unageanu-jiji 1.1.4 → 1.2.1
Sign up to get free protection for your applications and to get access to all the features.
- data/ChangeLog +24 -1
- data/README +0 -0
- data/base/shared_lib/moving_average.rb +34 -33
- data/base/shared_lib/system/cross.rb +76 -0
- data/base/shared_lib/system/position_manager.rb +160 -0
- data/base/shared_lib/system/signal.rb +347 -0
- data/html/css/datatable.css +4 -4
- data/html/css/default.css +57 -5
- data/html/css/treeview.css +205 -0
- data/html/img/bin_closed.png +0 -0
- data/html/img/bin_empty.png +0 -0
- data/html/img/button_add_small.gif +0 -0
- data/html/img/button_add_small_gray.gif +0 -0
- data/html/img/button_add_small_over.gif +0 -0
- data/html/img/button_mkcol.gif +0 -0
- data/html/img/button_mkcol_gray.gif +0 -0
- data/html/img/button_mkcol_over.gif +0 -0
- data/html/img/button_remove_small.gif +0 -0
- data/html/img/button_remove_small_gray.gif +0 -0
- data/html/img/button_remove_small_over.gif +0 -0
- data/html/img/button_rename.gif +0 -0
- data/html/img/button_rename_gray.gif +0 -0
- data/html/img/button_rename_over.gif +0 -0
- data/html/img/control_play.png +0 -0
- data/html/img/control_play_blue.png +0 -0
- data/html/img/folder.png +0 -0
- data/html/img/folder_brick.png +0 -0
- data/html/img/folder_user.png +0 -0
- data/html/{js/codepress/images → img}/line-numbers.png +0 -0
- data/html/img/page_white_ruby.png +0 -0
- data/html/img/sidebar_agent_edit.png +0 -0
- data/html/img/sidebar_agent_edit_over.png +0 -0
- data/html/img/sidebar_agent_edit_s.png +0 -0
- data/html/img/yui/treeview-sprite.gif +0 -0
- data/html/index.html +34 -18
- data/html/js/agent-editor/agent-editor-page.js +324 -0
- data/html/js/agent-editor/agent-editor.js +363 -0
- data/html/js/agent-editor/agent-list-tree.js +251 -0
- data/html/js/agent-selector.js +23 -28
- data/html/js/app.js +63 -91
- data/html/js/bt-create-page.js +25 -19
- data/html/js/container-min.js +1 -1
- data/html/js/container.js +944 -0
- data/html/js/edit_area/autocompletion.js +11 -13
- data/html/js/edit_area/edit_area.css +79 -40
- data/html/js/edit_area/edit_area.js +255 -226
- data/html/js/edit_area/edit_area_compressor.php +4 -4
- data/html/js/edit_area/edit_area_full.gz +0 -0
- data/html/js/edit_area/edit_area_full.js +31 -31
- data/html/js/edit_area/edit_area_full_with_plugins.gz +0 -0
- data/html/js/edit_area/edit_area_full_with_plugins.js +31 -31
- data/html/js/edit_area/edit_area_functions.js +448 -341
- data/html/js/edit_area/edit_area_loader.js +409 -397
- data/html/js/edit_area/elements_functions.js +120 -123
- data/html/js/edit_area/highlight.js +305 -197
- data/html/js/edit_area/images/goto.png +0 -0
- data/html/js/edit_area/images/help.png +0 -0
- data/html/js/edit_area/images/redo.png +0 -0
- data/html/js/edit_area/images/save.png +0 -0
- data/html/js/edit_area/images/search.png +0 -0
- data/html/js/edit_area/images/undo.png +0 -0
- data/html/js/edit_area/images/word_wrap.gif +0 -0
- data/html/js/edit_area/keyboard.js +5 -5
- data/html/js/edit_area/langs/bg.js +73 -0
- data/html/js/edit_area/langs/cs.js +2 -0
- data/html/js/edit_area/langs/de.js +2 -0
- data/html/js/edit_area/langs/dk.js +2 -0
- data/html/js/edit_area/langs/en.js +2 -0
- data/html/js/edit_area/langs/eo.js +2 -0
- data/html/js/edit_area/langs/es.js +2 -0
- data/html/js/edit_area/langs/fi.js +67 -0
- data/html/js/edit_area/langs/fr.js +2 -0
- data/html/js/edit_area/langs/hr.js +2 -0
- data/html/js/edit_area/langs/it.js +2 -0
- data/html/js/edit_area/langs/ja.js +2 -0
- data/html/js/edit_area/langs/mk.js +2 -0
- data/html/js/edit_area/langs/nl.js +2 -0
- data/html/js/edit_area/langs/pl.js +2 -0
- data/html/js/edit_area/langs/pt.js +2 -0
- data/html/js/edit_area/langs/ru.js +2 -0
- data/html/js/edit_area/langs/sk.js +2 -0
- data/html/js/edit_area/langs/zh.js +67 -0
- data/html/js/edit_area/manage_area.js +362 -205
- data/html/js/edit_area/plugins/charmap/langs/bg.js +12 -0
- data/html/js/edit_area/plugins/charmap/langs/zh.js +6 -0
