public ScheduledJobsWindow()
{
InitializeComponent();
DataContext = this;
Jobs = new ObservableCollection <DataUpdateJobDetails>();
Tags = new ObservableCollection <Tag>();
Instruments = new ObservableCollection <Instrument>();
using (var context = new MyDBContext())
{
var jobs = context.DataUpdateJobs.ToList();
foreach (DataUpdateJobDetails job in jobs)
{
Jobs.Add(job);
}
var tags = context.Tags.ToList();
foreach (Tag tag in tags)
{
Tags.Add(tag);
}
var im = new InstrumentManager();
List <Instrument> instruments = im.FindInstruments(context);
foreach (Instrument i in instruments)
{
Instruments.Add(i);
}
}
}
private void AddBtn_Click(object sender, RoutedEventArgs e)
{
int count = 0;
var instrumentSource = new InstrumentManager();
foreach (FredUtils.FredSeries series in InstrumentGrid.SelectedItems)
{
var newInstrument = FredUtils.SeriesToInstrument(series);
newInstrument.Datasource = _thisDS;
try
{
if (instrumentSource.AddInstrument(newInstrument) != null)
{
count++;
}
AddedInstruments.Add(newInstrument);
}
catch (Exception ex)
{
MessageBox.Show(ex.Message, "Error");
}
}
StatusLabel.Content = string.Format("{0}/{1} instruments added.", count, InstrumentGrid.SelectedItems.Count);
}
public ScheduledJobsWindow()
{
InitializeComponent();
DataContext = this;
Jobs = new ObservableCollection<DataUpdateJobDetails>();
Tags = new ObservableCollection<Tag>();
Instruments = new ObservableCollection<Instrument>();
using (var context = new MyDBContext())
{
var jobs = context.DataUpdateJobs.ToList();
foreach (DataUpdateJobDetails job in jobs)
{
Jobs.Add(job);
}
var tags = context.Tags.ToList();
foreach (Tag tag in tags)
{
Tags.Add(tag);
}
var im = new InstrumentManager();
List<Instrument> instruments = im.FindInstruments(context);
foreach (Instrument i in instruments)
{
Instruments.Add(i);
}
}
}
private void AddBtn_Click(object sender, RoutedEventArgs e)
{
int count = 0;
var instrumentSource = new InstrumentManager();
foreach (Instrument newInstrument in InstrumentGrid.SelectedItems)
{
if (newInstrument.Exchange != null)
{
newInstrument.ExchangeID = newInstrument.Exchange.ID;
}
if (newInstrument.PrimaryExchange != null)
{
newInstrument.PrimaryExchangeID = newInstrument.PrimaryExchange.ID;
}
try
{
if (instrumentSource.AddInstrument(newInstrument) != null)
{
count++;
}
AddedInstruments.Add(newInstrument);
}
catch (Exception ex)
{
MessageBox.Show(ex.Message, "Error");
}
}
StatusLabel.Content = string.Format("{0}/{1} instruments added.", count, InstrumentGrid.SelectedItems.Count);
}
//delete one or more instruments
private void DeleteInstrumentBtn_ItemClick(object sender, RoutedEventArgs routedEventArgs)
{
var selectedInstruments = InstrumentsGrid.SelectedItems;
if (selectedInstruments.Count == 0)
{
return;
}
if (selectedInstruments.Count == 1)
{
var inst = (Instrument)selectedInstruments[0];
MessageBoxResult res = MessageBox.Show(string.Format("Are you sure you want to delete {0} @ {1}?", inst.Symbol, inst.Datasource.Name),
"Delete", MessageBoxButton.YesNo);
if (res == MessageBoxResult.No)
{
return;
}
}
else
{
MessageBoxResult res = MessageBox.Show(string.Format("Are you sure you want to delete {0} instruments?", selectedInstruments.Count),
"Delete", MessageBoxButton.YesNo);
if (res == MessageBoxResult.No)
{
return;
}
}
List <Instrument> toRemove = new List <Instrument>();
foreach (Instrument i in InstrumentsGrid.SelectedItems)
{
InstrumentManager.RemoveInstrument(i, DataStorageFactory.Get());
toRemove.Add(i);
}
while (toRemove.Count > 0)
{
Instruments.Remove(toRemove[toRemove.Count - 1]);
toRemove.RemoveAt(toRemove.Count - 1);
}
}
private void AddBtn_Click(object sender, RoutedEventArgs e)
{
int count = 0;
var instrumentSource = new InstrumentManager();
foreach (FredUtils.FredSeries series in InstrumentGrid.SelectedItems)
{
var newInstrument = FredUtils.SeriesToInstrument(series);
