/// <summary>
/// Constructor for a file agregator
/// </summary>
/// <param name="files">The streams containing the source files</param>
public AggregatorFile(List <Stream> files)
{
// Open the source files
int count = 0;
List <FieldInfo> fields = new List <FieldInfo>();
List <FieldInfo[]> sourceFields = new List <FieldInfo[]>();
Interval = TimeSpan.MaxValue;
foreach (var s in files)
{
var f = StockDataFile.Open(s);
try
{
// Get the members in the source
string typeName = "Source" + count.ToString();
var scriptInstance = CSScript.LoadCode(f.GetSourceCode(typeName).Replace("StockDataSource", typeName), null);
Type t = scriptInstance.DefinedTypes.Where((scriptType) => { return(scriptType.Name.Equals(typeName)); }).First();
var fieldList = t.GetFields(BindingFlags.Public | BindingFlags.Instance);
sourceFields.Add(fieldList);
foreach (var field in fieldList)
{
if (!fields.Contains(field))
{
fields.Add(field);
}
}
// Check the date range included in the source
foreach (var pair in f.Segments)
{
List <Tuple <DateTime, long> > segList;
if (!this.Segments.TryGetValue(pair.Key, out segList))
{
segList = new List <Tuple <DateTime, long> >();
this.Segments.Add(pair.Key, segList);
}
foreach (var seg in pair.Value)
{
if (segList.Find((ele) => { return(ele.Item1.Equals(seg.Item1)); }) == null)
{
segList.Add(new Tuple <DateTime, long>(seg.Item1, long.MaxValue));
}
}
}
// Use the smallest interval from among the sources
this.Interval = ((f.Interval < this.Interval) ? f.Interval : this.Interval);
// Remember the source file
Sources.Add(f);
}
catch (Exception ex)
{
System.Windows.Forms.MessageBox.Show(ex.ToString());
}
}
// Generate the source code based on the member list
var code = GenSourceCode(fields, sourceFields).Replace("StockDataSink", "StockDataSource");
this.SourceCode = code.ToArray();
}
public static StockSession Start(List <string> sources, List <string> sinkScripts, string executeScript)
{
StockSession session = new StockSession();
List <string> script = new List <string>();
Directory.CreateDirectory("tmp");
// Convert any legacy files before further processing
var legacyFiles = sources.Where((s) => { return(s.EndsWith(".csv")); }).ToList();
if (legacyFiles.Count() > 0)
{
System.Windows.Forms.SaveFileDialog saveDiag = new System.Windows.Forms.SaveFileDialog();
saveDiag.Title = "Save converted data file as...";
if (saveDiag.ShowDialog() == System.Windows.Forms.DialogResult.OK)
{
var convertedFile = StockDataFile.Convert(legacyFiles, new FileStream(saveDiag.FileName, FileMode.Create));
convertedFile.Close();
sources.Add(saveDiag.FileName);
}
else
{
// Cancel running the script
return(null);
}
foreach (var l in legacyFiles)
{
sources.Remove(l);
}
}
session.SourceFile = StockDataFile.Open(sources.ConvertAll <Stream>((s) => { return(new FileStream(s, FileMode.Open)); }));
script.Add("tmp/" + SOURCE_CLASS + ".cs");
using (var file = new StreamWriter(new FileStream(script.Last(), FileMode.Create))) file.Write(session.SourceFile.GetSourceCode(SOURCE_CLASS));
session.SinkFile = new StockDataFile(sinkScripts.ConvertAll <string>((f) => { return(Path.GetFileNameWithoutExtension(f)); }), sinkScripts.ConvertAll <string>((f) => { return(File.ReadAllText(f)); }));
session.SinkFile.Interval = session.SourceFile.Interval;
script.Add("tmp/" + SINK_CLASS + ".cs");
using (var file = new StreamWriter(new FileStream(script.Last(), FileMode.Create))) file.Write(session.SinkFile.GetSourceCode(SINK_CLASS));
// Create the evaluator file (needs to be compiled in the script since it references StockDataSource)
string[] embeddedFiles = new string[]
{
"RobinhoodDesktop.Script.StockEvaluator.cs",
"RobinhoodDesktop.Script.StockProcessor.cs"
};
foreach (var f in embeddedFiles)
{
script.Add(string.Format("tmp/{0}.cs", f.Substring(24, f.Length - 27)));
StringBuilder analyzerCode = new StringBuilder();
