Java tutorial
/** * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.bbg.replay; import static com.opengamma.bbg.replay.BloombergTick.FIELDS_KEY; import static org.testng.AssertJUnit.assertTrue; import java.io.File; import java.lang.reflect.Method; import java.util.ArrayList; import java.util.List; import java.util.Map; import java.util.Random; import java.util.Set; import java.util.concurrent.ArrayBlockingQueue; import java.util.concurrent.BlockingQueue; import java.util.concurrent.ExecutorService; import java.util.concurrent.Executors; import java.util.concurrent.Future; import java.util.concurrent.TimeUnit; import org.apache.commons.io.FileUtils; import org.apache.commons.lang.SystemUtils; import org.fudgemsg.FudgeContext; import org.fudgemsg.FudgeMsg; import org.fudgemsg.test.FudgeUtils; import org.slf4j.Logger; import org.slf4j.LoggerFactory; import org.testng.annotations.AfterMethod; import org.testng.annotations.BeforeMethod; import org.testng.annotations.Test; import org.threeten.bp.Clock; import org.threeten.bp.ZonedDateTime; import com.google.common.collect.ImmutableMap; import com.google.common.collect.Sets; import com.opengamma.OpenGammaRuntimeException; import com.opengamma.bbg.replay.BloombergTicksReplayer.Mode; import com.opengamma.bbg.test.BloombergTestUtils; import com.opengamma.util.fudgemsg.OpenGammaFudgeContext; import com.opengamma.util.test.TestGroup; /** * Test. */ @Test(groups = TestGroup.UNIT_SLOW) public class BloombergTickWriterTest { private static final Logger s_logger = LoggerFactory.getLogger(BloombergTickWriterTest.class); private static final FudgeContext s_fudgeContext = OpenGammaFudgeContext.getInstance(); private static final int TICKS_GENERATOR_THREAD_SIZE = 1; private static final int RUN_DURATION = 5000; private static final long REPORT_INTERVAL = RUN_DURATION * 3; private static final long WRITER_SPEED_THRESHOLD = 1024000; private static final int MAX_QUEUE_SIZE = 1000; private BlockingQueue<FudgeMsg> _allTicksQueue = new ArrayBlockingQueue<FudgeMsg>(MAX_QUEUE_SIZE); private BloombergTickWriter _writer; private File _rootDir = new File(SystemUtils.getJavaIoTmpDir(), "tickDataTest"); private RandomTicksGeneratorJob _ticksGenerator; private Map<String, String> _ticker2buid = ImmutableMap.of("QQQQ US Equity", "EQ0082335400001000"); @BeforeMethod public void setUp(Method m) throws Exception { _writer = new BloombergTickWriter(s_fudgeContext, _allTicksQueue, _ticker2buid, _rootDir.getAbsolutePath(), StorageMode.MULTI); _ticksGenerator = new RandomTicksGeneratorJob(new ArrayList<String>(_ticker2buid.keySet()), _allTicksQueue); makeRootDir(); } private void makeRootDir() { if (!_rootDir.exists()) { if (!_rootDir.mkdirs()) { throw new OpenGammaRuntimeException("unable to create root dir " + _rootDir); } } } @AfterMethod public void tearDown() throws Exception { _writer = null; //clean up if (_rootDir.exists()) { FileUtils.forceDeleteOnExit(_rootDir); } } //------------------------------------------------------------------------- @Test public void ticksWriting() throws Exception { ZonedDateTime startTime = ZonedDateTime.now(Clock.systemUTC()); //run test for 5secs long runTime = 5000; ExecutorService writerExecutor = Executors.newSingleThreadExecutor(); Future<?> writerFuture = writerExecutor.submit(_writer); //create ticks generators ExecutorService ticksGeneratorExec = Executors.newSingleThreadExecutor(); Future<?