jiji 1.2.5

data/lib/jiji/util/rate_data_importer.rb

@@ -0,0 +1,219 @@
+
+require 'kconv'
+require 'rubygems'
+require 'mechanize'
+require 'zip/zip'
+require 'tmpdir'
+require 'jiji/registry'
+
+module JIJI
+
+  #
+  #==クリック証券のヒストリカルデータダウンロードサービスから為替レートデータを取得するユーティリティ
+  #
+  module Download
+
+    #===ダウンロードを行うためのセッションを開始する
+    #userId:: クリック証券のユーザーID
+    #password:: ログインパスワード
+    #proxy:: プロキシ
+    def self.session( userid, password, proxy=nil )
+      client = WWW::Mechanize.new {|c|
+        # プロキシ
+        if proxy
+          uri = URI.parse( proxy )
+          c.set_proxy( uri.host, uri.port )
+        end
+      }
+      client.keep_alive = false
+      client.max_history=0
+      client.user_agent_alias = 'Windows IE 7'
+
+      # ログイン
+      page = client.get("https://sec-sso.click-sec.com/loginweb/")
+      raise "Unexpected Error" if page.forms.length <= 0
+      form = page.forms.first
+      form.j_username = userid
+      form.j_password = password
+      client.submit(form, form.buttons.first)
+      session = Session.new( client )
+      if block_given?
+        begin
+          return yield( session )
+        ensure
+          session.logout
+        end
+      else
+        return session
+      end
+    end
+    class Session
+      def initialize( client )
+        @client = client
+      end
+      #===CSVデータをダウンロードする
+      #yesr:: 年
+      #month:: 月
+      #pair:: 通貨ペア
+      #to:: ダウンロード先ディレクトリ
+      def download( year, month, pair, to="./" )
+        FileUtils.makedirs(to)
+        file = "#{to}/#{pair}_#{year}_#{month}.zip"
+        result = @client.get("https://tb.click-sec.com/fx/historical/historicalDataDownload.do?" +
+          "y=#{year}&m=#{sprintf("%02d", month)}&c=#{C_MAP[pair]}&n=#{pair}" )
+        open( file, "w" ) {|w| w << result.body }
+        extract( file, "#{to}" )
+        FileUtils.rm(file)
+      end
+      #===ログアウトする
+      def logout
+        @client.get("https://sec-sso.click-sec.com/loginweb/sso-logout")
+      end
+      #===zipファイルを展開する。
+      #zip:: zipファイル
+      #dest:: 展開先ディレクトリ
+      def extract( zip, dest )
+        FileUtils.makedirs(dest)
+        Zip::ZipFile.foreach(zip) {|entry|
+          if entry.file?
+            FileUtils.makedirs("#{dest}/#{File.dirname(entry.name)}")
+            entry.get_input_stream {|io|
+              open( "#{dest}/#{entry.name}", "w" ) {|w|
+                while ( bytes = io.read(1024))
+                  w.write bytes
+                end
+              }
+            }
+          else
+            FileUtils.makedirs("#{dest}/#{entry.name}")
+          end
+        }
+      end
+      C_MAP = {
+        :USDJPY=>"01", :EURJPY=>"02", :GBPJPY=>"03",
+        :AUDJPY=>"04", :NZDJPY=>"05", :CADJPY=>"06",
+        :CHFJPY=>"07", :ZARJPY=>"08", :EURUSD=>"09",
+        :GBPUSD=>"10", :AUDUSD=>"11",:EURCHF=>"12",
+        :GBPCHF=>"13", :USDCHF=>"14"
+      }
+    end
+    PAIRS = [        
+      :USDJPY, :EURJPY, :GBPJPY, :AUDJPY, :NZDJPY, :CADJPY,
+      :CHFJPY, :ZARJPY, :EURUSD, :GBPUSD, :AUDUSD,:EURCHF,
+      :GBPCHF, :USDCHF
+    ]
+  end
+
+  class Converter
+
+    def initialize( )
+      @registry = JIJI::Registry.new( "./" )
+    end
+
+    #===展開したCSVデータをjijiの形式にフォーマットする。
