private SortedList <string, int> columns; // 读入csv的列名
public InputAdapterFromFile(InputConfig config)
{
_config = config;
var streamReader = new StreamReader(config.Filename);
var line = streamReader.ReadLine();
var values = line.Split(',');
columns = new SortedList <string, int>(values.Length);
for (int i = 0; i < values.Length; i++)
{
columns.Add(values[i], i);
}
quotes = new SortedList <DateTime, string[]>();
while (!streamReader.EndOfStream)
{
line = streamReader.ReadLine();
values = line.Split(',');
var date = DateTime.Parse(values[0], QuoteFormatProvider);
quotes.Add(date, values);
}
quoteEnumerator = quotes.GetEnumerator();
streamReader.Close();
}
public static void Main(string [] args)
{
// Create a tracer to output information on the console.
TraceListener tracer = new ConsoleTraceListener();
using (Server server = Server.Create("MyInstance"))
{
try
{
Application application = server.CreateApplication("application");
var ericSEKConfig = new InputConfig
{
ID = "ERIC-SEK",
Filename = "eric_b_sek_2009.csv",
ColumnNames = new string[] { "Open", "High", "Low", "Close", "Volume", "Adj Close" },
StartDate = new DateTime(2009, 01, 01),
Interval = 0
};
// Implicit 方式
var cepStream = CepStream <Payload> .Create("cepStream",
typeof(PayloadInputFactory),
ericSEKConfig,
EventShape.Point);
var filtered = from e in cepStream
where e.Value > 95
select e;
/*
* var query = filtered.ToQuery(application,
* "filterQuery",
* "Filter out Values over 95",
* typeof(PayloadOutputFactory),
* new PayloadOutputConfig(),
* EventShape.Point,
* StreamEventOrder.FullyOrdered);
*/
RunQuery(filtered, application);
var avgCepStream = from w in cepStream.Where(e => e.FieldID == "Close")
.HoppingWindow(TimeSpan.FromDays(7), TimeSpan.FromDays(1), HoppingWindowOutputPolicy.ClipToWindowEnd)
select new Payload()
{
StockID = "ERIC",
FieldID = "7-day avg",
Value = w.Avg(e => e.Value)
};
RunQuery(avgCepStream, application);
var ericUSDGroupCepStream = from e in cepStream
group e by e.FieldID into eGroup
from w in eGroup.HoppingWindow(TimeSpan.FromDays(7), TimeSpan.FromDays(1), HoppingWindowOutputPolicy.ClipToWindowEnd)
select new Payload()
{
StockID = "ERIC 7-day avg",
FieldID = eGroup.Key,
Value = w.Avg(e => e.Value)
};
RunQuery(ericUSDGroupCepStream, application);
var bigLooserCepStream = (from e1 in cepStream
from e2 in cepStream.ShiftEventTime(e => e.StartTime.AddDays(7))
where e1.FieldID == "Close" && e2.FieldID == "Close"
select new Payload()
{
StockID = "ERIC > 10% drop",
FieldID = "Close",
Value = (e1.Value - e2.Value) / e2.Value * 100
}).Where(e => e.Value < -10);
RunQuery(bigLooserCepStream, application);
// Explicit 方式
var input = CepStream <Payload> .Create("input");
var stddevCepStream = from w in input.Where(e => e.FieldID == "Close")
.HoppingWindow(TimeSpan.FromDays(7), TimeSpan.FromDays(1), HoppingWindowOutputPolicy.ClipToWindowEnd)
select new Payload()
{
StockID = "ERIC",
FieldID = "7-day Stddev",
Value = w.StandardDeviation()
};
var queryTemplate = application.CreateQueryTemplate("standardDeviationExampleTemplate", "Description...", stddevCepStream);
var queryBinder = new QueryBinder(queryTemplate);
var InputAdapterFromFile = application.CreateInputAdapter <PayloadInputFactory>("PayloadInput", "Description...");
var outputAdapter = application.CreateOutputAdapter <PayloadOutputFactory>("PayloadOutput", "Description...");
queryBinder.BindProducer <Payload>("input", InputAdapterFromFile, ericSEKConfig, EventShape.Point);
queryBinder.AddConsumer <Payload>("output", outputAdapter, outputConfig, EventShape.Point, StreamEventOrder.ChainOrdered);
var query = application.CreateQuery("standardDeviationExampleQuery", "Description...", queryBinder);
query.Start();
// Wait until output adapter signals that it is finished
DiagnosticView diagnosticView;
do
{
Thread.Sleep(100);
diagnosticView = query.Application.Server.GetDiagnosticView(query.Name);
} while ((string)diagnosticView["QueryState"] == "Running");
// Stop
query.Stop();
// Release resources
application.Delete();
server.Dispose();
}
catch (Exception e)
{
Console.WriteLine(e.ToString());
}
}
}