);
break;
case Config.LocalStorageType.SqlServer:
localStorage = new QDMSServer.DataSources.SqlServerStorage(_config.LocalStorage.ConnectionString);
break;
default:
throw new NotSupportedException("Not supported local storage type: " + _config.LocalStorage.Type);
}
// create brokers
_historicalDataBroker = new HistoricalDataBroker(cfHistoricalBroker, localStorage, new IHistoricalDataSource[] {
// @todo please add here some historical data sources the service should provide
});
_realTimeDataBroker = new RealTimeDataBroker(cfRealtimeBroker, localStorage, new IRealTimeDataSource[] {
// @todo please add here some real time data sources the service should provide
});
// create servers
_instrumentsServer = new InstrumentsServer(_config.InstrumentService.Port, _instrumentManager);
_historicalDataServer = new HistoricalDataServer(_config.HistoricalDataService.Port, _historicalDataBroker);
_realTimeDataServer = new RealTimeDataServer(_config.RealtimeDataService.PublisherPort, _config.RealtimeDataService.RequestPort, _realTimeDataBroker);
// ... start the servers
_instrumentsServer.StartServer();
_historicalDataServer.StartServer();
_realTimeDataServer.StartServer();
_log.Info($"Server is ready.");
}
public MainWindow()
{
Common.Logging.LogManager.Adapter = new NLogLoggerFactoryAdapter(new Common.Logging.Configuration.NameValueCollection());
//make sure we can connect to the database
CheckDBConnection();
//set the log directory
SetLogDirectory();
//set the connection string
DBUtils.SetConnectionString();
//set EF configuration, necessary for MySql to work
DBUtils.SetDbConfiguration();
InitializeComponent();
DataContext = this;
//load datagrid layout
string layoutFile = AppDomain.CurrentDomain.BaseDirectory + "GridLayout.xml";
if (File.Exists(layoutFile))
{
try
{
InstrumentsGrid.DeserializeLayout(File.ReadAllText(layoutFile));
}
catch
{
}
}
LogMessages = new ConcurrentNotifierBlockingList <LogEventInfo>();
//target is where the log managers send their logs, here we grab the memory target which has a Subject to observe
var target = LogManager.Configuration.AllTargets.Single(x => x.Name == "myTarget") as MemoryTarget;
//Log unhandled exceptions
AppDomain.CurrentDomain.UnhandledException += AppDomain_CurrentDomain_UnhandledException;
//we subscribe to the messages and send them all to the LogMessages collection
if (target != null)
{
target.Messages.Subscribe(msg => LogMessages.TryAdd(msg));
}
//build the instruments grid context menu
//we want a button for each BarSize enum value in the UpdateFreqSubMenu menu
foreach (int value in Enum.GetValues(typeof(BarSize)))
{
var button = new MenuItem
{
Header = Regex.Replace(((BarSize)value).ToString(), "([A-Z])", " $1").Trim(),
Tag = (BarSize)value
};
button.Click += UpdateHistoricalDataBtn_ItemClick;
((MenuItem)Resources["UpdateFreqSubMenu"]).Items.Add(button);
}
//create metadata db if it doesn't exist
var entityContext = new MyDBContext();
entityContext.Database.Initialize(false);
//seed the datasources no matter what, because these are added frequently
Seed.SeedDatasources(entityContext);
//check for any exchanges, seed the db with initial values if nothing is found
if (!entityContext.Exchanges.Any())
{
Seed.DoSeed();
}
//create data db if it doesn't exist
var dataContext = new DataDBContext();
dataContext.Database.Initialize(false);
dataContext.Dispose();
//create quartz db if it doesn't exist
QuartzUtils.InitializeDatabase(Settings.Default.databaseType);
//build the tags menu
var allTags = entityContext.Tags.ToList();
BuildTagContextMenu(allTags);
//build session templates menu
BuildSetSessionTemplateMenu();
Instruments = new ObservableCollection <Instrument>();
var instrumentRepo = new InstrumentRepository(entityContext);
var instrumentList = instrumentRepo.FindInstruments().Result;
foreach (Instrument i in instrumentList)
{
Instruments.Add(i);
}
//create brokers
