class Test(unittest.TestCase):
def testParseCreditHours(self):
string = "3 or 4 credits"
self.xmlreader = XMLReader()
self.assertEqual(self.xmlreader.parse_credit_hours(string), [3, 4])
def testParseCreditHoursRange(self):
string = "0 TO 4 credits"
self.xmlreader = XMLReader()
self.assertEqual(self.xmlreader.parse_credit_hours(string), [0, 1, 2, 3, 4])
def testParseTime(self):
string = '12:50 PM'
self.xmlreader = XMLReader()
self.assertEqual(self.xmlreader.parse_time(string), 1250)
def _reading_file(self, path):
ls_price = XMLReader(path).get_list_of_dicts()
if ls_price:
return ls_price
else:
raise Exception("File " + path + " is empty ")
cell_ketercapaiancpl.text = str(round(nilaicpl, 1))
def writeDesc(cell, nilai, cpmk, fail_desc):
cell.vertical_alignment = WD_ALIGN_VERTICAL.CENTER
cell_desc = cell.paragraphs[0]
cell_desc.alignment = WD_ALIGN_PARAGRAPH.CENTER
if float(nilai) > 50:
cell_desc.text = 'Lulus {}'.format(cpmk.split("\n")[0])
else:
cell_desc.text = fail_desc
try:
doc = Document(sys.argv[1])
xml_data = XMLReader(sys.argv[2]).getData()
hapus_tabel_contoh(doc)
table_cpl = tableNilaiCPL(doc)
bobot_cpl = ambilBobotCPl(table_cpl)
cpmk_cpl = CpmkCpl(table_cpl)
# cari table rae
table_table = doc.tables
for table in table_table:
if table.cell(0, 0).text == 'Mg ke\n(1)':
rae_table = table
cpmk = ambilCpmk(rae_table)
mg_ke = ambilMinggu(rae_table)
def run(self):
self.fixSessionobj = FIXSession(self.host, self.port,
"U_" + self.senderCompId)
if (not self.fixSessionobj.connect()):
return
self.frameLogonMsg()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
if (not self.recvLogonMsg()):
self.printMsg("Failure in receiving Logon Msg")
return
self.removeTags(['141', '98', '108', '1137'])
#Start the recv thread
recvThread = threading.Thread(target=self.recvExecutionReport)
recvThread.start()
# For each Run. reload the properties from XML File
run = 1
for line in self.inputList:
tmpList = line.split(',')
numberOfSecondsToRun = int(tmpList[0])
file = tmpList[1].strip('\n')
try:
xmlReaderobj = XMLReader(file)
except Exception:
self.printMsg(
"Exception while parsing XML File...Shutting down...")
self.shutDown = True
self.doCleanup()
recvThread.join()
self.closeFilePointers()
return
reloadList = xmlReaderobj.getDriverProperties(self.senderCompId)
self.reloadProperties(reloadList)
runStartTime = datetime.datetime.now()
currentTime = datetime.datetime.now()
totMsgSentInThisRun = 0
while ((datetime.datetime.now() - runStartTime).seconds <
numberOfSecondsToRun):
msgsPerSec = float(self.sendRate)
msgSent = 0
U10Msgs = round(msgsPerSec * float(self.U10Percent) * 0.01, 0)
U12Msgs = round(msgsPerSec * float(self.U12Percent) * 0.01, 0)
U14Msgs = round(msgsPerSec * float(self.U14Percent) * 0.01, 0)
U16Msgs = round(msgsPerSec * float(self.U16Percent) * 0.01, 0)
U18Msgs = round(msgsPerSec * float(self.U18Percent) * 0.01, 0)
U20Msgs = round(msgsPerSec * float(self.U20Percent) * 0.01, 0)
U22Msgs = round(msgsPerSec * float(self.U22Percent) * 0.01, 0)
totalMsgToBeSent = U10Msgs + U12Msgs + U14Msgs + U16Msgs + U18Msgs + U20Msgs + U22Msgs
sleepInterval = 1.0 / totalMsgToBeSent
batchStartTime = datetime.datetime.now()
while (msgSent < totalMsgToBeSent):
if (self.shutDown):
self.doCleanup()
self.printMsg("Received shutdown event")
recvThread.join()
self.closeFilePointers()
return
self.checkHeartBeatMsg()
currentTime = datetime.datetime.now()
