algoutil

package
v0.0.0-...-1513131 Latest Latest
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 Go to latest Published: Sep 17, 2024 License: MIT Imports: 26 Imported by: 0

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Index

Constants

View Source 
const (
	AlgoDataFilePath = "data/algo-data/" // Main file path for algorithm data

)
View Source 
const (
	DummyFilePath = "data/algo-dummy/%f_%s_%d.gzip.an" // Path for dummy files
)

Variables

This section is empty.

Functions

func CreateDirectoryIfNotExists 

func CreateDirectoryIfNotExists(dirPath string) error

CreateDirectoryIfNotExists checks if a directory exists, and if not, it creates the directory.

func GetAlgoNamesFromGzipDecompress 

func GetAlgoNamesFromGzipDecompress(gzippedAlgorithmNames []byte) ([]algorithm.AlgorithmName, error)

func GzipCompress 

func GzipCompress(data []byte) ([]byte, error)

GzipCompress compresses the data using gzip.

func GzipDecompress 

func GzipDecompress(data []byte) ([]byte, error)

GzipDecompress decompresses gzip data.

Types

type AlgoDetail 

type AlgoDetail struct {
	AlgorithmTypes []string                  `json:"algorithmTypes"`
	AlgorithmNames []algorithm.AlgorithmName `json:"algorithmNames"`
}

type AlgoGenerator 

type AlgoGenerator interface {
	GetAlgorithms() gr_variable.ReadOnlyGrChannel[*AlgoPreEvalAlgorithmDataWithType]
	UpdateAlgorithmDetails(allAlgorithmsName []algorithm.AlgorithmName, adaptorType string) error
	AppendAlgorithmDetails(allAlgorithmsName []algorithm.AlgorithmName, adaptorType string) error
}

func NewFileSortParallelProcessAlgorithmGenerator 

func NewFileSortParallelProcessAlgorithmGenerator(ctx context.Context, mc *monitor.PrometheusMonitoring, ticker, start, end string, constraints model.PerformanceConstraints, expectedLengthList []int) AlgoGenerator

func NewGenerativeAlgoGenerator 

func NewGenerativeAlgoGenerator(ctx context.Context, mc *monitor.PrometheusMonitoring, types []string, ticker, start, end string, constraints model.PerformanceConstraints) AlgoGenerator

type AlgoGeneratorAdaptorManager 

type AlgoGeneratorAdaptorManager struct {
	// contains filtered or unexported fields
}

func NewAlgoGeneratorAdaptorManager 

func NewAlgoGeneratorAdaptorManager(first, second []algorithm.AlgorithmName, adapterNameToObjectMap map[string]indicator_adaptor.IndicatorAdaptorCache) (*AlgoGeneratorAdaptorManager, bool)

func (*AlgoGeneratorAdaptorManager) GetAlgoName 

func (am *AlgoGeneratorAdaptorManager) GetAlgoName() string

func (*AlgoGeneratorAdaptorManager) GetAllAdaptors 

func (am *AlgoGeneratorAdaptorManager) GetAllAdaptors() []indicator_adaptor.IndicatorAdaptorCache

func (*AlgoGeneratorAdaptorManager) IsMatch 

func (am *AlgoGeneratorAdaptorManager) IsMatch(adaptors []indicator_adaptor.IndicatorAdaptorCache) bool

func (*AlgoGeneratorAdaptorManager) JumpNext 

func (am *AlgoGeneratorAdaptorManager) JumpNext() bool

func (*AlgoGeneratorAdaptorManager) UpdateNextIndex 

func (am *AlgoGeneratorAdaptorManager) UpdateNextIndex(i int)

type AlgoGeneratorAdaptorNode 

type AlgoGeneratorAdaptorNode struct {
	// contains filtered or unexported fields
}

func NewAlgoGeneratorAdaptorNode 

func NewAlgoGeneratorAdaptorNode() *AlgoGeneratorAdaptorNode

func (*AlgoGeneratorAdaptorNode) Add 

func (node *AlgoGeneratorAdaptorNode) Add(adaptorList []string, index int, adapterNameToObjectMap map[string]indicator_adaptor.IndicatorAdaptorCache)

