public HistoricalRequestWindow(Instrument instrument)
{
InitializeComponent();
DataContext = this;
Random r = new Random(); //we have to randomize the name of the client, can't reuse the identity
Title = string.Format("Data Request - {0} @ {1}", instrument.Symbol, instrument.Datasource.Name);
_client = new QDMSClient.QDMSClient(
string.Format("DataRequestClient-{0}", r.Next()),
"localhost",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.instrumentServerPort,
Properties.Settings.Default.hDBPort);
_client.HistoricalDataReceived += _client_HistoricalDataReceived;
_client.Error += _client_Error;
_client.Connect();
Data = new ObservableCollection<OHLCBar>();
TheInstrument = instrument;
StartTime = new DateTime(1950, 1, 1, 0, 0, 0, 0);
EndTime = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, 0, 0, 0, 0);
if (!TheInstrument.ID.HasValue) return;
ShowDialog();
}
private static void Main()
{
//create the client, assuming the default port settings
using (var client = new QDMSClient.QDMSClient("SampleClient", "127.0.0.1", 5556, 5557, 5558, 5555)) {
//hook up the events needed to receive data & error messages
client.HistoricalDataReceived += client_HistoricalDataReceived;
client.RealTimeDataReceived += client_RealTimeDataReceived;
client.LocallyAvailableDataInfoReceived += client_LocallyAvailableDataInfoReceived;
client.Error += client_Error;
//connect to the server
client.Connect();
//make sure the connection was succesful before we continue
if (!client.Connected)
{
Console.WriteLine("Could not connect.");
Console.WriteLine("Press enter to exit.");
Console.ReadLine();
return;
}
//request the list of available instruments
var instruments = client.FindInstruments();
foreach (var i in instruments)
{
Console.WriteLine($"Instrument ID {i.ID}: {i.Symbol} ({i.Type}), Datasource: {i.Datasource.Name}");
}
Thread.Sleep(3000);
//then we grab some historical data from Yahoo
//start by finding the SPY instrument
var spy = instruments.FirstOrDefault(x => x.Symbol == "SPY" && x.Datasource.Name == "Yahoo");
if (spy != null)
{
var req = new HistoricalDataRequest(
spy,
BarSize.OneDay,
new DateTime(2013, 1, 1),
new DateTime(2013, 1, 15));
client.RequestHistoricalData(req);
Thread.Sleep(3000);
//now that we downloaded the data, let's make a request to see what is stored locally
client.GetLocallyAvailableDataInfo(spy);
Thread.Sleep(3000);
//finally send a real time data request (from the simulated data datasource)
spy.Datasource.Name = "SIM";
var rtReq = new RealTimeDataRequest(spy, BarSize.OneSecond);
client.RequestRealTimeData(rtReq);
Thread.Sleep(3000);
//And then cancel the real time data stream
client.CancelRealTimeData(spy);
}
Console.WriteLine("Press enter to exit.");
Console.ReadLine();
}
}
public void SetUp()
{
_instrumentSourceMock = new Mock<IInstrumentSource>();
_server = new InstrumentsServer(5555, _instrumentSourceMock.Object);
_server.StartServer();
_client = new QDMSClient.QDMSClient("testingclient", "127.0.0.1", 5553, 5554, 5555, 5556);
}
public void SetUp()
{
_brokerMock = new Mock<IRealTimeDataBroker>();
// Also need the real time server to keep the "heartbeat" going
_rtServer = new RealTimeDataServer(5555, 5554, _brokerMock.Object);
_rtServer.StartServer();
_client = new QDMSClient.QDMSClient("testingclient", "127.0.0.1", 5554, 5555, 5556, 5557);
_client.Connect();
}
public void SetUp()
{
_brokerMock = new Mock <IRealTimeDataBroker>();
// Also need the real time server to keep the "heartbeat" going
_rtServer = new RealTimeDataServer(5555, 5554, _brokerMock.Object);
_rtServer.StartServer();
_client = new QDMSClient.QDMSClient("testingclient", "127.0.0.1", 5554, 5555, 5556, 5557);
_client.Connect();
}
/// <summary>
/// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
/// </summary>
public void Dispose()
{
if (_connectionTimer != null)
{
_connectionTimer.Dispose();
_connectionTimer = null;
}
if (_client != null)
{