if ((currentTime - batchStartTime).seconds > 1):
self.printMsg("Breaking out ")
break
if (U10Msgs > 0):
#print("Sending new order")
self.frameU10Msg()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
U10Msgs = U10Msgs - 1
msgSent = msgSent + 1
self.fixMsgDict.clear()
time.sleep(sleepInterval)
if (U12Msgs > 0):
self.frameU12Msg()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
U12Msgs = U12Msgs - 1
msgSent = msgSent + 1
self.fixMsgDict.clear()
time.sleep(sleepInterval)
if (U14Msgs > 0):
self.frameU14Msg()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['110'])
U14Msgs = U14Msgs - 1
msgSent = msgSent + 1
self.fixMsgDict.clear()
time.sleep(sleepInterval)
if (U16Msgs > 0):
self.frameU16Msg()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['110'])
U16Msgs = U16Msgs - 1
msgSent = msgSent + 1
self.fixMsgDict.clear()
time.sleep(sleepInterval)
if (U18Msgs > 0):
self.frameU18Msg()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['110'])
U18Msgs = U18Msgs - 1
msgSent = msgSent + 1
self.fixMsgDict.clear()
time.sleep(sleepInterval)
if (U20Msgs > 0):
self.frameU20Msg()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['110'])
U20Msgs = U20Msgs - 1
msgSent = msgSent + 1
self.fixMsgDict.clear()
time.sleep(sleepInterval)
if (U22Msgs > 0):
self.frameU22Msg(random.randint(0, 2))
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['110'])
U22Msgs = U22Msgs - 1
msgSent = msgSent + 1
self.fixMsgDict.clear()
time.sleep(sleepInterval)
self.printMsg("Number of messages send in this batch is " +
str(msgSent))
currentTime = datetime.datetime.now()
if (currentTime - batchStartTime).seconds < 1:
microsecondsLeft = 1000000.0 - (
(currentTime - batchStartTime).microseconds)
if microsecondsLeft > 0:
self.printMsg("Sleeping before starting the next run")
time.sleep(float(microsecondsLeft / 1000000))
currentTime = datetime.datetime.now()
totMsgSentInThisRun = totMsgSentInThisRun + msgSent
self.printMsg("Number of messages send in run-" + str(run) +
" is " + str(totMsgSentInThisRun))
run = run + 1
self.printMsg("Completed Runs..Going to shutdown..")
self.shutDown = True
self.doCleanup()
recvThread.join()
self.closeFilePointers()
return
import socket, threading
from clienttelnet import chatServer
from XMLReader import XMLReader
import sys
config = XMLReader('../config/config.xml')
HOST = config.getTelnetIP()
PORT = int(config.getTelnetPort())
s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
s.bind((HOST, PORT))
s.listen(4)
class mainServer(threading.Thread):
def __init__(self):
threading.Thread.__init__(self)
print "Starting Telnet"
sys.stdout.flush()
def run(self):
while True:
chatServer(s.accept()).start()
def main(filename):
#Global Thread List
threads=[];
signalReceived=False;
symList=[];
driversList=[];
driverObjects=[];
threadName="Main"
logObj=getLogObject();
def printMsg(msg):
#fmtString=str(datetime.datetime.now())+"\t"+threadName+"\t"+msg;
logObj.info(msg);
def signalhandler(signum,frame):
printMsg("Signal Received:"+str(signum));
signalReceived=True;
for driver in driverObjects:
driver.stopRunning();
del driverObjects[:];
#Add signal Handler
signal.signal(signal.SIGINT,signalhandler);
fileList=[];
fileFp=open(filename,"r");
for line in fileFp:
fileList.append(line);
# Read from the XML File
tmpList=fileList[0].split(',');
filename=tmpList[1].strip('\n');
xmlReaderobj = XMLReader(filename);
symList=xmlReaderobj.getSymbolList();
driversList=xmlReaderobj.getDriversList();