newInstrument.Datasource = _thisDS;
try
{
if (instrumentSource.AddInstrument(newInstrument) != null)
count++;
AddedInstruments.Add(newInstrument);
}
catch (Exception ex)
{
MessageBox.Show(ex.Message, "Error");
}
}
StatusLabel.Content = string.Format("{0}/{1} instruments added.", count, InstrumentGrid.SelectedItems.Count);
}
private void AddBtn_Click(object sender, RoutedEventArgs e)
{
int count = 0;
var instrumentSource = new InstrumentManager();
foreach (Instrument newInstrument in InstrumentGrid.SelectedItems)
{
try
{
if (instrumentSource.AddInstrument(newInstrument) != null)
{
count++;
AddedInstruments.Add(newInstrument);
}
}
catch (Exception ex)
{
MessageBox.Show(ex.Message, "Error");
}
}
StatusLabel.Content = string.Format("{0}/{1} instruments added.", count, InstrumentGrid.SelectedItems.Count);
}
public void Initialisize()
{
_log.Info($"Server is initialisizing ...");
//create data db if it doesn't exist
DataDBContext dataContext;
try
{
dataContext = new DataDBContext(_config.LocalStorage.ConnectionString);
dataContext.Database.Initialize(false);
}
catch (System.Data.Entity.Core.ProviderIncompatibleException ex)
{
throw new NotSupportedException("Could not connect to context DataDB!", ex);
}
dataContext.Dispose();
MyDBContext entityContext;
try
{
entityContext = new MyDBContext(_config.DataStorage.ConnectionString);
entityContext.Database.Initialize(false);
}
catch (System.Data.Entity.Core.ProviderIncompatibleException ex)
{
throw new NotSupportedException("Could not connect to context MyDB!", ex);
}
// initialisize helper classes
_instrumentManager = new InstrumentManager();
var cfRealtimeBroker = new ContinuousFuturesBroker(new QDMSClient.QDMSClient("RTDBCFClient", "127.0.0.1",
_config.RealtimeDataService.RequestPort, _config.RealtimeDataService.PublisherPort,
_config.InstrumentService.Port, _config.HistoricalDataService.Port), _instrumentManager, false);
var cfHistoricalBroker = new ContinuousFuturesBroker(new QDMSClient.QDMSClient("HDBCFClient", "127.0.0.1",
_config.RealtimeDataService.RequestPort, _config.RealtimeDataService.PublisherPort,
_config.InstrumentService.Port, _config.HistoricalDataService.Port), _instrumentManager, false);
IDataStorage localStorage;
switch (_config.LocalStorage.Type)
{
case Config.LocalStorageType.MySql:
localStorage = new QDMSServer.DataSources.MySQLStorage(_config.LocalStorage.ConnectionString);
break;
case Config.LocalStorageType.SqlServer:
localStorage = new QDMSServer.DataSources.SqlServerStorage(_config.LocalStorage.ConnectionString);
break;
default:
throw new NotSupportedException("Not supported local storage type: " + _config.LocalStorage.Type);
}
// create brokers
_historicalDataBroker = new HistoricalDataBroker(cfHistoricalBroker, localStorage, new IHistoricalDataSource[] {
// @todo please add here some historical data sources the service should provide
});
_realTimeDataBroker = new RealTimeDataBroker(cfRealtimeBroker, localStorage, new IRealTimeDataSource[] {
// @todo please add here some real time data sources the service should provide
});
// create servers
_instrumentsServer = new InstrumentsServer(_config.InstrumentService.Port, _instrumentManager);
_historicalDataServer = new HistoricalDataServer(_config.HistoricalDataService.Port, _historicalDataBroker);
_realTimeDataServer = new RealTimeDataServer(_config.RealtimeDataService.PublisherPort, _config.RealtimeDataService.RequestPort, _realTimeDataBroker);
// ... start the servers
_instrumentsServer.StartServer();
_historicalDataServer.StartServer();
_realTimeDataServer.StartServer();
_log.Info($"Server is ready.");
}
public MainWindow()
{
Common.Logging.LogManager.Adapter = new NLogLoggerFactoryAdapter(new Common.Logging.Configuration.NameValueCollection());
//make sure we can connect to the database
