unageanu-jiji 0.1.0
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- data/ChangeLog +0 -0
- data/README +0 -0
- data/bin/jiji.rb +6 -0
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- data/html/css/datatable.css +299 -0
- data/html/css/default.css +557 -0
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- data/html/js/uuid.js +103 -0
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- data/lib/jiji/util/file_lock.rb +86 -0
- data/lib/jiji/util/fix_yaml_bug.rb +11 -0
- data/lib/jiji/util/iterator.rb +70 -0
- data/lib/jiji/util/json_broker.rb +53 -0
- data/lib/jiji/util/json_rpc_requestor.rb +30 -0
- data/lib/jiji/util/synchronize_interceptor.rb +41 -0
- data/lib/jiji/util/thread_use_generator.rb +52 -0
- data/lib/jiji/util/util.rb +179 -0
- data/swf/build.xml +23 -0
- data/swf/chart/FxChart-config.xml +9 -0
- data/swf/chart/FxChart.mxml +17 -0
- data/swf/chart/fx/chart/Chart.as +155 -0
- data/swf/chart/fx/chart/ctrl/AutoUpdate.as +96 -0
- data/swf/chart/fx/chart/ctrl/Controller.as +258 -0
- data/swf/chart/fx/chart/ctrl/Event.as +75 -0
- data/swf/chart/fx/chart/model/Model.as +226 -0
- data/swf/chart/fx/chart/model/TimedData.as +40 -0
- data/swf/chart/fx/chart/ui/AbstractChartUI.as +59 -0
- data/swf/chart/fx/chart/ui/AbstractDrawChartUI.as +63 -0
- data/swf/chart/fx/chart/ui/Constants.as +233 -0
- data/swf/chart/fx/chart/ui/InformationWindow.as +224 -0
- data/swf/chart/fx/chart/ui/LayerManager.as +95 -0
- data/swf/chart/fx/chart/ui/Loading.as +32 -0
- data/swf/chart/fx/chart/ui/Pointer.as +59 -0
- data/swf/chart/fx/chart/ui/RangeInfoWindow.as +84 -0
- data/swf/chart/fx/chart/ui/RenderingContext.as +54 -0
- data/swf/chart/fx/chart/ui/ScaleSelector.as +95 -0
- data/swf/chart/fx/chart/ui/Scroll.as +240 -0
- data/swf/chart/fx/chart/ui/ScrollBar.as +378 -0
- data/swf/chart/fx/chart/ui/Stage.as +97 -0
- data/swf/chart/fx/chart/ui/TradeDetailWindow.as +146 -0
- data/swf/chart/fx/chart/ui/TradeResult.as +334 -0
- data/swf/chart/fx/chart/ui/Window.as +96 -0
- data/swf/chart/fx/chart/ui/candle/Axis.as +112 -0
- data/swf/chart/fx/chart/ui/candle/Candle.as +79 -0
- data/swf/chart/fx/chart/ui/candle/CandleChart.as +81 -0
- data/swf/chart/fx/chart/ui/graph/Graph.as +198 -0
- data/swf/chart/fx/chart/ui/graph/GraphManager.as +177 -0
- data/swf/chart/fx/chart/ui/resource/buy.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/cursor_hand.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/diff_label.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/down.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/down_buy.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/down_buy_1.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/down_buy_2.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/down_buy_3.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/down_sell.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/down_sell_1.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/down_sell_2.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/down_sell_3.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/draw_buy.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/draw_sell.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/end_label.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/fixed.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/loading.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/max_label.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/min_label.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_bar.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_bar_a.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_bar_handle.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_bar_handle_a.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_bar_handle_o.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_bar_left.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_bar_left_a.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_bar_left_o.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_bar_o.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_bar_right.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_bar_right_a.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_bar_right_o.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_handle.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_info_handle.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_left_button.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_left_button_d.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_left_button_down.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_left_button_g.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_left_button_o.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_left_button_up.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_outer.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_outer_left.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_outer_right.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_right_button.