var cfRealtimeBroker = new ContinuousFuturesBroker(new QDMSClient.QDMSClient(
"RTDBCFClient",
"127.0.0.1",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.hDBPort,
Properties.Settings.Default.httpPort,
Properties.Settings.Default.apiKey,
useSsl: Properties.Settings.Default.useSsl),
connectImmediately: false);
var cfHistoricalBroker = new ContinuousFuturesBroker(new QDMSClient.QDMSClient(
"HDBCFClient",
"127.0.0.1",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.hDBPort,
Properties.Settings.Default.httpPort,
Properties.Settings.Default.apiKey,
useSsl: Properties.Settings.Default.useSsl),
connectImmediately: false);
var localStorage = DataStorageFactory.Get();
RealTimeBroker = new RealTimeDataBroker(cfRealtimeBroker, localStorage,
new IRealTimeDataSource[] {
//new Xignite(Properties.Settings.Default.xigniteApiToken),
//new Oanda(Properties.Settings.Default.oandaAccountId, Properties.Settings.Default.oandaAccessToken),
new IB(Properties.Settings.Default.ibClientHost, Properties.Settings.Default.ibClientPort, Properties.Settings.Default.rtdClientIBID),
//new ForexFeed(Properties.Settings.Default.forexFeedAccessKey, ForexFeed.PriceType.Mid)
});
HistoricalBroker = new HistoricalDataBroker(cfHistoricalBroker, localStorage,
new IHistoricalDataSource[] {
new Yahoo(),
new FRED(),
//new Forexite(),
new IB(Properties.Settings.Default.ibClientHost, Properties.Settings.Default.ibClientPort, Properties.Settings.Default.histClientIBID),
new Quandl(Properties.Settings.Default.quandlAuthCode),
new BarChart(Properties.Settings.Default.barChartApiKey)
});
var countryCodeHelper = new CountryCodeHelper(entityContext.Countries.ToList());
EconomicReleaseBroker = new EconomicReleaseBroker("FXStreet",
new[] { new fx.FXStreet(countryCodeHelper) });
//create the various servers
_realTimeServer = new RealTimeDataServer(Properties.Settings.Default.rtDBPubPort, Properties.Settings.Default.rtDBReqPort, RealTimeBroker);
_historicalDataServer = new HistoricalDataServer(Properties.Settings.Default.hDBPort, HistoricalBroker);
//and start them
_realTimeServer.StartServer();
_historicalDataServer.StartServer();
//we also need a client to make historical data requests with
_client = new QDMSClient.QDMSClient(
"SERVERCLIENT",
"localhost",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.hDBPort,
Properties.Settings.Default.httpPort,
Properties.Settings.Default.apiKey,
useSsl: Properties.Settings.Default.useSsl);
_client.Connect();
_client.HistoricalDataReceived += _client_HistoricalDataReceived;
ActiveStreamGrid.ItemsSource = RealTimeBroker.ActiveStreams;
//create the scheduler
var quartzSettings = QuartzUtils.GetQuartzSettings(Settings.Default.databaseType);
ISchedulerFactory schedulerFactory = new StdSchedulerFactory(quartzSettings);
_scheduler = schedulerFactory.GetScheduler();
_scheduler.JobFactory = new JobFactory(HistoricalBroker,
Properties.Settings.Default.updateJobEmailHost,
Properties.Settings.Default.updateJobEmailPort,
Properties.Settings.Default.updateJobEmailUsername,
Properties.Settings.Default.updateJobEmailPassword,
Properties.Settings.Default.updateJobEmailSender,
Properties.Settings.Default.updateJobEmail,
new UpdateJobSettings(
noDataReceived: Properties.Settings.Default.updateJobReportNoData,
errors: Properties.Settings.Default.updateJobReportErrors,
outliers: Properties.Settings.Default.updateJobReportOutliers,
requestTimeouts: Properties.Settings.Default.updateJobTimeouts,
timeout: Properties.Settings.Default.updateJobTimeout,
toEmail: Properties.Settings.Default.updateJobEmail,
fromEmail: Properties.Settings.Default.updateJobEmailSender),
localStorage,
EconomicReleaseBroker);
_scheduler.Start();
//Take jobs stored in the qmds db and move them to the quartz db - this can be removed in the next version
MigrateJobs(entityContext, _scheduler);
var bootstrapper = new CustomBootstrapper(