CheckDBConnection();
//set the log directory
SetLogDirectory();
//set the connection string
DBUtils.SetConnectionString();
InitializeComponent();
DataContext = this;
//load datagrid layout
string layoutFile = AppDomain.CurrentDomain.BaseDirectory + "GridLayout.xml";
if (File.Exists(layoutFile))
{
try
{
InstrumentsGrid.DeserializeLayout(File.ReadAllText(layoutFile));
}
catch
{
}
}
LogMessages = new ObservableCollection <LogEventInfo>();
//target is where the log managers send their logs, here we grab the memory target which has a Subject to observe
var target = LogManager.Configuration.AllTargets.Single(x => x.Name == "myTarget") as MemoryTarget;
//we subscribe to the messages and send them all to the LogMessages collection
if (target != null)
{
target.Messages.Subscribe(msg => LogMessages.Add(msg));
}
//build the instruments grid context menu
//we want a button for each BarSize enum value in the UpdateFreqSubMenu menu
foreach (int value in Enum.GetValues(typeof(BarSize)))
{
var button = new MenuItem
{
Header = Regex.Replace(((BarSize)value).ToString(), "([A-Z])", " $1").Trim(),
Tag = (BarSize)value
};
button.Click += UpdateHistoricalDataBtn_ItemClick;
((MenuItem)Resources["UpdateFreqSubMenu"]).Items.Add(button);
}
//create metadata db if it doesn't exist
var entityContext = new MyDBContext();
entityContext.Database.Initialize(false);
//seed the datasources no matter what, because these are added frequently
Seed.SeedDatasources(entityContext);
//check for any exchanges, seed the db with initial values if nothing is found
if (!entityContext.Exchanges.Any())
{
Seed.DoSeed();
}
//create data db if it doesn't exist
var dataContext = new DataDBContext();
dataContext.Database.Initialize(false);
dataContext.Dispose();
//build the tags menu
var allTags = entityContext.Tags.ToList();
BuildTagContextMenu(allTags);
//build session templates menu
BuildSetSessionTemplateMenu();
Instruments = new ObservableCollection <Instrument>();
var mgr = new InstrumentManager();
var instrumentList = mgr.FindInstruments(entityContext);
foreach (Instrument i in instrumentList)
{
Instruments.Add(i);
}
//create brokers
var cfRealtimeBroker = new ContinuousFuturesBroker(new QDMSClient.QDMSClient(
"RTDBCFClient",
"127.0.0.1",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.instrumentServerPort,
Properties.Settings.Default.hDBPort), new InstrumentManager(), connectImmediately: false);
var cfHistoricalBroker = new ContinuousFuturesBroker(new QDMSClient.QDMSClient(
"HDBCFClient",
"127.0.0.1",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.instrumentServerPort,
Properties.Settings.Default.hDBPort), new InstrumentManager(), connectImmediately: false);
var localStorage = DataStorageFactory.Get();
RealTimeBroker = new RealTimeDataBroker(cfRealtimeBroker, localStorage,
new IRealTimeDataSource[] {
//new Xignite(Properties.Settings.Default.xigniteApiToken),
//new Oanda(Properties.Settings.Default.oandaAccountId, Properties.Settings.Default.oandaAccessToken),
new IB(Properties.Settings.Default.rtdClientIBID),
//new ForexFeed(Properties.Settings.Default.forexFeedAccessKey, ForexFeed.PriceType.Mid)
});
HistoricalBroker = new HistoricalDataBroker(cfHistoricalBroker, localStorage,
new IHistoricalDataSource[] {
new Yahoo(),
new FRED(),
//new Forexite(),
new IB(Properties.Settings.Default.histClientIBID),
new Quandl(Properties.Settings.Default.quandlAuthCode),
});
//create the various servers
_realTimeServer = new RealTimeDataServer(Properties.Settings.Default.rtDBPubPort, Properties.Settings.Default.rtDBReqPort, RealTimeBroker);
_instrumentsServer = new InstrumentsServer(Properties.Settings.Default.instrumentServerPort, mgr);
_historicalDataServer = new HistoricalDataServer(Properties.Settings.Default.hDBPort, HistoricalBroker);
//and start them
_realTimeServer.StartServer();