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_right_button_d.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_right_button_down.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_right_button_g.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_right_button_o.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_right_button_up.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_slider_left.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/scroll_slider_right.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/sell.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/start_label.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/stripe.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/stripe_b.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/stripe_r.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/unfixed.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/up.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/up_buy.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/up_buy_1.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/up_buy_2.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/up_buy_3.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/up_sell.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/up_sell_1.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/up_sell_2.gif +0 -0
- data/swf/chart/fx/chart/ui/resource/up_sell_3.gif +0 -0
- data/swf/chart/fx/net/StubFactory.as +113 -0
- data/swf/chart/fx/util/ListenerSupport.as +55 -0
- data/swf/chart/fx/util/PositionManager.as +94 -0
- data/swf/chart/fx/util/ScaleFormatter.as +156 -0
- data/swf/chart/fx/util/Util.as +61 -0
- data/swf/chart/log.as +40 -0
- data/swf/lib/corelib.swc +0 -0
- data/test/BackCollectorTest/basic/2008-08-04/AUDJPY.csv +5 -0
- data/test/BackCollectorTest/basic/2008-08-04/USDJPY.csv +5 -0
- data/test/BackCollectorTest/basic/2008-08-04/ZARJPY.csv +5 -0
- data/test/BackCollectorTest/basic/2008-08-05/AUDJPY.csv +5 -0
- data/test/BackCollectorTest/basic/2008-08-05/USDJPY.csv +5 -0
- data/test/BackCollectorTest/basic/2008-08-05/ZARJPY.csv +5 -0
- data/test/BackCollectorTest/basic/2008-08-06/AUDJPY.csv +5 -0
- data/test/BackCollectorTest/basic/2008-08-06/USDJPY.csv +5 -0
- data/test/BackCollectorTest/basic/2008-08-06/ZARJPY.csv +5 -0
- data/test/BackCollectorTest/basic/2008-08-07/AUDJPY.csv +5 -0
- data/test/BackCollectorTest/basic/2008-08-07/USDJPY.csv +5 -0
- data/test/BackCollectorTest/basic/2008-08-07/ZARJPY.csv +5 -0
- data/test/BackCollectorTest/basic/AUDJPY/raw/2008-08-04.csv +5 -0
- data/test/BackCollectorTest/basic/AUDJPY/raw/2008-08-05.csv +5 -0
- data/test/BackCollectorTest/basic/AUDJPY/raw/2008-08-06.csv +5 -0
- data/test/BackCollectorTest/basic/AUDJPY/raw/2008-08-07.csv +5 -0
- data/test/BackCollectorTest/basic/USDJPY/raw/2008-08-04.csv +5 -0
- data/test/BackCollectorTest/basic/USDJPY/raw/2008-08-05.csv +5 -0
- data/test/BackCollectorTest/basic/USDJPY/raw/2008-08-06.csv +5 -0
- data/test/BackCollectorTest/basic/USDJPY/raw/2008-08-07.csv +5 -0
- data/test/BackCollectorTest/basic/ZARJPY/raw/2008-08-04.csv +5 -0
- data/test/BackCollectorTest/basic/ZARJPY/raw/2008-08-05.csv +5 -0
- data/test/BackCollectorTest/basic/ZARJPY/raw/2008-08-06.csv +5 -0
- data/test/BackCollectorTest/basic/ZARJPY/raw/2008-08-07.csv +5 -0
- data/test/BackCollectorTest/lack/2008-08-04/AUDJPY.csv +5 -0
- data/test/BackCollectorTest/lack/2008-08-04/USDJPY.csv +5 -0
- data/test/BackCollectorTest/lack/2008-08-04/ZARJPY.csv +5 -0
- data/test/BackCollectorTest/lack/2008-08-06/AUDJPY.csv +5 -0
- data/test/BackCollectorTest/lack/2008-08-06/USDJPY.csv +5 -0
- data/test/BackCollectorTest/lack/2008-08-06/ZARJPY.csv +5 -0
- data/test/BackCollectorTest/lack/2008-08-07/AUDJPY.csv +5 -0
- data/test/BackCollectorTest/lack/2008-08-07/USDJPY.csv +5 -0
- data/test/BackCollectorTest/lack/2008-08-07/ZARJPY.csv +5 -0
- data/test/BackCollectorTest/lack/AUDJPY/raw/2008-08-04.csv +5 -0
- data/test/BackCollectorTest/lack/AUDJPY/raw/2008-08-06.csv +5 -0
- data/test/BackCollectorTest/lack/AUDJPY/raw/2008-08-07.csv +5 -0
- data/test/BackCollectorTest/lack/USDJPY/raw/2008-08-04.csv +5 -0
- data/test/BackCollectorTest/lack/USDJPY/raw/2008-08-06.csv +5 -0
- data/test/BackCollectorTest/lack/USDJPY/raw/2008-08-07.csv +5 -0
- data/test/BackCollectorTest/lack/ZARJPY/raw/2008-08-04.csv +5 -0
- data/test/BackCollectorTest/lack/ZARJPY/raw/2008-08-06.csv +5 -0
- data/test/BackCollectorTest/lack/ZARJPY/raw/2008-08-07.csv +5 -0
- data/test/ProcessManagerTest/agents/moving_average.rb +95 -0
- data/test/ProcessManagerTest/conf/configuration.yaml +19 -0
- data/test/ProcessManagerTest/rate_datas/EURJPY/raw/2008-08-21.csv +5853 -0
- data/test/ProcessManagerTest/rate_datas/EURJPY/raw/2008-08-22.csv +5821 -0
- data/test/ProcessManagerTest/rate_datas/EURJPY/raw/2008-08-23.csv +5921 -0
- data/test/ProcessManagerTest/rate_datas/EURJPY/raw/2008-08-24.csv +5956 -0
- data/test/ProcessManagerTest/rate_datas/EURJPY/raw/2008-08-25.csv +5796 -0
