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DB++

master
Denis Tereshkin 9 years ago
parent
commit
445dc8fecb
  1. 1
      mds.cabal
  2. 44
      src/ATrade/MDS/Database.hs

1
mds.cabal

@ -25,6 +25,7 @@ library @@ -25,6 +25,7 @@ library
, libatrade
, hslogger
, time
, monad-loops
default-language: Haskell2010
executable mds-exe

44
src/ATrade/MDS/Database.hs

@ -8,11 +8,15 @@ import qualified Data.Text as T @@ -8,11 +8,15 @@ import qualified Data.Text as T
import qualified Data.Vector as V
import ATrade.Types
import Data.Time.Clock
import Data.Time.Clock.POSIX
import Data.Maybe
import Control.Concurrent.MVar
import Control.Concurrent
import System.Log.Logger
import Database.HDBC
import Database.HDBC.PostgreSQL
import Control.Monad
import Control.Monad.Loops
data TimeInterval = TimeInterval UTCTime UTCTime
@ -23,8 +27,7 @@ timeframeHour = Timeframe 3600 @@ -23,8 +27,7 @@ timeframeHour = Timeframe 3600
timeframeMinute = Timeframe 60
data DatabaseCommand = DBGet TickerId TimeInterval Timeframe | DBPut TickerId TimeInterval Timeframe (V.Vector Bar)
data DatabaseResponse = DBData [(TimeInterval, V.Vector Bar)] | DBError T.Text
data DatabaseResponse = DBOk | DBData [(TimeInterval, V.Vector Bar)] | DBError T.Text
data DatabaseConfig = DatabaseConfig {
dbHost :: T.Text,
dbDatabase :: T.Text,
@ -43,19 +46,35 @@ startDatabase config = do @@ -43,19 +46,35 @@ startDatabase config = do
conn <- connectPostgreSQL (mkConnectionString config)
cmdVar <- newEmptyMVar
respVar <- newEmptyMVar
tid <- forkFinally (dbThread conn cmdVar respVar) (cleanup conn cmdVar respVar)
compVar <- newEmptyMVar
tid <- forkFinally (dbThread conn cmdVar respVar) (cleanup conn cmdVar respVar compVar)
return DatabaseInterface {
tid = tid,
getData = doGetData cmdVar respVar,
putData = doPutData cmdVar respVar }
where
mkConnectionString = undefined
dbThread = undefined
cleanup = undefined
stopDatabase :: DatabaseInterface -> IO ()
stopDatabase db = undefined
dbThread conn cmdVar respVar = forever $ do
cmd <- readMVar cmdVar
handleCmd conn cmd >>= putMVar respVar
whileM_ (isJust <$> tryReadMVar respVar) yield
takeMVar cmdVar
cleanup conn cmdVar respVar compVar _ = disconnect conn >> putMVar compVar ()
handleCmd conn cmd = case cmd of
DBPut tickerId (TimeInterval start end) (Timeframe timeframeSecs) bars -> do
delStmt <- prepare conn "DELETE FROM bars WHERE timestamp > ? AND timestamp < ? AND ticker == ? AND timeframe == ?;"
execute delStmt [utcTimeToPosixSeconds start, utcTimeToPosixSeconds end, tickerId, timeframeSecs]
stmt <- prepare conn "INSERT INTO bars (ticker, timeframe, timestamp, open, high, low, close, volume)" ++
" values (?, ?, ?, ?, ?, ?, ?, ?); "
executeMany stmt (map barToSql $ V.toList bars)
return DBOk
DBGet tickerId interval@(TimeInterval start end) (Timeframe timeframeSecs) -> do
rows <- quickQuery' conn "SELECT timestamp, open, high, low, close, volume FROM bars WHERE ticker == ? AND timeframe == ? AND timestamp > ? AND timestamp < ?;" [tickerId, timeframeSecs, utcTimeToPosixSeconds start, utcTimeToPosixSeconds end]
return $ DBData [(interval, V.fromList $ map barFromResult rows)]
barFromResult = undefined
stopDatabase :: MVar () -> DatabaseInterface -> IO ()
stopDatabase compVar db = killThread (tid db) >> readMVar compVar
doGetData :: MVar DatabaseCommand -> MVar DatabaseResponse -> TickerId -> TimeInterval -> Timeframe -> IO [(TimeInterval, V.Vector Bar)]
doGetData cmdVar respVar tickerId timeInterval timeframe = do
@ -66,13 +85,20 @@ doGetData cmdVar respVar tickerId timeInterval timeframe = do @@ -66,13 +85,20 @@ doGetData cmdVar respVar tickerId timeInterval timeframe = do
DBError err -> do
warningM "DB.Client" $ "Error while calling getData: " ++ show err
return []
_ -> do
warningM "DB.Client" "Unexpected response"
return []
doPutData :: MVar DatabaseCommand -> MVar DatabaseResponse -> TickerId -> TimeInterval -> Timeframe -> V.Vector Bar -> IO ()
doPutData cmdVar respVar tickerId timeInterval timeframe bars = do
putMVar cmdVar (DBPut tickerId timeInterval timeframe bars)
resp <- takeMVar respVar
case resp of
DBData x -> return ()
DBOk -> return ()
DBError err -> do
warningM "DB.Client" $ "Error while calling putData: " ++ show err
return ()
_ -> do
warningM "DB.Client" "Unexpected response"
return []

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