_instrumentsServer.StartServer();
_historicalDataServer.StartServer();
//we also need a client to make historical data requests with
_client = new QDMSClient.QDMSClient(
"SERVERCLIENT",
"localhost",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.instrumentServerPort,
Properties.Settings.Default.hDBPort);
_client.Connect();
_client.HistoricalDataReceived += _client_HistoricalDataReceived;
ActiveStreamGrid.ItemsSource = RealTimeBroker.ActiveStreams;
//create the scheduler
ISchedulerFactory schedulerFactory = new StdSchedulerFactory();
_scheduler = schedulerFactory.GetScheduler();
_scheduler.JobFactory = new DataUpdateJobFactory(HistoricalBroker,
Properties.Settings.Default.updateJobEmailHost,
Properties.Settings.Default.updateJobEmailPort,
Properties.Settings.Default.updateJobEmailUsername,
Properties.Settings.Default.updateJobEmailPassword,
Properties.Settings.Default.updateJobEmailSender,
Properties.Settings.Default.updateJobEmail,
new UpdateJobSettings(
noDataReceived: Properties.Settings.Default.updateJobReportNoData,
errors: Properties.Settings.Default.updateJobReportErrors,
outliers: Properties.Settings.Default.updateJobReportOutliers,
requestTimeouts: Properties.Settings.Default.updateJobTimeouts,
timeout: Properties.Settings.Default.updateJobTimeout,
toEmail: Properties.Settings.Default.updateJobEmail,
fromEmail: Properties.Settings.Default.updateJobEmailSender),
localStorage, new InstrumentManager());
_scheduler.Start();
//Grab jobs and schedule them
JobsManager.ScheduleJobs(_scheduler, entityContext.DataUpdateJobs.Include(t => t.Instrument).Include(t => t.Tag).ToList());
entityContext.Dispose();
ShowChangelog();
}
/// <summary>
/// Called by the <see cref="T:Quartz.IScheduler"/> when a <see cref="T:Quartz.ITrigger"/>
/// fires that is associated with the <see cref="T:Quartz.IJob"/>.
/// </summary>
/// <remarks>
/// The implementation may wish to set a result object on the
/// JobExecutionContext before this method exits. The result itself
/// is meaningless to Quartz, but may be informative to
/// <see cref="T:Quartz.IJobListener"/>s or
/// <see cref="T:Quartz.ITriggerListener"/>s that are watching the job's
/// execution.
/// </remarks>
/// <param name="context">The execution context.</param>
public void Execute(IJobExecutionContext context)
{
_logger = LogManager.GetCurrentClassLogger();
JobDataMap dataMap = context.JobDetail.JobDataMap;
var details = (DataUpdateJobDetails)dataMap["details"];
_jobName = details.Name;
Log(LogLevel.Info, string.Format("Data Update job {0} triggered.", details.Name));
//Multiple jobs may be called simultaneously, so what we do is seed the Random based on the job name
byte[] bytes = new byte[details.Name.Length * sizeof(char)];
System.Buffer.BlockCopy(details.Name.ToCharArray(), 0, bytes, 0, bytes.Length);
var r = new Random((int)DateTime.Now.TimeOfDay.TotalSeconds ^ BitConverter.ToInt32(bytes, 0));
var im = new InstrumentManager();
List<Instrument> instruments = details.UseTag
? im.FindInstruments(pred: x => x.Tags.Any(y => y.ID == details.TagID))
: im.FindInstruments(pred: x => x.ID == details.InstrumentID);
if (instruments.Count == 0)
{
Log(LogLevel.Error, string.Format("Aborting data update job {0}: no instruments found.", details.Name));
return;
}
using (var client = new QDMSClient.QDMSClient(
"DataUpdateJobClient" + r.Next().ToString(),
"127.0.0.1",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.instrumentServerPort,
Properties.Settings.Default.hDBPort))
{
//try to connect
try
{
client.Connect();
}
catch (Exception ex)
{
Log(LogLevel.Error, string.Format("Aborting data update job {0}: connection error {1}", details.Name, ex.Message));
return;
}
//Hook up the error event, we want to log that stuff
client.Error += client_Error;
//What we do here: we check what we have available locally..