- data/test/ProcessManagerTest/rate_datas/USDJPY/raw/2008-08-21.csv +5853 -0
- data/test/ProcessManagerTest/rate_datas/USDJPY/raw/2008-08-22.csv +5821 -0
- data/test/ProcessManagerTest/rate_datas/USDJPY/raw/2008-08-23.csv +5921 -0
- data/test/ProcessManagerTest/rate_datas/USDJPY/raw/2008-08-24.csv +5956 -0
- data/test/ProcessManagerTest/rate_datas/USDJPY/raw/2008-08-25.csv +5796 -0
- data/test/all_tests.rb +26 -0
- data/test/service/all_service_tests.rb +10 -0
- data/test/service/test_AgentService.rb +185 -0
- data/test/service/test_OutputService.rb +33 -0
- data/test/service/test_RateService.rb +56 -0
- data/test/test_AgentManager.rb +307 -0
- data/test/test_AgentRegistory.rb +566 -0
- data/test/test_BackTestCollector.rb +281 -0
- data/test/test_BlockToSession.rb +74 -0
- data/test/test_CSV.rb +85 -0
- data/test/test_Collector.rb +246 -0
- data/test/test_Configuration.rb +61 -0
- data/test/test_Configuration_a.yaml +6 -0
- data/test/test_Operator.rb +501 -0
- data/test/test_Output.rb +169 -0
- data/test/test_Output_registry.rb +49 -0
- data/test/test_PeriodicallyAgent.rb +180 -0
- data/test/test_Permitter.rb +217 -0
- data/test/test_Process.rb +186 -0
- data/test/test_ProcessManager.rb +312 -0
- data/test/test_RateDao.rb +697 -0
- data/test/test_SingleClickClient.rb +115 -0
- data/test/test_SynchronizeInterceptor.rb +75 -0
- data/test/test_TradeResultDao.rb +487 -0
- data/test/test_configuration.yaml +16 -0
- data/test/testutils.rb +37 -0
- metadata +750 -0
@@ -0,0 +1,128 @@
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require 'jiji/error'
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require 'jiji/util/file_lock'
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require 'set'
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module JIJI
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module Permitted
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def permitted_request( *args, &block )
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r = JIJI::Permitter::Request.new( self, _function_name, args,
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block, @permitter_allows, @permitter_proxy_result )
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@permitter << r
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return r.wait
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end
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def _function_name
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if /^(.+?):(\d+)(?::in `(.*)')?/ =~ caller.first
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return $3
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end
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end
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attr :permitter, true
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attr :permitter_allows, true
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attr :permitter_proxy_result, true
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end
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#==任意のオブジェクトのAPIをセーフレベルの高い環境から呼び出せるようにする。
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class Permitter
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# コンストラクタ
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#*pool_size*:: スレッドプールのサイズ
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def initialize( pool_size=5, level=2 )
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@alive = true
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@alive_mutex = Mutex.new
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@q = Queue.new
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@ts = []
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pool_size.times {
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@ts << Thread.fork {
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$SAFE = level
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while( @alive_mutex.synchronize { @alive } )
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req = @q.pop
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req.exec(self) if req
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end
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}
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}
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end
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# リクエストを追加する。
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def <<(request)
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@q.push request
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end
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# インスタンスを破棄する。不要になった場合に必ず呼び出すこと。
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def close
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@alive_mutex.synchronize {
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@alive = false
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}
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@ts.length.times {
