/// <summary>
/// Example of using a user-defined aggregate
/// </summary>
/// <param name="application"></param>
/// <param name="inputConfig"></param>
/// <param name="outputConfig"></param>
/// <param name="inputAdapter"></param>
/// <param name="outputAdapter"></param>
/// <returns></returns>
private static Query createStandardDeviationExampleQuery(Application application, StockQuoteInputConfig inputConfig, StockQuoteOutputConfig outputConfig, InputAdapter inputAdapter, OutputAdapter outputAdapter)
{
var input = CepStream <StockQuote> .Create("input");
var stddevCepStream = from w in input.Where(e => e.FieldID == "Close")
.HoppingWindow(TimeSpan.FromDays(7), TimeSpan.FromDays(1), HoppingWindowOutputPolicy.ClipToWindowEnd)
select new StockQuote()
{
StockID = "ERIC",
FieldID = "7-day Stddev",
Value = w.StandardDeviation()
};
var queryTemplate = application.CreateQueryTemplate("standardDeviationExampleTemplate", "Description...", stddevCepStream);
var queryBinder = new QueryBinder(queryTemplate);
queryBinder.BindProducer <StockQuote>("input", inputAdapter, inputConfig, EventShape.Point);
queryBinder.AddConsumer <StockQuote>("output", outputAdapter, outputConfig, EventShape.Point, StreamEventOrder.ChainOrdered);
var query = application.CreateQuery("standardDeviationExampleQuery", "Description...", queryBinder);
return(query);
}
/// <summary>
/// Example of using a user-defined filter
/// </summary>
/// <param name="application"></param>
/// <param name="inputConfig"></param>
/// <param name="outputConfig"></param>
/// <param name="inputAdapter"></param>
/// <param name="outputAdapter"></param>
/// <returns></returns>
private static Query createUserFilterExampleQuery(Application application, StockQuoteInputConfig inputConfig, StockQuoteOutputConfig outputConfig, InputAdapter inputAdapter, OutputAdapter outputAdapter)
{
var input = CepStream <StockQuote> .Create("input");
var filteredCepStream = from e in input
where UserDefinedFilter(e.FieldID)
select e;
var queryTemplate = application.CreateQueryTemplate("userFilterExampleTemplate", "Description...", filteredCepStream);
var queryBinder = new QueryBinder(queryTemplate);
queryBinder.BindProducer <StockQuote>("input", inputAdapter, inputConfig, EventShape.Point);
queryBinder.AddConsumer <StockQuote>("output", outputAdapter, outputConfig, EventShape.Point, StreamEventOrder.ChainOrdered);
var query = application.CreateQuery("userFilterExampleQuery", "Description...", queryBinder);
return(query);
}
/// <summary>
/// Starting point.
/// </summary>
public static void Main()
{
// Create the server and application
var instanceName = !string.IsNullOrEmpty(InstanceName) ? InstanceName : StreamInsightSetupInfo.EnumerateInstances()[0];
Server server;
try
{
server = Server.Create(instanceName);
}
catch
{
Console.WriteLine("Could not create StreamInsight instance. Please open Program.cs and check InstanceName.");
return;
}
var application = server.CreateApplication("StockInsight");
// Determine path for historical data
var dataPath = Path.GetDirectoryName(Environment.GetCommandLineArgs()[0]) + "\\HistoricalData\\";
// Configuration for input
var ericSEKConfig = new StockQuoteInputConfig
{
ID = "ERIC-SEK",
Filename = dataPath + "eric_b_sek_2009.csv",
ColumnNames = new string[] { "Open", "High", "Low", "Close", "Volume", "Adj Close" },
StartDate = new DateTime(2009, 01, 01),
Interval = 0
};
// Configuration for input
var ericUSDConfig = new StockQuoteInputConfig
{
ID = "ERIC-USD",
Filename = dataPath + "eric_b_usd_2009.csv",