//If there is something, we send a query to grab data between the last stored time and "now"
//Otherwise we send a query to grab everything since 1900
using (var localStorage = DataStorageFactory.Get())
{
foreach (Instrument i in instruments)
{
if (!i.ID.HasValue) continue;
//don't request data on expired securities unless the expiration was recent
if (i.Expiration.HasValue && (DateTime.Now - i.Expiration.Value).TotalDays > 15)
{
Log(LogLevel.Trace, string.Format("Data update job {0}: ignored instrument w/ ID {1} due to expiration date.", details.Name, i.ID));
continue;
}
DateTime startingDT = new DateTime(1900, 1, 1);
var storageInfo = localStorage.GetStorageInfo(i.ID.Value);
if (storageInfo.Any(x => x.Frequency == details.Frequency))
{
var relevantStorageInfo = storageInfo.First(x => x.Frequency == details.Frequency);
startingDT = relevantStorageInfo.LatestDate;
}
client.RequestHistoricalData(new HistoricalDataRequest(
i,
details.Frequency,
startingDT,
DateTime.Now, //TODO this should be in the instrument's timezone...
forceFreshData: true,
localStorageOnly: false,
saveToLocalStorage: true,
rthOnly: true));
}
}
//Requests aren't sent immediately so wait before killing the client to make sure the request gets to the server
Thread.Sleep(50);
client.Disconnect();
}
Log(LogLevel.Info, string.Format("Data Update job {0} completed.", details.Name));
}
private void ContractServer()
{
var timeout = new TimeSpan(100000);
_socket = _context.CreateSocket(SocketType.REP);
_socket.Bind("tcp://*:" + _socketPort);
var ms = new MemoryStream();
List<Instrument> instruments;
var mgr = new InstrumentManager();
while (_runServer)
{
string request = _socket.Receive(Encoding.UTF8, timeout);
if(request == null) continue;
//if the request is for a search, receive the instrument w/ the search parameters and pass it to the searcher
if (request == "SEARCH" && _socket.ReceiveMore)
{
int size;
byte[] buffer = _socket.Receive(null, timeout, out size);
var searchInstrument = MyUtils.ProtoBufDeserialize<Instrument>(buffer, ms);
instruments = mgr.FindInstruments(null, searchInstrument);
}
else if (request == "ALL") //if the request is for all the instruments, we don't need to receive anything else
{
instruments = mgr.FindInstruments();
}
else if (request == "ADD") //request to add instrument
{
int size;
byte[] buffer = _socket.Receive(null, timeout, out size);
var instrument = MyUtils.ProtoBufDeserialize<Instrument>(buffer, ms);
bool addResult = InstrumentManager.AddInstrument(instrument);
_socket.Send(addResult ? "SUCCESS" : "FAILURE", Encoding.UTF8);
continue;
}
else //no request = loop again
{
continue;
}
byte[] uncompressed = MyUtils.ProtoBufSerialize(instruments, ms);//serialize the list of instruments
ms.Read(uncompressed, 0, (int)ms.Length); //get the uncompressed data
byte[] result = LZ4Codec.Encode(uncompressed, 0, (int)ms.Length); //compress it
//before we send the result we must send the length of the uncompressed array, because it's needed for decompression
_socket.SendMore(BitConverter.GetBytes(uncompressed.Length));
//then finally send the results
_socket.Send(result);
}
_socket.Dispose();
}
public MainWindow()
{
//make sure we can connect to the database
CheckDBConnection();
//and that the db we want is there...create it otherwise
CheckDBExists();
//set the log directory
SetLogDirectory();
//set the connection string
DBUtils.SetConnectionString();
InitializeComponent();
DataContext = this;
LogMessages = new ObservableCollection<LogEventInfo>();
//target is where the log managers send their logs, here we grab the memory target which has a Subject to observe
var target = LogManager.Configuration.AllTargets.Single(x => x.Name == "myTarget") as MemoryTarget;
//we subscribe to the messages and send them all to the LogMessages collection
if (target != null)