func (*AlgoGeneratorAdaptorNode) CurrentNode 

func (node *AlgoGeneratorAdaptorNode) CurrentNode() *AlgoGeneratorAdaptorNode

func (*AlgoGeneratorAdaptorNode) CurrentNodeAdaptor 

func (node *AlgoGeneratorAdaptorNode) CurrentNodeAdaptor() indicator_adaptor.IndicatorAdaptorCache

func (*AlgoGeneratorAdaptorNode) CurrentNodeName 

func (node *AlgoGeneratorAdaptorNode) CurrentNodeName() string

func (*AlgoGeneratorAdaptorNode) HasNext 

func (node *AlgoGeneratorAdaptorNode) HasNext() bool

func (*AlgoGeneratorAdaptorNode) IsAtBeginning 

func (node *AlgoGeneratorAdaptorNode) IsAtBeginning() bool

func (*AlgoGeneratorAdaptorNode) JumpNext 

func (node *AlgoGeneratorAdaptorNode) JumpNext()

func (*AlgoGeneratorAdaptorNode) Reset 

func (node *AlgoGeneratorAdaptorNode) Reset()

type AlgoGzipDetail 

type AlgoGzipDetail struct {
	AlgorithmTypes        []string `json:"algorithmTypes"`
	GzippedAlgorithmNames []byte   `json:"algorithmNames"`
}

type AlgoLengthDetail 

type AlgoLengthDetail struct {
	Length int                   `json:"length"`
	Types  map[string]AlgoDetail `json:"algorithmTypes"`
}

type AlgoLengthGzipDetail 

type AlgoLengthGzipDetail struct {
	Length int                       `json:"length"`
	Types  map[string]AlgoGzipDetail `json:"algorithmTypes"`
}

type AlgoLengthsGroup 

type AlgoLengthsGroup struct {
	Lengths map[int]AlgoLengthDetail `json:"lengths"`
}

type AlgoLengthsGzipGroup 

type AlgoLengthsGzipGroup struct {
	Lengths map[int]AlgoLengthGzipDetail `json:"lengths"`
}

type AlgoNamePairHeap 

type AlgoNamePairHeap []*AlgoGeneratorAdaptorManager

MinHeap for AlgoNamePair

func (AlgoNamePairHeap) Len 

func (h AlgoNamePairHeap) Len() int

func (AlgoNamePairHeap) Less 

func (h AlgoNamePairHeap) Less(i, j int) bool

func (*AlgoNamePairHeap) Pop 

func (h *AlgoNamePairHeap) Pop() interface{}

func (*AlgoNamePairHeap) Push 

func (h *AlgoNamePairHeap) Push(x interface{})

func (AlgoNamePairHeap) Swap 

func (h AlgoNamePairHeap) Swap(i, j int)

type AlgoPreEvalAlgorithmData 

type AlgoPreEvalAlgorithmData struct {
	UniqueAdapterNameToObjectMap map[string]indicator_adaptor.IndicatorAdaptorCache
	AlgoNamePresent              map[string]struct{}                               // Set to track existing algorithm names
	AlgoNameHeapPresent          *AlgoNamePairHeap                                 // Replaced map with AlgoNamePairHeap
	ListOfAlgos                  gr_variable.GrChannel[algorithm.TradingAlgorithm] // List to store the algorithms
}

func (*AlgoPreEvalAlgorithmData) CleanUp 

func (apea *AlgoPreEvalAlgorithmData) CleanUp()

type AlgoPreEvalAlgorithmDataWithType 

type AlgoPreEvalAlgorithmDataWithType struct {
	AlgoType                 string
	AlgoPreEvalAlgorithmData *AlgoPreEvalAlgorithmData
}

AlgoPreEvalAlgorithmDataWithType combines the original struct with a new AlgoType field.

type DummyAlgoDetails 

type DummyAlgoDetails struct {
	CompressedAlgorithmNamesList [][]byte `json:"algorithmNames"`
}