- data/html/js/edit_area/plugins/test/langs/bg.js +10 -0
- data/html/js/edit_area/plugins/test/langs/zh.js +4 -0
- data/html/js/edit_area/reg_syntax/java.js +56 -0
- data/html/js/edit_area/reg_syntax/ruby.js +9 -9
- data/html/js/edit_area/reg_syntax.js +15 -13
- data/html/js/edit_area/regexp.js +36 -32
- data/html/js/edit_area/resize_area.js +43 -47
- data/html/js/edit_area/search_replace.js +29 -29
- data/html/js/edit_area/template.html +6 -4
- data/html/js/json-broker-client.js +23 -17
- data/html/js/result-page.js +107 -57
- data/html/js/rt-setting-page.js +38 -15
- data/html/js/sidebar.js +41 -27
- data/html/js/templates.js +167 -32
- data/html/js/utils.js +143 -7
- data/html/js/yui/treeview.js +3671 -0
- data/html/swf/chart.swf +0 -0
- data/html/test/agent_editor_spec.js +815 -0
- data/html/test/index.html +40 -0
- data/html/test/jsspec/JSSpec.css +224 -0
- data/html/test/jsspec/JSSpec.js +1549 -0
- data/html/test/jsspec/diff_match_patch.js +1 -0
- data/html/test/utils_spec.js +111 -0
- data/lib/jiji/agent/agent.rb +69 -12
- data/lib/jiji/agent/agent_manager.rb +18 -12
- data/lib/jiji/agent/agent_registry.rb +35 -121
- data/lib/jiji/collector.rb +16 -6
- data/lib/jiji/command.rb +46 -5
- data/lib/jiji/dao/file_system_dao.rb +158 -0
- data/lib/jiji/dao/timed_data_dao.rb +2 -0
- data/lib/jiji/dao/trade_result_dao.rb +1 -1
- data/lib/jiji/error.rb +24 -8
- data/lib/jiji/migration/migrator1_2_0.rb +67 -0
- data/lib/jiji/models.rb +82 -24
- data/lib/jiji/operator.rb +55 -51
- data/lib/jiji/output.rb +85 -29
- data/lib/jiji/output_manager.rb +84 -0
- data/lib/jiji/plugin/embedded/single_click_client.rb +2 -2
- data/lib/jiji/plugin/securities_plugin.rb +0 -1
- data/lib/jiji/process.rb +229 -208
- data/lib/jiji/process_manager.rb +190 -96
- data/lib/jiji/registry.rb +87 -19
- data/lib/jiji/server.rb +1 -0
- data/lib/jiji/service/agent_service.rb +147 -48
- data/lib/jiji/service/output_service.rb +37 -17
- data/lib/jiji/service/process_service.rb +3 -5
- data/lib/jiji/service/trade_result_service.rb +4 -5
- data/lib/jiji/util/file_lock.rb +4 -4
- data/lib/jiji/util/include_proxy.rb +17 -0
- data/lib/jiji/util/json_broker.rb +6 -4
- data/lib/jiji/util/util.rb +1 -1
- data/swf/chart/fx/chart/Chart.as +7 -0
- data/swf/chart/fx/chart/ui/graph/GraphManager.as +15 -2
- data/test/ProcessTest/agents/foo.rb +10 -0
- data/test/ProcessTest/conf/configuration.yaml +3 -0
- data/test/agent/agent_tests.rb +10 -0
- data/test/agent/test_AgentManager.rb +28 -12
- data/test/agent/test_AgentRegistry.rb +194 -99
- data/test/agent/test_PeriodicallyAgent.rb +1 -2
- data/test/agent/test_Permitter.rb +1 -2
- data/test/all_tests.rb +7 -19
- data/test/dao/dao_tests.rb +9 -0
- data/test/dao/test_FileSystemDao.rb +431 -0
- data/test/dao/test_RateDao.rb +5 -7
- data/test/dao/test_TradeResultDao.rb +1 -2
- data/test/migration/migration_tests.rb +10 -0
- data/test/migration/migrator1_2_0test_data/basic/out/M2NlOTA2ODEtZDdlNi00NWU1LWIwNDQtMjBmODY2ZGNkNzBj/56e75YuV5bmz5Z2H57ea/meta.yaml +8 -0
- data/test/migration/migrator1_2_0test_data/basic/out/MDVhYzcxMjYtMGFlMS00Mzk0LWEyNmUtYjVjZjgwNDA0ZmE2/56e75YuV5bmz5Z2H57ea/meta.yaml +8 -0
- data/test/migration/migrator1_2_0test_data/basic/out/MzA1YTk0NDgtNzhjNi00NDk3LTk2NTktYzE1ZjBhNzdiYjNj/56e75YuV5bmz5Z2H57ea/meta.yaml +8 -0
- data/test/migration/migrator1_2_0test_data/basic/out/YjRkOTI1MzEtZTM4MS00YjQwLTg1ZTQtMWFmZDRlNDUwMzBm/56e75YuV5bmz5Z2H57ea/meta.yaml +9 -0
- data/test/migration/migrator1_2_0test_data/basic/props.yaml +85 -0
- data/test/migration/migrator1_2_0test_data/illegal_props/out/M2NlOTA2ODEtZDdlNi00NWU1LWIwNDQtMjBmODY2ZGNkNzBj/56e75YuV5bmz5Z2H57ea/meta.yaml +8 -0
- data/test/migration/migrator1_2_0test_data/illegal_props/out/MDVhYzcxMjYtMGFlMS00Mzk0LWEyNmUtYjVjZjgwNDA0ZmE2/56e75YuV5bmz5Z2H57ea/meta.yaml +8 -0
- data/test/migration/migrator1_2_0test_data/illegal_props/out/MzA1YTk0NDgtNzhjNi00NDk3LTk2NTktYzE1ZjBhNzdiYjNj/56e75YuV5bmz5Z2H57ea/meta.yaml +8 -0
