private static void GetAndSendTrials(JoinLossesBlock joiner, int roundCount)
{
string inFile = @"c:\temp\losses_large_streamed_in1";
string inFile2 = @"c:\temp\losses_large_streamed_in2";
var dataReader = new DataReaderBlock(DataFormat.Protobuf, roundCount);
dataReader.InputBlock.Post(@"c:\temp\losses_large_streamed_in1");
var dataReader2 = new DataReaderBlock(DataFormat.Protobuf, roundCount);
dataReader2.InputBlock.Post(@"c:\temp\losses_large_streamed_in2");
IDataReader <Trial> reader = new ProtobufData <Trial>();
var source1 = reader.GetStreamedData(inFile, roundCount).GetEnumerator();
var source2 = reader.GetStreamedData(inFile2, roundCount).GetEnumerator();
foreach (var i in Enumerable.Range(0, roundCount))
{
source1.MoveNext();
source2.MoveNext();
joiner.Post1(source1.Current);
joiner.Post2(source2.Current);
}
}
static void Main(string[] args)
{
string outFile = @"c:\temp\losses_large_streamed_out";
var executionDataflowBlockOptionsSingle = new ExecutionDataflowBlockOptions {
MaxDegreeOfParallelism = 1
};
var executionDataflowBlockOptions = new ExecutionDataflowBlockOptions {
MaxDegreeOfParallelism = 10
};
var roundCount = 1000000;
var dataReader = new DataReaderBlock(DataFormat.Protobuf, roundCount);
var dataWriter = new DataWriterBlock(outFile, DataFormat.Protobuf, roundCount, executionDataflowBlockOptionsSingle);
var limiter = new LimitBlock(300000, executionDataflowBlockOptions);
var scaler = new ScaleBlock(0.9m, executionDataflowBlockOptions);
var risk = new RiskMeasuresBlock(executionDataflowBlockOptionsSingle);
var nullTarget = DataflowBlock.NullTarget <Trial>();
dataReader
.Then(limiter)
.Then(scaler)
.Then(risk)
.Then(dataWriter)
.Then(nullTarget);
dataReader.InputBlock.Post(@"c:\temp\losses_large_streamed_in1");
var calculationStartDate = DateTime.UtcNow;
dataReader.InputBlock.Complete();
while (!dataWriter.GetOutput().Completion.IsCompleted)
{
var totalTimeElapsed = Math.Round((DateTime.UtcNow - calculationStartDate).TotalSeconds, 2);
var calculatedTrials = risk.GetProcessedItemsCount();
var percentComplete = (float)Math.Round(calculatedTrials / (float)roundCount * 100, 2);
Console.WriteLine($"Elapsed: {totalTimeElapsed}s, {calculatedTrials}/{roundCount} ({percentComplete}%)");
Task[] tasksToWaitFor = { Task.Delay(1000), dataWriter.GetOutput().Completion };
Task.WaitAny(tasksToWaitFor);
}
Console.WriteLine("");
var res = risk.GetCalculationResult();
Console.WriteLine(res.ToString());
Console.ReadKey();
}
