commit c52a231a30a3411da98bc1d2ef1e8452b7bcbe15 Author: Denis Tereshkin Date: Mon Oct 17 14:10:50 2016 +0700 DB diff --git a/.gitignore b/.gitignore new file mode 100644 index 0000000..8d98f9d --- /dev/null +++ b/.gitignore @@ -0,0 +1 @@ +.* diff --git a/LICENSE b/LICENSE new file mode 100644 index 0000000..fc03544 --- /dev/null +++ b/LICENSE @@ -0,0 +1,30 @@ +Copyright Author name here (c) 2016 + +All rights reserved. + +Redistribution and use in source and binary forms, with or without +modification, are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright + notice, this list of conditions and the following disclaimer. + + * Redistributions in binary form must reproduce the above + copyright notice, this list of conditions and the following + disclaimer in the documentation and/or other materials provided + with the distribution. + + * Neither the name of Author name here nor the names of other + contributors may be used to endorse or promote products derived + from this software without specific prior written permission. + +THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS +"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT +LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR +A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT +OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, +SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT +LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, +DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY +THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT +(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE +OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. \ No newline at end of file diff --git a/Setup.hs b/Setup.hs new file mode 100644 index 0000000..9a994af --- /dev/null +++ b/Setup.hs @@ -0,0 +1,2 @@ +import Distribution.Simple +main = defaultMain diff --git a/app/Main.hs b/app/Main.hs new file mode 100644 index 0000000..9d184e6 --- /dev/null +++ b/app/Main.hs @@ -0,0 +1,5 @@ +module Main where + + +main :: IO () +main = undefined diff --git a/mds.cabal b/mds.cabal new file mode 100644 index 0000000..85ac22e --- /dev/null +++ b/mds.cabal @@ -0,0 +1,49 @@ +name: mds +version: 0.1.0.0 +synopsis: Market data storage +description: Please see README.md +homepage: https://github.com/asakul/mds +license: BSD3 +license-file: LICENSE +author: Denis Tereshkin +maintainer: denis@kasan.ws +copyright: 2016 Denis Tereshkin +category: Trading +build-type: Simple +-- extra-source-files: +cabal-version: >=1.10 + +library + hs-source-dirs: src + exposed-modules: ATrade.MDS.Database + build-depends: base >= 4.7 && < 5 + , HDBC + , HDBC-postgresql + , configurator + , text + , vector + , libatrade + , hslogger + , time + default-language: Haskell2010 + +executable mds-exe + hs-source-dirs: app + main-is: Main.hs + ghc-options: -threaded -rtsopts -with-rtsopts=-N + build-depends: base + , mds + default-language: Haskell2010 + +test-suite mds-test + type: exitcode-stdio-1.0 + hs-source-dirs: test + main-is: Spec.hs + build-depends: base + , mds + ghc-options: -threaded -rtsopts -with-rtsopts=-N + default-language: Haskell2010 + +source-repository head + type: git + location: https://github.com/asakul/mds diff --git a/mds.conf b/mds.conf new file mode 100644 index 0000000..8f6d4d8 --- /dev/null +++ b/mds.conf @@ -0,0 +1,7 @@ + +database { + host = "127.0.0.1", + name = "atrade_quotes", + user = "atrade", + password = "atrade" +} diff --git a/src/ATrade/MDS/Database.hs b/src/ATrade/MDS/Database.hs new file mode 100644 index 0000000..ad68be6 --- /dev/null +++ b/src/ATrade/MDS/Database.hs @@ -0,0 +1,78 @@ +{-# LANGUAGE OverloadedStrings #-} + +module ATrade.MDS.Database ( +) where + +import qualified Data.Configurator as C +import qualified Data.Text as T +import qualified Data.Vector as V +import ATrade.Types +import Data.Time.Clock +import Control.Concurrent.MVar +import Control.Concurrent +import System.Log.Logger +import Database.HDBC +import Database.HDBC.PostgreSQL + +data TimeInterval = TimeInterval UTCTime UTCTime + +data Timeframe = Timeframe Int + +timeframeDaily = Timeframe 86400 +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 DatabaseConfig = DatabaseConfig { + dbHost :: T.Text, + dbDatabase :: T.Text, + dbUser :: T.Text, + dbPassword :: T.Text +} deriving (Show, Eq) + +data DatabaseInterface = DatabaseInterface { + tid :: ThreadId, + getData :: TickerId -> TimeInterval -> Timeframe -> IO [(TimeInterval, V.Vector Bar)], + putData :: TickerId -> TimeInterval -> Timeframe -> V.Vector Bar -> IO () +} + +startDatabase :: DatabaseConfig -> IO DatabaseInterface +startDatabase config = do + conn <- connectPostgreSQL (mkConnectionString config) + cmdVar <- newEmptyMVar + respVar <- newEmptyMVar + tid <- forkFinally (dbThread conn cmdVar respVar) (cleanup conn cmdVar respVar) + 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 + + +doGetData :: MVar DatabaseCommand -> MVar DatabaseResponse -> TickerId -> TimeInterval -> Timeframe -> IO [(TimeInterval, V.Vector Bar)] +doGetData cmdVar respVar tickerId timeInterval timeframe = do + putMVar cmdVar (DBGet tickerId timeInterval timeframe) + resp <- takeMVar respVar + case resp of + DBData x -> return x + DBError err -> do + warningM "DB.Client" $ "Error while calling getData: " ++ show err + 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 () + DBError err -> do + warningM "DB.Client" $ "Error while calling putData: " ++ show err + return () diff --git a/src/Lib.hs b/src/Lib.hs new file mode 100644 index 0000000..d36ff27 --- /dev/null +++ b/src/Lib.hs @@ -0,0 +1,6 @@ +module Lib + ( someFunc + ) where + +someFunc :: IO () +someFunc = putStrLn "someFunc" diff --git a/stack.yaml b/stack.yaml new file mode 100644 index 0000000..db9f144 --- /dev/null +++ b/stack.yaml @@ -0,0 +1,67 @@ +# This file was automatically generated by 'stack init' +# +# Some commonly used options have been documented as comments in this file. +# For advanced use and comprehensive documentation of the format, please see: +# http://docs.haskellstack.org/en/stable/yaml_configuration/ + +# Resolver to choose a 'specific' stackage snapshot or a compiler version. +# A snapshot resolver dictates the compiler version and the set of packages +# to be used for project dependencies. For example: +# +# resolver: lts-3.5 +# resolver: nightly-2015-09-21 +# resolver: ghc-7.10.2 +# resolver: ghcjs-0.1.0_ghc-7.10.2 +# resolver: +# name: custom-snapshot +# location: "./custom-snapshot.yaml" +resolver: lts-7.4 + +# User packages to be built. +# Various formats can be used as shown in the example below. +# +# packages: +# - some-directory +# - https://example.com/foo/bar/baz-0.0.2.tar.gz +# - location: +# git: https://github.com/commercialhaskell/stack.git +# commit: e7b331f14bcffb8367cd58fbfc8b40ec7642100a +# - location: https://github.com/commercialhaskell/stack/commit/e7b331f14bcffb8367cd58fbfc8b40ec7642100a +# extra-dep: true +# subdirs: +# - auto-update +# - wai +# +# A package marked 'extra-dep: true' will only be built if demanded by a +# non-dependency (i.e. a user package), and its test suites and benchmarks +# will not be run. This is useful for tweaking upstream packages. +packages: +- '.' +- '../libatrade' +# Dependency packages to be pulled from upstream that are not in the resolver +# (e.g., acme-missiles-0.3) +extra-deps: ["HDBC-postgresql-2.3.2.4", "datetime-0.3.1"] + +# Override default flag values for local packages and extra-deps +flags: {} + +# Extra package databases containing global packages +extra-package-dbs: [] + +# Control whether we use the GHC we find on the path +# system-ghc: true +# +# Require a specific version of stack, using version ranges +# require-stack-version: -any # Default +# require-stack-version: ">=1.2" +# +# Override the architecture used by stack, especially useful on Windows +# arch: i386 +# arch: x86_64 +# +# Extra directories used by stack for building +# extra-include-dirs: [/path/to/dir] +# extra-lib-dirs: [/path/to/dir] +# +# Allow a newer minor version of GHC than the snapshot specifies +# compiler-check: newer-minor diff --git a/test/Spec.hs b/test/Spec.hs new file mode 100644 index 0000000..cd4753f --- /dev/null +++ b/test/Spec.hs @@ -0,0 +1,2 @@ +main :: IO () +main = putStrLn "Test suite not yet implemented"