driverType=xmlReaderobj.getDriverType();
for driver in driversList:
if (driverType == "XStream"):
driverObj=Driver(symList,driver,fileList);
elif (driverType == "EqFIX"):
driverObj=EqDriver(symList,driver,fileList);
#driverObj.printProperties();
driverObjects.append(driverObj);
threads=[]
for driver in driverObjects:
t=threading.Thread(target=driver.run)
threads.append(t);
t.start();
while(True):
time.sleep(2);
#Check if all threads are alive. Othersise shutdown
numberOfThreadsDown=0;
for thread in threads:
if(not thread.is_alive()):
numberOfThreadsDown=numberOfThreadsDown+1
if (numberOfThreadsDown == len(threads)):
printMsg("All threads have shut down...Shutting down now. Bye !!");
return;
#Check signal received status
if (len(driverObjects) == 0):
printMsg("Received Shutdown Signal in Main. Shutting down now...");
for thread in threads:
thread.join();
print("All threads joined..Exiting..Bye !!");
return;
def run(self):
self.fixSessionobj=FIXSession(self.host,self.port,"U_"+self.senderCompId);
if(not self.fixSessionobj.connect()):
return;
self.frameLogonMsg();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
if (not self.recvLogonMsg()):
self.printMsg("Failure in receiving Logon Msg")
return;
self.removeTags(['141','98','108','1137']);
#Start the recv thread
recvThread=threading.Thread(target=self.recvExecutionReport)
recvThread.start();
# For each Run. reload the properties from XML File
run=1;
for line in self.inputList:
tmpList=line.split(',');
numberOfSecondsToRun=int(tmpList[0]);
file=tmpList[1].strip('\n');
try:
xmlReaderobj=XMLReader(file);
except Exception:
self.printMsg("Exception while parsing XML File...Shutting down...");
self.shutDown=True;
self.doCleanup();
recvThread.join();
self.closeFilePointers();
return;
reloadList=xmlReaderobj.getDriverProperties(self.senderCompId);
self.reloadProperties(reloadList);
runStartTime=datetime.datetime.now();
currentTime=datetime.datetime.now();
totMsgSentInThisRun=0;
while((datetime.datetime.now()-runStartTime).seconds < numberOfSecondsToRun):
msgsPerSec=float(self.sendRate);
msgSent=0;
U10Msgs=round(msgsPerSec*float(self.U10Percent)*0.01,0);
U12Msgs=round(msgsPerSec*float(self.U12Percent)*0.01,0);
U14Msgs=round(msgsPerSec*float(self.U14Percent)*0.01,0);
U16Msgs=round(msgsPerSec*float(self.U16Percent)*0.01,0);
U18Msgs=round(msgsPerSec*float(self.U18Percent)*0.01,0);
U20Msgs=round(msgsPerSec*float(self.U20Percent)*0.01,0);
U22Msgs=round(msgsPerSec*float(self.U22Percent)*0.01,0);
totalMsgToBeSent=U10Msgs+U12Msgs+U14Msgs+U16Msgs+U18Msgs+U20Msgs+U22Msgs;
sleepInterval=1.0/totalMsgToBeSent;
batchStartTime=datetime.datetime.now();
while(msgSent<totalMsgToBeSent):
if (self.shutDown):
self.doCleanup();
self.printMsg("Received shutdown event");
recvThread.join();
self.closeFilePointers();
return;
self.checkHeartBeatMsg();
currentTime=datetime.datetime.now();
if ((currentTime-batchStartTime).seconds > 1):
self.printMsg("Breaking out ");
break;
if (U10Msgs>0):
#print("Sending new order")
self.frameU10Msg();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
U10Msgs=U10Msgs-1;
msgSent=msgSent+1;
self.fixMsgDict.clear();
time.sleep(sleepInterval);
if (U12Msgs>0):
self.frameU12Msg();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
U12Msgs=U12Msgs-1;
msgSent=msgSent+1;
self.fixMsgDict.clear();
time.sleep(sleepInterval);
if (U14Msgs>0):