_client.Dispose();
_client = null;
}
}
public void SetUp()
{
_instrumentSourceMock = new Mock <IInstrumentSource>();
_instrumentsServer = new InstrumentsServer(5555, _instrumentSourceMock.Object);
_rtdBrokerMock = new Mock <IRealTimeDataBroker>();
_rtdServer = new RealTimeDataServer(5554, 5553, _rtdBrokerMock.Object);
_instrumentsServer.StartServer();
_rtdServer.StartServer();
_client = new QDMSClient.QDMSClient("testingclient", "127.0.0.1", 5553, 5554, 5555, 5556);
_client.Connect();
}
public void SetUp()
{
_instrumentSourceMock = new Mock<IInstrumentSource>();
_instrumentsServer = new InstrumentsServer(5555, _instrumentSourceMock.Object);
_rtdBrokerMock = new Mock<IRealTimeDataBroker>();
_rtdServer = new RealTimeDataServer(5554, 5553, _rtdBrokerMock.Object);
_instrumentsServer.StartServer();
_rtdServer.StartServer();
_client = new QDMSClient.QDMSClient("testingclient", "127.0.0.1", 5553, 5554, 5555, 5556);
_client.Connect();
}
public void SetUp()
{
_brokerMock = new Mock <IRealTimeDataBroker>();
var settings = new Mock <ISettings>();
settings.SetupGet(x => x.rtDBPubPort).Returns(5555);
settings.SetupGet(x => x.rtDBReqPort).Returns(5554);
// Also need the real time server to keep the "heartbeat" going
_rtServer = new RealTimeDataServer(settings.Object, _brokerMock.Object);
_rtServer.StartServer();
_client = new QDMSClient.QDMSClient("testingclient", "127.0.0.1", 5554, 5555, 5557, 5559, "");
_client.Connect();
}
public HistoricalRequestWindow(Instrument instrument)
{
InitializeComponent();
DataContext = this;
Random r = new Random(); //we have to randomize the name of the client, can't reuse the identity
Title = string.Format("Data Request - {0} @ {1}", instrument.Symbol, instrument.Datasource.Name);
_client = new QDMSClient.QDMSClient(
string.Format("DataRequestClient-{0}", r.Next()),
"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.HistoricalDataReceived += _client_HistoricalDataReceived;
_client.Error += _client_Error;
_client.Connect();
Data = new ObservableCollection <OHLCBar>();
TheInstrument = instrument;
StartTime = new DateTime(1950, 1, 1, 0, 0, 0, 0);
EndTime = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, 0, 0, 0, 0);
StartDate = new DateTime(1950, 1, 1, 0, 0, 0, 0);
EndDate = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, 0, 0, 0, 0);
if (!TheInstrument.ID.HasValue)
{
return;
}
Show();
}
public QDMS()
{
_client = QDMSClientFactory.Get();
ConnectToDataServer();
_allowFreshData = Properties.Settings.Default.qdmsAllowFreshData;
_connectionTimer = new Timer(2000);
_connectionTimer.Elapsed += _connectionTimer_Elapsed;
_connectionTimer.Start();
_requestIDs = new Dictionary <int, bool>();
_arrivedData = new Dictionary <int, List <OHLCBar> >();
_instrumentsList = new List <Instrument>();
_lastInstrumentsListRefresh = new DateTime(1, 1, 1);
_storageInfo = new Dictionary <int, StoredDataInfo>();
_client.HistoricalDataReceived += dataClient_HistoricalDataReceived;
_client.LocallyAvailableDataInfoReceived += DataClient_LocallyAvailableDataInfoReceived;
_client.Error += _client_Error;
RefreshInstrumentsList();
}
public QDMS()
{
_client = QDMSClientFactory.Get();
ConnectToDataServer();
_allowFreshData = Properties.Settings.Default.qdmsAllowFreshData;
_connectionTimer = new Timer(2000);
_connectionTimer.Elapsed += _connectionTimer_Elapsed;
_connectionTimer.Start();
_requestIDs = new Dictionary<int, bool>();
_arrivedData = new Dictionary<int, List<OHLCBar>>();
_instrumentsList = new List<Instrument>();
_lastInstrumentsListRefresh = new DateTime(1, 1, 1);
_storageInfo = new Dictionary<int, StoredDataInfo>();
_client.HistoricalDataReceived += dataClient_HistoricalDataReceived;
_client.LocallyAvailableDataInfoReceived += DataClient_LocallyAvailableDataInfoReceived;
_client.Error += _client_Error;
RefreshInstrumentsList();
}
public TagsWindow(QDMSClient.QDMSClient client)
{
InitializeComponent();