> ticksGenFuture = ticksGeneratorExec.submit(_ticksGenerator); s_logger.info("Test running for {}ms to generate ticks", runTime); Thread.sleep(runTime); //terminate ticks generation after 1mins _ticksGenerator.terminate(); sendTerminateMessage(); //test should fail if ticksGenerator throws an exception ticksGenFuture.get(); ticksGeneratorExec.shutdown(); ticksGeneratorExec.awaitTermination(1, TimeUnit.SECONDS); //test should fail if writer throws an exception writerFuture.get(); writerExecutor.shutdown(); writerExecutor.awaitTermination(1, TimeUnit.SECONDS); ZonedDateTime endTime = ZonedDateTime.now(Clock.systemUTC()); //now lets replay generated allTicks.dat Set<String> buids = Sets.newHashSet(_ticker2buid.values()); UnitTestTickReceiver receiver = new UnitTestTickReceiver(); BloombergTicksReplayer player = new BloombergTicksReplayer(Mode.AS_FAST_AS_POSSIBLE, _rootDir.getAbsolutePath(), receiver, startTime, endTime, buids); player.start(); while (player.isRunning()) { Thread.sleep(1000); } assertTrue(receiver.count() > 0); } @Test(invocationCount = 5, successPercentage = 19) public void performance() throws Exception { ExecutorService writerExecutor = Executors.newSingleThreadExecutor(); Future<?> writerFuture = writerExecutor.submit(_writer); double nStartTime = System.currentTimeMillis(); //create ticks generators List<RandomTicksGeneratorJob> ticksGeneratorsList = new ArrayList<RandomTicksGeneratorJob>(); List<Thread> ticksGeneratorThreads = new ArrayList<Thread>(); for (int i = 0; i < TICKS_GENERATOR_THREAD_SIZE; i++) { RandomTicksGeneratorJob ticksGeneratorJob = new RandomTicksGeneratorJob( new ArrayList<String>(_ticker2buid.keySet()), _allTicksQueue); ticksGeneratorsList.add(ticksGeneratorJob); Thread thread = new Thread(ticksGeneratorJob, "TicksGenerator" + i); thread.start(); ticksGeneratorThreads.add(thread); } s_logger.info("Test running for 1min to gather stats"); Thread.sleep(RUN_DURATION); for (RandomTicksGeneratorJob ticksGeneratorJob : ticksGeneratorsList) { ticksGeneratorJob.terminate(); } //wait for all ticksGenerator threads to finish for (Thread thread : ticksGeneratorThreads) { thread.join(); } //send terminate message for tickWriter to terminate sendTerminateMessage(); //test should fail if writer throws an exception writerFuture.get(); writerExecutor.shutdown(); writerExecutor.awaitTermination(1, TimeUnit.SECONDS); double nRunDuration = System.currentTimeMillis() - nStartTime; double nTicks = ((double) _writer.getNTicks() / nRunDuration) * 1000; s_logger.info("ticks {}/s", nTicks); double nWrites = ((double) _writer.getNWrites() / nRunDuration) * 1000; s_logger.info("fileOperations {}/s", nWrites); double nBlocks = (double) _writer.getNBlocks() / (double) _writer.getNWrites(); s_logger.info("average blocks {}bytes", nBlocks); assertTrue("reportInterval > testRunTime", REPORT_INTERVAL > nRunDuration); if ((nWrites * nBlocks) < WRITER_SPEED_THRESHOLD) { s_logger.warn("BloombergTickWriter looks like running really slower than {}b/s", WRITER_SPEED_THRESHOLD); } } private void sendTerminateMessage() throws Exception { _allTicksQueue.put(BloombergTickReplayUtils.getTerminateMessage()); } private class UnitTestTickReceiver implements BloombergTickReceiver { private Random _valueGenerator = new Random(RandomTicksGeneratorJob.RANDOM_SEED); private int _count; public void tickReceived(BloombergTick msg) { _count++; FudgeMsg randomStandardTick = BloombergTestUtils.makeRandomStandardTick(_valueGenerator, s_fudgeContext); FudgeMsg actual = msg.getFields(); FudgeMsg expected = randomStandardTick.getMessage(FIELDS_KEY); assertAllFieldsMatch(expected, actual); } int count() { return _count; } } private static void assertAllFieldsMatch(FudgeMsg expectedMsg, FudgeMsg actualMsg) { FudgeUtils.assertAllFieldsMatch(expectedMsg, actualMsg, true); } }