target.Messages.Subscribe(msg => LogMessages.Add(msg));
//build the instruments grid context menu
//we want a button for each BarSize enum value in the UpdateFreqSubMenu menu
foreach (int value in Enum.GetValues(typeof(BarSize)))
{
var button = new MenuItem
{
Header = Regex.Replace(((BarSize) value).ToString(), "([A-Z])", " $1").Trim(),
Tag = (BarSize) value
};
button.Click += UpdateHistoricalDataBtn_ItemClick;
((MenuItem)Resources["UpdateFreqSubMenu"]).Items.Add(button);
}
var entityContext = new MyDBContext();
//build the tags menu
var allTags = entityContext.Tags.ToList();
BuildTagContextMenu(allTags);
Instruments = new ObservableCollection<Instrument>();
var mgr = new InstrumentManager();
var instrumentList = mgr.FindInstruments(entityContext);
foreach (Instrument i in instrumentList)
{
Instruments.Add(i);
}
_realTimeBroker = new RealTimeDataBroker(Properties.Settings.Default.rtDBPubPort, Properties.Settings.Default.rtDBReqPort);
_instrumentsServer = new InstrumentsServer(Properties.Settings.Default.instrumentServerPort);
_historicalDataBroker = new HistoricalDataBroker(Properties.Settings.Default.hDBPort);
_client = new QDMSClient.QDMSClient(
"SERVERCLIENT",
"localhost",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.instrumentServerPort,
Properties.Settings.Default.hDBPort);
_client.Connect();
_client.HistoricalDataReceived += _client_HistoricalDataReceived;
ActiveStreamGrid.ItemsSource = _realTimeBroker.ActiveStreams; //doesn't really work properly
entityContext.Dispose();
}
public MainWindow()
{
Common.Logging.LogManager.Adapter = new NLogLoggerFactoryAdapter(null);
//make sure we can connect to the database
CheckDBConnection();
//set the log directory
SetLogDirectory();
//set the connection string
DBUtils.SetConnectionString();
//dim the backup/restore menu items in case of sql server, which isn't implemented yet
if (Properties.Settings.Default.databaseType != "MySql")
{
BackupMenuItem.IsEnabled = false;
RestoreMenuItem.IsEnabled = false;
}
InitializeComponent();
DataContext = this;
LogMessages = new ObservableCollection<LogEventInfo>();
//target is where the log managers send their logs, here we grab the memory target which has a Subject to observe
var target = LogManager.Configuration.AllTargets.Single(x => x.Name == "myTarget") as MemoryTarget;
//we subscribe to the messages and send them all to the LogMessages collection
if (target != null)
target.Messages.Subscribe(msg => LogMessages.Add(msg));
//build the instruments grid context menu
//we want a button for each BarSize enum value in the UpdateFreqSubMenu menu
foreach (int value in Enum.GetValues(typeof(BarSize)))
{
var button = new MenuItem
{
Header = Regex.Replace(((BarSize)value).ToString(), "([A-Z])", " $1").Trim(),
Tag = (BarSize)value
};
button.Click += UpdateHistoricalDataBtn_ItemClick;
((MenuItem)Resources["UpdateFreqSubMenu"]).Items.Add(button);
}
//create metadata db if it doesn't exist
var entityContext = new MyDBContext();
entityContext.Database.Initialize(false);
//check for any datasources, seed the db with initial values if nothing is found
if (!entityContext.Datasources.Any())
{
Seed.DoSeed();
}
//create data db if it doesn't exist
var dataContext = new DataDBContext();
dataContext.Database.Initialize(false);
dataContext.Dispose();
//build the tags menu
var allTags = entityContext.Tags.ToList();
BuildTagContextMenu(allTags);
Instruments = new ObservableCollection<Instrument>();
var mgr = new InstrumentManager();
var instrumentList = mgr.FindInstruments(entityContext);
foreach (Instrument i in instrumentList)
{
Instruments.Add(i);
}
//create brokers
_realTimeBroker = new RealTimeDataBroker();
_historicalBroker = new HistoricalDataBroker();
//create the various servers