ViewModel = new TagsViewModel(client, DialogCoordinator.Instance);
DataContext = ViewModel;
}
public void SetUp()
{
_client = new QDMSClient.QDMSClient("testingclient", "127.0.0.1", 5553, 5554, 5556, 5559, "");
}
public MainWindow()
{
//make sure we can connect to the database
CheckDBConnection();
//and that the db we want is there...create it otherwise
CheckDBExists();
//set the log directory
SetLogDirectory();
//set the connection string
DBUtils.SetConnectionString();
InitializeComponent();
DataContext = this;
LogMessages = new ObservableCollection<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;
//we subscribe to the messages and send them all to the LogMessages collection
if (target != null)
target.Messages.Subscribe(msg => LogMessages.Add(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);
}
var entityContext = new MyDBContext();
//build the tags menu
var allTags = entityContext.Tags.ToList();
BuildTagContextMenu(allTags);
Instruments = new ObservableCollection<Instrument>();
var instrumentList = InstrumentManager.FindInstruments(entityContext);
foreach (Instrument i in instrumentList)
{
Instruments.Add(i);
}
_realTimeBroker = new RealTimeDataBroker(Properties.Settings.Default.rtDBPubPort, Properties.Settings.Default.rtDBReqPort);
_instrumentsServer = new InstrumentsServer(Properties.Settings.Default.instrumentServerPort);
_historicalDataBroker = new HistoricalDataBroker(Properties.Settings.Default.hDBPort);
_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; //doesn't really work properly
entityContext.Dispose();
}
static void Main()
{
//create the client, assuming the default port settings
QDMSClient.QDMSClient client = new QDMSClient.QDMSClient(
"SampleClient",
"127.0.0.1",
5556,
5557,
5558,
5555);
//hook up the events needed to receive data & error messages
client.HistoricalDataReceived += client_HistoricalDataReceived;
client.RealTimeDataReceived += client_RealTimeDataReceived;
client.LocallyAvailableDataInfoReceived += client_LocallyAvailableDataInfoReceived;
client.Error += client_Error;
//connect to the server
client.Connect();
//make sure the connection was succesful before we continue
if (!client.Connected)
{
Console.WriteLine("Could not connect.");
Console.WriteLine("Press enter to exit.");
Console.ReadLine();
return;
}
//request the list of available instruments
List<Instrument> instruments = client.FindInstruments();
foreach (Instrument i in instruments)
{
Console.WriteLine("Instrument ID {0}: {1} ({2}), Datasource: {3}",
i.ID,
i.Symbol,
i.Type,
i.Datasource.Name);
}
Thread.Sleep(3000);
//then we grab some historical data from Yahoo
//start by finding the SPY instrument
var spy = client.FindInstruments(x => x.Symbol == "SPY" && x.Datasource.Name == "Yahoo").FirstOrDefault();
if (spy != null)
{
var req = new HistoricalDataRequest(
spy,
BarSize.OneDay,
new DateTime(2013, 1, 1),
new DateTime(2013, 1, 15),
dataLocation: DataLocation.Both,
saveToLocalStorage: true,
rthOnly: true);
client.RequestHistoricalData(req);
Thread.Sleep(3000);
//now that we downloaded the data, let's make a request to see what is stored locally
client.GetLocallyAvailableDataInfo(spy);
Thread.Sleep(3000);
//finally send a real time data request (from the simulated data datasource)
spy.Datasource.Name = "SIM";
var rtReq = new RealTimeDataRequest(spy, BarSize.OneSecond);
client.RequestRealTimeData(rtReq);
Thread.Sleep(3000);
//And then cancel the real time data stream
client.CancelRealTimeData(spy);
}
Console.WriteLine("Press enter to exit.");
Console.ReadLine();
client.Disconnect();
client.Dispose();
}
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();
//load datagrid layout
string layoutFile = AppDomain.CurrentDomain.BaseDirectory + "GridLayout.xml";
if (File.Exists(layoutFile))
{
try
{
InstrumentsGrid.DeserializeLayout(File.ReadAllText(layoutFile));
}
catch
{
}
}
//Log unhandled exceptions
AppDomain.CurrentDomain.UnhandledException += AppDomain_CurrentDomain_UnhandledException;