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@q.push nil
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}
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@ts.each {|t| t.join }
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end
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# 指定したインスタンスのAPIをセーフレベルの高い環境から呼び出せるようにする。
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#*object*:: APIの呼び出しを許可するオブジェクト
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#*allows*:: 許可するAPIを示す正規表現の配列
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#*proxy_result*:: 戻り値もプロキシを設定するAPIを示す正規表現の配列
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def proxy( object, allows=[], proxy_result=[])
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clazz = class << object
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include JIJI::Permitted
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self
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end
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object.permitter = self
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object.permitter_allows = allows
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object.permitter_proxy_result = proxy_result
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object.methods.each {|name|
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next unless allows.find {|a| name.to_s =~ a }
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73
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# もともとのメソッドは、別名でキープしておく
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old = name.to_s + "_without_permittion"
|
75
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# 2重のアスペクト適用を防ぐ。
|
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next if clazz.method_defined? old.to_sym
|
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78
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clazz.__send__(:alias_method, old.to_sym, name.to_sym )
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# インターセプタ適用対象のメソッドを上書きで定義。
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clazz.__send__(:alias_method, name.to_sym, :permitted_request )
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}
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object
|
83
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end
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85
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# メソッド呼び出しリクエスト
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class Request
|
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def initialize( receiver, name, args, block=nil, allows=[], proxy_result=[] )
|
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@name = name
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@args = args
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@block = block
|
91
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@receiver = receiver
|
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@mutex = Mutex.new
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@cv = ConditionVariable.new
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@finished = false
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@value = nil
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@error = nil
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@allows = allows
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@proxy_result = proxy_result
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end
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# リクエストの完了を待ち、結果を返す。
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def wait
|
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@mutex.synchronize{
|
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@cv.wait( @mutex ) until @finished
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}
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105
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raise @error if @error
|
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@value
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end
|
108
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# リクエストを実行する
|
109
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def exec( permitter )
|
110
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begin
|
111
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m = @name + "_without_permittion"
|
112
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@value = @block ? @receiver.send( m, *@args, &@block ) : @receiver.send( m, *@args )
|
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if @proxy_result.find {|a| @name.to_s =~ a }
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@value = permitter.proxy( @value, @allows, @proxy_result )
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end
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rescue Exception
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@error = $!