- data/test/migration/migrator1_2_0test_data/illegal_props/out/YjRkOTI1MzEtZTM4MS00YjQwLTg1ZTQtMWFmZDRlNDUwMzBm/56e75YuV5bmz5Z2H57ea/meta.yaml +9 -0
- data/test/migration/migrator1_2_0test_data/illegal_props/props.yaml +1 -0
- data/test/migration/migrator1_2_0test_data/no_outs/props.yaml +85 -0
- data/test/migration/migrator1_2_0test_data/no_props/out/M2NlOTA2ODEtZDdlNi00NWU1LWIwNDQtMjBmODY2ZGNkNzBj/56e75YuV5bmz5Z2H57ea/meta.yaml +8 -0
- data/test/migration/migrator1_2_0test_data/no_props/out/MDVhYzcxMjYtMGFlMS00Mzk0LWEyNmUtYjVjZjgwNDA0ZmE2/56e75YuV5bmz5Z2H57ea/meta.yaml +8 -0
- data/test/migration/migrator1_2_0test_data/no_props/out/MzA1YTk0NDgtNzhjNi00NDk3LTk2NTktYzE1ZjBhNzdiYjNj/56e75YuV5bmz5Z2H57ea/meta.yaml +8 -0
- data/test/migration/migrator1_2_0test_data/no_props/out/YjRkOTI1MzEtZTM4MS00YjQwLTg1ZTQtMWFmZDRlNDUwMzBm/56e75YuV5bmz5Z2H57ea/meta.yaml +9 -0
- data/test/migration/test_Migrator.rb +1 -1
- data/test/migration/test_Migrator1_0_3.rb +1 -1
- data/test/migration/test_Migrator1_1_0.rb +1 -1
- data/test/migration/test_Migrator1_2_0.rb +94 -0
- data/test/plugin/embedded/test_SingleClickClient.rb +1 -2
- data/test/plugin/plugin_tests.rb +8 -0
- data/test/plugin/test_Loader.rb +1 -1
- data/test/shared/rate.csv +144 -0
- data/test/shared/shared_tests.rb +9 -0
- data/test/shared/test_Cross.rb +144 -0
- data/test/shared/test_PositionManager.rb +285 -0
- data/test/shared/test_Signal.rb +65 -0
- data/test/test_Output.rb +28 -21
- data/test/test_OutputManager.rb +162 -0
- data/test/test_Output_registry.rb +6 -17
- data/test/test_Process.rb +434 -222
- data/test/test_ProcessManager.rb +458 -101
- data/test/test_utils.rb +71 -8
- data/test/util/test_BlockToSession.rb +1 -2
- data/test/util/test_CSV.rb +1 -2
- data/test/util/test_SynchronizeInterceptor.rb +1 -2
- data/test/util/util_tests.rb +9 -0
- metadata +127 -47
- data/html/js/agent-editor-page.js +0 -440
- data/html/js/codepress/codepress.css +0 -21
- data/html/js/codepress/codepress.html +0 -35
- data/html/js/codepress/codepress.js +0 -138
- data/html/js/codepress/engines/gecko.js +0 -293
- data/html/js/codepress/engines/khtml.js +0 -0
- data/html/js/codepress/engines/msie.js +0 -304
- data/html/js/codepress/engines/older.js +0 -0
- data/html/js/codepress/engines/opera.js +0 -260
- data/html/js/codepress/images/line-numbers.gif +0 -0
- data/html/js/codepress/index.html +0 -443
- data/html/js/codepress/languages/asp.css +0 -71
- data/html/js/codepress/languages/asp.js +0 -117
- data/html/js/codepress/languages/autoit.css +0 -13
- data/html/js/codepress/languages/autoit.js +0 -32
- data/html/js/codepress/languages/csharp.css +0 -9
- data/html/js/codepress/languages/csharp.js +0 -25
- data/html/js/codepress/languages/css.css +0 -10
- data/html/js/codepress/languages/css.js +0 -23
- data/html/js/codepress/languages/generic.css +0 -9
- data/html/js/codepress/languages/generic.js +0 -25
- data/html/js/codepress/languages/html.css +0 -13
- data/html/js/codepress/languages/html.js +0 -59
- data/html/js/codepress/languages/java.css +0 -7
- data/html/js/codepress/languages/java.js +0 -24
- data/html/js/codepress/languages/javascript.css +0 -8
- data/html/js/codepress/languages/javascript.js +0 -30
- data/html/js/codepress/languages/perl.css +0 -11
- data/html/js/codepress/languages/perl.js +0 -27
- data/html/js/codepress/languages/php.css +0 -12
- data/html/js/codepress/languages/php.js +0 -61
- data/html/js/codepress/languages/ruby.css +0 -10
- data/html/js/codepress/languages/ruby.js +0 -26
- data/html/js/codepress/languages/sql.css +0 -10
- data/html/js/codepress/languages/sql.js +0 -30
- data/html/js/codepress/languages/text.css +0 -5
- data/html/js/codepress/languages/text.js +0 -9
- data/html/js/codepress/languages/vbscript.css +0 -71
- data/html/js/codepress/languages/vbscript.js +0 -117
- data/html/js/codepress/languages/xsl.css +0 -15
- data/html/js/codepress/languages/xsl.js +0 -103
- data/html/js/codepress/license.txt +0 -458
- data/html/js/edit_area/images/Thumbs.db +0 -0
