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PlayerEngine.cpp
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PlayerEngine.cpp
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#include "PlayerEngine.h"
extern Utils::Logger *gLogger;
PlayerEngine::PlayerEngine()
{
m_HPPackClient = NULL;
}
void PlayerEngine::LoadTCPClient()
{
Utils::gLogger->Log->info("PlayerEngine::LoadTCPClient start");
m_HPPackClient = new HPPackClient(m_XDataPlayerConfig.ServerIP.c_str(), m_XDataPlayerConfig.Port);
m_HPPackClient->Start();
}
void PlayerEngine::ReloadTCPClient()
{
m_HPPackClient->Start();
usleep(1000);
}
void PlayerEngine::LoadConfig(const char* yml)
{
std::string errorBuffer;
if(Utils::LoadXDataPlayerConfig(yml, m_XDataPlayerConfig, errorBuffer))
{
Utils::gLogger->Log->info("PlayerEngine::LoadXDataPlayerConfig {} successed", yml);
}
else
{
Utils::gLogger->Log->error("PlayerEngine::LoadXDataPlayerConfig {} failed, {}", yml, errorBuffer.c_str());
}
if(Utils::LoadTickerList(m_XDataPlayerConfig.TickerListPath.c_str(), m_TickerPropertyVec, errorBuffer))
{
Utils::gLogger->Log->info("PlayerEngine::LoadTickerList {} successed", m_XDataPlayerConfig.TickerListPath);
for(auto it = m_TickerPropertyVec.begin(); it != m_TickerPropertyVec.end(); ++it)
{
m_TickerIndexMap[it->Ticker] = it->Index;
}
}
else
{
Utils::gLogger->Log->error("PlayerEngine::LoadTickerList {} failed, {}", m_XDataPlayerConfig.TickerListPath, errorBuffer);
}
}
void PlayerEngine::Start()
{
if(!m_XDataPlayerConfig.BackTest)
{
LoadTCPClient();
}
m_pWorkThread = new std::thread(&PlayerEngine::Run, this);
m_pWorkThread->join();
}
void PlayerEngine::Run()
{
bool ok = Utils::ThreadBind(pthread_self(), m_XDataPlayerConfig.CPUID);
Utils::gLogger->Log->info("PlayerEngine::Run start, Thread bind to CPUID:{} {}", m_XDataPlayerConfig.CPUID, ok);
if(!m_XDataPlayerConfig.BackTest)
{
Utils::IPCMarketQueue<MarketData::TFutureMarketDataSet> MarketQueue(m_XDataPlayerConfig.TotalTick, m_XDataPlayerConfig.MarketChannelKey);
while(true)
{
memset(&m_MarketDataMessage, 0, sizeof(m_MarketDataMessage));
bool ret = m_HPPackClient->m_MarketDataMessageQueue.Pop(m_MarketDataMessage);
if(ret)
{
auto it_ticker = m_TickerIndexMap.find(m_MarketDataMessage.FutureMarketData.Ticker);
if(it_ticker != m_TickerIndexMap.end())
{
Utils::gLogger->Log->debug("PlayerEngine Last Tick:{} Ticker:{} UpdateTime:{}",
m_MarketDataMessage.FutureMarketData.Tick,
m_MarketDataMessage.FutureMarketData.Ticker,
m_MarketDataMessage.FutureMarketData.UpdateTime);
m_LastMarketDataMap[m_MarketDataMessage.FutureMarketData.Ticker] = m_MarketDataMessage.FutureMarketData;
if(m_MarketDataMessage.FutureMarketData.IsLast)
{
MarketData::TFutureMarketDataSet dataset;
UpdateLastMarketDataSet(dataset);
MarketQueue.Write(dataset.Tick, dataset);
Utils::gLogger->Log->info("PlayerEngine Last Tick:{} UpdateTime:{}", dataset.Tick, dataset.UpdateTime);
}
}
}
// reload PackClient when timeout greater equals to 5s
static unsigned long prevtimestamp = Utils::getTimeMs();
unsigned long currenttimestamp = Utils::getTimeMs();
if(currenttimestamp - prevtimestamp >= 5 * 1000)
{
m_HPPackClient->Start();