+    #csv_dir:: csvデータ置き場
+    #to:: CSVデータ
+    def convert( dir, to )
+      FileUtils.mkdir_p to
+      dao = @registry.rate_dao
+      dao.instance_variable_set(:@data_dir, to)
+      # CSVを読みつつデータを作成
+      each_rate(dir) {|rates|
+        dao.next_rates( rates )
+      }
+    end
+    def each_rate(dir, &block)
+      yyyymm = Dir.entries( dir ).reject{|d| !(d=~ /\d{6}/)  }.sort
+      yyyymm.each {|ym|
+        1.upto(31).each {|d|
+          readers = {}
+          begin 
+            JIJI::Download::Session::C_MAP.each {|p|
+              file = "#{dir}/#{ym}/#{p[0]}_#{ym}#{sprintf("%02d", d)}.csv"
+              next unless File.exist? file
+              readers[p[0]] = PushBackReader.new(CSV.open( file, 'r' ))
+              readers[p[0]].shift # 最初のデータはヘッダーなので除外
+            }
+            next if readers.empty?
+            read( readers, &block )
+          ensure
+            readers.each {|p| 
+              begin
+                p[0].close
+              rescue; end
+            }
+          end
+        }
+      }
+    end
+    def read( readers )
+      while( true )
+        first = nil
+        readers.each {|p|
+          line = p[1].shift
+          p[1].unshift line
+          next if !line || line.length < 5
+          next unless line[0] =~ /(\d{4})(\d{2})(\d{2})(\d{2})(\d{2})(\d{2})/
+          first = !first || first.to_i > line[0].to_i ? line[0] : first
+        }
+        return unless first
+        buff = readers.inject([]) {|r,p|
+          line = p[1].shift
+          next r if !line || line.length < 5
+          if ( line[0] != first)
+            p[1].unshift line
+            next r
+          end
+          0.upto(3) {|i|
+            time = Time.local( $1.to_i, $2.to_i, $3.to_i, $4.to_i, $5.to_i, i*10 )
+            map = r[i] || r[i] = {}
+            bid = line[i+1].to_f
+            map[p[0].to_sym] = Rate.new( bid, bid+SPREAD[p[0].to_sym], 0, 0, time )
+          }
+          r
+        }
+        return if !buff || buff.empty?
+        buff.each {|e|
+          yield Rates.new( {}, e, e[:USDJPY].time )
+        }
+      end
+    end
+    SPREAD = {
+      :AUDJPY => 0.02, :GBPUSD => 0.0003, :NZDJPY => 0.024,
+      :AUDUSD => 0.0003, :CADJPY => 0.03, :EURCHF => 0.0003,
+      :USDJPY => 0.008, :CHFJPY => 0.03,:GBPCHF => 0.0004, 
+      :EURJPY => 0.014,:ZARJPY => 0.04,:USDCHF => 0.0004,
+      :GBPJPY => 0.024,:EURUSD => 0.00016
+    }
+  end
+  class PushBackReader
+    def initialize( reader )
+      @reader = reader
+      @buff = []
+    end
+    def shift
+      @buff.empty? ? @reader.shift : @buff.shift
+    end
+    def unshift(v)
+      @buff.unshift v
+    end
+    def close
+      @reader.close
+    end
+  end
+end
+
+puts "start download. #{Time.now}"
+JIJI::Download.session( ARGV[0], ARGV[1] ) {|s|
+  ARGV[3].to_i.upto( ARGV[4].to_i ) {|month|
+  JIJI::Download::PAIRS.each {|pair|
+      s.download( ARGV[2], month, pair, "./tmp" )
+      puts "downloaded. #{ARGV[2]}/#{sprintf("%02d", month)} #{pair}"
+    }
+  }
+}
+puts "end download. #{Time.now}"
+puts "start convert. #{Time.now}"
+converter = JIJI::Converter.new
+converter.convert( "./tmp", "./converted" )
+puts "end convert. #{Time.now}"