- data/test/plugin/test_gem/a/lib/jiji_plugin_test.rb +0 -6
data/lib/jiji/process_manager.rb
CHANGED
@@ -10,27 +10,37 @@ module JIJI
|
|
10
10
|
|
11
11
|
def initialize( registry )
|
12
12
|
@registry = registry
|
13
|
+
@executor = registry.back_test_process_executor
|
13
14
|
@rmt = @registry.rmt_process
|
14
15
|
@back_tests = {}
|
15
|
-
|
16
|
-
@mutex = Mutex.new
|
17
|
-
@running = nil # 実行中のテスト
|
18
|
-
@waiting = [] # 待機中のテスト
|
16
|
+
@logger = registry.server_logger
|
19
17
|
|
20
18
|
# 既存のバックテスト一覧を読み込む
|
21
19
|
Dir.glob( "#{registry.process_dir}/*" ) {|d|
|
22
20
|
next unless File.directory? d
|
23
|
-
next unless File.exist? "#{d}
|
24
|
-
|
25
|
-
|
26
|
-
|
21
|
+
next unless File.exist? "#{d}/#{JIJI::ProcessInfo::PROPERTY_FILE}"
|
22
|
+
begin
|
23
|
+
id = File.basename(d)
|
24
|
+
next if id == "rmt"
|
25
|
+
info = @registry.process_info( id )
|
26
|
+
process = @registry.process_info(id)
|
27
|
+
process.load # 保存しておいた設定情報をロード
|
28
|
+
@back_tests[id] = process
|
29
|
+
rescue
|
30
|
+
@logger.error $!
|
31
|
+
end
|
27
32
|
}
|
28
33
|
end
|
29
34
|
|
30
35
|
# RMTプロセスをスタートする
|
31
36
|
def start
|
32
37
|
if @conf.get([:collector,:collect], true )
|
33
|
-
|
38
|
+
begin
|
39
|
+
@rmt.load_agents( true )
|
40
|
+
@rmt.start
|
41
|
+
rescue
|
42
|
+
@rmt.logger.error $!
|
43
|
+
end
|
34
44
|
end
|
35
45
|
end
|
36
46
|
|
@@ -39,18 +49,7 @@ module JIJI
|
|
39
49
|
@stoped = true
|
40
50
|
@registry.operator( "rmt", false, nil).stop
|
41
51
|
@rmt.stop
|
42
|
-
@
|
43
|
-
@waiting.each {|i|
|
44
|
-
i.collector.listeners.delete(self)
|
45
|
-
i.stop
|
46
|
-
}
|
47
|
-
@waiting.clear
|
48
|
-
if @running != nil
|
49
|
-
@running.collector.listeners.delete(self)
|
50
|
-
@running.stop
|
51
|
-
@running = nil
|
52
|
-
end
|
53
|
-
}
|
52
|
+
@executor.stop
|
54
53
|
end
|
55
54
|
|
56
55
|
# バックテストプロセスを列挙する
|
@@ -65,27 +64,38 @@ module JIJI
|
|
65
64
|
unless id == "rmt" || @back_tests.key?(id)
|
66
65
|
raise UserError.new( JIJI::ERROR_NOT_FOUND, "process not found")
|
67
66
|
end
|
68
|
-
id == "rmt" ? @rmt : @back_tests[id]
|
69
|
-
end
|
70
|
-
|
71
|
-
|
72
|
-
|
73
|
-
|
74
|
-
|
75
|
-
|
76
|
-
|
77
|
-
|
78
|
-
|
79
|
-
|
80
|
-
|
81
|
-
|
82
|
-
|
83
|
-
|
84
|
-
|
67
|
+
id == "rmt" ? @rmt.info : @back_tests[id]
|
68
|
+
end
|
69
|
+
|
70
|
+
# プロセスの設定を更新する。
|
71
|
+
def set( process_id, setting )
|
72
|
+
p = get( process_id )
|
73
|
+
failed = {}
|
74
|
+
setting.each_pair {|k,v|
|
75
|
+
case k
|
76
|
+
when "trade_enable"
|
77
|
+
# バックテストの変更は許可しない。
|
78
|
+
unless process_id == "rmt"
|
79
|
+
raise UserError.new( JIJI::ERROR_ILLEGAL_ARGUMENTS, "illegal id.id=#{process_id}" )
|
80
|
+
end
|
81
|
+
value = ( v == "true" || v == true )
|
82
|
+
@rmt.trade_enable = value
|
83
|
+
@rmt.info["trade_enable"] = value
|
84
|
+
when "agents"
|
85
|
+
p = get( process_id )
|
86
|
+
if ( process_id == "rmt" )
|
87
|
+
failed = @rmt.set_agents(v)
|
88
|
+
else
|
89
|
+
failed = @executor.set_agents(process_id, v)
|
90
|
+
end
|
91
|
+
p["agents"] = create_success_agent_setting( p["agents"], v, failed )
|
92
|
+
end
|
93
|
+
}
|
94
|
+
failed
|
95
|
+
end
|
85
96
|
|
86
97
|
# バックテストプロセスを新規に作成する
|
87
98
|
def create_back_test( name, memo, start_date, end_date, agent_properties )
|
88
|
-
|
89
99
|
id = UUIDTools::UUID.random_create().to_s
|
90
100
|
|
91
101
|
# プロパティを記録
|
@@ -99,56 +109,29 @@ module JIJI
|
|
99
109
|
"agents"=>agent_properties,
|
100
110
|
"state"=>:WAITING
|
101
111
|
}
|
102
|
-
|
103
|
-
btp = @registry.backtest_process(id, props )
|
104
|
-
@mutex.synchronize {
|
105
|
-
if @running == nil
|
106
|
-
@running = btp
|
107
|
-
@running.collector.listeners << self
|
108
|
-
@running.start
|
109
|
-
else
|
110
|
-
@waiting << btp
|
111
|
-
end
|
112
|
-
}
|
113
|
-
rescue Exception
|
114
|
-
begin
|
115
|
-
btp.stop
|
116
|
-
rescue Exception
|
117
|
-
ensure
|
118
|
-
FileUtils.rm_rf "#{@registry.process_dir}/#{id}"
|
119
|
-
end
|
120
|
-
raise $!