analyzerCode.Append(new StreamReader(Assembly.GetExecutingAssembly().GetManifestResourceStream(f)).ReadToEnd());
using (var file = new StreamWriter(new FileStream(script.Last(), FileMode.Create))) file.Write(StockDataFile.FormatSource(analyzerCode.ToString()));
}
// Add the user defined analyzers
foreach (string path in Directory.GetFiles(@"Script/Decision", "*.cs", SearchOption.AllDirectories))
{
script.Add(path);
}
foreach (string path in Directory.GetFiles(@"Script/Action", "*.cs", SearchOption.AllDirectories))
{
script.Add(path);
}
// Get the code that will actually run the session
script.Add(executeScript);
// Build and run the session
#if DEBUG
var isDebug = true;
#else
var isDebug = false;
#endif
try
{
if (!string.IsNullOrEmpty(executeScript))
{
session.ScriptInstance = CSScript.LoadFiles(script.ToArray(), null, isDebug, "TensorFlow.NET.dll", "Google.Protobuf.dll", "NumSharp.Lite", "netstandard", "System.Memory", "System.Numerics");
var run = session.ScriptInstance.GetStaticMethod("*.Run", session);
run(session);
}
}
catch (Exception ex)
{
System.Windows.Forms.MessageBox.Show(ex.ToString());
session.SourceFile.Close();
session.SinkFile.Close();
}
return(session);
}
public static StockSession Start(List <string> sources, List <string> sinkScripts, string executeScript)
{
StockSession session = new StockSession();
session.Scripts.Clear();
Directory.CreateDirectory("tmp");
// Convert any legacy files before further processing
var legacyFiles = sources.Where((s) => { return(s.EndsWith(".csv")); }).ToList();
if (legacyFiles.Count() > 0)
{
System.Windows.Forms.SaveFileDialog saveDiag = new System.Windows.Forms.SaveFileDialog();
saveDiag.Title = "Save converted data file as...";
saveDiag.CheckFileExists = false;
if (saveDiag.ShowDialog() == System.Windows.Forms.DialogResult.OK)
{
List <string> convertedFileNames;
var convertedFiles = StockDataFile.ConvertByMonth(legacyFiles, Path.GetDirectoryName(saveDiag.FileName), out convertedFileNames);
foreach (var cf in convertedFileNames)
{
sources.Add(cf);
}
}
else
{
// Cancel running the script
return(null);
}
foreach (var l in legacyFiles)
{
sources.Remove(l);
}
}
session.SourceFile = StockDataFile.Open(sources.ConvertAll <Stream>((s) => { return(new FileStream(s, FileMode.Open)); }));
session.Scripts.Add("tmp/" + SOURCE_CLASS + ".cs");
using (var file = new StreamWriter(new FileStream(session.Scripts.Last(), FileMode.Create))) file.Write(session.SourceFile.GetSourceCode(SOURCE_CLASS));
// Put the data set reference script first
List <string> totalSinkScripts = sinkScripts.ToList();
totalSinkScripts.Insert(0, "Script\\Data\\DataSetReference.cs");
session.SinkFile = new StockDataFile(totalSinkScripts.ConvertAll <string>((f) => { return(Path.GetFileNameWithoutExtension(f)); }), totalSinkScripts.ConvertAll <string>((f) => { return(File.ReadAllText(f)); }));
session.SinkFile.Interval = session.SourceFile.Interval;
session.Scripts.Add("tmp/" + SINK_CLASS + ".cs");
using (var file = new StreamWriter(new FileStream(session.Scripts.Last(), FileMode.Create))) file.Write(session.SinkFile.GenStockDataSink());
session.Scripts.AddRange(totalSinkScripts);
// Create the evaluator file (needs to be compiled in the script since it references StockDataSource)
string[] embeddedFiles = new string[]
{
"RobinhoodDesktop.Script.StockEvaluator.cs",
"RobinhoodDesktop.Script.StockProcessor.cs"
};
foreach (var f in embeddedFiles)
{
session.Scripts.Add(string.Format("tmp/{0}.cs", f.Substring(24, f.Length - 27)));
StringBuilder analyzerCode = new StringBuilder();
analyzerCode.Append(new StreamReader(Assembly.GetExecutingAssembly().GetManifestResourceStream(f)).ReadToEnd());
using (var file = new StreamWriter(new FileStream(session.Scripts.Last(), FileMode.Create))) file.Write(StockDataFile.FormatSource(analyzerCode.ToString()));
}
