public void writeSTOFiles(bool doMetricFiles)
{
each(collectors, (portfolio, collector) => collector.writeSTOFiles(portfolio.name, doMetricFiles));
if (!doMetricFiles || !arguments.parameters.isCloudSTO())
{
return;
}
var systemId = arguments.systemId();
var run = arguments.parameters.runNumber();
MetricFiles.writeToS3(systemId, run, metrics());
FetchSTOParameters.key(systemId, run).write(serialize(arguments.parameters));
}
public void writeSTOFiles(string marketName, bool doMetricFiles)
{
if (arguments.parameters.isSTO())
{
var path = arguments.curveDir(marketName);
LogC.info("write sto curve file on " + path);
CurveFiles.writeOne(path, dates_, pnl_, positions_);
if (doMetricFiles)
{
MetricFiles.writeOne(arguments.systemId(), marketName, arguments.parameters.runNumber(), metrics());
}
}
else if (arguments.parameters.isCloudSTO())
{
CurveFiles.writeToS3(arguments.systemId(), marketName, arguments.parameters.runNumber(), dates_, pnl_, positions_);
}
}
public void testCanWriteToS3()
{
var id = 5203;
new MetaBucket("quantys-5203").create();
var metrics = new MetricResults();
var marketName = "RE.TEST.TY.1C";
var runNumber = 1;
var expected = new Dictionary <string, double> {
{ "value1", 1.0 },
{ "value2", 5.005 },
{ "value3", 0.005 }
};
metrics.Add(marketName, expected);
metrics.Add(marketName + ".2", expected);
MetricFiles.writeToS3(id, runNumber, metrics);
var actual = MetricFiles.readFromS3(id, runNumber);
IsTrue(Objects.dictionaryEquals(expected, actual[marketName]));
IsTrue(Objects.dictionaryEquals(expected, actual[marketName + ".2"]));
}
public void testCanWriteMetricFile()
{
var id = 5203;
MetricFiles.writeOne(id, "RE.TEST.TY.1C", 1, new Dictionary <string, double> {
{ "value1", 1.0 },
{ "value2", 5.005 },
{ "value3", 0.005 }
});
var details = SystemDetailsTable.DETAILS.details(id);
var sto = new STO(details);
checkMetrics(sto, 1.0, 5.005, 0.005, 1);
IsTrue(Db.explicitlyCommitted());
MetricFiles.writeOne(id, "RE.TEST.TY.1C", 10, new Dictionary <string, double> {
{ "value1", 2.0 },
{ "value2", 6.005 },
{ "value3", 0.006 }
});
checkMetrics(sto, 2.0, 6.005, 0.006, 10);
IsTrue(Db.explicitlyCommitted());
}