self.frameU14Msg();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['110']);
U14Msgs=U14Msgs-1;
msgSent=msgSent+1;
self.fixMsgDict.clear();
time.sleep(sleepInterval);
if (U16Msgs>0):
self.frameU16Msg();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['110']);
U16Msgs=U16Msgs-1;
msgSent=msgSent+1;
self.fixMsgDict.clear();
time.sleep(sleepInterval);
if (U18Msgs>0):
self.frameU18Msg();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['110']);
U18Msgs=U18Msgs-1;
msgSent=msgSent+1;
self.fixMsgDict.clear();
time.sleep(sleepInterval);
if (U20Msgs>0):
self.frameU20Msg();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['110']);
U20Msgs=U20Msgs-1;
msgSent=msgSent+1;
self.fixMsgDict.clear();
time.sleep(sleepInterval);
if (U22Msgs>0):
self.frameU22Msg(random.randint(0,2));
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['110']);
U22Msgs=U22Msgs-1;
msgSent=msgSent+1;
self.fixMsgDict.clear();
time.sleep(sleepInterval);
self.printMsg("Number of messages send in this batch is "+str(msgSent));
currentTime=datetime.datetime.now();
if(currentTime-batchStartTime).seconds < 1:
microsecondsLeft=1000000.0-((currentTime-batchStartTime).microseconds);
if microsecondsLeft>0:
self.printMsg("Sleeping before starting the next run")
time.sleep(float(microsecondsLeft/1000000));
currentTime=datetime.datetime.now();
totMsgSentInThisRun=totMsgSentInThisRun+msgSent;
self.printMsg("Number of messages send in run-"+str(run)+" is "+str(totMsgSentInThisRun));
run=run+1;
self.printMsg("Completed Runs..Going to shutdown..");
self.shutDown=True;
self.doCleanup();
recvThread.join();
self.closeFilePointers();
return;
import time
from updateInfo import UpdateInfo
from updateRedis import UpdateRedis
from maintelnet import mainServer
import socket
from Temp import Temperature
from updateTemp import UpdateTemp
from XMLReader import XMLReader
from SetValue import SetValue
config = XMLReader('../config/config.xml')
ms = mainServer()
ms.start()
tempcontrol = Temperature(config.getSensorID())
setv = SetValue()
configurl = config.getConfigURL()
tempurl = config.getUpgradeTempURL()
while True:
update = UpdateInfo(config.getUsername(),config.getPassword(), configurl)
info = update.getDBInfo()
redis = UpdateRedis(info, 'lastcommit')
redis.update()
grade=tempcontrol.getTempC();
updtemp = UpdateTemp(grade, config.getUsername(), config.getPassword(), tempurl)
updtemp.update()
setv.check(grade,info)
time.sleep(5)
def run(self):
self.fixSessionobj = FIXSession(self.host, self.port,
self.senderCompId, self.Logging)
if (not self.fixSessionobj.connect()):
self.printMsg("Unable to connect to Server.. Exiting:")
return
self.frameLogonMsg()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
if (not self.recvLogonMsg()):
self.printMsg(
"Failure in receiving Logon Msg...Exiting from Thread:")
return
self.removeTags(['141', '98', '108', '1137'])
#Subscribe to Trading Session Status Request
self.frameTradingSessionStatus()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['335', '263'])
#Start the recv thread
recvThread = threading.Thread(target=self.recvExecutionReport)
recvThread.start()
# For each Run. reload the properties from XML File
run = 1
for line in self.inputList:
tmpList = line.split(',')
numberOfSecondsToRun = int(tmpList[0])
file = tmpList[1].strip('\n')
#self.printMsg(file);
try:
xmlReaderobj = XMLReader(file)
except Exception:
self.printMsg(
"Exception while parsing XML File...Shutting down...")