|
121
|
-
end
|
122
|
-
|
123
|
-
@back_tests[id] = btp
|
124
|
-
return {
|
125
|
-
"id"=>id,
|
126
|
-
"name"=>name,
|
127
|
-
"create_date"=>Time.now.to_i
|
128
|
-
}
|
112
|
+
return start_process( id, props )
|
129
113
|
end
|
130
114
|
|
131
115
|
# バックテストプロセスを再起動する
|
132
|
-
def restart_test( id, agent_properties )
|
116
|
+
def restart_test( id, agent_properties=nil )
|
133
117
|
unless id == "rmt" || @back_tests.key?(id)
|
134
118
|
raise UserError.new( JIJI::ERROR_NOT_FOUND, "process not found")
|
135
119
|
end
|
136
120
|
p = get(id)
|
137
|
-
|
121
|
+
new_id = UUIDTools::UUID.random_create().to_s # 別のIDを再割り当てする。
|
138
122
|
props = {
|
139
|
-
"id"=>
|
123
|
+
"id"=>new_id,
|
140
124
|
"name"=>p["name"],
|
141
125
|
"memo"=>p["memo"],
|
142
|
-
"create_date"=>
|
126
|
+
"create_date"=>Time.now.to_i,
|
143
127
|
"start_date"=>p["start_date"],
|
144
128
|
"end_date"=>p["end_date"],
|
145
|
-
"
|
129
|
+
"agents"=>agent_properties || p["agents"],
|
130
|
+
"state"=>:WAITING
|
146
131
|
}
|
147
|
-
|
148
|
-
|
149
|
-
|
150
|
-
@back_tests[id] = btp
|
151
|
-
id
|
132
|
+
result = start_process( new_id, props )
|
133
|
+
delete_back_test( id )
|
134
|
+
return result
|
152
135
|
end
|
153
136
|
|
154
137
|
# バックテストプロセスを削除する
|
@@ -157,40 +140,151 @@ module JIJI
|
|
157
140
|
unless id == "rmt" || @back_tests.key?(id)
|
158
141
|
raise UserError.new( JIJI::ERROR_NOT_FOUND, "process not found")
|
159
142
|
end
|
160
|
-
@
|
161
|
-
|
162
|
-
|
163
|
-
|
164
|
-
|
165
|
-
|
143
|
+
@executor.delete(id)
|
144
|
+
@back_tests.delete( id )
|
145
|
+
FileUtils.rm_rf "#{@registry.process_dir}/#{id}"
|
146
|
+
end
|
147
|
+
|
148
|
+
attr :registry, true
|
149
|
+
attr :conf, true
|
150
|
+
attr :executor, true
|
151
|
+
attr :rmt, true
|
152
|
+
|
153
|
+
private
|
154
|
+
# バックテストを開始する
|
155
|
+
def start_process( id, props )
|
156
|
+
info = @registry.process_info( id )
|
157
|
+
info.props = props
|
158
|
+
@executor << info
|
159
|
+
@back_tests[id] = info
|
160
|
+
return {
|
161
|
+
"id"=>id,
|
162
|
+
"name"=>props["name"],
|
163
|
+
"create_date"=>props["create_date"]
|
164
|
+
}
|
165
|
+
end
|
166
|
+
|
167
|
+
#更新に成功したエージェントの設定情報を作成する
|
168
|
+
def create_success_agent_setting( current, new_agents, failed )
|
169
|
+
failed.each {|pair|
|
170
|
+
case pair[1][:operation]
|
171
|
+
#新規作成で失敗したものは除外
|
172
|
+
when :add
|
173
|
+
new_agents = new_agents.reject {|i| i["id"] == pair[0]}
|
174
|
+
#更新、削除で失敗したものは現在の設定をそのままキープする
|
175
|
+
when :update
|
176
|
+
new_agents = new_agents.map {|i|
|
177
|
+
i["id"] != pair[0] ? i : current.find {|j| j["id"] == pair[0] }
|
178
|
+
}
|
179
|
+
when :remove
|
180
|
+
new_agents << current.find {|j| j["id"] == pair[0] }
|
181
|
+
end
|
182
|
+
}
|
183
|
+
return new_agents
|
184
|
+
end
|
185
|
+
end
|
186
|
+
|
187
|
+
class BackTestProcessExecutor
|
188
|
+
|
189
|
+
def initialize
|
190
|
+
@running = nil
|
191
|
+
@mutex = Mutex.new
|
192
|
+
@waiting = []
|
193
|
+
end
|
194
|
+
|
195
|
+
#実行対象とするプロセスを追加する
|
196
|
+
def <<(info)
|
197
|
+
begin
|
198
|
+
btp = @registry.backtest_process(info )
|
199
|
+
btp.load_agents( false )
|
200
|
+
@mutex.synchronize {
|
201
|
+
if @running == nil
|
202
|
+
@running = btp
|
166
203
|
@running.collector.listeners << self
|
167
204
|
@running.start
|
168
205
|
else
|
169
|
-
@
|
206
|
+
@waiting << btp
|
170
207
|
end
|
171
|
-
|
172
|
-
|
173
|
-
|
208
|
+
}
|
209
|
+
rescue Exception
|
210
|
+
begin
|
211
|
+
btp.stop if btp
|
212
|
+
rescue Exception
|
213
|
+
ensure
|
214
|
+
FileUtils.rm_rf "#{@process_dir}/#{info.process_id}"
|
215
|
+
end
|
216
|
+
raise $!
