@Test
public void testDisablingSystemLogs() throws Exception {
Config config = new Config();
config.setProperty(GroupProperties.PROP_SYSTEM_LOG_ENABLED, "true");
config.getGroupConfig().setName("testDisablingSystemLogs");
HazelcastInstance instance = Hazelcast.newHazelcastInstance(config);
HazelcastInstance instance2 = Hazelcast.newHazelcastInstance(config);
instance.getMap("map").put("key", "value");
Node node = TestUtil.getNode(instance);
assertTrue(node.getSystemLogService().getLogBundle().size() > 0);
Hazelcast.shutdownAll();
config.setProperty(GroupProperties.PROP_SYSTEM_LOG_ENABLED, "false");
instance = Hazelcast.newHazelcastInstance(config);
instance2 = Hazelcast.newHazelcastInstance(config);
instance.getMap("map").put("key2", "value2");
assertTrue(node.getSystemLogService().getLogBundle().size() == 0);
}
@BeforeClass
public static void init() {
Config config = new Config();
QueueConfig queueConfig = config.getQueueConfig(queueForTestQueueWithSizeLimit);
queueConfig.setMaxSize(maxSizeForQueue);
queueConfig = config.getQueueConfig(queueForTestOfferPoll);
queueConfig.setMaxSize(maxSizeForQueue);
server = Hazelcast.newHazelcastInstance(config);
client = HazelcastClient.newHazelcastClient();
}
public class Node {
final HazelcastInstance hazelcast = Hazelcast.newHazelcastInstance(null);
final ITopic<StockPriceUpdate> topicFeed = hazelcast.getTopic("feed");
final IQueue<Order> qOrders = hazelcast.getQueue("orders");
final IMap<String, Position> mapPositions =
hazelcast.getMap("positions"); // <pmId,instrumentId, Position>
final IMap<Integer, Integer> mapNewOrders = hazelcast.getMap("neworders"); // <pmId, instrumentId>
final AtomicLong countReceivedStockUpdates = new AtomicLong();
final AtomicLong countOrdersProcessed = new AtomicLong();
final AtomicLong countNewOrderEvents = new AtomicLong();
final AtomicLong countPositionViews = new AtomicLong();
final Logger logger = Logger.getLogger("Node");
final ITopic<String> topicLogs = hazelcast.getTopic("logs");
final ConcurrentMap<Integer, Double> mapStockPrices =
new ConcurrentHashMap<Integer, Double>(8000);
final String memberString = hazelcast.getCluster().getLocalMember().toString();
final int threads = 100;
final ExecutorService esOrderConsumer = Executors.newFixedThreadPool(threads);
final ExecutorService esEventProcessor = Executors.newFixedThreadPool(10);
final ConcurrentMap<Integer, Portfolio> localPMPositions =
new ConcurrentHashMap<Integer, Portfolio>();
final ConcurrentMap<Integer, InstrumentInfo> mapInstrumentInfos =
new ConcurrentHashMap<Integer, InstrumentInfo>();
public static void main(String[] args) {
System.setProperty("hazelcast.mc.topic.excludes", "pm.*");
new Node().init();
}
void init() {
for (int i = 0; i < threads; i++) {
esOrderConsumer.execute(new PositionQueueSlurper());
}
topicFeed.addMessageListener(new StockStreamListener());
mapNewOrders.addLocalEntryListener(new NewOrderListener());
startStreamer();
Executors.newSingleThreadExecutor()
.execute(
new Runnable() {
public void run() {
while (true) {
try {
Thread.sleep(5000);
long feeds = countReceivedStockUpdates.getAndSet(0) / 5;
long orders = countOrdersProcessed.getAndSet(0) / 5;
long events = countNewOrderEvents.getAndSet(0) / 5;
long views = countPositionViews.getAndSet(0) / 5;
log(
"Feeds:"
+ feeds
+ ", OrdersProcessed:"
+ orders
+ ", newOrderEvents:"
+ events
+ ", Views:"
+ views);
} catch (Exception e) {
e.printStackTrace();
}
}
}
});
}
void startStreamer() {
final Timer timer = new Timer();
timer.scheduleAtFixedRate(
new TimerTask() {
@Override
public void run() {
for (int i = 0; i < 500; i++) {
double price = (int) (Math.random() * 50) + 1;
topicFeed.publish(
new StockPriceUpdate(LookupDatabase.randomPickInstrument().id, price));
}
}
},
0,
1000);
}
class StockStreamListener implements MessageListener<StockPriceUpdate> {
public void onMessage(final Message<StockPriceUpdate> stockPriceUpdate) {
esEventProcessor.execute(
new Runnable() {
public void run() {
countReceivedStockUpdates.incrementAndGet();
int instrumentId = stockPriceUpdate.getMessageObject().getInstrumentId();
mapStockPrices.put(instrumentId, stockPriceUpdate.getMessageObject().getPrice());