self.shutDown = True
self.doCleanup()
recvThread.join()
self.closeFilePointers()
return
reloadList = xmlReaderobj.getDriverProperties(self.senderCompId)
self.reloadProperties(reloadList)
runStartTime = datetime.datetime.now()
currentTime = datetime.datetime.now()
totMsgSentInThisRun = 0
while ((datetime.datetime.now() - runStartTime).seconds <
numberOfSecondsToRun):
msgSent = 0
msgPerSec = float(self.sendRate)
if (msgPerSec == 0):
time.sleep(2)
self.checkHeartBeatMsg()
continue
if (msgPerSec < 1):
newOrders = 1
else:
newOrders = round(msgPerSec * self.newOrderPercent * 0.01,
0)
cancelOrders = round(
msgPerSec * float(self.cancelOrderPercent) * 0.01, 0)
modifyOrders = round(
msgPerSec * float(self.modifyOrderPercent) * 0.01, 0)
hiddenOrders = round(
msgPerSec * float(self.hiddenOrderPercent) * 0.01, 0)
marketOrders = round(
msgPerSec * float(self.marketOrderPercent) * 0.01, 0)
GTDOrders = round(
msgPerSec * float(self.GTDOrderPercent) * 0.01, 0)
expiryOrders = round(
msgPerSec * float(self.expiryOrderPercent) * 0.01,
0) + cancelOrders
rejectOrders = round(
msgPerSec * float(self.rejectOrderPercent) * 0.01, 0)
#self.printMsg("New="+str(newOrders)+";Cancel="+str(cancelOrders)+";Modifies="+str(modifyOrders)+";Hidden="+str(hiddenOrders)+";Market="+str(marketOrders)+";GTD="+str(GTDOrders)+";Expiry="+str(expiryOrders)+";Rejects="+str(rejectOrders));
totalMsgToBeSent = newOrders + cancelOrders + modifyOrders + hiddenOrders + marketOrders + GTDOrders + expiryOrders + rejectOrders
if (totalMsgToBeSent == 0):
time.sleep(1)
self.checkHeartBeatMsg()
continue
sleepInterval = 1.0 / (totalMsgToBeSent * 2)
#print(sleepInterval,msgPerSec,totalMsgToBeSent,newOrders,cancelOrders,modifyOrders,hiddenOrders,marketOrders);
batchStartTime = datetime.datetime.now()
while (msgSent < totalMsgToBeSent):
if (self.shutDown):
self.doCleanup()
self.printMsg("Received shutdown event")
recvThread.join()
self.closeFilePointers()
return
self.checkHeartBeatMsg()
currentTime = datetime.datetime.now()
if ((currentTime - batchStartTime).seconds > 1.0):
self.printMsg("Breaking out ")
break
if (newOrders > 0):
self.frameNewOrderSingleMsg()
self.alterNewOrderMsg()
self.removeTags(['41'])
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
newOrders = newOrders - 1
msgSent = msgSent + 1
time.sleep(sleepInterval)
if (marketOrders > 0):
self.frameNewOrderSingleMsg()
self.alterNewMarketOrderMsg()
self.removeTags(['41'])
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
marketOrders = marketOrders - 1
msgSent = msgSent + 1
time.sleep(sleepInterval)
if (hiddenOrders > 0):
self.frameNewOrderSingleMsg()
self.alterNewHiddenOrderMsg()
self.removeTags(['41'])
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['1138'])
hiddenOrders = hiddenOrders - 1
msgSent = msgSent + 1
time.sleep(sleepInterval)
if (GTDOrders > 0):
self.frameNewOrderSingleMsg()
self.alterNewGTDOrderMsg()
self.removeTags(['41'])
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['59'])
GTDOrders = GTDOrders - 1
msgSent = msgSent + 1
time.sleep(sleepInterval)
if (expiryOrders > 0):
self.frameNewOrderSingleMsg()
self.alterNewExpiryOrderMsg()
self.removeTags(['41'])
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
expiryOrders = expiryOrders - 1
msgSent = msgSent + 1
time.sleep(sleepInterval)
if (rejectOrders > 0):
self.frameNewOrderSingleMsg()
self.alterNewRejectOrderMsg()
self.removeTags(['41'])
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
rejectOrders = rejectOrders - 1
msgSent = msgSent + 1
time.sleep(sleepInterval)
if (cancelOrders > 0):
queuedOrderListSize = len(self.queuedCancelOrdersList)
if (queuedOrderListSize == 0):
continue
self.lockObj.acquire(True)
execReport = self.queuedCancelOrdersList.pop(
queuedOrderListSize - 1)
self.lockObj.release()
self.removeTags(['336', '386', '44', '1'])
self.frameCancelOrderMsg(execReport['11'],
execReport['54'],
execReport['38'],
execReport['55'])