DummyAlgoDetails represents the structure for maintaining compressed algorithm names.

type DummyDataMaintainer 

type DummyDataMaintainer struct {
	// contains filtered or unexported fields
}

DummyDataMaintainer is responsible for maintaining dummy algorithm data.

func NewDummyDataMaintainer 

func NewDummyDataMaintainer() *DummyDataMaintainer

NewDummyDataMaintainer creates a new instance of DummyDataMaintainer with the current start time.

func (*DummyDataMaintainer) AppendAlgorithmDetails 

func (d *DummyDataMaintainer) AppendAlgorithmDetails(adaptorType string, allAlgorithmsName []algorithm.AlgorithmName, constraints model2.PerformanceConstraints) error

AppendAlgorithmDetails appends gzipped algorithm details to the dummy file.

func (*DummyDataMaintainer) ReadFromDummyFile 

func (d *DummyDataMaintainer) ReadFromDummyFile(adaptorType string, constraints model2.PerformanceConstraints) ([]algorithm.AlgorithmName, error)

ReadFromDummyFile reads and decompresses the algorithm data from the dummy file.

type FileAlgorithmJsonGzipStorage 

type FileAlgorithmJsonGzipStorage struct {
	// contains filtered or unexported fields
}

func NewFileAlgorithmJsonGzipStorage 

func NewFileAlgorithmJsonGzipStorage(ticker, filename string, interval int) *FileAlgorithmJsonGzipStorage

func NewFileAlgorithmJsonGzipStorageFromPrefixAndTimestamp 

func NewFileAlgorithmJsonGzipStorageFromPrefixAndTimestamp(ticker, prefix, start, end string) *FileAlgorithmJsonGzipStorage

func NewFileAlgorithmJsonGzipStorageFromTimestamp 

func NewFileAlgorithmJsonGzipStorageFromTimestamp(ticker, start, end string) *FileAlgorithmJsonGzipStorage

func (*FileAlgorithmJsonGzipStorage) AppendAlgorithmDetails 

func (f *FileAlgorithmJsonGzipStorage) AppendAlgorithmDetails(ctx context.Context, allAlgorithmsName []algorithm.AlgorithmName, adaptorType string, constraints model.PerformanceConstraints) error

AppendAlgorithmDetails updates the algorithm details in the data file.

func (*FileAlgorithmJsonGzipStorage) ReadAlgorithmsFromFiles 

func (f *FileAlgorithmJsonGzipStorage) ReadAlgorithmsFromFiles(constraints model.PerformanceConstraints, lengths []int) ([]AlgoLengthDetail, error)

ReadAlgorithmsFromFiles reads the algorithm details from the file based on the given constraints and returns a list of AlgoLengthGzipDetail structures for the specified lengths.

func (*FileAlgorithmJsonGzipStorage) ReadIntervalPerformanceGzipAlgorithm 

func (f *FileAlgorithmJsonGzipStorage) ReadIntervalPerformanceGzipAlgorithm() (IntervalPerformanceGzipAlgorithm, error)

ReadIntervalPerformanceGzipAlgorithm reads the JSON data from the file and returns an IntervalPerformanceGzipAlgorithm.

func (*FileAlgorithmJsonGzipStorage) UpdateAlgorithmDetails 

func (f *FileAlgorithmJsonGzipStorage) UpdateAlgorithmDetails(ctx context.Context, allAlgorithmsName []algorithm.AlgorithmName, adaptorType string, constraints model.PerformanceConstraints) error

UpdateAlgorithmDetails updates the algorithm details in the data file.

type FileAlgorithmJsonStorage 

type FileAlgorithmJsonStorage struct {
	// contains filtered or unexported fields
}

FileAlgorithmJsonStorage implements the AlgorithmStorage interface using file-based storage.

