protected override void AttachToViewProcess(RemoteViewClient remoteViewClient)
{
//Still want to tick on time changed because it may need a recompile
//Should probably deal with this ourselves
var options = new ExecutionOptions(new InfiniteViewCycleExecutionSequence(), ViewExecutionFlags.TriggersEnabled | ViewExecutionFlags.AwaitMarketData, null, new ViewCycleExecutionOptions(default(DateTimeOffset), new LiveMarketDataSpecification()));
remoteViewClient.AttachToViewProcess(_basisViewName, options);
}
public void CanRunSingleYesterdayCycleBatchWithVersion()
{
DateTimeOffset valuationTime = DateTimeOffset.Now - TimeSpan.FromDays(1);
var seq = ArbitraryViewCycleExecutionSequence.Create(valuationTime);
const ViewExecutionFlags flags = ViewExecutionFlags.RunAsFastAsPossible | ViewExecutionFlags.AwaitMarketData;
IViewExecutionOptions req = new ExecutionOptions(seq, flags, defaultExecutionOptions:new ViewCycleExecutionOptions(valuationTime, new LiveMarketDataSpecification()), versionCorrection:new VersionCorrection(valuationTime, valuationTime));
var runToCompletion = RunToCompletion(req);
Assert.Equal(1, runToCompletion.Item1.Count());
Assert.Equal(1, runToCompletion.Item2.Count());
AssertApproximatelyEqual(req.ExecutionSequence.Next.ValuationTime, runToCompletion.Item2.Single().FullResult.ValuationTime);
}
public void NumberOfResultsIsConsistent(ViewDefinition viewDefinition)
{
using (var remoteViewClient = Context.ViewProcessor.CreateClient())
{
var options = new ExecutionOptions(new InfiniteViewCycleExecutionSequence(), ViewExecutionFlags.TriggersEnabled | ViewExecutionFlags.AwaitMarketData, defaultExecutionOptions:new ViewCycleExecutionOptions(default(DateTimeOffset), new LiveMarketDataSpecification()));
var resultsEnum = remoteViewClient.GetResults(viewDefinition.UniqueID, options);
var results = resultsEnum.Take(3).ToList();
AssertNumberOfResultsIsConsistentOnRecompile(results);
}
}
public void CanSpecifyLiveData(string dataSource)
{
using (var remoteViewClient = Context.ViewProcessor.CreateClient())
{
var pSpec = new LiveMarketDataSpecification(dataSource);
var spec = pSpec;
var options = new ExecutionOptions(new InfiniteViewCycleExecutionSequence(), ViewExecutionFlags.TriggersEnabled, null, new ViewCycleExecutionOptions(default(DateTimeOffset), spec));
//const string viewDefinitionName = "Primitives Only (Combined) 04f3f46f-15d5-48d9-a17e-848505d4246b";
const string viewDefinitionName = "Equity Option Test View 1";
var resultsEnum = remoteViewClient.GetResults(viewDefinitionName, options);
var results = resultsEnum.Take(1).ToList();
Assert.True(results.All(r => r != null));
Console.Out.WriteLine("{0}: {1}", dataSource, string.Join(",", results.SelectMany(r => r.AllLiveData.Select(d => d.Specification.TargetSpecification.Uid.ToString())).OrderBy(u => u)));
}
}
public void CanGetVersionCorrection(string versionAsOf, string correctedTo)
{
VersionCorrection vc = versionAsOf == null ? VersionCorrection.Latest : new VersionCorrection(DateTimeOffset.Parse(versionAsOf), DateTimeOffset.Parse(correctedTo));
using (var remoteViewClient = Context.ViewProcessor.CreateClient())
{
var options = new ExecutionOptions(new InfiniteViewCycleExecutionSequence(), ViewExecutionFlags.CompileOnly, versionCorrection: vc);
remoteViewClient.AttachToViewProcess("Equity Option Test View 1", options);
for (int i = 0; i < 30; i++)
{
var viewDefinition = remoteViewClient.GetViewDefinition();
if (viewDefinition != null)
{
ValueAssertions.AssertSensibleValue(viewDefinition);
var roundTripped = remoteViewClient.GetProcessVersionCorrection();
Assert.Equal(vc, roundTripped);
return;
}
Thread.Sleep(TimeSpan.FromSeconds(1));
}
Assert.True(false, "Failed to get view definition");
}
}
public void NumberOfResultsIsConsistent(ViewDefinition defn)
{
const int cyclesCount = 5;
using (var remoteViewClient = Context.ViewProcessor.CreateClient())
using (var mre = new ManualResetEvent(false))
{
var cycles = new BlockingCollection<IEngineResourceReference<IViewCycle>>();
var listener = new EventViewResultListener();
listener.ProcessCompleted += delegate { mre.Set(); };
listener.ViewDefinitionCompilationFailed += delegate { mre.Set(); };
listener.CycleExecutionFailed += delegate { mre.Set(); };
listener.CycleCompleted += (sender, e) =>
{
cycles.Add(remoteViewClient.CreateCycleReference(e.FullResult.ViewCycleId));
remoteViewClient.TriggerCycle();
};
remoteViewClient.SetResultListener(listener);
remoteViewClient.SetViewCycleAccessSupported(true);
var sequence = ArbitraryViewCycleExecutionSequence.Create(Enumerable.Range(0, cyclesCount).Select(i => DateTimeOffset.Now + TimeSpan.FromHours(i)));
var options = new ExecutionOptions(sequence, ViewExecutionFlags.TriggersEnabled | ViewExecutionFlags.AwaitMarketData, null, new ViewCycleExecutionOptions(default(DateTimeOffset), ExecutionOptions.GetDefaultMarketDataSpec()));
remoteViewClient.AttachToViewProcess(defn.UniqueID, options);
TimeSpan timeout = TimeSpan.FromMinutes(5);
if (! mre.WaitOne(timeout))
{
throw new TimeoutException(string.Format("Failed to get result in {0}", timeout));
}
Assert.Equal(cyclesCount, cycles.Count);
var specs = cycles.Select(GetAllSpecs).ToList();
var inconsistent = specs.Zip(specs.Skip(1), Tuple.Create).SelectMany(
t =>
{
var diff = new HashSet<Tuple<string, ValueSpecification>>(t.Item1);
diff.SymmetricExceptWith(t.Item2);
return diff;
}).Distinct();
if (inconsistent.Any())
{
var counts = string.Join(",", specs.Select(c => c.Count.ToString()));
var inconsistentStrings = specs.Select(s => string.Join(",", s.Where(x => inconsistent.Contains(x)).Select(x => x.ToString())));
string inconsistentString = string.Join(Environment.NewLine, inconsistentStrings);
throw new Exception(string.Format("Inconsistent number of results for {0} {1}: {2}", defn.Name, counts, inconsistentString));
}
}
}
private static IViewExecutionOptions GetNoTickOptions(IViewExecutionOptions options)
{
options = new ExecutionOptions(options.ExecutionSequence,
options.Flags & ~ViewExecutionFlags.TriggerCycleOnTimeElapsed,
options.MaxSuccessiveDeltaCycles,
options.DefaultExecutionOptions);
return options;
}