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
cancelOrders = cancelOrders - 1
msgSent = msgSent + 1
time.sleep(sleepInterval)
if (modifyOrders > 0):
queuedOrderListSize = len(self.queuedModifyOrdersList)
if (queuedOrderListSize == 0):
continue
self.lockObj.acquire(True)
execReport = self.queuedModifyOrdersList.pop(
queuedOrderListSize - 1)
self.lockObj.release()
self.removeTags(['336', '386'])
qty = str(int(execReport['38']) + 1)
self.frameModifyOrderMsg(execReport['11'],
execReport['54'],
execReport['40'], qty,
execReport['44'],
execReport['55'],
execReport['1'])
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['41'])
modifyOrders = modifyOrders - 1
msgSent = msgSent + 1
time.sleep(sleepInterval)
self.printMsg("Number of messages send in this batch is " +
str(msgSent))
self.checkHeartBeatMsg()
#Clear of the queuedOrderList queus
self.lockObj.acquire(True)
nomodifyOrders = int(msgPerSec * int(self.modifyOrderPercent) *
0.01)
queueSize = len(self.queuedModifyOrdersList)
#print(queueSize,nomodifyOrders,nocancelOrders);
if (queueSize > nomodifyOrders):
for i in list(range(queueSize - nomodifyOrders)):
try:
execReport = self.queuedModifyOrdersList.pop(i)
except Exception:
#self.printMsg("Exception Occured while popping out element at "+str(i));
break
self.lockObj.release()
self.lockObj.acquire(True)
nocancelOrders = int(msgPerSec * int(self.cancelOrderPercent) *
0.01)
queueSize = len(self.queuedCancelOrdersList)
#print(queueSize,nomodifyOrders,nocancelOrders);
if (queueSize > nocancelOrders):
for i in list(range(queueSize - nocancelOrders)):
try:
execReport = self.queuedCancelOrdersList.pop(i)
except Exception:
#self.printMsg("Exception Occured while popping out element at "+str(i));
break
self.lockObj.release()
currentTime = datetime.datetime.now()
if (currentTime - batchStartTime).seconds < 1:
microsecondsLeft = 1000000.0 - (
(currentTime - batchStartTime).microseconds)
if microsecondsLeft > 0:
self.printMsg("Sleeping before starting the next run")
time.sleep(float(microsecondsLeft / 1000000))
currentTime = datetime.datetime.now()
totMsgSentInThisRun = totMsgSentInThisRun + msgSent
self.printMsg("Number of messages send in run-" + str(run) +
" is " + str(totMsgSentInThisRun))
run = run + 1
self.printMsg("Completed Runs..Going to shutdown..")
self.shutDown = True
self.doCleanup()
recvThread.join()
self.closeFilePointers()
return
def run(self):
self.fixSessionobj=FIXSession(self.host,self.port,self.senderCompId,self.Logging);
if(not self.fixSessionobj.connect()):
self.printMsg("Unable to connect to Server.. Exiting:");
return;
self.frameLogonMsg();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
if (not self.recvLogonMsg()):
self.printMsg("Failure in receiving Logon Msg...Exiting from Thread:");
return;
self.removeTags(['141','98','108','1137']);
#Subscribe to Trading Session Status Request
self.frameTradingSessionStatus();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['335','263']);
#Start the recv thread
recvThread=threading.Thread(target=self.recvExecutionReport)
recvThread.start();
# For each Run. reload the properties from XML File
run=1;
for line in self.inputList:
tmpList=line.split(',');
numberOfSecondsToRun=int(tmpList[0]);
file=tmpList[1].strip('\n');
#self.printMsg(file);
try:
xmlReaderobj=XMLReader(file);
except Exception:
self.printMsg("Exception while parsing XML File...Shutting down...");
self.shutDown=True;
self.doCleanup();
recvThread.join();
self.closeFilePointers();
return;
reloadList=xmlReaderobj.getDriverProperties(self.senderCompId);
self.reloadProperties(reloadList);
runStartTime=datetime.datetime.now();
currentTime=datetime.datetime.now();
totMsgSentInThisRun=0;
while((datetime.datetime.now()-runStartTime).seconds < numberOfSecondsToRun):
msgSent=0;
msgPerSec=float(self.sendRate);
if(msgPerSec == 0):
time.sleep(2);
self.checkHeartBeatMsg();
continue;
if(msgPerSec<1):
newOrders=1;