//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() ||
(ApplicationDeployment.IsNetworkDeployed && ApplicationDeployment.CurrentDeployment.IsFirstRun))
{
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();
entityContext.Dispose();
//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.HistoricalDataReceived += _client_HistoricalDataReceived;
_client.Error += (s, e) => _clientLogger.Error(e.ErrorMessage);
//Create ViewModel
ViewModel = new MainViewModel(_client, DialogCoordinator.Instance);
DataContext = ViewModel;
ShowChangelog();
}
public void SetUp()
{
_client = new QDMSClient.QDMSClient("testingclient", "127.0.0.1", 5553, 5554, 5555, 5556);
}
/// <summary>
/// Called by the <see cref="T:Quartz.IScheduler"/> when a <see cref="T:Quartz.ITrigger"/>
/// fires that is associated with the <see cref="T:Quartz.IJob"/>.
/// </summary>
/// <remarks>
/// The implementation may wish to set a result object on the
/// JobExecutionContext before this method exits. The result itself
/// is meaningless to Quartz, but may be informative to
/// <see cref="T:Quartz.IJobListener"/>s or
/// <see cref="T:Quartz.ITriggerListener"/>s that are watching the job's
/// execution.
/// </remarks>
/// <param name="context">The execution context.</param>
public void Execute(IJobExecutionContext context)
{
_logger = LogManager.GetCurrentClassLogger();
JobDataMap dataMap = context.JobDetail.JobDataMap;
var details = (DataUpdateJobDetails)dataMap["details"];
_jobName = details.Name;
Log(LogLevel.Info, string.Format("Data Update job {0} triggered.", details.Name));
//Multiple jobs may be called simultaneously, so what we do is seed the Random based on the job name
byte[] bytes = new byte[details.Name.Length * sizeof(char)];
System.Buffer.BlockCopy(details.Name.ToCharArray(), 0, bytes, 0, bytes.Length);
var r = new Random((int)DateTime.Now.TimeOfDay.TotalSeconds ^ BitConverter.ToInt32(bytes, 0));
var im = new InstrumentManager();
List<Instrument> instruments = details.UseTag
? im.FindInstruments(pred: x => x.Tags.Any(y => y.ID == details.TagID))
: im.FindInstruments(pred: x => x.ID == details.InstrumentID);
if (instruments.Count == 0)
{
Log(LogLevel.Error, string.Format("Aborting data update job {0}: no instruments found.", details.Name));
return;
}
using (var client = new QDMSClient.QDMSClient(
"DataUpdateJobClient" + r.Next().ToString(),
"127.0.0.1",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.instrumentServerPort,
Properties.Settings.Default.hDBPort))
{
//try to connect
try
{
client.Connect();
}
catch (Exception ex)
{
Log(LogLevel.Error, string.Format("Aborting data update job {0}: connection error {1}", details.Name, ex.Message));
return;
}
//Hook up the error event, we want to log that stuff
client.Error += client_Error;
//What we do here: we check what we have available locally..
//If there is something, we send a query to grab data between the last stored time and "now"
//Otherwise we send a query to grab everything since 1900
using (var localStorage = DataStorageFactory.Get())
{
foreach (Instrument i in instruments)
{
if (!i.ID.HasValue) continue;
//don't request data on expired securities unless the expiration was recent
if (i.Expiration.HasValue && (DateTime.Now - i.Expiration.Value).TotalDays > 15)
{
Log(LogLevel.Trace, string.Format("Data update job {0}: ignored instrument w/ ID {1} due to expiration date.", details.Name, i.ID));
continue;
}
DateTime startingDT = new DateTime(1900, 1, 1);
var storageInfo = localStorage.GetStorageInfo(i.ID.Value);
if (storageInfo.Any(x => x.Frequency == details.Frequency))
{
var relevantStorageInfo = storageInfo.First(x => x.Frequency == details.Frequency);
startingDT = relevantStorageInfo.LatestDate;
}
client.RequestHistoricalData(new HistoricalDataRequest(
i,
details.Frequency,
startingDT,
DateTime.Now, //TODO this should be in the instrument's timezone...