func NewFileAlgorithmJsonStorage 

func NewFileAlgorithmJsonStorage(ticker, filename string, interval int) *FileAlgorithmJsonStorage

func NewFileAlgorithmJsonStorageFromPrefixAndTimestamp 

func NewFileAlgorithmJsonStorageFromPrefixAndTimestamp(ticker, prefix, start, end string) *FileAlgorithmJsonStorage

func NewFileAlgorithmJsonStorageFromTimestamp 

func NewFileAlgorithmJsonStorageFromTimestamp(ticker, start, end string) *FileAlgorithmJsonStorage

func (*FileAlgorithmJsonStorage) AppendAlgorithmDetails 

func (f *FileAlgorithmJsonStorage) AppendAlgorithmDetails(ctx context.Context, allAlgorithmsName []algorithm.AlgorithmName, adaptorType string, constraints model.PerformanceConstraints) error

AppendAlgorithmDetails updates the algorithm details in the data file.

func (*FileAlgorithmJsonStorage) ReadAlgorithmsFromFiles 

func (f *FileAlgorithmJsonStorage) ReadAlgorithmsFromFiles(constraints model.PerformanceConstraints, lengths []int) ([]AlgoLengthDetail, error)

ReadAlgorithmsFromFiles reads the algorithm details from the file based on the given constraints and returns a list of AlgoLengthDetail structures for the specified lengths.

func (*FileAlgorithmJsonStorage) ReadIntervalPerformanceAlgorithm 

func (f *FileAlgorithmJsonStorage) ReadIntervalPerformanceAlgorithm() (IntervalPerformanceAlgorithm, error)

ReadIntervalPerformanceAlgorithm reads the JSON data from the file and returns an IntervalPerformanceAlgorithm.

func (*FileAlgorithmJsonStorage) UpdateAlgorithmDetails 

func (f *FileAlgorithmJsonStorage) UpdateAlgorithmDetails(ctx context.Context, allAlgorithmsName []algorithm.AlgorithmName, adaptorType string, constraints model.PerformanceConstraints) error

type FileAlgorithmProtoGzipStorage 

type FileAlgorithmProtoGzipStorage struct {
	// contains filtered or unexported fields
}

FileAlgorithmProtoGzipStorage is a storage structure for handling algorithm data in gzip format.

func (*FileAlgorithmProtoGzipStorage) AppendAlgorithmDetails 

func (f *FileAlgorithmProtoGzipStorage) AppendAlgorithmDetails(ctx context.Context, allAlgorithmsName []algorithm.AlgorithmName, adaptorType string, constraints model2.PerformanceConstraints) error

AppendAlgorithmDetails creates or appends to a dummy file with gzipped algorithm details. If a file with the same name already exists, it will panic.

func (*FileAlgorithmProtoGzipStorage) ReadAlgorithmsFromFiles 

func (f *FileAlgorithmProtoGzipStorage) ReadAlgorithmsFromFiles(constraints model2.PerformanceConstraints, lengths []int) ([]AlgoLengthDetail, error)

ReadAlgorithmsFromFiles reads the algorithm details from the file based on the given constraints and returns a list of AlgoGzipLengthDetail structures for the specified lengths.

func (*FileAlgorithmProtoGzipStorage) ReadIntervalPerformanceGzipAlgorithm 

func (f *FileAlgorithmProtoGzipStorage) ReadIntervalPerformanceGzipAlgorithm() (*model.IntervalPerformanceGzipAlgorithm, error)

ReadIntervalPerformanceGzipAlgorithm reads the Protobuf data from the file and returns an IntervalPerformanceGzipAlgorithm.

func (*FileAlgorithmProtoGzipStorage) UpdateAlgorithmDetails 

func (f *FileAlgorithmProtoGzipStorage) UpdateAlgorithmDetails(ctx context.Context, allAlgorithmsName []algorithm.AlgorithmName, adaptorType string, constraints model2.PerformanceConstraints) error

UpdateAlgorithmDetails updates the algorithm details in the data file. UpdateAlgorithmDetails reads from the dummy file, ungzips, merges, and writes to the main file.