data/lib/jiji/util/synchronize_interceptor.rb

@@ -0,0 +1,41 @@
+
+require 'thread'
+require 'set'
+
+# 同時実行抑制インターセプタ
+class SynchronizeInterceptor
+
+  @@pool = {}
+  @@pool_mutex = Mutex.new
+
+  # コンストラクタ
+  def initialize( point, options )
+    @id = options[:id] || :default
+    @mutex = mutex( @id )
+  end
+
+  def process( chain, context )
+    # 2重ロックの回避
+    set = Thread.current[:synchronize_interceptor_locked] ||= Set.new
+    if set.include? @id
+      chain.process_next( context )
+    else
+      set.add( @id )
+      begin
+        @mutex.synchronize {
+          chain.process_next( context )
+        }
+      ensure
+        set.delete( @id )
+      end
+    end
+  end
+
+  # IDに対応するmutexを取得する
+  def mutex( id )
+    @@pool_mutex.synchronize {
+       @@pool[id] ||= Mutex.new
+    }
+  end
+
+end

data/lib/jiji/util/thread_use_generator.rb

@@ -0,0 +1,52 @@
+require 'thread'
+
+# スレッドを使ったGenerator
+class ThreadUseGenerator
+  def initialize( enum, buff_size=nil )
+    @alive = true
+    @alive_mutex = Mutex.new
+    @q = buff_size ? SizedQueue.new( buff_size ) : Queue.new
+
+    @end = Object.new
+    @t = Thread.fork {
+      begin
+        enum.each {|*items|
+          break unless @alive_mutex.synchronize { @alive }
+          @q << items
+        }
+      ensure
+        @q << @end
+      end
+    }
+    Thread.pass
+
+    @has_next = true
+    inner_next
+  end
+
+  def next?
+    @has_next
+  end
+  def next
+    raise "illegal state." unless next?
+    begin
+      @next_element
+    ensure
+      inner_next
+    end
+  end
+  def close
+    @alive_mutex.synchronize {
+      @alive = false
+    }
+    @has_next = false
+    @q.clear
+    @t.join
+  end
+private
+  def inner_next
+    item = @q.pop
+    @has_next = false if @end.equal? item
+    @next_element = item
+  end
+end

data/lib/jiji/util/util.rb

@@ -0,0 +1,112 @@
+
+require 'kconv'
+require 'jiji/error'
+
+module JIJI
+  
+  module Util
+  
+  module_function
+    
+    #ブロック内で例外が発生したらログに出力する。
+    #発生した例外は内部で握る。
+    def log_if_error( logger ) 
+      begin
+        return yield if block_given?
+      rescue Exception
+        logger.error($!)
+      end
+    end
+    #ブロック内で例外が発生したらログに出力する。
+    #ログ出力後、例外を再スローする。
+    def log_if_error_and_throw( logger ) 
+      begin
+        return yield if block_given?
+      rescue Exception
+        logger.error($!)
+        throw $!
+      end
+    end    
+
+    # 文字列をbase64でエンコードする
+    def encode( str ) 
+      [str].pack("m").gsub(/\//, "_").gsub(/\n/, "")
+    end
+    # base64でエンコードした文字列をデコードする
+    def decode( str )
+      str.gsub(/_/, "/").unpack('m')[0]
+    end
+    
+    # モデルオブジェクトの基底モジュール
+    module Model
+      
+      # オブジェクト比較メソッド
+      def ==(other)
+        _eql?(other) { |a,b| a == b }
+      end
+      def ===(other)
+        _eql?(other) { |a,b| a === b }
+      end
+      def eql?(other)
+        _eql?(other) { |a,b| a.eql? b }
+      end
+      def hash
+        hash = 0
+        values.each {|v|
+          hash = v.hash + 31 * hash
+        }
+        return hash
+      end
+    protected
+      def values
+        values = []
+        values << self.class
+        instance_variables.each { |name|
+          values << instance_variable_get(name) 
+        }
+        return values
+      end
+    private
+      def _eql?(other, &block)
+        return false if other == nil
+        return true if self.equal? other
+        return false unless other.kind_of?(JIJI::Util::Model)
+        a = values
+        b = other.values
+        return false if a.length != b.length
+        a.length.times{|i|
+          return false unless block.call( a[i], b[i] )
+        }
+        return true
+      end
+    end
+    
+    module JsonSupport   
+      def to_json
+        buff = "{"
+        instance_variables.each { |name|
+          buff << "#{name[1..-1].to_json}:#{instance_variable_get(name).to_json},"
+        }
+        buff.chop!
+        buff << "}"
+      end
+    end
+    
+      
+    # 期間を示す文字列を解析する
+    def self.parse_scale( scale )
+      return nil if  scale.to_s == "raw"
+      unless scale.to_s =~ /(\d+)([smhd])/
+        raise JIJI::UserError.new( JIJI::ERROR_ALREADY_EXIST, "illegal scale. scale=#{scale}") 
+      end
+      return case $2
+        when "s"; $1.to_i
+        when "m"; $1.to_i * 60
+        when "h"; $1.to_i * 60 * 60
+        when "d"; $1.to_i * 60 * 60 * 24
+      end
+    end
+          
+  
+  end
+end

data/lib/jiji_plugin.rb

@@ -0,0 +1,6 @@
+
+#require 'jiji/plugin/embedded/click_securities_demo_plugin'
+#
+#JIJI::Plugin.register( 
+#  JIJI::Plugin::SecuritiesPlugin::FUTURE_NAME, 
+#  JIJI::Plugin::ClickSecuritiesDemoPlugin.new )