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ensure
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@mutex.synchronize{
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@finished = true
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@cv.signal
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}
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end
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end
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end
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end
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end
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require "jiji/models"
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require "jiji/dao/rate_dao"
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require 'jiji/util/util'
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require "thread"
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require "date"
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module JIJI
|
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#
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11
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#==レート一覧を取得しオブザーバーに通知するクラス
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#- 設定値で指定された間隔でレート一覧を取得し、JIJI::ObserverManagerに通知する。
|
13
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#
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14
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class Collector
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16
|
+
#コンストラクタ
|
17
|
+
def initialize
|
18
|
+
@alive = false
|
19
|
+
@state_mutex = Mutex.new
|
20
|
+
@end_mutex = Mutex.new
|
21
|
+
@future = nil
|
22
|
+
@state_mutex.synchronize {
|
23
|
+
@state = :WAITING
|
24
|
+
@listeners = []
|
25
|
+
}
|
26
|
+
end
|
27
|
+
|
28
|
+
#収集を開始する。
|
29
|
+
def start
|
30
|
+
@state_mutex.synchronize {
|
31
|
+
@state = :RUNNING
|
32
|
+
}
|
33
|
+
@end_mutex.synchronize {
|
34
|
+
@alive = true
|
35
|
+
@future = Thread.fork {
|
36
|
+
start_collect
|
37
|
+
:finished
|
38
|
+
}
|
39
|
+
}
|
40
|
+
end
|
41
|
+
|
42
|
+
#収集を停止する。
|
43
|
+
#- サーバーが終了した際に呼び出される。
|
44
|
+
#- JIJI::ObserverManagerの破棄も内部で行う。
|
45
|
+
def stop
|
46
|
+
@end_mutex.synchronize {
|
47
|
+
return unless @alive # 実行していない場合何もしない。
|
48
|
+
@alive = false
|
49
|
+
}
|
50
|
+
# スレッドの完了を待つ
|
51
|
+
@future.value
|
52
|
+
end
|
53
|
+
|
54
|
+
#進捗(%を示す整数)を取得する
|
55
|
+
def progress
|
56
|
+
0 # リアルトレードでは常に0
|
57
|
+
end
|
58
|
+
#状態を取得する。
|
59
|
+
#戻り値:: 状態を示すシンボル。
|
60
|
+
# :WAITING .. 実行待ち状態
|
61
|
+
# :RUNNING .. 実行中
|
62
|
+
# :CANCELED .. 実行がキャンセルされた(JIJI::BackTestCollectorのみ)
|
63
|
+
# :FINISHED .. 実行完了(JIJI::BackTestCollectorのみ)
|
64
|
+
# :ERROR_END .. エラー終了(JIJI::BackTestCollectorのみ)
|
65
|
+
def state
|
66
|
+
@state_mutex.synchronize {
|
67
|
+
@state
|
68
|
+
}
|
69
|
+
end
|
70
|
+
|
71
|
+
#待ち時間
|
72
|
+
attr :wait_time, true
|
73
|
+
#コンフィグレーション
|
74
|
+
attr :conf, true
|
75
|
+
#JIJI::ObserverManager
|
76
|
+
attr :observer_manager, true
|
77
|
+
#ロガー
|
78
|
+
attr :logger, true
|
79
|
+
#JIJI::SingleClickClient
|
80
|
+
attr :client, true
|
81
|
+
#情報取得中に発生したエラー
|
82
|
+
attr_reader :error
|
83
|
+
|
84
|
+
# 収集終了の通知を受けるリスナ。
|
85
|
+
attr :listeners, true
|
86
|
+
|
87
|
+
private
|
88
|
+
def start_collect
|
89
|
+
begin
|
90
|
+
@logger.info( "collector start" )
|
91
|
+
JIJI::Util.log_if_error_and_throw( @logger ) {
|
92
|
+
# 通貨ペア情報を取得
|
93
|
+
@pair_infos = @client.request{|fx|
|
94
|
+
fx.list_currency_pairs
|
95
|
+
}
|
96
|
+
}
|
97
|
+
collect
|
98
|
+
rescue Exception
|
99
|
+
@error = $!