type FileAlgorithmProtoStorage 

type FileAlgorithmProtoStorage struct {
	// contains filtered or unexported fields
}

func NewFileAlgorithmProtoStorage 

func NewFileAlgorithmProtoStorage(filename string, interval int) *FileAlgorithmProtoStorage

func NewFileAlgorithmProtoStorageFromPrefixAndTimestamp 

func NewFileAlgorithmProtoStorageFromPrefixAndTimestamp(prefix, start, end string) *FileAlgorithmProtoStorage

func NewFileAlgorithmProtoStorageFromTimestamp 

func NewFileAlgorithmProtoStorageFromTimestamp(start, end string) *FileAlgorithmProtoStorage

func (*FileAlgorithmProtoStorage) ReadAlgorithmsFromFiles 

func (f *FileAlgorithmProtoStorage) ReadAlgorithmsFromFiles(constraints model2.PerformanceConstraints, lengths []int) ([]*model.AlgoLengthDetail, error)

ReadAlgorithmsFromFiles reads the algorithm details from the file based on the given constraints and returns a list of AlgoLengthDetail structures for the specified lengths.

func (*FileAlgorithmProtoStorage) ReadIntervalPerformanceAlgorithm 

func (f *FileAlgorithmProtoStorage) ReadIntervalPerformanceAlgorithm() (*model.IntervalPerformanceAlgorithm, error)

ReadIntervalPerformanceAlgorithm reads the Protobuf data from the file and returns an IntervalPerformanceAlgorithm.

func (*FileAlgorithmProtoStorage) UpdateAlgorithmDetails 

func (f *FileAlgorithmProtoStorage) UpdateAlgorithmDetails(ctx context.Context, allAlgorithmsName []algorithm.AlgorithmName, adaptorType string, constraints model2.PerformanceConstraints) error

UpdateAlgorithmDetails updates the algorithm details in the data file.

type FileAlgorithmStorage 

type FileAlgorithmStorage interface {
	ReadAlgorithmsFromFiles(constraints model.PerformanceConstraints, lengths []int) ([]AlgoLengthDetail, error)
	UpdateAlgorithmDetails(ctx context.Context, allAlgorithmsName []algorithm.AlgorithmName, adaptorType string, constraints model.PerformanceConstraints) error
	AppendAlgorithmDetails(ctx context.Context, allAlgorithmsName []algorithm.AlgorithmName, adaptorType string, constraints model.PerformanceConstraints) error
}

FileAlgorithmStorage implements the AlgorithmStorage interface using file-based storage.

func NewFileAlgorithmStorageFromTimestamp 

func NewFileAlgorithmStorageFromTimestamp(ticker, start, end string) FileAlgorithmStorage

type FileSortParallelProcessGenericAlgorithmGenerator 

type FileSortParallelProcessGenericAlgorithmGenerator struct {
	// contains filtered or unexported fields
}

func NewFileSortParallelProcessGenericAlgorithmGenerator 

func NewFileSortParallelProcessGenericAlgorithmGenerator(ctx context.Context, mc *monitor.PrometheusMonitoring, ticker, start, end string, constraints model.PerformanceConstraints, expectedLengthList []int) *FileSortParallelProcessGenericAlgorithmGenerator

func (*FileSortParallelProcessGenericAlgorithmGenerator) AppendAlgorithmDetails 

func (ag *FileSortParallelProcessGenericAlgorithmGenerator) AppendAlgorithmDetails(allAlgorithmsName []algorithm.AlgorithmName, adaptorType string) error

func (*FileSortParallelProcessGenericAlgorithmGenerator) GetAlgorithms 

func (ag *FileSortParallelProcessGenericAlgorithmGenerator) GetAlgorithms() gr_variable.ReadOnlyGrChannel[*AlgoPreEvalAlgorithmDataWithType]

func (*FileSortParallelProcessGenericAlgorithmGenerator) PrepareAlgorithmDetails 

func (ag *FileSortParallelProcessGenericAlgorithmGenerator) PrepareAlgorithmDetails(expectedLengthList []int)