ColumnNames = new string[] { "Open", "High", "Low", "Close", "Volume", "Adj Close" },
StartDate = new DateTime(2009, 01, 01),
Interval = 0
};
// Configuration for input
var nokiaUSDConfig = new StockQuoteInputConfig
{
ID = "NOKIA-USD",
Filename = dataPath + "nokia_2009.csv",
ColumnNames = new string[] { "Open", "High", "Low", "Close", "Volume", "Adj Close" },
StartDate = new DateTime(2009, 01, 01),
Interval = 0
};
// Configuration for input
var USDSEKConfig = new StockQuoteInputConfig
{
ID = "USD-SEK",
Filename = dataPath + "USD_SEK_ExchangeRate_2009.csv",
ColumnNames = new string[] { "Value" },
StartDate = new DateTime(2009, 01, 01),
Interval = 0
};
// Configure output adapter
var outputConfig = new StockQuoteOutputConfig();
// Instantiate semaphor for stop signal
var adapterStopSignal = new EventWaitHandle(false,
EventResetMode.AutoReset, outputConfig.AdapterStopSignal);
// Add input and output adapter factories to the server
var inputAdapter = application.CreateInputAdapter <StockQuoteInputFactory>("StockQuoteInput", "Description...");
var outputAdapter = application.CreateOutputAdapter <StockQuoteOutputFactory>("StockQuoteOutput", "Description...");
// Create queries
createFilterExampleQuery(application, ericUSDConfig, outputConfig, inputAdapter, outputAdapter);
createCrossJoinExampleQuery(application, ericUSDConfig, ericSEKConfig, USDSEKConfig, outputConfig, inputAdapter, outputAdapter);
createAvgExampleQuery(application, ericUSDConfig, outputConfig, inputAdapter, outputAdapter);
createGroupApplyExampleQuery(application, ericUSDConfig, outputConfig, inputAdapter, outputAdapter);
createBigLooserExampleQuery(application, ericUSDConfig, outputConfig, inputAdapter, outputAdapter);
createUserFilterExampleQuery(application, ericUSDConfig, outputConfig, inputAdapter, outputAdapter);
createStandardDeviationExampleQuery(application, ericUSDConfig, outputConfig, inputAdapter, outputAdapter);
// Execute the queries (one at a time)
// It would also be possible to execute them in parallell
foreach (var query in application.Queries.Values)
{
Console.WriteLine("\r\nQuery: " + query.Name);
// Start
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();
//application.Dispose();
}
/// <summary>
/// Example of detecting when stock price falls more than 10% in 7 days
/// </summary>
/// <param name="application"></param>
/// <param name="inputConfig"></param>
/// <param name="outputConfig"></param>
/// <param name="inputAdapter"></param>
/// <param name="outputAdapter"></param>
/// <returns></returns>
private static Query createBigLooserExampleQuery(Application application, StockQuoteInputConfig inputConfig, StockQuoteOutputConfig outputConfig, InputAdapter inputAdapter, OutputAdapter outputAdapter)
{
var input = CepStream <StockQuote> .Create("input");
var bigLooserCepStream = (from e1 in input
from e2 in input.ShiftEventTime(e => e.StartTime.AddDays(7))
where e1.FieldID == "Close" && e2.FieldID == "Close"
select new StockQuote()
{
StockID = "ERIC > 10% drop",
FieldID = "Close",
Value = (e1.Value - e2.Value) / e2.Value * 100
}).Where(e => e.Value < -10);
var queryTemplate = application.CreateQueryTemplate("bigLooserExampleTemplate", "Description...", bigLooserCepStream);
var queryBinder = new QueryBinder(queryTemplate);
queryBinder.BindProducer <StockQuote>("input", inputAdapter, inputConfig, EventShape.Point);
queryBinder.AddConsumer <StockQuote>("output", outputAdapter, outputConfig, EventShape.Point, StreamEventOrder.ChainOrdered);
var query = application.CreateQuery("bigLooserExampleQuery", "Description...", queryBinder);