_realTimeServer = new RealTimeDataServer(Properties.Settings.Default.rtDBPubPort, Properties.Settings.Default.rtDBReqPort, _realTimeBroker);
_instrumentsServer = new InstrumentsServer(Properties.Settings.Default.instrumentServerPort);
_historicalDataServer = new HistoricalDataServer(Properties.Settings.Default.hDBPort, _historicalBroker);
//and start them
_realTimeServer.StartServer();
_instrumentsServer.StartServer();
_historicalDataServer.StartServer();
//we also need a client to make historical data requests with
_client = new QDMSClient.QDMSClient(
"SERVERCLIENT",
"localhost",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.instrumentServerPort,
Properties.Settings.Default.hDBPort);
_client.Connect();
_client.HistoricalDataReceived += _client_HistoricalDataReceived;
ActiveStreamGrid.ItemsSource = _realTimeBroker.ActiveStreams;
//create the scheduler
ISchedulerFactory schedulerFactory = new StdSchedulerFactory();
_scheduler = schedulerFactory.GetScheduler();
_scheduler.Start();
//Grab jobs and schedule them
JobsManager.ScheduleJobs(_scheduler, entityContext.DataUpdateJobs.Include(t => t.Instrument).Include(t => t.Tag).ToList());
entityContext.Dispose();
}
public MainWindow()
{
Common.Logging.LogManager.Adapter = new NLogLoggerFactoryAdapter(new Common.Logging.Configuration.NameValueCollection());
//make sure we can connect to the database
CheckDBConnection();
//set the log directory
SetLogDirectory();
//set the connection string
DBUtils.SetConnectionString();
//set EF configuration, necessary for MySql to work
DBUtils.SetDbConfiguration();
InitializeComponent();
DataContext = this;
//load datagrid layout
string layoutFile = AppDomain.CurrentDomain.BaseDirectory + "GridLayout.xml";
if (File.Exists(layoutFile))
{
try
{
InstrumentsGrid.DeserializeLayout(File.ReadAllText(layoutFile));
}
catch
{
}
}
LogMessages = new ConcurrentNotifierBlockingList<LogEventInfo>();
//target is where the log managers send their logs, here we grab the memory target which has a Subject to observe
var target = LogManager.Configuration.AllTargets.Single(x => x.Name == "myTarget") as MemoryTarget;
//Log unhandled exceptions
AppDomain.CurrentDomain.UnhandledException += AppDomain_CurrentDomain_UnhandledException;
//we subscribe to the messages and send them all to the LogMessages collection
if (target != null)
target.Messages.Subscribe(msg => LogMessages.TryAdd(msg));
//build the instruments grid context menu
//we want a button for each BarSize enum value in the UpdateFreqSubMenu menu
foreach (int value in Enum.GetValues(typeof(BarSize)))
{
var button = new MenuItem
{
Header = Regex.Replace(((BarSize)value).ToString(), "([A-Z])", " $1").Trim(),
Tag = (BarSize)value
};
button.Click += UpdateHistoricalDataBtn_ItemClick;
((MenuItem)Resources["UpdateFreqSubMenu"]).Items.Add(button);
}
//create metadata db if it doesn't exist
var entityContext = new MyDBContext();
entityContext.Database.Initialize(false);
//seed the datasources no matter what, because these are added frequently
Seed.SeedDatasources(entityContext);
//check for any exchanges, seed the db with initial values if nothing is found
if (!entityContext.Exchanges.Any())
{
Seed.DoSeed();
}
//create data db if it doesn't exist
var dataContext = new DataDBContext();
dataContext.Database.Initialize(false);
dataContext.Dispose();
//create quartz db if it doesn't exist
QuartzUtils.InitializeDatabase(Settings.Default.databaseType);
//build the tags menu
var allTags = entityContext.Tags.ToList();
BuildTagContextMenu(allTags);
//build session templates menu
BuildSetSessionTemplateMenu();
Instruments = new ObservableCollection<Instrument>();
var mgr = new InstrumentManager();
var instrumentList = mgr.FindInstruments(entityContext);
foreach (Instrument i in instrumentList)
{
Instruments.Add(i);
}
//create brokers
var cfRealtimeBroker = new ContinuousFuturesBroker(new QDMSClient.QDMSClient(