forceFreshData: true,
localStorageOnly: false,
saveToLocalStorage: true,
rthOnly: true));
}
}
//Requests aren't sent immediately so wait before killing the client to make sure the request gets to the server
Thread.Sleep(50);
client.Disconnect();
}
Log(LogLevel.Info, string.Format("Data Update job {0} completed.", details.Name));
}
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();
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 ObservableCollection <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;
//we subscribe to the messages and send them all to the LogMessages collection
if (target != null)
{
target.Messages.Subscribe(msg => LogMessages.Add(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();
//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
RealTimeBroker = new RealTimeDataBroker();
HistoricalBroker = new HistoricalDataBroker();
//create the various servers
_realTimeServer = new RealTimeDataServer(Properties.Settings.Default.rtDBPubPort, Properties.Settings.Default.rtDBReqPort, RealTimeBroker);
_instrumentsServer = new InstrumentsServer(Properties.Settings.Default.instrumentServerPort);
_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
ISchedulerFactory schedulerFactory = new StdSchedulerFactory();
_scheduler = schedulerFactory.GetScheduler();
_scheduler.JobFactory = new DataUpdateJobFactory(HistoricalBroker);
_scheduler.Start();
//Grab jobs and schedule them
JobsManager.ScheduleJobs(_scheduler, entityContext.DataUpdateJobs.Include(t => t.Instrument).Include(t => t.Tag).ToList());
entityContext.Dispose();
ShowChangelog();
}
public MainWindow()
{
Common.Logging.LogManager.Adapter = new NLogLoggerFactoryAdapter(null);
//make sure we can connect to the database
CheckDBConnection();
//set the log directory
SetLogDirectory();
//set the connection string
DBUtils.SetConnectionString();
//dim the backup/restore menu items in case of sql server, which isn't implemented yet
if (Properties.Settings.Default.databaseType != "MySql")
{
BackupMenuItem.IsEnabled = false;
RestoreMenuItem.IsEnabled = false;
}
InitializeComponent();
DataContext = this;
LogMessages = new ObservableCollection<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;
//we subscribe to the messages and send them all to the LogMessages collection
if (target != null)
target.Messages.Subscribe(msg => LogMessages.Add(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);
//check for any datasources, seed the db with initial values if nothing is found
if (!entityContext.Datasources.Any())
{
Seed.DoSeed();
}
//create data db if it doesn't exist
var dataContext = new DataDBContext();
dataContext.Database.Initialize(false);
dataContext.Dispose();
//build the tags menu
var allTags = entityContext.Tags.ToList();
BuildTagContextMenu(allTags);
Instruments = new ObservableCollection<Instrument>();
var mgr = new InstrumentManager();
var instrumentList = mgr.FindInstruments(entityContext);
foreach (Instrument i in instrumentList)
{
Instruments.Add(i);
}
//create brokers
_realTimeBroker = new RealTimeDataBroker();
_historicalBroker = new HistoricalDataBroker();
//create the various servers
_realTimeServer = new RealTimeDataServer(Properties.Settings.Default.rtDBPubPort, Properties.Settings.Default.rtDBReqPort, _realTimeBroker);
_instrumentsServer = new InstrumentsServer(Properties.Settings.Default.instrumentServerPort);
_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
ISchedulerFactory schedulerFactory = new StdSchedulerFactory();
_scheduler = schedulerFactory.GetScheduler();
_scheduler.Start();
//Grab jobs and schedule them
JobsManager.ScheduleJobs(_scheduler, entityContext.DataUpdateJobs.Include(t => t.Instrument).Include(t => t.Tag).ToList());
entityContext.Dispose();
}
/// <summary>
/// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
/// </summary>
public void Dispose()
{
if (_connectionTimer != null)
{
_connectionTimer.Dispose();
_connectionTimer = null;
}
if (_client != null)
{
_client.Dispose();
_client = null;
}
}
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 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();
}
