Files
catalyst/zipline/transforms/base.py
T
Stephen Diehl fefca77fe2 FSM for Feed
2012-06-11 09:26:48 -04:00

125 lines
3.9 KiB
Python

import logging
from zipline.core.component import Component
import zipline.protocol as zp
from zipline.protocol import CONTROL_PROTOCOL, COMPONENT_TYPE, \
CONTROL_FRAME, CONTROL_UNFRAME
LOGGER = logging.getLogger('ZiplineLogger')
class BaseTransform(Component):
"""
Top level execution entry point for the transform
- connects to the feed socket to subscribe to events
- connects to the result socket (most oftened bound by a TransformsMerge) to PUSH transforms
- processes all messages received from feed, until DONE message received
- pushes all transforms
- sends DONE to result socket, closes all sockets and context
Parent class for feed transforms. Subclass and override transform
method to create a new derived value from the combined feed.
"""
def init(self):
pass
@property
def get_id(self):
return self.props['name']
@property
def get_type(self):
return COMPONENT_TYPE.CONDUIT
def open(self):
"""
Establishes zmq connections.
"""
#create the feed.
self.feed_socket = self.connect_feed()
#create the result PUSH
self.result_socket = self.connect_merge()
def do_work(self):
"""
Loops until feed's DONE message is received:
- receive an event from the data feed
- call transform (subclass' method) on event
- send the transformed event
"""
socks = dict(self.poll.poll(self.heartbeat_timeout))
# TODO: Abstract this out, maybe on base component
if self.control_in in socks and socks[self.control_in] == self.zmq.POLLIN:
msg = self.control_in.recv()
event, payload = CONTROL_UNFRAME(msg)
# -- Heartbeat --
if event == CONTROL_PROTOCOL.HEARTBEAT:
# Heart outgoing
heartbeat_frame = CONTROL_FRAME(
CONTROL_PROTOCOL.OK,
payload
)
self.control_out.send(heartbeat_frame)
# -- Soft Kill --
elif event == CONTROL_PROTOCOL.SHUTDOWN:
self.signal_done()
self.shutdown()
# -- Hard Kill --
elif event == CONTROL_PROTOCOL.KILL:
self.kill()
if self.feed_socket in socks and socks[self.feed_socket] == self.zmq.POLLIN:
message = self.feed_socket.recv()
if message == str(CONTROL_PROTOCOL.DONE):
self.signal_done()
return
try:
event = self.unframe(message)
except zp.INVALID_FEED_FRAME as exc:
return self.signal_exception(exc)
try:
cur_state = self.transform(event)
# This is overloaded, so it can fail in all sorts of
# unknown ways. Its best to catch it in the
# Transformer itself.
except Exception as exc:
return self.signal_exception(exc)
try:
transform_frame = self.frame(cur_state)
except zp.INVALID_TRANSFORM_FRAME as exc:
return self.signal_exception(exc)
self.result_socket.send(transform_frame, self.zmq.NOBLOCK)
def frame(self, cur_state):
return zp.TRANSFORM_FRAME(cur_state['name'], cur_state['value'])
def unframe(self, msg):
return zp.FEED_UNFRAME(msg)
def transform(self, event):
"""
Must return the transformed value as a map with::
{name:"name of new transform", value: "value of new field"}
Transforms run in parallel and results are merged into a
single map, so transform names must be unique. Best practice
is to use the self.props object initialized from the transform
configuration, and only set the transformed value::
self.props['value'] = transformed_value
"""
raise NotImplementedError