New Method for Reading Algorithms and Preparing Details

func (*FileSortParallelProcessGenericAlgorithmGenerator) UpdateAlgorithmDetails 

func (ag *FileSortParallelProcessGenericAlgorithmGenerator) UpdateAlgorithmDetails(allAlgorithmsName []algorithm.AlgorithmName, adaptorType string) error

type GenerativeAlgoGenerator 

type GenerativeAlgoGenerator struct {
	// contains filtered or unexported fields
}

func (*GenerativeAlgoGenerator) AppendAlgorithmDetails 

func (ag *GenerativeAlgoGenerator) AppendAlgorithmDetails(allAlgorithmsName []algorithm.AlgorithmName, adaptorType string) error

func (*GenerativeAlgoGenerator) GetAlgorithms 

func (ag *GenerativeAlgoGenerator) GetAlgorithms() gr_variable.ReadOnlyGrChannel[*AlgoPreEvalAlgorithmDataWithType]

func (*GenerativeAlgoGenerator) GetGenerativeAlgoAdaptors 

func (ag *GenerativeAlgoGenerator) GetGenerativeAlgoAdaptors(algoType string) []indicator_adaptor.IndicatorAdaptor

func (*GenerativeAlgoGenerator) UpdateAlgorithmDetails 

func (ag *GenerativeAlgoGenerator) UpdateAlgorithmDetails(allAlgorithmsName []algorithm.AlgorithmName, adaptorType string) error

type IFileAlgorithmProtoGzipStorage 

type IFileAlgorithmProtoGzipStorage interface {
	ReadIntervalPerformanceGzipAlgorithm() (*model.IntervalPerformanceGzipAlgorithm, error)
	UpdateAlgorithmDetails(ctx context.Context, allAlgorithmsName []algorithm.AlgorithmName, adaptorType string, constraints model2.PerformanceConstraints) error
	AppendAlgorithmDetails(ctx context.Context, allAlgorithmsName []algorithm.AlgorithmName, adaptorType string, constraints model2.PerformanceConstraints) error
	ReadAlgorithmsFromFiles(constraints model2.PerformanceConstraints, lengths []int) ([]AlgoLengthDetail, error)
}

FileAlgorithmStorage defines an interface for storing and managing algorithm data.

func NewFileAlgorithmProtoGzipStorage 

func NewFileAlgorithmProtoGzipStorage(ticker, filename string, interval int) IFileAlgorithmProtoGzipStorage

NewFileAlgorithmProtoGzipStorage creates a new instance of FileAlgorithmProtoGzipStorage.

func NewFileAlgorithmProtoGzipStorageFromPrefixAndTimestamp 

func NewFileAlgorithmProtoGzipStorageFromPrefixAndTimestamp(ticker, prefix, start, end string) IFileAlgorithmProtoGzipStorage

NewFileAlgorithmProtoGzipStorageFromPrefixAndTimestamp creates a new instance with a prefix and timestamp.

func NewFileAlgorithmProtoGzipStorageFromTimestamp 

func NewFileAlgorithmProtoGzipStorageFromTimestamp(ticker, start, end string) IFileAlgorithmProtoGzipStorage

NewFileAlgorithmProtoGzipStorageFromTimestamp creates a new instance based on a timestamp.

type IntervalPerformanceAlgorithm 

type IntervalPerformanceAlgorithm struct {
	IntervalConstraints map[int]PerformanceConstraintsGroup `json:"timeConstraints"`
}

type IntervalPerformanceGzipAlgorithm 

type IntervalPerformanceGzipAlgorithm struct {
	IntervalConstraints map[int]PerformanceConstraintsGzipGroup `json:"timeConstraints"`
}

type PerformanceConstraintsGroup 

type PerformanceConstraintsGroup struct {
	Interval    int
	Constraints map[string]AlgoLengthsGroup `json:"constraints"`
}

type PerformanceConstraintsGzipGroup 

type PerformanceConstraintsGzipGroup struct {
	Interval    int
	Constraints map[string]AlgoLengthsGzipGroup `json:"constraints"`
}

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