public string curveFilePath(Siv siv, string marketName)
{
var d = new QDirectory(join(@"\", list(stoDir(), stoId(), "CurvesBin", siv.sviName("_") + "_" + marketName)));
d.createIfMissing();
return(d.file("run_" + runNumber() + ".bin").path());
}
public string metricsFilePath(Siv siv, string marketName)
{
var d = new QDirectory(join(@"\", list(stoDir(), stoId(), "Metrics")));
d.createIfMissing();
return(d.file(siv.sviName("_") + "_" + marketName + ".csv").path());
}
public static void Main(string[] args)
{
var arguments = Arguments.arguments(args, jStrings("group", "start", "end", "dir", "asOf", "metricSource", "overwrite"));
var groupName = arguments.@string("group");
var start = date(arguments.get("start", jDate("1990/01/01")));
var end = date(arguments.get("end", Dates.midnight()));
if (arguments.containsKey("asOf"))
{
freezeNow(date(arguments.date("asOf")));
}
var metricSource = arguments.containsKey("metricSource") ? new DataSource(arguments.@string("metricSource")) : null;
var dir = new QDirectory(arguments.get("dir"));
dir.createIfMissing();
var group = Groups.GROUPS.forName(groupName);
var overwrite = arguments.get("overwrite", false);
Bomb.unless(overwrite || isEmpty(dir.files()),
() => dir.path() + " contains existing files and overwrite is false!");
writeGroupXml(dir, group, start, end);
var liveMarkets = list <MsivPv>(Groups.GROUPS.liveMarkets(groupName));
var marketsBySystem = new Dictionary <LiveSystem, List <JMarket> >();
each(liveMarkets, liveMarket => marketsBySystem[liveMarket.liveSystem()] = new List <JMarket>());
each(liveMarkets, liveMarket => marketsBySystem[liveMarket.liveSystem()].Add(new JMarket(liveMarket.market())));
each(marketsBySystem, (system, markets) => generateCurves(system, markets, dir, start, end, metricSource));
Environment.Exit(0);
}
public static int Main(string[] args)
{
Log.doNotDebugSqlForever();
var arguments = Arguments.arguments(args, jStrings("dir", "lastDate", "generateCurves", "overwrite"));
var end = date(arguments.get("lastDate"));
var portfolioDir = new QDirectory(arguments.get("dir", PRODUCTION));
var generateCurves = arguments.get("generateCurves", true);
portfolioDir.createIfMissing();
var newDirectory = dateDirectory(portfolioDir, end);
if (generateCurves)
{
var overwrite = arguments.get("overwrite", false);
Portfolio.Main(new[] {
"-group", "AllSystemsQ",
"-end", ymdHuman(end),
"-asOf", ymdHuman(end),
"-dir", newDirectory,
"-metricSource", "internal",
"-overwrite", "" + overwrite
});
}
var prior = date(Dates.businessDaysAgo(1, jDate(end), "nyb"));
var bytes = new ByteArrayOutputStream();
Log.setBothStreams(new PrintStream(bytes));
var rc = PortfolioTieOut.runReport(new[] {
"-old", dateDirectory(portfolioDir, prior),
"-new", newDirectory,
"-ignoreLast", "true",
"-summary", "true"
});
if (rc != 0)
{
Email.problem("daily portfolio yesterday != today", bytes.ToString()).sendTo("team");
}
return(rc);
}
public void setLogFile(QDirectory dir)
{
dir.createIfMissing();
switch (runMode())
{
case RunMode.LIVE:
LogC.setOut("System", dir.file("Q_" + liveSystem().name() + ".log").path(), true);
break;
case RunMode.RIGHTEDGE:
LogC.setOut("System", dir.file("Q.log").path(), true);
break;
case RunMode.STO:
LogC.setOut("System", dir.file("Q_" + siv().name() + ".log").path(), true);
break;
default:
Bomb.toss("unhandled run mode setting log file!");
break;
}
}
public void createDirectories()
{
tempDir.createIfMissing();
LogC.makeOldDir(metricsDir.path());
}
public void writeCurveFiles(LiveSystem liveSystem, QDirectory directory)
{
directory.createIfMissing();
eachKey(collectors, collectible => collectors[collectible].writeCurveFile(collectible, liveSystem, directory));
}