|
217
|
+
end
|
218
|
+
end
|
219
|
+
|
220
|
+
#全てのプロセスの実行を停止する
|
221
|
+
def stop
|
222
|
+
@mutex.synchronize {
|
223
|
+
@waiting.each {|i|
|
224
|
+
i.collector.listeners.delete(self)
|
225
|
+
i.stop
|
226
|
+
}
|
227
|
+
@waiting.clear
|
228
|
+
if @running != nil
|
229
|
+
@running.collector.listeners.delete(self)
|
230
|
+
@running.stop
|
231
|
+
@running = nil
|
174
232
|
end
|
175
233
|
}
|
176
|
-
@back_tests.delete( id )
|
177
|
-
FileUtils.rm_rf "#{@registry.process_dir}/#{id}"
|
178
234
|
end
|
179
235
|
|
180
|
-
|
181
|
-
def
|
236
|
+
#プロセスを削除する
|
237
|
+
def delete(id)
|
182
238
|
@mutex.synchronize {
|
183
|
-
|
184
|
-
|
185
|
-
@running.collector.listeners
|
186
|
-
@running.
|
239
|
+
if @running != nil && @running.info.process_id == id
|
240
|
+
#実行中であれば停止して次に
|
241
|
+
@running.collector.listeners.delete(self)
|
242
|
+
@running.stop
|
243
|
+
run_next
|
187
244
|
else
|
188
|
-
|
245
|
+
# 待機中であればキューから除外。
|
246
|
+
@waiting = @waiting.reject{|i| i.info.process_id == id }
|
189
247
|
end
|
190
248
|
}
|
191
249
|
end
|
192
250
|
|
251
|
+
#エージエントの設定を更新する
|
252
|
+
def set_agents(id, agents)
|
253
|
+
@mutex.synchronize {
|
254
|
+
p = get(id)
|
255
|
+
p ? p.set_agents(agents) : {}
|
256
|
+
}
|
257
|
+
end
|
258
|
+
|
259
|
+
#idに対応するプロセスがあれば取得する
|
260
|
+
def get(id)
|
261
|
+
if @running != nil && @running.info.process_id == id
|
262
|
+
return @running
|
263
|
+
else
|
264
|
+
return @waiting.find{|p|p.info.process_id == id}
|
265
|
+
end
|
266
|
+
end
|
267
|
+
|
268
|
+
#プロセスの実行終了通知を受け取る
|
269
|
+
def on_finished(state, time)
|
270
|
+
@mutex.synchronize {
|
271
|
+
run_next
|
272
|
+
}
|
273
|
+
end
|
274
|
+
|
193
275
|
attr :registry, true
|
194
|
-
|
276
|
+
|
277
|
+
private
|
278
|
+
#待ち中のプロセスがあれば実行を開始する。
|
279
|
+
def run_next
|
280
|
+
unless @waiting.empty?
|
281
|
+
@running = @waiting.shift
|
282
|
+
@running.collector.listeners << self
|
283
|
+
@running.start
|
284
|
+
else
|
285
|
+
@running = nil
|
286
|
+
end
|
287
|
+
end
|
195
288
|
end
|
289
|
+
|
196
290
|
end
|
data/lib/jiji/registry.rb
CHANGED
@@ -14,7 +14,9 @@ require 'jiji/agent/agent_registry'
|
|
14
14
|
require 'jiji/agent/permitter'
|
15
15
|
require 'jiji/agent/util'
|
16
16
|
require 'jiji/output'
|
17
|
+
require 'jiji/output_manager'
|
17
18
|
require 'jiji/operator'
|
19
|
+
require "jiji/dao/file_system_dao"
|
18
20
|
require "jiji/dao/rate_dao"
|
19
21
|
require "jiji/dao/trade_result_dao"
|
20
22
|
require 'logger'
|
@@ -32,6 +34,7 @@ require 'jiji/service/system_service'
|
|
32
34
|
require 'jiji/migration/migrator'
|
33
35
|
require 'jiji/migration/migrator1_0_3'
|
34
36
|
require 'jiji/migration/migrator1_1_0'
|
37
|
+
require 'jiji/migration/migrator1_2_0'
|
35
38
|
|
36
39
|
require 'jiji/plugin/plugin_loader'
|
37
40
|
require 'jiji/plugin/securities_plugin'
|
@@ -67,6 +70,24 @@ module JIJI
|
|
67
70
|
FileUtils.mkdir_p process_dir
|
68
71
|
process_dir
|
69
72
|
}
|
73
|
+
# エージェント置き場
|
74
|
+
r.register( :agent_dir ) {
|
75
|
+
agent = r.conf.get([:dir,:agent], "agents")
|
76
|
+
FileUtils.mkdir_p "#{r.base_dir}/#{agent}"
|
77
|
+
agent
|
78
|
+