DataStorageFactory.Get(),
EconomicReleaseBroker,
HistoricalBroker,
RealTimeBroker,
Properties.Settings.Default.apiKey);
var uri = new Uri((Settings.Default.useSsl ? "https" : "http") + "://localhost:" + Properties.Settings.Default.httpPort);
var host = new NancyHost(bootstrapper, uri);
host.Start();
entityContext.Dispose();
ShowChangelog();
}
public void TearDown()
{
_broker.Dispose();
_broker = null;
}
public void Dispose()
{
if (_broker != null)
{
_broker.Dispose();
_broker = null;
}
}
public void SetUp()
{
_clientMock = new Mock<IDataClient>();
_instrumentMgrMock = new Mock<IInstrumentSource>();
_broker = new ContinuousFuturesBroker(_clientMock.Object, _instrumentMgrMock.Object);
_cfInst = new Instrument();
_cfInst.Type = InstrumentType.Future;
_cfInst.DatasourceID = 1;
_cfInst.Datasource = new Datasource { ID = 1, Name = "Interactive Brokers" };
var cf = new ContinuousFuture();
cf.Month = 1;
_cfInst.ContinuousFuture = cf;
_cfInst.ContinuousFuture.AdjustmentMode = ContinuousFuturesAdjustmentMode.NoAdjustment;
var underlying = new UnderlyingSymbol();
underlying.Symbol = "VIX";
_cfInst.ContinuousFuture.UnderlyingSymbol = underlying;
_req = new HistoricalDataRequest(
_cfInst,
BarSize.OneDay,
new DateTime(2013, 1, 1),
new DateTime(2013, 2, 1));
}
public MainWindow()
{
Common.Logging.LogManager.Adapter = new NLogLoggerFactoryAdapter(new Common.Logging.Configuration.NameValueCollection());
//make sure we can connect to the database
CheckDBConnection();
//set the log directory
SetLogDirectory();
//set the connection string
DBUtils.SetConnectionString();
//set EF configuration, necessary for MySql to work
DBUtils.SetDbConfiguration();
InitializeComponent();
DataContext = this;
//load datagrid layout
string layoutFile = AppDomain.CurrentDomain.BaseDirectory + "GridLayout.xml";
if (File.Exists(layoutFile))
{
try
{
InstrumentsGrid.DeserializeLayout(File.ReadAllText(layoutFile));
}
catch
{
}
}
LogMessages = new ConcurrentNotifierBlockingList<LogEventInfo>();
//target is where the log managers send their logs, here we grab the memory target which has a Subject to observe
var target = LogManager.Configuration.AllTargets.Single(x => x.Name == "myTarget") as MemoryTarget;
//Log unhandled exceptions
AppDomain.CurrentDomain.UnhandledException += AppDomain_CurrentDomain_UnhandledException;
//we subscribe to the messages and send them all to the LogMessages collection
if (target != null)
target.Messages.Subscribe(msg => LogMessages.TryAdd(msg));
//build the instruments grid context menu
//we want a button for each BarSize enum value in the UpdateFreqSubMenu menu
foreach (int value in Enum.GetValues(typeof(BarSize)))
{
var button = new MenuItem
{
Header = Regex.Replace(((BarSize)value).ToString(), "([A-Z])", " $1").Trim(),
Tag = (BarSize)value
};
button.Click += UpdateHistoricalDataBtn_ItemClick;
((MenuItem)Resources["UpdateFreqSubMenu"]).Items.Add(button);
}
//create metadata db if it doesn't exist
var entityContext = new MyDBContext();
entityContext.Database.Initialize(false);
//seed the datasources no matter what, because these are added frequently
Seed.SeedDatasources(entityContext);
//check for any exchanges, seed the db with initial values if nothing is found
if (!entityContext.Exchanges.Any())
{
Seed.DoSeed();
}
//create data db if it doesn't exist
var dataContext = new DataDBContext();
dataContext.Database.Initialize(false);
dataContext.Dispose();
//create quartz db if it doesn't exist
QuartzUtils.InitializeDatabase(Settings.Default.databaseType);
//build the tags menu
var allTags = entityContext.Tags.ToList();
BuildTagContextMenu(allTags);
//build session templates menu
BuildSetSessionTemplateMenu();
Instruments = new ObservableCollection<Instrument>();
var mgr = new InstrumentManager();
var instrumentList = mgr.FindInstruments(entityContext);
foreach (Instrument i in instrumentList)
{
Instruments.Add(i);
}