|
100
|
+
ensure
|
101
|
+
@logger.info( "collector finished" )
|
102
|
+
JIJI::Util.log_if_error( @logger ) {
|
103
|
+
@observer_manager.stop # 終了を通知
|
104
|
+
state = @end_mutex.synchronize { @alive } \
|
105
|
+
? ( @error ? :ERROR_END : :FINISHED ) \
|
106
|
+
: :CANCELED
|
107
|
+
@state_mutex.synchronize {
|
108
|
+
@state = state
|
109
|
+
}
|
110
|
+
@end_mutex.synchronize { @alive = false }
|
111
|
+
|
112
|
+
# リスナに通知
|
113
|
+
@listeners.each {|l|
|
114
|
+
begin
|
115
|
+
l.on_finished( @state, Time.at(@now) ) if l.respond_to? :on_finished
|
116
|
+
rescue Exception
|
117
|
+
end
|
118
|
+
}
|
119
|
+
}
|
120
|
+
end
|
121
|
+
end
|
122
|
+
def collect
|
123
|
+
while( @end_mutex.synchronize { @alive } ) #停止されるまでループ
|
124
|
+
JIJI::Util.log_if_error( @logger ) {
|
125
|
+
#通貨ペアコードを変換
|
126
|
+
list = @client.request{|fx|
|
127
|
+
fx.list_rates.inject({}) {|r,p|
|
128
|
+
code = JIJI::Util.convert_currency_pair_code(p[0])
|
129
|
+
r[code] = p[1]
|
130
|
+
r
|
131
|
+
}
|
132
|
+
}
|
133
|
+
#オブザーバーに通知
|
134
|
+
@observer_manager.next_rates Rates.new( @pair_infos, list )
|
135
|
+
@now = Time.now # 現在時刻を更新
|
136
|
+
|
137
|
+
# 一定期間待つ
|
138
|
+
sleep @conf.get([:collector, :wait_time], 10 )
|
139
|
+
}
|
140
|
+
end
|
141
|
+
end
|
142
|
+
end
|
143
|
+
|
144
|
+
#
|
145
|
+
#==指定された期間のログからレート一覧を取得し、JIJI::ObserverManagerに通知するクラス
|
146
|
+
#
|
147
|
+
class BackTestCollector < Collector
|
148
|
+
|
149
|
+
#コンストラクタ
|
150
|
+
#rate_dao:: レート情報の取得先とするJIJI::RateDao
|
151
|
+
#start_date:: 読み込み開始日時
|
152
|
+
#end_date:: 読み込み終了日時
|
153
|
+
def initialize( rate_dao, start_date, end_date )
|
154
|
+
super()
|
155
|
+
@dao = rate_dao
|
156
|
+
@start_date = start_date
|
157
|
+
@end_date = end_date
|
158
|
+
@progress = 0
|
159
|
+
end
|
160
|
+
def collect
|
161
|
+
JIJI::Util.log_if_error_and_throw( @logger ) {
|
162
|
+
begin
|
163
|
+
pairs = @dao.list_pairs
|
164
|
+
if pairs.length > 0
|
165
|
+
@start_date = @start_date || Time.at( @dao.dao(pairs[0]).first_time(:raw) )
|
166
|
+
@end_date = @end_date || Time.at( @dao.dao(pairs[0]).last_time(:raw) )
|
167
|
+
end
|
168
|
+
@dao.each_all_pair_rates(:raw, @start_date, @end_date ) {|rates|
|
169
|
+
each_rate(rates)
|
170
|
+
# キャンセルチェック
|
171
|
+
if ( !@end_mutex.synchronize { @alive } )
|
172
|
+
@logger.info( "collector canceled" )
|
173
|
+
break
|
174
|
+
end
|
175
|
+
}
|
176
|
+
ensure
