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112 lines
2.8 KiB
Python
112 lines
2.8 KiB
Python
import logbook
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from collections import defaultdict, Counter
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from zipline.components.aggregator import Aggregate, \
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AGGREGATE_STATES, AGGREGATE_TRANSITIONS
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import zipline.protocol as zp
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log = logbook.Logger('Feed')
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# =========
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# Component
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# =========
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class Feed(Aggregate):
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"""
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Connects to N PULL sockets, publishing all messages received to a
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PUB socket. Published messages are guaranteed to be in chronological
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order based on message property dt. Expects to be instantiated in
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one execution context (thread, process, etc) and run in another.
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"""
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states = list(AGGREGATE_STATES)
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transitions = AGGREGATE_TRANSITIONS
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initial_state = -1
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def init(self):
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self.sent_count = 0
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self.received_count = 0
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self.ds_finished_counter = 0
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self.sources = defaultdict(list)
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# source_id -> integer count
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self.sent_counters = Counter()
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self.recv_counters = Counter()
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self.state = AGGREGATE_STATES.INIT
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@property
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def get_id(self):
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return "FEED"
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@property
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def draining(self):
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return self.state == AGGREGATE_STATES.DRAINING
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# -------
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# Sockets
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# -------
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def open(self):
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self.pull_socket = self.bind_data()
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self.feed_socket = self.bind_feed()
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# -------
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# Framing
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# -------
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def unframe(self, msg):
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return zp.DATASOURCE_UNFRAME(msg)
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def frame(self, event):
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return zp.FEED_FRAME(event)
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# -------------
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# Flow Control
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# -------------
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def append(self, event):
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"""
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Add an event to the buffer for the source specified by
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source_id.
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"""
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self.sources[event.source_id].append(event)
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self.recv_counters[event.source_id] += 1
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self.received_count += 1
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def next(self):
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"""
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Get the next message in chronological order.
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"""
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# TODO: this is redundant to the guard in aggregator.
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# is_full and draining defined in aggregator
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if not(self.is_full() or self.draining):
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return
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earliest_source = None
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earliest_event = None
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# iterate over the queues of source from all sources
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# (1 queue per datasource)
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for source in self.sources.itervalues():
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if len(source) == 0:
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continue
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head = source[0]
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if head.dt == None:
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#this is a filler event, discard
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source.pop(0)
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continue
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if (earliest_event == None) or (head.dt <= earliest_event.dt):
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earliest_event = head
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earliest_source = source
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if earliest_event != None:
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return earliest_source.pop(0)
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else:
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return False
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