}
|
79
|
+
r.register( :shared_lib_dir ) {
|
80
|
+
shared_lib = r.conf.get([:dir,:shared_lib], "shared_lib")
|
81
|
+
FileUtils.mkdir_p "#{r.base_dir}/#{shared_lib}"
|
82
|
+
shared_lib
|
83
|
+
}
|
84
|
+
# 出力データ置き場
|
85
|
+
r.register( :output_dir, :model=>:multiton_initialize ) {|c,p,id|
|
86
|
+
dir = "#{r.process_dir}/#{id}/out"
|
87
|
+
FileUtils.mkdir_p dir
|
88
|
+
dir
|
89
|
+
}
|
90
|
+
|
70
91
|
# バージョンファイル
|
71
92
|
r.register( :version_file ) {
|
72
93
|
r.base_dir + "/data_version"
|
@@ -104,13 +125,21 @@ module JIJI
|
|
104
125
|
FileUtils.mkdir_p dir
|
105
126
|
JIJI::Dao::TradeResultDao.new( dir, r.scales )
|
106
127
|
}
|
107
|
-
|
108
|
-
|
109
|
-
|
110
|
-
dir = "#{r.process_dir}/#{id}/out"
|
128
|
+
r.register( :agent_file_dao ) {
|
129
|
+
dir = "#{r.base_dir}/#{r.conf.get([:dir,:agent], "agents")}"
|
130
|
+
sdir = "#{r.base_dir}/#{r.conf.get([:dir,:shared_lib], "shared_lib")}"
|
111
131
|
FileUtils.mkdir_p dir
|
132
|
+
FileUtils.mkdir_p sdir
|
133
|
+
JIJI::Dao::FileSystemDao.new( r.base_dir )
|
134
|
+
}
|
112
135
|
|
113
|
-
|
136
|
+
# アウトプット
|
137
|
+
r.register( :output_manager ) {
|
138
|
+
JIJI::OutputManager.new(r)
|
139
|
+
}
|
140
|
+
r.register( :output, :model=>:multiton_initialize ) {|c,p,id,agent_id|
|
141
|
+
dir = r.output_dir(id)
|
142
|
+
c = JIJI::Output.new(agent_id, dir, r.scales)
|
114
143
|
r.permitter.proxy( c, [/^(get|put|<<)$/], [/^get$/] )
|
115
144
|
}
|
116
145
|
|
@@ -128,7 +157,7 @@ module JIJI
|
|
128
157
|
r.register( :agent_manager, :model=>:multiton_initialize ) {|c,p,id,failsafe|
|
129
158
|
c = JIJI::AgentManager.new( id, r.agent_registry, r.process_logger(id), failsafe )
|
130
159
|
c.operator = r.operator(id, false, nil) # 作成段階では常に取引は行なわない。
|
131
|
-
c.
|
160
|
+
c.output_manager = r.output_manager
|
132
161
|
c.conf = r.conf
|
133
162
|
c.trade_result_dao = r.trade_result_dao(id)
|
134
163
|
c
|
@@ -139,19 +168,17 @@ module JIJI
|
|
139
168
|
|
140
169
|
# エージェントレジストリ
|
141
170
|
r.register( :agent_registry ) {
|
142
|
-
|
143
|
-
sdir = "#{r.base_dir}/#{r.conf.get([:dir,:shared_lib], "shared_lib")}"
|
144
|
-
FileUtils.mkdir_p dir
|
145
|
-
FileUtils.mkdir_p sdir
|
146
|
-
c = JIJI::AgentRegistry.new( dir, sdir )
|
171
|
+
c = JIJI::AgentRegistry.new( r.agent_dir, r.shared_lib_dir )
|
147
172
|
c.conf = r.conf
|
173
|
+
c.server_logger = r.server_logger
|
174
|
+
c.file_dao = r.agent_file_dao
|
148
175
|
c.load_all
|
149
176
|
c
|
150
177
|
}
|
151
178
|
|
152
179
|
# オペレーター
|
153
180
|
r.register( :operator, :model=>:multiton_initialize ) {|c,p,id,trade_enable,money|
|
154
|
-
c = JIJI::RmtOperator.new(r.securities_plugin_manager.selected,
|
181
|
+
c = JIJI::RmtOperator.new(r.securities_plugin_manager.selected,
|
155
182
|
r.process_logger(id), r.trade_result_dao(id), trade_enable, money)
|
156
183
|
c.conf = r.conf
|
157
184
|
r.permitter.proxy( c, [/^(sell|buy|commit)$/], [/^(sell|buy)$/])
|
@@ -177,18 +204,52 @@ module JIJI
|
|
177
204
|
|
178
205
|
# RMTプロセス
|
179
206
|
r.register( :rmt_process ) {
|
180
|
-
|
207
|
+
id = "rmt"
|
208
|
+
info = r.process_info( id )
|
209
|
+
if info.data_exist?
