eliminated tornado and pymongo, more package refactoring, test passes

qsim/simulator/feed.py

@@ -0,0 +1,119 @@
+
+import qsim.data.equity as qequity
+import qsim.util as qutil
+import zmq
+import time
+import logging
+import json
+
+class DataFeed(object):
+    
+    def __init__(self, config):
+        self.logger = qutil.logger
+        
+        self.data_address = "tcp://127.0.0.1:{port}".format(port=10101)
+        self.sync_address = "tcp://127.0.0.1:{port}".format(port=10102)
+        self.feed_address = "tcp://127.0.0.1:{port}".format(port=10103)
+        
+        self.client_register = {}
+        
+        self.data_workers = {}
+        self.config = config
+        for name, info in config.iteritems():
+            if(info['class'] == "EquityMinuteTrades"):
+                emt = EquityMinuteTrades(info['sid'], self, name)
+                self.data_workers[name] = emt
+            elif(info['class'] == "RandomEquityTrades"):
+                ret = qequity.RandomEquityTrades(info['sid'], self, name, info['count'])
+                self.data_workers[name] = ret
+                
+        self.data_buffer = qutil.ParallelBuffer(self.data_workers.keys())
+             
+    def start_data_workers(self):
+        """Start a sub-process for each datasource.""" 
+        for source_id, source in self.data_workers.iteritems():
+            self.logger.info("starting {id}".format(id=source_id))
+            source.start()
+        self.logger.info("ds processes launched")
+        
+    def register_sync(self, sync_id):
+        self.client_register[sync_id] = "UNCONFIRMED"
+        
+    def registration_complete(self):
+        for sync_id, status in self.client_register.iteritems():
+            if status == "UNCONFIRMED":
+                return False
+        
+        return True
+    
+    def sync_clients(self):
+        # Socket to receive signals
+        self.logger.info("waiting for all datasources and clients to be ready")
+        self.syncservice = self.context.socket(zmq.REP)
+        self.syncservice.bind(self.sync_address) 
+        
+        while not self.registration_complete():
+            # wait for synchronization request
+            msg = self.syncservice.recv()
+            self.client_register[msg] = "CONFIRMED"
+            #self.logger.info("confirmed {id}".format(id=msg))
+            # send synchronization reply
+            self.syncservice.send('CONFIRMED')
+        
+        self.syncservice.close()
+        self.logger.info("sync'd all datasources and clients")
+       
+    def run(self):   
+        # Prepare our context and sockets
+        self.context = zmq.Context()
+        
+        ds_finished_counter = 0
+             
+        #create the data sink. Based on http://zguide.zeromq.org/py:tasksink2 
+        #see: http://zguide.zeromq.org/py:taskwork2
+        self.data_socket = self.context.socket(zmq.PULL)
+        self.data_socket.bind(self.data_address)
+        
+        #create the feed
+        self.feed_socket = self.context.socket(zmq.PUB)
+        self.feed_socket.bind(self.feed_address)
+        
+        self.data_buffer.out_socket = self.feed_socket
+        
+        #start the data source workers
+        self.start_data_workers()
+        
+        #wait for all feed subscribers
+        self.sync_clients()
+        
+        self.logger.info("entering feed loop on {addr}".format(addr=self.data_address))
+        
+        while True:
+            message = self.data_socket.recv()
+            event = json.loads(message)
+            if(event["type"] == "DONE"):
+                ds_finished_counter += 1
+                if(len(self.data_workers) == ds_finished_counter):
+                    break
+            else:
+                self.data_buffer.append(event[u's'], event)
+                self.data_buffer.send_next()
+            
+                
+        #drain any remaining messages in the buffer
+        self.data_buffer.drain()
+        
+        #send the DONE message
+        self.feed_socket.send("DONE")
+        self.logger.info("received {n} messages, sent {m} messages".format(n=self.data_buffer.received_count, m=self.data_buffer.sent_count))
+        self.data_socket.close()
+        self.feed_socket.close()
+        self.context.term()
+        
+            
+       
+        
+        
+
+        
+