//create brokers
var cfRealtimeBroker = new ContinuousFuturesBroker(new QDMSClient.QDMSClient(
"RTDBCFClient",
"127.0.0.1",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.instrumentServerPort,
Properties.Settings.Default.hDBPort), new InstrumentManager(), connectImmediately: false);
var cfHistoricalBroker = new ContinuousFuturesBroker(new QDMSClient.QDMSClient(
"HDBCFClient",
"127.0.0.1",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.instrumentServerPort,
Properties.Settings.Default.hDBPort), new InstrumentManager(), connectImmediately: false);
var localStorage = DataStorageFactory.Get();
RealTimeBroker = new RealTimeDataBroker(cfRealtimeBroker, localStorage,
new IRealTimeDataSource[] {
//new Xignite(Properties.Settings.Default.xigniteApiToken),
//new Oanda(Properties.Settings.Default.oandaAccountId, Properties.Settings.Default.oandaAccessToken),
new IB(Properties.Settings.Default.ibClientHost, Properties.Settings.Default.ibClientPort, Properties.Settings.Default.rtdClientIBID),
//new ForexFeed(Properties.Settings.Default.forexFeedAccessKey, ForexFeed.PriceType.Mid)
});
HistoricalBroker = new HistoricalDataBroker(cfHistoricalBroker, localStorage,
new IHistoricalDataSource[] {
new Yahoo(),
new FRED(),
//new Forexite(),
new IB(Properties.Settings.Default.ibClientHost, Properties.Settings.Default.ibClientPort, Properties.Settings.Default.histClientIBID),
new Quandl(Properties.Settings.Default.quandlAuthCode),
new BarChart(Properties.Settings.Default.barChartApiKey)
});
var countryCodeHelper = new CountryCodeHelper(entityContext.Countries.ToList());
EconomicReleaseBroker = new EconomicReleaseBroker("FXStreet",
new[] { new fx.FXStreet(countryCodeHelper) });
//create the various servers
_realTimeServer = new RealTimeDataServer(Properties.Settings.Default.rtDBPubPort, Properties.Settings.Default.rtDBReqPort, RealTimeBroker);
_instrumentsServer = new InstrumentsServer(Properties.Settings.Default.instrumentServerPort, mgr);
_historicalDataServer = new HistoricalDataServer(Properties.Settings.Default.hDBPort, HistoricalBroker);
//and start them
_realTimeServer.StartServer();
_instrumentsServer.StartServer();
_historicalDataServer.StartServer();
//we also need a client to make historical data requests with
_client = new QDMSClient.QDMSClient(
"SERVERCLIENT",
"localhost",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.instrumentServerPort,
Properties.Settings.Default.hDBPort);
_client.Connect();
_client.HistoricalDataReceived += _client_HistoricalDataReceived;
ActiveStreamGrid.ItemsSource = RealTimeBroker.ActiveStreams;
//create the scheduler
var quartzSettings = QuartzUtils.GetQuartzSettings(Settings.Default.databaseType);
ISchedulerFactory schedulerFactory = new StdSchedulerFactory(quartzSettings);
_scheduler = schedulerFactory.GetScheduler();
_scheduler.JobFactory = new JobFactory(HistoricalBroker,
Properties.Settings.Default.updateJobEmailHost,
Properties.Settings.Default.updateJobEmailPort,
Properties.Settings.Default.updateJobEmailUsername,
Properties.Settings.Default.updateJobEmailPassword,
Properties.Settings.Default.updateJobEmailSender,
Properties.Settings.Default.updateJobEmail,
new UpdateJobSettings(
noDataReceived: Properties.Settings.Default.updateJobReportNoData,
errors: Properties.Settings.Default.updateJobReportErrors,
outliers: Properties.Settings.Default.updateJobReportOutliers,
requestTimeouts: Properties.Settings.Default.updateJobTimeouts,
timeout: Properties.Settings.Default.updateJobTimeout,
toEmail: Properties.Settings.Default.updateJobEmail,
fromEmail: Properties.Settings.Default.updateJobEmailSender),
localStorage, new InstrumentManager(),
EconomicReleaseBroker
);
_scheduler.Start();
//Take jobs stored in the qmds db and move them to the quartz db - this can be removed in the next version
MigrateJobs(entityContext, _scheduler);
entityContext.Dispose();
ShowChangelog();
}