Пример #1
0
        public void testInOut()
        {
            var parameters = STOClient.STORunner.parameters(37859, 1);
            var request    = new STORequest(O.list(new Symbol("RE.TEST.TY.1C", 1000)), new List <Portfolio>(), parameters);

            AreEqual(request, new STORequest(request.java()));
        }
Пример #2
0
        public static void Main(string[] args)
        {
            Directory.CreateDirectory(@"E:\logs");
            LogC.setOut("STOServer", @"E:\logs\STOServer." + processId() + ".log", true);
            LogC.setErr(@"E:\logs\STOServer." + processId() + ".error.log");
            AppDomain.CurrentDomain.UnhandledException += handleUncaughtExceptions;
            S3Cache.setDefaultSqsDbMode(true);
            if (!(hostname().StartsWith("NY") || hostname().StartsWith("LN")))
            {
                QHttpClient.turnOffProxy();
            }
            var runner = EC2Runner.fromUserData();

            S3Cache.setS3Cache(runner.s3Cache());
            var lastRunTime = 120;

            while (trueDat())
            {
                info("lastRunTime: " + lastRunTime);
                STORequest request = null;
                try {
                    lastRunTime = processNextMessage(runner, lastRunTime, out request);
                } catch (Exception e) {
                    LogC.err("failed " + request, e);
                    LogC.info("failed " + request, e);
                    continue;
                }
                info("finished " + request);
            }
        }
Пример #3
0
        static void cacheSymbolData(STORequest request)
        {
            symbols = request.symbols;
            var systemId     = request.parameters.get <int>("systemId");
            var symbolRanges = dictionary(symbols, symbol => MsivBacktestTable.BACKTEST.range(systemId, symbol.name));

            barData = new SystemDbBarLoader(SystemDetailsTable.DETAILS.details(systemId).interval(), symbols, symbolRanges);
        }
Пример #4
0
 public bool Equals(STORequest obj)
 {
     if (ReferenceEquals(null, obj))
     {
         return(false);
     }
     if (ReferenceEquals(this, obj))
     {
         return(true);
     }
     return(listEquals(obj.symbols, symbols) && Equals(obj.parameters, parameters));
 }
Пример #5
0
            internal void enqueueRun(int runNumber)
            {
                var runParameters = parameters(runNumber);
                var request       = new STORequest(symbols, portfolios, runParameters);

                if (numInstances > 0 && !existingRuns.Contains(runNumber))
                {
                    runner.request(request.java());
                }
                else
                {
                    runner.responseQueue().send(request.response("LOCAL", now(), now(), processId()));
                }

                lock (runsQueuedLock) runsQueued++;
                if (runsQueued % 100 == 0)
                {
                    info("queued message for run " + (start + runsQueued - 1));
                }
            }
Пример #6
0
        static int processNextMessage(EC2Runner runner, int lastRunTime, out STORequest request)
        {
            var message = runner.nextMessage(Math.Min(7200, 2 * lastRunTime));
            var start   = now();

            request = new STORequest(message.@object());
            info("received " + request);
            if (symbols == null || barData == null)
            {
                cacheSymbolData(request);
            }
            else
            {
                request.requireMatch(symbols);
            }
            var simulator = new Simulator.Simulator(new SystemArguments(symbols, request.portfolios, request.parameters), barData, "QUEDGE");

            simulator.processBars();
            simulator.shutdown();
            lastRunTime = Math.Max((int)now().Subtract(start).TotalSeconds, 10);
            runner.responseQueue().send(request.response(EC2Runner.instanceId(), start, now(), processId()));
            message.delete();
            return(lastRunTime);
        }