else:
newOrders=round(msgPerSec*self.newOrderPercent*0.01,0);
cancelOrders=round(msgPerSec*float(self.cancelOrderPercent)*0.01,0);
modifyOrders=round(msgPerSec*float(self.modifyOrderPercent)*0.01,0);
hiddenOrders=round(msgPerSec*float(self.hiddenOrderPercent)*0.01,0);
marketOrders=round(msgPerSec*float(self.marketOrderPercent)*0.01,0);
GTDOrders=round(msgPerSec*float(self.GTDOrderPercent)*0.01,0);
expiryOrders=round(msgPerSec*float(self.expiryOrderPercent)*0.01,0)+cancelOrders;
rejectOrders=round(msgPerSec*float(self.rejectOrderPercent)*0.01,0);
#self.printMsg("New="+str(newOrders)+";Cancel="+str(cancelOrders)+";Modifies="+str(modifyOrders)+";Hidden="+str(hiddenOrders)+";Market="+str(marketOrders)+";GTD="+str(GTDOrders)+";Expiry="+str(expiryOrders)+";Rejects="+str(rejectOrders));
totalMsgToBeSent=newOrders+cancelOrders+modifyOrders+hiddenOrders+marketOrders+GTDOrders+expiryOrders+rejectOrders;
if(totalMsgToBeSent == 0):
time.sleep(1);
self.checkHeartBeatMsg();
continue;
sleepInterval=1.0/(totalMsgToBeSent*2);
#print(sleepInterval,msgPerSec,totalMsgToBeSent,newOrders,cancelOrders,modifyOrders,hiddenOrders,marketOrders);
batchStartTime=datetime.datetime.now();
while(msgSent<totalMsgToBeSent):
if (self.shutDown):
self.doCleanup();
self.printMsg("Received shutdown event");
recvThread.join();
self.closeFilePointers();
return;
self.checkHeartBeatMsg();
currentTime=datetime.datetime.now();
if ((currentTime-batchStartTime).seconds > 1.0):
self.printMsg("Breaking out ");
break;
if (newOrders>0):
self.frameNewOrderSingleMsg();
self.alterNewOrderMsg();
self.removeTags(['41']);
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
newOrders=newOrders-1;
msgSent=msgSent+1;
time.sleep(sleepInterval);
if (marketOrders>0):
self.frameNewOrderSingleMsg();
self.alterNewMarketOrderMsg();
self.removeTags(['41']);
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
marketOrders=marketOrders-1;
msgSent=msgSent+1;
time.sleep(sleepInterval);
if (hiddenOrders>0):
self.frameNewOrderSingleMsg();
self.alterNewHiddenOrderMsg();
self.removeTags(['41']);
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['1138']);
hiddenOrders=hiddenOrders-1;
msgSent=msgSent+1;
time.sleep(sleepInterval);
if (GTDOrders>0):
self.frameNewOrderSingleMsg();
self.alterNewGTDOrderMsg();
self.removeTags(['41']);
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['59']);
GTDOrders=GTDOrders-1;
msgSent=msgSent+1;
time.sleep(sleepInterval);
if (expiryOrders>0):
self.frameNewOrderSingleMsg();
self.alterNewExpiryOrderMsg();
self.removeTags(['41']);
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
expiryOrders=expiryOrders-1;
msgSent=msgSent+1;
time.sleep(sleepInterval);
if (rejectOrders>0):
self.frameNewOrderSingleMsg();
self.alterNewRejectOrderMsg();
self.removeTags(['41']);
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
rejectOrders=rejectOrders-1;
msgSent=msgSent+1;
time.sleep(sleepInterval);
if (cancelOrders>0):
queuedOrderListSize=len(self.queuedCancelOrdersList);
if (queuedOrderListSize==0):
continue;
self.lockObj.acquire(True);
execReport=self.queuedCancelOrdersList.pop(queuedOrderListSize-1);
self.lockObj.release();
self.removeTags(['336','386','44','1']);
self.frameCancelOrderMsg(execReport['11'],execReport['54'],execReport['38'],execReport['55']);
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
cancelOrders=cancelOrders-1;
msgSent=msgSent+1;
time.sleep(sleepInterval);
if (modifyOrders>0):
queuedOrderListSize=len(self.queuedModifyOrdersList);
if (queuedOrderListSize==0):
continue;
self.lockObj.acquire(True);
execReport=self.queuedModifyOrdersList.pop(queuedOrderListSize-1);
self.lockObj.release();
self.removeTags(['336','386']);
qty=str(int(execReport['38'])+1);
self.frameModifyOrderMsg(execReport['11'],execReport['54'],execReport['40'],qty,execReport['44'],execReport['55'],execReport['1']);
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['41']);