InstrumentInfo instrumentInfo = createOrGetInstrumentInfo(instrumentId);
Collection<Portfolio> relatedPortfolios = instrumentInfo.getPortfolios();
for (Portfolio relatedPortfolio : relatedPortfolios) {
firePositionViewChanged(createPositionView(relatedPortfolio, instrumentId));
}
}
});
}
}
private void firePositionViewChanged(PositionView positionView) {
if (positionView == null) return;
countPositionViews.incrementAndGet();
ITopic topicPM = hazelcast.getTopic("pm_" + positionView.pmId);
topicPM.publish(positionView);
}
public PositionView createPositionView(Portfolio portfolio, Integer instrumentId) {
Double lastPrice = mapStockPrices.get(instrumentId);
if (lastPrice == null) return null;
Position position = portfolio.getPosition(instrumentId);
return new PositionView(
portfolio.pmId,
instrumentId,
position.quantity,
lastPrice,
position.calculateProfitLoss(lastPrice));
}
private Portfolio createOrGetPortfolio(int pmId) {
Portfolio portfolio = localPMPositions.get(pmId);
if (portfolio == null) {
portfolio = new Portfolio(pmId);
Portfolio existing = localPMPositions.putIfAbsent(pmId, portfolio);
if (existing != null) {
portfolio = existing;
}
}
return portfolio;
}
private InstrumentInfo createOrGetInstrumentInfo(int instrumentId) {
InstrumentInfo instrumentInfo = mapInstrumentInfos.get(instrumentId);
if (instrumentInfo == null) {
instrumentInfo = new InstrumentInfo();
InstrumentInfo existing = mapInstrumentInfos.putIfAbsent(instrumentId, instrumentInfo);
if (existing != null) {
instrumentInfo = existing;
}
}
return instrumentInfo;
}
class NewOrderListener implements EntryListener<Integer, Integer> {
public void entryAdded(final EntryEvent<Integer, Integer> entryEvent) {
countNewOrderEvents.incrementAndGet();
esEventProcessor.execute(
new Runnable() {
public void run() {
Integer pmId = entryEvent.getKey();
Integer instrumentId = entryEvent.getValue();
// load all positions for this pm
// and create the Portfolio
}
});
}
public void entryRemoved(final EntryEvent<Integer, Integer> entryEvent) {}
public void entryUpdated(final EntryEvent<Integer, Integer> entryEvent) {
countNewOrderEvents.incrementAndGet();
esEventProcessor.execute(
new Runnable() {
public void run() {
try {
Integer pmId = entryEvent.getKey();
Integer instrumentId = entryEvent.getValue();
Position position = mapPositions.get(pmId + "," + instrumentId);
if (position != null) {
Portfolio portfolio = createOrGetPortfolio(pmId);
InstrumentInfo instrumentInfo = createOrGetInstrumentInfo(instrumentId);
instrumentInfo.addPortfolio(portfolio);
portfolio.update(position);
PositionView positionView = createPositionView(portfolio, instrumentId);
firePositionViewChanged(positionView);
}
} catch (Throwable e) {
e.printStackTrace();
}
}
});
}
public void entryEvicted(final EntryEvent<Integer, Integer> entryEvent) {}
}
void log(String msg) {
if (msg != null) {
logger.info(msg);
topicLogs.publish(memberString + ": " + msg);
}
}
public class PositionQueueSlurper implements Runnable {
public void run() {
while (true) {
TransactionContext context = hazelcast.newTransactionContext();
context.beginTransaction();
Set<Integer> setAllInvolvedPMs = new HashSet<Integer>(9);
try {
Order order = qOrders.take();
countOrdersProcessed.incrementAndGet();
List<Integer> lsAccounts = order.lsAccounts;
int accountQuantity = order.quantity / lsAccounts.size();
// for (Integer account : lsAccounts) {
// String key = account + "," + order.instrumentId;
// updatePosition(key, order, account, accountQuantity);
// }
String key = order.portfolioManagerId + "," + order.instrumentId;
updatePosition(key, order, order.portfolioManagerId, order.quantity);
context.commitTransaction();
// setAllInvolvedPMs.addAll(lsAccounts);
setAllInvolvedPMs.add(order.portfolioManagerId);
for (Integer involvedPM : setAllInvolvedPMs) {
mapNewOrders.put(involvedPM, order.instrumentId);
}
} catch (Throwable t) {
t.printStackTrace();
context.rollbackTransaction();
}
}
}
public void updatePosition(String key, Order order, int pmId, int quantity) {
Deal deal = new Deal(quantity, order.price);
Position position = mapPositions.get(key);
if (position == null) {
