Initial commit

qhp.lua

@@ -0,0 +1,268 @@
+
+local alien = require("alien")
+json = require "JSON"
+date = require "date"
+require "string"
+struct = require "alien.struct"
+
+w32sleep = alien.kernel32.Sleep
+w32sleep:types { ret = "void", abi = "stdcall", "int" }
+
+
+zmq_pollitem = alien.defstruct {
+	{"socket", "pointer"},
+	{"fd", "int"},
+	{"events", "short"},
+	{"revents", "short"}
+}
+
+zmq_ctx_new = alien.libzmq.zmq_ctx_new
+zmq_ctx_new:types { ret = "pointer", abi="stdcall" }
+
+zmq_ctx_term = alien.libzmq.zmq_ctx_term
+zmq_ctx_term:types { ret = "int", abi="stdcall", "pointer" }
+
+zmq_bind = alien.libzmq.zmq_bind
+zmq_bind:types { ret = "int", abi="stdcall", "pointer", "string" }
+
+zmq_close = alien.libzmq.zmq_close
+zmq_close:types { ret = "int", abi="stdcall", "pointer" }
+
+zmq_disconnect = alien.libzmq.zmq_disconnect
+zmq_disconnect:types { ret = "int", abi="stdcall", "pointer", "string" }
+
+zmq_setsockopt = alien.libzmq.zmq_setsockopt
+zmq_setsockopt:types { ret = "int", abi="stdcall", "pointer", "int", "pointer", "int" }
+
+zmq_errno = alien.libzmq.zmq_errno
+zmq_errno:types { ret = "int", abi="stdcall" }
+
+zmq_msg_close = alien.libzmq.zmq_msg_close
+zmq_msg_close:types { ret = "int", abi="stdcall", "pointer" }
+
+zmq_msg_data = alien.libzmq.zmq_msg_data
+zmq_msg_data:types { ret = "pointer", abi="stdcall", "pointer" }
+
+zmq_msg_get = alien.libzmq.zmq_msg_get
+zmq_msg_get:types { ret = "int", abi="stdcall", "pointer", "int" }
+
+zmq_msg_init_size = alien.libzmq.zmq_msg_init_size
+zmq_msg_init_size:types { ret = "int", abi="stdcall", "pointer", "int" }
+
+zmq_msg_init = alien.libzmq.zmq_msg_init
+zmq_msg_init:types { ret = "int", abi="stdcall", "pointer" }
+
+zmq_msg_more = alien.libzmq.zmq_msg_more
+zmq_msg_more:types { ret = "int", abi="stdcall", "pointer" }
+
+zmq_msg_recv = alien.libzmq.zmq_msg_recv
+zmq_msg_recv:types { ret = "int", abi="stdcall", "pointer", "pointer", "int" }
+
+zmq_msg_send = alien.libzmq.zmq_msg_send
+zmq_msg_send:types { ret = "int", abi="stdcall", "pointer", "pointer", "int" }
+
+zmq_msg_set = alien.libzmq.zmq_msg_set
+zmq_msg_set:types { ret = "int", abi="stdcall", "pointer", "int", "int" }
+
+zmq_msg_size = alien.libzmq.zmq_msg_size
+zmq_msg_size:types { ret = "int", abi="stdcall", "pointer" }
+
+zmq_poll = alien.libzmq.zmq_poll
+zmq_poll:types { ret = "int", abi="stdcall", "pointer", "int", "int" }
+
+zmq_recv = alien.libzmq.zmq_recv
+zmq_recv:types { ret = "int", abi="stdcall", "pointer", "pointer", "int", "int"}
+
+zmq_send = alien.libzmq.zmq_send
+zmq_send:types { ret = "int", abi="stdcall", "pointer", "pointer", "int", "int"}
+
+zmq_socket = alien.libzmq.zmq_socket
+zmq_socket:types { ret = "pointer", abi="stdcall", "pointer", "int"}
+
+zmq_version = alien.libzmq.zmq_version
+zmq_version:types { ret = "void", abi="stdcall", "ref int", "ref int", "ref int"}
+
+zmq_unbind = alien.libzmq.zmq_unbind
+zmq_unbind:types { ret = "int", abi="stdcall", "pointer", "string"}
+
+function zmq_msg_new()
+	local buf = alien.buffer(64)
+	return buf
+end
+
+function zmq_msg_as_string(msg)
+	return alien.tostring(zmq_msg_data(msg), zmq_msg_size(msg))
+end
+
+ZMQ_PAIR = 0
+ZMQ_PUB = 1
+ZMQ_SUB = 2
+ZMQ_REQ = 3
+ZMQ_REP = 4
+ZMQ_DEALER = 5
+ZMQ_ROUTER = 6
+ZMQ_PULL = 7
+ZMQ_PUSH = 8
+ZMQ_XPUB = 9
+ZMQ_XSUB = 10
+ZMQ_STREAM = 11
+
+ZMQ_POLLIN = 1
+ZMQ_POLLOUT = 2
+ZMQ_POLLERR = 4
+
+ZMQ_SNDMORE = 2
+ZMQ_LINGER = 17
+
+running = true
+
+function to_unixtime(year, month, day)
+	return date.diff(date(year, month, day), date(1970, 1, 1)):spanseconds()
+end
+
+function to_unixtime_fine(year, month, day, hour, min, sec)
+	return date.diff(date(year, month, day, hour, min, sec), date(1970, 1, 1)):spanseconds()
+end
+
+function serialize_ts(tm)
+	return to_unixtime_fine(tm.year, tm.month, tm.day, tm.hour, tm.minute, tm.second)