|
177
|
+
@state_mutex.synchronize {
|
178
|
+
@progress = 100
|
179
|
+
}
|
180
|
+
end
|
181
|
+
}
|
182
|
+
end
|
183
|
+
def progress
|
184
|
+
@state_mutex.synchronize {
|
185
|
+
@progress
|
186
|
+
}
|
187
|
+
end
|
188
|
+
|
189
|
+
#レートDAO
|
190
|
+
attr_reader :dao
|
191
|
+
private
|
192
|
+
# レートを1つ読み込んで通知する。
|
193
|
+
def each_rate(rates)
|
194
|
+
begin
|
195
|
+
tmp = {}
|
196
|
+
time = nil
|
197
|
+
rates.each_pair {|k,v|
|
198
|
+
tmp[k] = Rate.new(
|
199
|
+
v[0].to_f, v[1].to_f, v[2].to_i, v[3].to_i, Time.at(v[4].to_i) )
|
200
|
+
time = Time.at(v[4].to_i) unless time
|
201
|
+
}
|
202
|
+
@observer_manager.next_rates(Rates.new( @pair_infos, tmp, time ))
|
203
|
+
ensure
|
204
|
+
|
205
|
+
# 進捗を更新
|
206
|
+
if @start_date !=nil && @end_date !=nil
|
207
|
+
@state_mutex.synchronize {
|
208
|
+
@now = @end_date.to_i # 現在時刻を更新
|
209
|
+
current = time.to_i - @start_date.to_i
|
210
|
+
all = @end_date.to_i - @start_date.to_i
|
211
|
+
@progress = ( current*100 / all ).to_i
|
212
|
+
}
|
213
|
+
end
|
214
|
+
end
|
215
|
+
end
|
216
|
+
|
217
|
+
end
|
218
|
+
|
219
|
+
end
|
data/lib/jiji/command.rb
ADDED
@@ -0,0 +1,129 @@
|
|
1
|
+
|
2
|
+
require 'rubygems'
|
3
|
+
require "highline"
|
4
|
+
require 'jiji/server'
|
5
|
+
require 'jiji/util/json_rpc_requestor'
|
6
|
+
|
7
|
+
module JIJI
|
8
|
+
|
9
|
+
# コマンドラインツール
|
10
|
+
class Command
|
11
|
+
|
12
|
+
# 設定ファイル置き場
|
13
|
+
JIJI_DIR_NAME = "~/.jiji"
|
14
|
+
|
15
|
+
|
16
|
+
# サービスを開始
|
17
|
+
def start
|
18
|
+
begin
|
19
|
+
puts "jiji started."
|
20
|
+
s = JIJI::FxServer.new( data_dir )
|
21
|
+
s.start
|
22
|
+
rescue Exception
|
23
|
+
puts "[ERROR] start failed.(#{$!.to_s})"
|
24
|
+
return
|
25
|
+
end
|
26
|
+
end
|
27
|
+
|
28
|
+
# サービスを停止
|
29
|
+
def stop
|
30
|
+
begin
|
31
|
+
host = ARGV[1] || "localhost"
|
32
|
+
conf = JIJI::Registry.new(data_dir)[:conf]
|
33
|
+
port = conf.get([:server,:port], 7000).to_i
|
34
|
+
service = JSONBroker:: JsonRpcRequestor.new( "system", "http://#{host}:#{port}" )
|
35
|
+
service.shutdown
|
36
|
+
sleep 10 # 停止完了を待つ。
|
37
|
+
puts "jiji stopped."
|
38
|
+
rescue Exception
|
39
|
+
puts "[ERROR] stop failed.(#{$!.to_s})"
|
40
|
+
return
|
41
|
+
end
|
42
|
+
|
43
|
+
end
|
44
|
+
|
45
|
+
# 初期化
|
46
|
+
def setting
|
47
|
+
h = HighLine.new
|
48
|
+
user = h.ask("> Please input a user name of CLICK Securities DEMO Trade.")