position = new Position(order.instrumentId);
} else if (position.getDealSize() > 100) {
for (int i = 0; i < 10; i++) {
position.lsDeals.remove(0);
}
}
position.addDeal(deal);
mapPositions.put(key, position);
}
}
}
public static void main(String[] args) throws Exception {
TestApp testApp = new TestApp(Hazelcast.newHazelcastInstance(null));
testApp.start(args);
}
@BeforeClass
@AfterClass
public static void init() throws Exception {
System.setProperty(GroupProperties.PROP_VERSION_CHECK_ENABLED, "false");
Hazelcast.shutdownAll();
}
@AfterClass
public static void destroy() {
HazelcastClient.shutdownAll();
Hazelcast.shutdownAll();
}
@BeforeClass
@AfterClass
public static void start() {
Hazelcast.shutdownAll();
}
public BaseHazelCastStateTracker(String connectionString, String type, int stateTrackerPort)
throws Exception {
log.info(
"Setting up hazelcast with type "
+ type
+ " connection string "
+ connectionString
+ " and port "
+ stateTrackerPort);
if (type.equals("master") && !PortTaken.portTaken(stateTrackerPort)) {
// sets up a proper connection string for reference wrt external actors needing a reference
if (connectionString.equals("master")) {
String host = InetAddress.getLocalHost().getHostName();
this.connectionString = host + ":" + stateTrackerPort;
}
this.hazelCastPort = stateTrackerPort;
config = hazelcast();
h = Hazelcast.newHazelcastInstance(config);
h.getCluster()
.addMembershipListener(
new MembershipListener() {
@Override
public void memberAdded(MembershipEvent membershipEvent) {
log.info("Member added " + membershipEvent.toString());
}
@Override
public void memberRemoved(MembershipEvent membershipEvent) {
log.info("Member removed " + membershipEvent.toString());
}
@Override
public void memberAttributeChanged(MemberAttributeEvent memberAttributeEvent) {
log.info("Member changed " + memberAttributeEvent.toString());
}
});
} else if (type.equals("master") && PortTaken.portTaken(stateTrackerPort))
throw new IllegalStateException(
"Specified type was master and the port specified was taken, please specify a different port");
else {
setConnectionString(connectionString);
log.info("Connecting to hazelcast on " + connectionString);
ClientConfig client = new ClientConfig();
client.getNetworkConfig().addAddress(connectionString);
h = HazelcastClient.newHazelcastClient(client);
}
this.type = type;
jobs = h.getList(JOBS);
workers = h.getList(WORKERS);
// we can make the assumption workers isn't empty because
// the master node by default comes with a applyTransformToDestination of workers
if (!this.type.equals("master")) {
while (workers.isEmpty()) {
log.warn("Waiting for data sync...");
Thread.sleep(1000);
}
log.info("Workers is " + workers.size());
}
begunTraining = h.getAtomicReference(BEGUN);
miniBatchSize = h.getAtomicReference(INPUT_SPLIT);
workerEnabled = h.getMap(WORKER_ENABLED);
replicate = h.getList(REPLICATE_WEIGHTS);
topics = h.getList(TOPICS);
updates = h.getList(UPDATES);
heartbeat = h.getMap(HEART_BEAT);
master = h.getAtomicReference(RESULT);
isPretrain = h.getAtomicReference(IS_PRETRAIN);
numTimesPretrain = h.getAtomicReference(NUM_TIMES_RUN_PRETRAIN);
numTimesPretrainRan = h.getAtomicReference(NUM_TIMES_PRETRAIN_RAN);
done = h.getAtomicReference(DONE);
validationEpochs = h.getAtomicReference(VALIDATION_EPOCHS);
improvementThreshold = h.getAtomicReference(IMPROVEMENT_THRESHOLD);
bestLoss = h.getAtomicReference(BEST_LOSS);
earlyStop = h.getAtomicReference(EARLY_STOP);
patience = h.getAtomicReference(PATIENCE);
patienceIncrease = h.getAtomicReference(PATIENCE_INCREASE);
numBatches = h.getAtomicReference(NUM_BATCHES_SO_FAR_RAN);
// applyTransformToDestination defaults only when master, otherwise, overrides previous values
if (type.equals("master")) {
begunTraining.set(false);
saver = createUpdateSaver();
numTimesPretrainRan.set(0);
numTimesPretrain.set(1);
isPretrain.set(true);
done.set(false);
resource = new StateTrackerDropWizardResource(this);
bestLoss.set(Double.POSITIVE_INFINITY);
earlyStop.set(true);
patience.set(40.0);
patienceIncrease.set(2.0);
improvementThreshold.set(0.995);
validationEpochs.set((int) Math.min(10, patience() / 2));
numBatches.set(0);
}
}