|
210
|
+
info.load
|
211
|
+
else
|
212
|
+
now = Time.now.to_i
|
213
|
+
info.props = {
|
214
|
+
"id"=>id,
|
215
|
+
"name"=>"",
|
216
|
+
"memo"=>"",
|
217
|
+
"create_date"=>now,
|
218
|
+
"start_date"=>now,
|
219
|
+
"end_date"=>now,
|
220
|
+
"agents"=>{},
|
221
|
+
"state"=>:WAITING,
|
222
|
+
"trade_enable"=>false
|
223
|
+
}
|
224
|
+
end
|
225
|
+
c = JIJI::Process.new( info )
|
226
|
+
c.agent_manager = r.agent_manager(id,true)
|
227
|
+
c.trade_enable = ( info["trade_enable"] == true )
|
228
|
+
c.logger = r.process_logger(id)
|
181
229
|
c.observer_manager = r.rmt_observer_manager
|
182
230
|
c.collector = r.rmt_collector
|
183
231
|
c
|
184
232
|
}
|
185
233
|
# バックテストプロセス
|
186
|
-
r.register( :backtest_process, :model=>:
|
234
|
+
r.register( :backtest_process, :model=>:prototype ) {|c,p,info|
|
187
235
|
# 既存のバックテストを読み込む場合、プロパティはnil
|
188
|
-
|
236
|
+
id = info.process_id
|
237
|
+
c = JIJI::Process.new(info)
|
238
|
+
c.agent_manager = r.agent_manager(id,false)
|
239
|
+
c.trade_enable = false
|
240
|
+
info["trade_enable"] = false
|
241
|
+
c.logger = r.process_logger(id)
|
189
242
|
c.observer_manager = r.backtest_observer_manager(id)
|
190
243
|
c.collector = r.backtest_collector(id,
|
191
|
-
Time.at(
|
244
|
+
Time.at( info["start_date"]), Time.at( info["end_date"]))
|
245
|
+
c
|
246
|
+
}
|
247
|
+
r.register( :process_info, :model=>:prototype ) {|c,p,id|
|
248
|
+
JIJI::ProcessInfo.new(id, r.process_dir)
|
249
|
+
}
|
250
|
+
r.register( :back_test_process_executor ) {
|
251
|
+
c = JIJI::BackTestProcessExecutor.new
|
252
|
+
c.registry = r
|
192
253
|
c
|
193
254
|
}
|
194
255
|
|
@@ -209,7 +270,11 @@ module JIJI
|
|
209
270
|
r.register( :agent_service ) {
|
210
271
|
c = JIJI::Service::AgentService.new
|
211
272
|
c.agent_registry = r.agent_registry
|
273
|
+
c.dao = r.agent_file_dao
|
212
274
|
c.process_manager = r.process_manager
|
275
|
+
c.agent_dir = r.agent_dir
|
276
|
+
c.shared_lib_dir = r.shared_lib_dir
|
277
|
+
c.server_logger = r.server_logger
|
213
278
|
c
|
214
279
|
}
|
215
280
|
r.register( :rate_service ) {
|
@@ -220,12 +285,14 @@ module JIJI
|
|
220
285
|
r.register( :trade_result_service ) {
|
221
286
|
c = JIJI::Service::TradeResultService.new
|
222
287
|
c.process_manager = r.process_manager
|
288
|
+
c.registry = r
|
223
289
|
c
|
224
290
|
}
|
225
291
|
r.register( :output_service ) {
|
226
292
|
c = JIJI::Service::OutputService.new
|
227
293
|
c.process_manager = r.process_manager
|
228
294
|
c.process_dir = r.process_dir
|
295
|
+
c.output_manager = r.output_manager
|
229
296
|
c
|
230
297
|
}
|
231
298
|
r.register( :process_service ) {
|
@@ -238,7 +305,7 @@ module JIJI
|
|
238
305
|
c.server = r.server
|
239
306
|
c
|
240
307
|
}
|
241
|
-
|
308
|
+
|
242
309
|
# データ移行
|
243
310
|
r.register( :migrator ) {
|
244
311
|
c = JIJI::Migration::Migrator.new
|
@@ -247,11 +314,12 @@ module JIJI
|
|
247
314
|
c.version_file = r.version_file
|
248
315
|
c.migrators = [
|
249
316
|
{ :version=>Gem::Version.new( "1.0.3" ), :migrator=>JIJI::Migration::Migrator1_0_3.new},
|
250
|
-
{ :version=>Gem::Version.new( "1.1.0" ), :migrator=>JIJI::Migration::Migrator1_1_0.new}
|
317
|
+
{ :version=>Gem::Version.new( "1.1.0" ), :migrator=>JIJI::Migration::Migrator1_1_0.new},
|
318
|
+
{ :version=>Gem::Version.new( "1.2.0" ), :migrator=>JIJI::Migration::Migrator1_2_0.new}
|
251
319
|
]
|
252
320
|
c
|
253
321
|
}
|
254
|
-
|
322
|
+
|
255
323
|
# プラグイン
|
256
324
|
r.register( :plugin_loader ) {
|
257
325
|
c = JIJI::Plugin::Loader.new
|
data/lib/jiji/server.rb
CHANGED
@@ -26,6 +26,7 @@ module JIJI
|
|
26
26
|
param[:ServerType] = WEBrick::Daemon
|
27
27
|
rescue Exception
|
28
28
|
end
|
29
|
+
param[:MimeTypes] = WEBrick::HTTPUtils::DefaultMimeTypes.merge({"js"=>"application/javascript"})
|
29
30
|
|
30
31
|
param[:Logger] = registry[:server_logger]
|
31
32
|
param[:DocumentRoot] = File.expand_path( "#{__FILE__}/../../../html" )
|