// Add the user defined analyzers
foreach (string path in Directory.GetFiles(@"Script/Decision", "*.cs", SearchOption.AllDirectories))
{
session.Scripts.Add(path);
}
foreach (string path in Directory.GetFiles(@"Script/Action", "*.cs", SearchOption.AllDirectories))
{
session.Scripts.Add(path);
}
// Get the code that will actually run the session
if (!string.IsNullOrEmpty(executeScript))
{
session.Scripts.Add(executeScript);
}
// Build and run the session
session.LoadScripts(true);
StockSession.Instance = session;
return(session);
}
public void Run()
{
System.Windows.Forms.OpenFileDialog diag = new System.Windows.Forms.OpenFileDialog();
diag.Multiselect = true;
diag.Title = "Open Stock Data File...";
if (diag.ShowDialog() == System.Windows.Forms.DialogResult.OK)
{
List <string> script = new List <string>();
Directory.CreateDirectory("tmp");
// Get the source file
if (diag.FileName.EndsWith(".csv"))
{
System.Windows.Forms.SaveFileDialog saveDiag = new System.Windows.Forms.SaveFileDialog();
if (saveDiag.ShowDialog() != System.Windows.Forms.DialogResult.OK)
{
return;
}
SourceFile = StockDataFile.Convert(diag.FileNames.ToList(), new FileStream(saveDiag.FileName, FileMode.Create));
}
else
{
SourceFile = StockDataFile.Open(new FileStream(diag.FileName, FileMode.Open));
}
script.Add("tmp/" + SOURCE_CLASS + ".cs");
using (var file = new StreamWriter(new FileStream(script.Last(), FileMode.Create))) file.Write(SourceFile.GetSourceCode(SOURCE_CLASS));
// Create the sink file
//SinkFile = new StockDataFile(new List<string>() { }, new List<string>() { });
SinkFile = new StockDataFile(new List <string>()
{
"MovingAverage"
}, new List <string>()
{
File.ReadAllText(@"Script/Data/MovingAverage.cs")
});
script.Add("tmp/" + SINK_CLASS + ".cs");
using (var file = new StreamWriter(new FileStream(script.Last(), FileMode.Create))) file.Write(SinkFile.GetSourceCode(SINK_CLASS));
// Create the analyzer file (needs to be compiled in the script since it references StockDataSource)
var analyzerFilename = "RobinhoodDesktop.Script.StockAnalyzer.cs";
script.Add("tmp/StockAnalyzer.cs");
StringBuilder analyzerCode = new StringBuilder();
analyzerCode.Append(new StreamReader(Assembly.GetExecutingAssembly().GetManifestResourceStream(analyzerFilename)).ReadToEnd());
using (var file = new StreamWriter(new FileStream(script.Last(), FileMode.Create))) file.Write(StockDataFile.FormatSource(analyzerCode.ToString()));
// Add the user defined analyzers
string[] analyzerPaths = Directory.GetFiles(@"Script/Decision", "*.cs", SearchOption.AllDirectories);
foreach (string path in analyzerPaths)
{
script.Add(path);
}
// Get the code that will actually run the session
script.Add("tmp/StockSessionScript.cs");
var sessionFilename = "RobinhoodDesktop.Script.StockSessionScript.cs";
using (var file = new StreamWriter(new FileStream(script.Last(), FileMode.Create))) file.Write(new StreamReader(Assembly.GetExecutingAssembly().GetManifestResourceStream(sessionFilename)).ReadToEnd());
// Build and run the session
#if DEBUG
var isDebug = true;
#else
var isDebug = false;
#endif
#if true
try
{
var scriptInstance = CSScript.LoadFiles(script.ToArray(), null, isDebug);
var run = scriptInstance.GetStaticMethod("RobinhoodDesktop.Script.StockSessionScript.Run", this);
run(this);
}
catch (Exception ex)
{
System.Windows.Forms.MessageBox.Show(ex.ToString());
}
#else
// Set up the derived data sink
var sourceData = SourceFile.GetSegments <StockDataBase>();
var sinkData = StockDataSetDerived <StockDataBase, StockDataBase> .Derive(sourceData, SinkFile, (data, idx) =>
{
var point = new StockDataBase();
point.Update(data, idx);
return(point);
});
SinkFile.SetSegments(sinkData);
// Load the first set of data
foreach (var pair in sinkData)
{
foreach (var set in pair.Value)
{
set.Load();
}
}
#endif
// Cleanup
SourceFile.Close();
}
}
