alx/ATS_Esper
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fix whitespace

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This commit is contained in:
Seth Ladygo
2018-09-06 16:35:53 -07:00
parent 45a215c15b
commit 7fe1b9a48d
2 changed files with 158 additions and 153 deletions
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29
src/main/java/App.java
View File

@ -22,6 +22,7 @@ public class App {
public static void main(String[] args) { public static void main(String[] args) {
Config config = new Config();
Options options = getCommandlineOptions(); Options options = getCommandlineOptions();
try { try {
CommandLineParser parser = new DefaultParser(); CommandLineParser parser = new DefaultParser();
@ -32,27 +33,33 @@ public class App {
usage("Missing EPL file.", options); usage("Missing EPL file.", options);
} }
TickStreamReader reader = null;
if (cmdline.hasOption("historical")) {
String csv = cmdline.getOptionValue("historical");
reader = new CSVReader(new File(csv));
log.info("Using CSV file {}", csv);
} else {
String[] instruments = getInstruments(cmdline);
reader = new OANDAReader(config, instruments);
log.info("Reading from stream.");
}
String eplFile = extraArgs[0]; String eplFile = extraArgs[0];
TickProcessor processor = null; TickProcessor processor = null;
try { try {
String epl = readFile(eplFile); String epl = readFile(eplFile);
processor = new EsperProcessor(epl); processor = new EsperProcessor(epl, trader);
log.info("Using EPL file {}", eplFile); log.info("Using EPL file {}", eplFile);
} catch (IOException e) { } catch (IOException e) {
log.error("Error reading EPL file {}", eplFile, e); log.error("Error reading EPL file {}", eplFile, e);
System.exit(1); System.exit(1);
} }
TickStreamReader reader = null;
if (cmdline.hasOption("historical")) {
String csv = cmdline.getOptionValue("historical");
reader = new CSVReader(new File(csv));
log.info("Using CSV file {}", csv);
String[] instruments = getInstruments(cmdline);
log.info("Reading from stream.");
}
reader.run(processor); reader.run(processor);
// TODO: wait for all scheduled esper handlers to fire before exiting.
//try { Thread.sleep(10 * 1000); } catch (InterruptedException e) {}
} catch(ParseException e) { } catch(ParseException e) {
usage(e.getMessage(), options); usage(e.getMessage(), options);
} }
@ -118,6 +125,4 @@ public class App {
formatter.printHelp("java -jar ATS_Esper-all.jar [args] rules.epl", options); formatter.printHelp("java -jar ATS_Esper-all.jar [args] rules.epl", options);
System.exit(1); System.exit(1);
} }
Config config = new Config();
reader = new OANDAReader(config, instruments);
} }

6
src/main/java/OANDAReader.java
View File

@ -21,8 +21,8 @@ import org.slf4j.LoggerFactory;
public class OANDAReader implements TickStreamReader { public class OANDAReader implements TickStreamReader {
final Logger log = LoggerFactory.getLogger(OANDAReader.class); final Logger log = LoggerFactory.getLogger(OANDAReader.class);
ObjectMapper mapper; ObjectMapper mapper;
String[] instruments;
Config config; Config config;
String[] instruments;
public OANDAReader(Config config, String[] instruments) { public OANDAReader(Config config, String[] instruments) {
@ -38,6 +38,7 @@ public class OANDAReader implements TickStreamReader {
} }
private String streamURL() { private String streamURL() {
String type = config.isLiveAccount() ? "fxlive" : "fxpractice";
String instrList = String.join(",", instruments); String instrList = String.join(",", instruments);
String query = ""; String query = "";
try { try {
@ -45,7 +46,6 @@ public class OANDAReader implements TickStreamReader {
} catch (UnsupportedEncodingException e) { } catch (UnsupportedEncodingException e) {
log.error("Creating stream URL", e); log.error("Creating stream URL", e);
} }
String type = config.isLiveAccount() ? "fxlive" : "fxpractice";
return String.format("https://stream-%s.oanda.com/v3/accounts/%s/pricing/stream?%s", return String.format("https://stream-%s.oanda.com/v3/accounts/%s/pricing/stream?%s",
type, config.accountID(), query); type, config.accountID(), query);
@ -65,8 +65,8 @@ public class OANDAReader implements TickStreamReader {
//httpConn.setInstanceFollowRedirects(true); //httpConn.setInstanceFollowRedirects(true);
httpConn.setRequestMethod("GET"); httpConn.setRequestMethod("GET");
//httpConn.setReadTimeout(50 * 1000); //httpConn.setReadTimeout(50 * 1000);
BufferedReader is =
httpConn.setRequestProperty("Authorization", "Bearer " + config.accessToken()); httpConn.setRequestProperty("Authorization", "Bearer " + config.accessToken());
BufferedReader is =
new BufferedReader(new InputStreamReader(httpConn.getInputStream())); new BufferedReader(new InputStreamReader(httpConn.getInputStream()));
while ((line = is.readLine()) != null) { while ((line = is.readLine()) != null) {