/// <summary>
/// Process real time data subscription
/// </summary>
public IBusMessageOutbound ProcessSubscribe(IBusMessageInbound envelop, PinkoMsgCalculateExpression expression)
{
var response = (IBusMessageOutbound)envelop;
var marketEnv = PinkoMarketEnvManager.GetMarketEnv(expression.DataFeedIdentifier.MaketEnvId);
var resultMsg = new PinkoMsgCalculateExpressionResult().FromRequest(expression);
response.Message = resultMsg;
response.WebRoleId = expression.DataFeedIdentifier.WebRoleId;
var finalFormExp = expression.GetExpression();
Trace.TraceInformation("Calculating: {0}", expression.Verbose());
//
// Typed expressions supported are double and double[]
//
switch (resultMsg.ResultType)
{
// Single double result
case PinkoCalculateExpressionDaoExtensions.ResultDouble:
{
var complExp = PinkoExpressionEngine.ParseAndCompile<double[]>(finalFormExp);
var results = PinkoExpressionEngine.Invoke(marketEnv, complExp);
if (null != results)
resultMsg.ResultsTupples = expression.ExpressionFormulas.GetTupleResult(results);
}
break;
// 2-dim double[][]
case PinkoCalculateExpressionDaoExtensions.ResultDoubleSeries:
{
var complExp = PinkoExpressionEngine.ParseAndCompile<double[][]>(finalFormExp);
var results = PinkoExpressionEngine.Invoke(marketEnv, complExp);
if (null != results)
resultMsg.ResultsTupples = expression.ExpressionFormulas.GetTupleResult(results);
}
break;
default:
{
resultMsg.ResultType = PinkoErrorCode.FormulaTypeNotSupported;
response.ErrorCode = PinkoErrorCode.FormulaTypeNotSupported;
response.ErrorDescription = PinkoMessagesText.FormulaNotSupported;
response.ErrorSystem = PinkoMessagesText.FormulaNotSupported;
}
break;
}
return response;
}
/// <summary>
/// Process real time data subscription
/// </summary>
public IBusMessageOutbound ProcessSubscribe(IBusMessageInbound envelop, PinkoMsgCalculateExpression expression)
{
var response = (IBusMessageOutbound)envelop;
var resultMsg = new PinkoMsgCalculateExpressionResult().FromRequest(expression);
response.Message = resultMsg;
response.WebRoleId = expression.DataFeedIdentifier.WebRoleId;
// Wait for calculation to end before processing standard request.
// Avoid have to lock while performing parallel calculations.
//
// WARNING: Subscriber collection are NOT thread safe
//
using (CalculatingMutex.LockDisposible())
{
switch (expression.MsgAction)
{
case PinkoMessageAction.ManagerSubscription:
{
//
// Typed expressions supported are double and double[]
//
switch (resultMsg.ResultType)
{
// Single double result
case PinkoCalculateExpressionDaoExtensions.ResultDouble:
{
SubscribersDouble.UpdateSubscriber(resultMsg, () => PinkoExpressionEngine.ParseAndCompile<double[]>(expression.GetExpression()));
}
break;
// 2-dim double[][]
case PinkoCalculateExpressionDaoExtensions.ResultDoubleSeries:
{
SubscribersDoubleDouble.UpdateSubscriber(resultMsg, () => PinkoExpressionEngine.ParseAndCompile<double[][]>(expression.GetExpression()));
}
break;
// Invalid result type
default:
{
resultMsg.ResultType = PinkoErrorCode.FormulaTypeNotSupported;
response.ErrorCode = PinkoErrorCode.FormulaTypeNotSupported;
response.ErrorDescription = PinkoMessagesText.FormulaNotSupported;
response.ErrorSystem = PinkoMessagesText.FormulaNotSupported;
}
break;
}
}
break;
//case PinkoMessageAction.ReconnectSubscribe:
// {
// // TODO: Add unsubscribe
// }
// break;
default:
{
resultMsg.ResultType = PinkoErrorCode.ActionNotSupported;
response.ErrorCode = PinkoErrorCode.ActionNotSupported;
response.ErrorDescription = PinkoMessagesText.ActionNotSupported;
response.ErrorSystem = PinkoMessagesText.ActionNotSupported;
}
break;
}
}
return response;
}
public void TestExpressionBuild()
{
var msgObj = new PinkoMsgCalculateExpression
{
ExpressionFormulas = SampleMockData.GetPinkoUserExpressionFormula(3),
};
var expression = msgObj.GetExpression();
Assert.IsTrue(expression.Reduce() == "{ Lbl_0 = 0.1 * 0.2; Lbl_1 = 1.1 * 1.2; Lbl_2 = 2.1 * 2.2; [ Lbl_0, Lbl_1, Lbl_2 ] }".Reduce());
}