prevtimestamp = currenttimestamp;
}
}
}
else
{
Utils::gLogger->Log->info("PlayerEngine::Run BackTest Mode, Start Read Market Data and Replay Market Data");
long start = Utils::getTimeMs();
std::vector<std::string> fileVector;
if(Utils::ReadDirectory(m_XDataPlayerConfig.MarketDataPath, fileVector))
{
Utils::gLogger->Log->info("PlayerEngine::Run ReadDirectory successed, {}", m_XDataPlayerConfig.MarketDataPath);
std::vector<std::string> MatchedFileVec;
bool begin = false;
for(int j = 0; j < fileVector.size(); j++)
{
std::string FilePath = fileVector.at(j);
if(FilePath.find(m_XDataPlayerConfig.BeginDay) != std::string::npos)
{
begin = true;
}
if(begin)
{
MatchedFileVec.push_back(FilePath);
}
else
{
continue;
}
if(FilePath.find(m_XDataPlayerConfig.EndDay) != std::string::npos)
{
break;
}
}
for(int i = 0; i < MatchedFileVec.size(); i++)
{
std::string FilePath = m_XDataPlayerConfig.MarketDataPath + "/" + MatchedFileVec.at(i);
std::vector<std::string> lines;
if(Utils::ReadFile(FilePath.c_str(), lines))
{
if(lines.size() < 5)
{
continue;
}
Utils::IPCMarketQueue<MarketData::TFutureMarketDataSet> MarketQueue(m_XDataPlayerConfig.TotalTick, m_XDataPlayerConfig.MarketChannelKey);
long begin = Utils::getTimeMs();
int n = 0;
for(int j = 1; j < lines.size(); j++)
{
n += 1;
ParseMarketData(lines.at(j), m_MarketDataMessage.FutureMarketData);
m_LastMarketDataMap[m_MarketDataMessage.FutureMarketData.Ticker] = m_MarketDataMessage.FutureMarketData;
if(m_TickerIndexMap.size() == n)
{
MarketData::TFutureMarketDataSet dataset;
UpdateLastMarketDataSet(dataset);
MarketQueue.Write(dataset.Tick, dataset);
Utils::gLogger->Log->info("PlayerEngine Last Tick:{} UpdateTime:{}", dataset.Tick, dataset.UpdateTime);
usleep(m_XDataPlayerConfig.IntervalMS * 1000);
n = 0;
}
}
long end = Utils::getTimeMs();
Utils::gLogger->Log->info("PlayerEngine::Run ReadFile {} done, elapsed:{}s", FilePath, (end - begin) / 1000.0);
}
usleep(5*1000*1000);
}
}
else
{
Utils::gLogger->Log->warn("PlayerEngine::Run ReadDirectory failed, {}", m_XDataPlayerConfig.MarketDataPath);
}
long stop = Utils::getTimeMs();
Utils::gLogger->Log->info("PlayerEngine::Run Market Data Replay elapsed:{}s", (stop - start) / 1000.0);
}
}
void PlayerEngine::UpdateLastMarketDataSet(MarketData::TFutureMarketDataSet& dataset)
{
int Tick = -1;
for(auto it = m_LastMarketDataMap.begin(); it != m_LastMarketDataMap.end(); it++)
{
if(Tick < it->second.LastTick)
{
Tick = it->second.LastTick;
}
std::string Ticker = it->first;
int TickerIndex = m_TickerIndexMap[Ticker];
if(TickerIndex < TICKER_COUNT)
{
memcpy(&dataset.MarketData[TickerIndex], &it->second, sizeof(dataset.MarketData[TickerIndex]));
}
}
dataset.Tick = Tick;
strncpy(dataset.UpdateTime, Utils::getCurrentTimeUs(), sizeof(dataset.UpdateTime));
}
void PlayerEngine::ParseMarketData(const std::string& line, MarketData::TFutureMarketData& data)
{
memset(&data, 0, sizeof(data));
std::vector<std::string> fileds;
Utils::Split(line, ",", fileds);
std::string filed;
// LastTick,Ticker,ExchangeID,RevDataLocalTime,Tick,SectionFirstTick,SectionLastTick,TotalTick,UpdateTime,MillSec,LastPrice
filed = fileds.at(0);