modifyOrders=modifyOrders-1;
msgSent=msgSent+1;
time.sleep(sleepInterval);
self.printMsg("Number of messages send in this batch is "+str(msgSent) );
self.checkHeartBeatMsg();
#Clear of the queuedOrderList queus
self.lockObj.acquire(True);
nomodifyOrders=int(msgPerSec*int(self.modifyOrderPercent)*0.01);
queueSize=len(self.queuedModifyOrdersList);
#print(queueSize,nomodifyOrders,nocancelOrders);
if(queueSize > nomodifyOrders):
for i in list(range(queueSize-nomodifyOrders)):
try:
execReport=self.queuedModifyOrdersList.pop(i);
except Exception:
#self.printMsg("Exception Occured while popping out element at "+str(i));
break;
self.lockObj.release();
self.lockObj.acquire(True);
nocancelOrders=int(msgPerSec*int(self.cancelOrderPercent)*0.01);
queueSize=len(self.queuedCancelOrdersList);
#print(queueSize,nomodifyOrders,nocancelOrders);
if(queueSize > nocancelOrders):
for i in list(range(queueSize-nocancelOrders)):
try:
execReport=self.queuedCancelOrdersList.pop(i);
except Exception:
#self.printMsg("Exception Occured while popping out element at "+str(i));
break;
self.lockObj.release();
currentTime=datetime.datetime.now();
if(currentTime-batchStartTime).seconds < 1:
microsecondsLeft=1000000.0-((currentTime-batchStartTime).microseconds);
if microsecondsLeft>0:
self.printMsg("Sleeping before starting the next run");
time.sleep(float(microsecondsLeft/1000000));
currentTime=datetime.datetime.now();
totMsgSentInThisRun=totMsgSentInThisRun+msgSent;
self.printMsg("Number of messages send in run-"+str(run)+" is "+str(totMsgSentInThisRun));
run=run+1;
self.printMsg("Completed Runs..Going to shutdown..");
self.shutDown=True;
self.doCleanup();
recvThread.join();
self.closeFilePointers();
return;
def testParseTime(self):
string = '12:50 PM'
self.xmlreader = XMLReader()
self.assertEqual(self.xmlreader.parse_time(string), 1250)
def testParseCreditHoursRange(self):
string = "0 TO 4 credits"
self.xmlreader = XMLReader()
self.assertEqual(self.xmlreader.parse_credit_hours(string), [0, 1, 2, 3, 4])
def testParseCreditHours(self):
string = "3 or 4 credits"
self.xmlreader = XMLReader()
self.assertEqual(self.xmlreader.parse_credit_hours(string), [3, 4])
def main(filename):
#Global Thread List
threads = []
signalReceived = False
symList = []
driversList = []
driverObjects = []
threadName = "Main"
logObj = getLogObject()
def printMsg(msg):
#fmtString=str(datetime.datetime.now())+"\t"+threadName+"\t"+msg;
logObj.info(msg)
def signalhandler(signum, frame):
printMsg("Signal Received:" + str(signum))
signalReceived = True
for driver in driverObjects:
driver.stopRunning()
del driverObjects[:]
#Add signal Handler
signal.signal(signal.SIGINT, signalhandler)
fileList = []
fileFp = open(filename, "r")
for line in fileFp:
fileList.append(line)
# Read from the XML File
tmpList = fileList[0].split(',')
filename = tmpList[1].strip('\n')
xmlReaderobj = XMLReader(filename)
symList = xmlReaderobj.getSymbolList()
driversList = xmlReaderobj.getDriversList()
driverType = xmlReaderobj.getDriverType()
for driver in driversList:
if (driverType == "XStream"):
driverObj = Driver(symList, driver, fileList)
elif (driverType == "EqFIX"):
driverObj = EqDriver(symList, driver, fileList)
#driverObj.printProperties();
driverObjects.append(driverObj)
threads = []
for driver in driverObjects:
t = threading.Thread(target=driver.run)
threads.append(t)
t.start()
while (True):
time.sleep(2)
#Check if all threads are alive. Othersise shutdown
numberOfThreadsDown = 0
for thread in threads:
if (not thread.is_alive()):
numberOfThreadsDown = numberOfThreadsDown + 1
if (numberOfThreadsDown == len(threads)):
printMsg("All threads have shut down...Shutting down now. Bye !!")
return
#Check signal received status
if (len(driverObjects) == 0):
printMsg("Received Shutdown Signal in Main. Shutting down now...")
for thread in threads:
thread.join()
print("All threads joined..Exiting..Bye !!")
return