data/swf/build.xml

@@ -0,0 +1,23 @@
+<?xml version="1.0" encoding="UTF-8"?>
+<project name="fx-swf-build" default="build.chart" basedir=".">
+  
+  <property name="dist.dir" value="../html/swf" />
+
+  <property name="FLEX_HOME" value="../../tool/flex_sdk" />
+  <taskdef resource="flexTasks.tasks" />
+ 
+  <target name="build.chart" depends="clean">
+    <mxmlc file="chart/FxChart.mxml"
+    	     debug="true"
+           output="${dist.dir}/chart.swf">
+    	<compiler.library-path dir="." append="true">
+    		<include name="lib" />
+      </compiler.library-path>
+    </mxmlc>
+  </target>
+
+  <target name="clean">
+    <delete file="${dist.dir}/chart.swf" />
+  </target>
+
+</project>

data/swf/chart/FxChart-config.xml

@@ -0,0 +1,9 @@
+<flex-config>
+  <output>bin/Chart.swf</output>
+  <default-size>
+    <width>780</width>
+    <height>450</height>
+  </default-size>
+  <default-frame-rate>24</default-frame-rate>
+  <default-background-color>0xE8E8E8</default-background-color>
+</flex-config>

data/swf/chart/FxChart.mxml

@@ -0,0 +1,17 @@
+<?xml version="1.0" encoding="utf-8"?>
+<mx:Application xmlns:mx="http://www.adobe.com/2006/mxml"
+  layout="absolute" applicationComplete="main()" >
+
+  <mx:Canvas id="canvas" width="780" height="450" backgroundColor="#E8E8E8" >
+  </mx:Canvas>
+  <mx:Script>
+      <![CDATA[
+          import fx.chart.*;
+          // メイン
+          public function main():void {
+              new Chart(canvas);
+          }
+      ]]>
+  </mx:Script>
+
+</mx:Application>