+end
+
+function serialize_bar(ds, i, lot_size)
+	return struct.pack("<I8ddddI8", serialize_ts(ds:T(i)), ds:O(i), ds:H(i), ds:L(i), ds:C(i), ds:V(i) * lot_size)
+end
+
+function get_data(class, code, t_start, t_end, timeframe)
+	local ds, Error = CreateDataSource(class, code, timeframe)
+	local timeout = 30
+	local lot_size = tonumber(getParamEx(class, code, "LOTSIZE").param_value)
+	while (Error == "" or Error == nil) and ds:Size() == 0 do
+		sleep(100)
+		timeout = timeout - 1
+		if timeout <= 0 then
+			return nil, "Timeout"
+		end
+	end
+	if Error ~= "" and Error ~= nil then return nil, Error end
+
+	local Size = ds:Size()
+	local result = {}
+	local cnt = 1
+	for i = 1, Size do
+		local t = ds:T(i)
+		local ts = to_unixtime(t.year, t.month, t.day)
+		if ts >= t_start and ts < t_end then
+			result[cnt] = serialize_bar(ds, i, lot_size)
+			cnt = cnt + 1
+		end
+	end
+	ds:Close()
+	--return nil, "foo"
+	s = table.sconcat(result)
+	return s, nil
+end
+
+function to_timeframe(tf)
+	if tf == "M1" then return INTERVAL_M1
+	elseif tf == "M5" then return INTERVAL_M5
+	elseif tf == "M15" then return INTERVAL_M15
+	elseif tf == "M30" then return INTERVAL_M30
+	elseif tf == "H1" then return INTERVAL_H1
+	elseif tf == "H2" then return INTERVAL_H2
+	elseif tf == "H4" then return INTERVAL_H4
+	elseif tf == "D" then return INTERVAL_D1
+	elseif tf == "W" then return INTERVAL_W1
+	elseif tf == "MN" then return INTERVAL_MN1
+	end
+end
+
+function zmq_msg_from_string(str)
+	local msg = zmq_msg_new()
+	zmq_msg_init_size(msg, str:len())
+	buf = zmq_msg_data(msg)
+	bsource = alien.buffer(str)
+	alien.memcpy(buf, bsource, str:len())
+	return msg
+end
+
+function zmq_msg_empty()
+	local msg = zmq_msg_new()
+	zmq_msg_init(msg)
+	return msg
+end
+
+function handle_message(msg)
+	local rq = json:decode(zmq_msg_as_string(msg))
+	local class, code = string.match(rq.ticker, "(%w+)#(%w+)")
+	local fyear, fmon, fday = string.match(rq.from, "(%d+)-(%d+)-(%d+)")
+	local tyear, tmon, tday = string.match(rq.to, "(%d+)-(%d+)-(%d+)")
+	local timeframe = to_timeframe(rq.timeframe)
+	if timeframe == nil then
+		return zmq_msg_from_string("ERROR: invalid timeframe: " .. tostring(timeframe)), zmq_msg_empty()
+	end
+
+	local data, err = get_data(class, code, to_unixtime(fyear, fmon, fday), to_unixtime(tyear, tmon, tday), timeframe)
+	if data == nil then
+		return zmq_msg_from_string("ERROR: can't get data: " .. err .. "(" .. class .. "/" .. code .. ")" ), zmq_msg_empty()
+	end
+
+	return zmq_msg_from_string("OK"), zmq_msg_from_string(data)
+end
+
+ctx = nil
+sock = nil
+
+function OnStop()
+	if sock then
+		zmq_close(sock)
+		sock = nil
+	end
+	if ctx then
+		zmq_ctx_term(ctx)
+		ctx = nil
+	end
+end
+
+function main()
+	local status, err = pcall(pmain)
+	if not state then
+		message("Error: " .. err)
+	end
+	OnStop()
+end
+
+function pmain()
+	ctx = zmq_ctx_new()
+	sock = zmq_socket(ctx, ZMQ_REP)
+	local linger = alien.array("int", {0})
+	zmq_setsockopt(sock, ZMQ_LINGER, linger.buffer, 4)
+	local rc = zmq_bind(sock, "tcp://*:5521")
+	if rc ~= 0 then
+		message("Bind error: " .. tostring(rc))
+		return
+	end
+
+	while running do
+		local pi = zmq_pollitem:new()
+		pi.socket = sock
+		pi.fd = 0
+		pi.events = ZMQ_POLLIN
+		pi.revents = 0
+
+		rc = zmq_poll(pi(), 1, 60000) 
+		if rc > 0 and pi.revents == ZMQ_POLLIN then
+			local msg = zmq_msg_new()
+			zmq_msg_init(msg)
+			rc = zmq_msg_recv(msg, sock, 0) 
+			if rc == -1 then
+				running = false
+				message("rc: " .. tostring(rc) .. "; " .. tostring(zmq_errno()))
+			else
+				local outmsg_header, outmsg_data = handle_message(msg)
+				zmq_msg_send(outmsg_header, sock, ZMQ_SNDMORE)
+				zmq_msg_send(outmsg_data, sock, 0)
+			end
+			zmq_msg_close(msg)
+		end
+	end
+end