data.LastTick = atoi(filed.c_str());
filed = fileds.at(1);
strncpy(data.Ticker, filed.c_str(), sizeof(data.Ticker));
filed = fileds.at(2);
strncpy(data.ExchangeID, filed.c_str(), sizeof(data.ExchangeID));
filed = fileds.at(3);
strncpy(data.RevDataLocalTime, filed.c_str(), sizeof(data.RevDataLocalTime));
filed = fileds.at(4);
data.Tick = atoi(filed.c_str());
filed = fileds.at(5);
data.SectionFirstTick = atoi(filed.c_str());
filed = fileds.at(6);
data.SectionLastTick = atoi(filed.c_str());
filed = fileds.at(7);
data.TotalTick = atoi(filed.c_str());
filed = fileds.at(8);
strncpy(data.UpdateTime, filed.c_str(), sizeof(data.UpdateTime));
filed = fileds.at(9);
data.MillSec = atoi(filed.c_str());
filed = fileds.at(10);
data.LastPrice = atof(filed.c_str());
// PreSettlementPrice,PreClosePrice,Volume,Turnover,OpenInterest,OpenPrice,HighestPrice,LowestPrice,UpperLimitPrice,LowerLimitPrice
filed = fileds.at(11);
data.PreSettlementPrice = atof(filed.c_str());
filed = fileds.at(12);
data.PreClosePrice = atof(filed.c_str());
filed = fileds.at(13);
data.Volume = atoi(filed.c_str());
filed = fileds.at(14);
data.Turnover = atof(filed.c_str());
filed = fileds.at(15);
data.OpenInterest = atof(filed.c_str());
filed = fileds.at(16);
data.OpenPrice = atof(filed.c_str());
filed = fileds.at(17);
data.HighestPrice = atof(filed.c_str());
filed = fileds.at(18);
data.LowestPrice = atof(filed.c_str());
filed = fileds.at(19);
data.UpperLimitPrice = atof(filed.c_str());
filed = fileds.at(20);
data.LowerLimitPrice = atof(filed.c_str());
// BidPrice1,BidVolume1,AskPrice1,AskVolume1,BidPrice2,BidVolume2,AskPrice2,AskVolume2
filed = fileds.at(21);
data.BidPrice1 = atof(filed.c_str());
filed = fileds.at(22);
data.BidVolume1 = atoi(filed.c_str());
filed = fileds.at(23);
data.AskPrice1 = atof(filed.c_str());
filed = fileds.at(24);
data.AskVolume1 = atoi(filed.c_str());
filed = fileds.at(25);
data.BidPrice2 = atof(filed.c_str());
filed = fileds.at(26);
data.BidVolume2 = atoi(filed.c_str());
filed = fileds.at(27);
data.AskPrice2 = atof(filed.c_str());
filed = fileds.at(28);
data.AskVolume2 = atoi(filed.c_str());
// BidPrice3,BidVolume3,AskPrice3,AskVolume3,BidPrice4,BidVolume4,AskPrice4,AskVolume4
filed = fileds.at(29);
data.BidPrice3 = atof(filed.c_str());
filed = fileds.at(30);
data.BidVolume3 = atoi(filed.c_str());
filed = fileds.at(31);
data.AskPrice3 = atof(filed.c_str());
filed = fileds.at(32);
data.AskVolume3 = atoi(filed.c_str());
filed = fileds.at(33);
data.BidPrice4 = atof(filed.c_str());
filed = fileds.at(34);
data.BidVolume4 = atoi(filed.c_str());
filed = fileds.at(35);
data.AskPrice4 = atof(filed.c_str());
filed = fileds.at(36);
data.AskVolume4 = atoi(filed.c_str());
// BidPrice5,BidVolume5,AskPrice5,AskVolume5,ErrorID,IsLast
filed = fileds.at(37);
data.BidPrice5 = atof(filed.c_str());
filed = fileds.at(38);
data.BidVolume5 = atoi(filed.c_str());
filed = fileds.at(39);
data.AskPrice5 = atof(filed.c_str());
filed = fileds.at(40);
data.AskVolume5 = atoi(filed.c_str());
filed = fileds.at(41);
data.ErrorID = atoi(filed.c_str());
filed = fileds.at(42);
if(filed == "true")
{
data.IsLast = true;
}
else
{
data.IsLast = false;
}
}