data/swf/chart/fx/chart/Chart.as

@@ -0,0 +1,173 @@
+package fx.chart {
+
+  import flash.display.*;
+  import flash.text.*;
+  import flash.external.*;
+  import flash.net.*;
+  import flash.events.Event;
+  import mx.core.*;
+  import mx.controls.*;
+  import fx.chart.model.*;
+  import fx.chart.ctrl.*;
+  import fx.chart.ui.candle.*;
+  import fx.chart.ui.graph.*;
+  import fx.chart.ui.*;
+  import fx.util.*;
+
+  /**
+   * チャート
+   */
+  public class Chart {
+
+    private var candleChart:CandleChart;
+    private var pointer:Pointer;
+    private var scaleSelector:ScaleSelector;
+    private var tradeResult:TradeResult;
+    private var scroll:Scroll;
+    private var graphManager:GraphManager;
+
+    private var model:Model;
+    private var ctrl:Controller;
+    private var rc:RenderingContext;
+    private var autoUpdate:AutoUpdate;
+    private var check:CheckBox;
+  
+    public function Chart(canvas:UIComponent){
+    
+      model = new Model();
+      ctrl = new Controller(model);
+      rc = new RenderingContext( canvas );
+
+      autoUpdate = new AutoUpdate( model, ctrl );
+      check = new CheckBox();
+      check.x = 490;
+      check.y = 10;
+      check.label = "自動更新";
+      rc.canvas.addChild( check );
+      check.addEventListener( flash.events.Event.CHANGE, function():void {
+          if ( check.selected ) {
+              autoUpdate.start();
+          } else {
+              autoUpdate.stop();
+          }
+          var so:SharedObject = SharedObject.getLocal("chartInfo");
+          so.data.autoupdate =  check.selected;
+          so.flush();
+      });
+      ctrl.addEventListener( fx.chart.ctrl.Event.SCALE_CHANGED,
+              autoUpdate.onScaleChanged, autoUpdate);
+      var so:SharedObject = SharedObject.getLocal("chartInfo");
+      check.selected = so.data.autoupdate;
+
+      try {
+        var loading:Loading = new Loading( model, ctrl, rc );
+        ctrl.stubFactory.listenerSupport.addEventListener( fx.chart.ctrl.Event.REQUEST_COUNT_CHANGED,
+              loading.onRequestCountChanged, loading  );
+      
+        tradeResult = new TradeResult( model, ctrl, rc );
+        ctrl.addEventListener( fx.chart.ctrl.Event.TRADE_DATA_CHANGED,
+            tradeResult.onTradeDataChanged, tradeResult);
+        ctrl.addEventListener( fx.chart.ctrl.Event.PROFIT_DATA_CHANGED,
+            tradeResult.onProfitDataChanged, tradeResult);
+        
+        candleChart = new CandleChart( model, ctrl, rc );
+        ctrl.addEventListener( fx.chart.ctrl.Event.CANDLE_DATA_CHANGED,
+            candleChart.onCandleDataChanged, candleChart);
+
+        pointer = new Pointer( model, ctrl, rc );
+
+        scroll = new Scroll( model, ctrl, rc );
+        ctrl.addEventListener( fx.chart.ctrl.Event.RANGE_CHANGED,
+            scroll.onRangeChanged, scroll);
+        ctrl.addEventListener( fx.chart.ctrl.Event.SCALE_CHANGED,
+            scroll.onScaleChanged, scroll);
+
+        graphManager = new GraphManager( model, ctrl, rc );
+        ctrl.addEventListener( fx.chart.ctrl.Event.CANDLE_DATA_CHANGED,
+            graphManager.onCandleDataChanged, graphManager);
+        ctrl.addEventListener( fx.chart.ctrl.Event.OUTPUT_LIST_CHANGED,
+            graphManager.onGraphListChanged, graphManager);
+        
+        // 利用可能な通貨ペアの一覧を取得
+        ctrl.requestPairs( function(data:Array):void {
+            scaleSelector = new ScaleSelector( model, ctrl, rc, data );
+            registExternalInterface();
+            ExternalInterface.call( "onChartLoaded" );
+        });
+        
+      } catch ( ex:Error ) {
+        //log(ex.message + ":" + ex.getStackTrace());
+      }
+    }
+    /**
+     * 外部インターフェイスを登録
+     */
+    private function registExternalInterface():void {
+        ExternalInterface.addCallback("initializeChart", this.initializeChart );
+        ExternalInterface.addCallback("setDate", function( date:Number ):void {
+            var d:Date = Util.createDate(date);
+            var f:Function = function():void {
+                pointer.setPosition( 
+                         model.positionManager.fromDate( Math.floor( date / model.scaleTime) * model.scaleTime ) + rc.stage.candle.left,
+                         rc.stage.candle.bottom - (rc.stage.candle.height/4));
+                ctrl.removeEventListener(  fx.chart.ctrl.Event.CANDLE_DATA_CHANGED, arguments.callee );
+             }
+            ctrl.addEventListener( fx.chart.ctrl.Event.CANDLE_DATA_CHANGED, f);
+            ctrl.changeDate( d );
+            scroll.update();
+        } );
+        ExternalInterface.addCallback("setGraphVisible", this.setGraphVisible );
+        ExternalInterface.addCallback("setGraphColors", this.setGraphColors );
+        ExternalInterface.addCallback("removeGraph", this.removeGraph );
+    }
+    /**
+     * グラフを初期化する
+     */
+    private function initializeChart( processId:String, pair:String, scale:String, date:Number ):void {
+        if ( processId == "rmt" ) {
+            this.check.enabled = true;
+        } else {
+            this.check.enabled = false;
+        }
+        var so:SharedObject = SharedObject.getLocal("chartInfo");
+        pair = pair || so.data.pair || "EURJPY"; 
+        scale = scale || so.data.scale || "10m",
+        this.scaleSelector.init( pair, scale );
+        this.ctrl.init( processId, pair, scale, 
+                date ? Util.createDate(date) : null );
+        
+        if ( check.selected && check.enabled ) {
+            this.autoUpdate.start();
+        } else {
+            this.autoUpdate.stop();
+        }
+        
+        // 設定を記録
+        if ( pair ) {  so.data.pair = pair; }
+        if ( scale ) {  so.data.scale = scale; }
+        so.flush();
+    }
+    /**
+     * グラフの表示/非表示を設定
+     */
+    private function setGraphVisible( name:Array, visible:Boolean  ):void {
+        if ( visible ) {
+            this.graphManager.on( name );
+        } else {
+            this.graphManager.off( name );
+        }
+    }
+    /**
+     * グラフの色を設定
+     */
+    private function setGraphColors( name:Array, colors:Array  ):void {
+        this.graphManager.setGraphColors( name, colors );
+    }
+    /**
+     * グラフの表示/非表示を設定
+     */
+    private function removeGraph( agentId:String  ):void {
+        this.graphManager.removeGraph( agentId );
+    }
+  }
+}