|
49
|
+
pass = h.ask("> Please input a password of CLICK Securities DEMO Trade."){|q| q.echo = '*' }
|
50
|
+
dir = h.ask("> Please input a data directory of jiji. (default: #{JIJI_DIR_NAME} )")
|
51
|
+
dir = !dir || dir.empty? ? JIJI_DIR_NAME : dir
|
52
|
+
|
53
|
+
port = h.ask('> Please input a server port. (default: 7000 )')
|
54
|
+
port = !port || port.empty? ? "7000" : port
|
55
|
+
unless port =~ /\d+/
|
56
|
+
puts "[ERROR] setting failed.( illegal port number. port=#{port} )"
|
57
|
+
return
|
58
|
+
end
|
59
|
+
|
60
|
+
# ディレクトリ作成
|
61
|
+
begin
|
62
|
+
puts ""
|
63
|
+
ex_dir = File.expand_path(JIJI_DIR_NAME)
|
64
|
+
mkdir ex_dir
|
65
|
+
open( "#{ex_dir}/base", "w" ) {|f|
|
66
|
+
f << dir
|
67
|
+
}
|
68
|
+
puts "create. #{ex_dir}/base"
|
69
|
+
|
70
|
+
# ベースディレクトリの作成
|
71
|
+
dir = File.expand_path(dir)
|
72
|
+
mkdir(dir) if ( dir != ex_dir )
|
73
|
+
mkdir("#{dir}/conf")
|
74
|
+
|
75
|
+
# 設定ファイル
|
76
|
+
open( "#{dir}/conf/configuration.yaml", "w" ) {|f|
|
77
|
+
f << <<-DATA
|
78
|
+
---
|
79
|
+
server:
|
80
|
+
port: #{port}
|
81
|
+
|
82
|
+
securities:
|
83
|
+
account:
|
84
|
+
user: "#{user}"
|
85
|
+
password: "#{pass}"
|
86
|
+
DATA
|
87
|
+
}
|
88
|
+
FileUtils.chmod(0600, "#{dir}/conf/configuration.yaml")
|
89
|
+
rescue Exception
|
90
|
+
puts "[ERROR] setting failed.(#{$!.to_s})"
|
91
|
+
return
|
92
|
+
end
|
93
|
+
|
94
|
+
puts "Setting was completed!"
|
95
|
+
end
|
96
|
+
|
97
|
+
|
98
|
+
def run( args )
|
99
|
+
case args[0]
|
100
|
+
when "start"; start
|
101
|
+
when "stop"; stop
|
102
|
+
when "setting"; setting
|
103
|
+
when "restart"
|
104
|
+
stop
|
105
|
+
start
|
106
|
+
else
|
107
|
+
name = File.basename( File.expand_path( $0 ))
|
108
|
+
puts "usage : #{name} ( setting | start | stop | restart )"
|
109
|
+
end
|
110
|
+
end
|
111
|
+
|
112
|
+
private
|
113
|
+
# データディレクトリを得る
|
114
|
+
def data_dir
|
115
|
+
base = "#{File.expand_path(JIJI_DIR_NAME)}/base"
|
116
|
+
unless File.exist?( base )
|
117
|
+
raise "'#{base}' is not found. You need to run 'jiji setting'."
|
118
|
+
end
|
119
|
+
return File.expand_path(IO.read( base ))
|
120
|
+
end
|
121
|
+
# ディレクトリを作る。
|
122
|
+
def mkdir( path )
|
123
|
+
FileUtils.mkdir_p path
|
124
|
+
FileUtils.chmod(0755, path)
|
125
|
+
puts "create. #{path}"
|
126
|
+
end
|
127
|
+
|
128
|
+
end
|
129
|
+
end
|