return(query);
}
/// <summary>
/// Example of a grouping and calculation of averages for the groups
/// </summary>
/// <param name="application"></param>
/// <param name="inputConfig"></param>
/// <param name="outputConfig"></param>
/// <param name="inputAdapter"></param>
/// <param name="outputAdapter"></param>
/// <returns></returns>
private static Query createGroupApplyExampleQuery(Application application, StockQuoteInputConfig inputConfig, StockQuoteOutputConfig outputConfig, InputAdapter inputAdapter, OutputAdapter outputAdapter)
{
var input = CepStream <StockQuote> .Create("input");
var ericUSDGroupCepStream = from e in input
group e by e.FieldID into eGroup
from w in eGroup.HoppingWindow(TimeSpan.FromDays(7), TimeSpan.FromDays(1), HoppingWindowOutputPolicy.ClipToWindowEnd)
select new StockQuote()
{
StockID = "ERIC 7-day avg",
FieldID = eGroup.Key,
Value = w.Avg(e => e.Value)
};
var queryTemplate = application.CreateQueryTemplate("groupApplyExampleTemplate", "Description...", ericUSDGroupCepStream);
var queryBinder = new QueryBinder(queryTemplate);
queryBinder.BindProducer <StockQuote>("input", inputAdapter, inputConfig, EventShape.Point);
queryBinder.AddConsumer <StockQuote>("output", outputAdapter, outputConfig, EventShape.Point, StreamEventOrder.ChainOrdered);
var query = application.CreateQuery("groupApplyExampleQuery", "Description...", queryBinder);
return(query);
}
/// <summary>
/// Compare USD and SEK stock prices using given exchange rate. Example of a cross join.
/// </summary>
/// <param name="application"></param>
/// <param name="ericUSDConfig"></param>
/// <param name="ericSEKConfig"></param>
/// <param name="USDSEKConfig"></param>
/// <param name="outputConfig"></param>
/// <param name="inputAdapter"></param>
/// <param name="outputAdapter"></param>
/// <returns></returns>
private static Query createCrossJoinExampleQuery(Application application, StockQuoteInputConfig ericUSDConfig, StockQuoteInputConfig ericSEKConfig, StockQuoteInputConfig USDSEKConfig, StockQuoteOutputConfig outputConfig, InputAdapter inputAdapter, OutputAdapter outputAdapter)
{
var ericUSDStream = CepStream <StockQuote> .Create("ericUSDStream");
var ericSEKStream = CepStream <StockQuote> .Create("ericSEKStream");
var USDSEKStream = CepStream <StockQuote> .Create("USDSEKStream");
var ericRecalcCepStream = from eUSD in ericUSDStream
from eXch in USDSEKStream // Cross join
where eUSD.FieldID == "Close"
select new StockQuote()
{
StockID = "ERIC-Recalc",
FieldID = "Close",
Value = eUSD.Value * eXch.Value // Convert ERIC USD quote to SEK
};
var ericCompareCepStream = from eRecalc in ericRecalcCepStream
from eSEK in ericSEKStream
where eSEK.FieldID == "Close"
select new StockQuote()
{
StockID = "ERIC-Compare",
FieldID = "Diff",
Value = eSEK.Value - eRecalc.Value
};
var queryTemplate = application.CreateQueryTemplate("ericCompareTemplate", "Description...", ericCompareCepStream);
var queryBinder = new QueryBinder(queryTemplate);
queryBinder.BindProducer <StockQuote>("ericUSDStream", inputAdapter, ericUSDConfig, EventShape.Point);
queryBinder.BindProducer <StockQuote>("ericSEKStream", inputAdapter, ericSEKConfig, EventShape.Point);
queryBinder.BindProducer <StockQuote>("USDSEKStream", inputAdapter, USDSEKConfig, EventShape.Point);
queryBinder.AddConsumer <StockQuote>("output", outputAdapter, outputConfig, EventShape.Point, StreamEventOrder.ChainOrdered);
var query = application.CreateQuery("ericCompareQuery", "Description...", queryBinder);
return(query);
}
