public IObservable <StreamInputEvent <TPayload> > CreateObservableSource <TPayload>(object config, EventShape eventShape)
{
//Check the payload type.
CheckPayloadType <TPayload>();
//Check config class for the proper type.
YahooDataInputConfig typedConfig = config as YahooDataInputConfig;
if (typedConfig == null)
{
//Invalid cast
throw new ArgumentException("Configuration class must be of type YahooDataInputConfig");
}
return((IObservable <StreamInputEvent <TPayload> >)CreateProducer(typedConfig, eventShape));
}
private YahooDataProducer CreateProducer(YahooDataInputConfig config, EventShape eventShape)
{
switch (eventShape)
{
case EventShape.Point:
//Create the publisher.
return(new YahooDataProducer(config));
default:
throw new ArgumentException(string.Format(
System.Globalization.CultureInfo.InvariantCulture,
"YahooDataInputFactory cannot instantiate adapter with event shape {0}",
eventShape.ToString()));
}
}
public static List <YahooDataEvent> CreateNext(YahooDataInputConfig config, int runNumber)
{
List <YahooDataEvent> newReferenceData = new List <YahooDataEvent>();
string[] Symbols = config.Symbols;
//TODO: Add Requestor to get data from YahooFinance
string symbolList = "";
if (Symbols.Count() > 1)
{
symbolList = String.Join("%2C", Symbols.Select(w => "%22" + w + "%22").ToArray());
}
else if (Symbols.Count() == 1)
{
symbolList = String.Join("%2C", "%22" + Symbols.First() + "%22");
}
else
{
//throw exception.
//need symbols
throw new ArgumentException("No symbols requested. Need to request at least 1 symbol.");
}
string url = string.Format(BASE_URL, symbolList);
try {
XDocument doc = XDocument.Load(url);
while (doc.Root.Element("results").IsEmpty)
{
doc = XDocument.Load(url);
}
XElement results = doc.Root.Element("results");
foreach (string symbol in Symbols)
{
newReferenceData.Add(ParseXmlRequest(symbol, results));
}
} catch (Exception ex) {
Console.WriteLine("RequestDataException: {0}", ex.Message);
}
return(newReferenceData);
}
public static List<YahooDataEvent> CreateNext(YahooDataInputConfig config, int runNumber)
{
List<YahooDataEvent> newReferenceData = new List<YahooDataEvent>();
string[] Symbols = config.Symbols;
//TODO: Add Requestor to get data from YahooFinance
string symbolList = "";
if (Symbols.Count() > 1) {
symbolList = String.Join("%2C", Symbols.Select(w => "%22" + w + "%22").ToArray());
} else if (Symbols.Count() == 1) {
symbolList = String.Join("%2C", "%22" + Symbols.First() + "%22");
} else {
//throw exception.
//need symbols
throw new ArgumentException("No symbols requested. Need to request at least 1 symbol.");
}
string url = string.Format(BASE_URL, symbolList);
try {
XDocument doc = XDocument.Load(url);
while (doc.Root.Element("results").IsEmpty) {
doc = XDocument.Load(url);
}
XElement results = doc.Root.Element("results");
foreach (string symbol in Symbols) {
newReferenceData.Add(ParseXmlRequest(symbol, results));
}
} catch (Exception ex) {
Console.WriteLine("RequestDataException: {0}", ex.Message);
}
return newReferenceData;
}
//Process for Yahoo Data
private static void RunYahooDataProcess(Application cepApplication)
{
var config = new YahooDataInputConfig() {
Symbols = new string[] { "AAPL", "DELL", "MSFT", "GOOG", "GE" },
RefreshInterval = TimeSpan.FromSeconds(5),
TimestampIncrement = TimeSpan.FromSeconds(5),
AlwaysUseNow = true,
EnqueueCtis = false
};
AdvanceTimeSettings ats = new AdvanceTimeSettings(new AdvanceTimeGenerationSettings(
TimeSpan.FromMilliseconds(750),
TimeSpan.FromMilliseconds(200)),
null, AdvanceTimePolicy.Drop);
var data = RxStream<YahooDataEvent>.Create(cepApplication, typeof(YahooDataInputFactory), config,
EventShape.Point, ats);
var sinkConfig = new ConsoleOutputConfig() {
ShowCti = true,
ShowPayloadToString = false,
CtiEventColor = ConsoleColor.Blue,
InsertEventColor = ConsoleColor.Green
};
var myQuery = from x in data.ToPointEventStream()
select new {
x.Symbol,
x.LastTradePrice,
x.LastUpdateTime
};
var binding = myQuery.ToBinding(cepApplication, typeof(ConsoleOutputFactory), sinkConfig, EventShape.Point);
binding.Run("Hello");
}
private static void RunQuery(Application cepApplication)
{
var config = new YahooDataInputConfig() {
Symbols = new string[] { "AAPL", "DELL", "MSFT", "GOOG", "GE" },
RefreshInterval = TimeSpan.FromSeconds(0.5),
TimestampIncrement = TimeSpan.FromSeconds(0.5),
AlwaysUseNow = true,
EnqueueCtis = false
};
AdvanceTimeSettings ats = new AdvanceTimeSettings(new AdvanceTimeGenerationSettings(
TimeSpan.FromMilliseconds(1000),
TimeSpan.FromMilliseconds(200)),
null, AdvanceTimePolicy.Drop);
var data = CepStream<YahooDataEvent>.Create(cepApplication, "TestData", typeof(YahooDataInputFactory), config,
EventShape.Point, ats);
var query = data.ToQuery(cepApplication, "Test", "Test", typeof(ConsoleOutputFactory),
new ConsoleOutputConfig() {
ShowCti = true,
CtiEventColor = ConsoleColor.Yellow,
InsertEventColor = ConsoleColor.Magenta
},
EventShape.Point, StreamEventOrder.FullyOrdered);
query.Start();
}
public InputAdapterBase Create <TPayload>(YahooDataInputConfig configInfo, EventShape eventShape)
{
CheckPayloadType <TPayload>();
return(new ObservableTypedPointInputAdapter <YahooDataEvent, YahooDataInputConfig>(
CreateProducer(configInfo, eventShape)));
}