"RTDBCFClient",
"127.0.0.1",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.instrumentServerPort,
Properties.Settings.Default.hDBPort), new InstrumentManager(), connectImmediately: false);
var cfHistoricalBroker = new ContinuousFuturesBroker(new QDMSClient.QDMSClient(
"HDBCFClient",
"127.0.0.1",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.instrumentServerPort,
Properties.Settings.Default.hDBPort), new InstrumentManager(), connectImmediately: false);
var localStorage = DataStorageFactory.Get();
RealTimeBroker = new RealTimeDataBroker(cfRealtimeBroker, localStorage,
new IRealTimeDataSource[] {
//new Xignite(Properties.Settings.Default.xigniteApiToken),
//new Oanda(Properties.Settings.Default.oandaAccountId, Properties.Settings.Default.oandaAccessToken),
new IB(Properties.Settings.Default.ibClientHost, Properties.Settings.Default.ibClientPort, Properties.Settings.Default.rtdClientIBID),
//new ForexFeed(Properties.Settings.Default.forexFeedAccessKey, ForexFeed.PriceType.Mid)
});
HistoricalBroker = new HistoricalDataBroker(cfHistoricalBroker, localStorage,
new IHistoricalDataSource[] {
new Yahoo(),
new FRED(),
//new Forexite(),
new IB(Properties.Settings.Default.ibClientHost, Properties.Settings.Default.ibClientPort, Properties.Settings.Default.histClientIBID),
new Quandl(Properties.Settings.Default.quandlAuthCode),
new BarChart(Properties.Settings.Default.barChartApiKey)
});
var countryCodeHelper = new CountryCodeHelper(entityContext.Countries.ToList());
EconomicReleaseBroker = new EconomicReleaseBroker("FXStreet",
new[] { new fx.FXStreet(countryCodeHelper) });
//create the various servers
_realTimeServer = new RealTimeDataServer(Properties.Settings.Default.rtDBPubPort, Properties.Settings.Default.rtDBReqPort, RealTimeBroker);
_instrumentsServer = new InstrumentsServer(Properties.Settings.Default.instrumentServerPort, mgr);
_historicalDataServer = new HistoricalDataServer(Properties.Settings.Default.hDBPort, HistoricalBroker);
//and start them
_realTimeServer.StartServer();
_instrumentsServer.StartServer();
_historicalDataServer.StartServer();
//we also need a client to make historical data requests with
_client = new QDMSClient.QDMSClient(
"SERVERCLIENT",
"localhost",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.instrumentServerPort,
Properties.Settings.Default.hDBPort);
_client.Connect();
_client.HistoricalDataReceived += _client_HistoricalDataReceived;
ActiveStreamGrid.ItemsSource = RealTimeBroker.ActiveStreams;
//create the scheduler
var quartzSettings = QuartzUtils.GetQuartzSettings(Settings.Default.databaseType);
ISchedulerFactory schedulerFactory = new StdSchedulerFactory(quartzSettings);
_scheduler = schedulerFactory.GetScheduler();
_scheduler.JobFactory = new JobFactory(HistoricalBroker,
Properties.Settings.Default.updateJobEmailHost,
Properties.Settings.Default.updateJobEmailPort,
Properties.Settings.Default.updateJobEmailUsername,
Properties.Settings.Default.updateJobEmailPassword,
Properties.Settings.Default.updateJobEmailSender,
Properties.Settings.Default.updateJobEmail,
new UpdateJobSettings(
noDataReceived: Properties.Settings.Default.updateJobReportNoData,
errors: Properties.Settings.Default.updateJobReportErrors,
outliers: Properties.Settings.Default.updateJobReportOutliers,
requestTimeouts: Properties.Settings.Default.updateJobTimeouts,
timeout: Properties.Settings.Default.updateJobTimeout,
toEmail: Properties.Settings.Default.updateJobEmail,
fromEmail: Properties.Settings.Default.updateJobEmailSender),
localStorage, new InstrumentManager(),
EconomicReleaseBroker
);
_scheduler.Start();
//Take jobs stored in the qmds db and move them to the quartz db - this can be removed in the next version
MigrateJobs(entityContext, _scheduler);
entityContext.Dispose();
ShowChangelog();
}
