use of suite.util.FunUtil.Sink in project suite by stupidsing.
the class Summarize method summarize.
public <K> SummarizeByStrategy<K> summarize(Fun<Trade, K> fun) {
Streamlet2<K, Summarize_> summaryByKey = //
trades.groupBy(fun, //
trades_ -> summarize_(trades_, priceBySymbol, s -> null)).filterKey(//
key -> key != null).collect(As::streamlet2);
Map<String, Map<K, Integer>> nSharesByKeyBySymbol = //
summaryByKey.concatMap((key, summary) -> //
summary.account.portfolio().map(//
(symbol, n) -> Fixie.of(symbol, key, n))).groupBy(Fixie3::get0, fixies0 -> //
fixies0.groupBy(Fixie3::get1, fixies1 -> //
fixies1.map(Fixie3::get2).uniqueResult()).toMap()).toMap();
Map<String, Float> acquiredPrices = trades.collect(Trade_::collectBrokeredTrades).collect(Trade_::collectAcquiredPrices);
Time now = Time.now();
Summarize_ overall = summarize_(trades, priceBySymbol, symbol -> {
boolean isMarketOpen = //
false || //
HkexUtil.isMarketOpen(now) || HkexUtil.isMarketOpen(now.addHours(1));
DataSource ds = cfg.dataSource(symbol);
// acquisition price
float price0 = acquiredPrices.get(symbol);
// previous close
float price1 = ds.get(isMarketOpen ? -1 : -2).t1;
// now
float pricex = isMarketOpen ? priceBySymbol.get(symbol) : ds.get(-1).t1;
String keys = //
Read.from2(//
nSharesByKeyBySymbol.getOrDefault(symbol, Map.ofEntries())).keys().map(//
Object::toString).sort(//
String_::compare).collect(As.joinedBy("/"));
return //
percent(price1, pricex) + ", " + //
percent(price0, pricex) + (!keys.isEmpty() ? ", " + keys : "");
});
Map<K, String> outByKey = summaryByKey.mapValue(Summarize_::out0).toMap();
StringBuilder sb = new StringBuilder();
Sink<String> log = sb::append;
for (Entry<K, String> e : outByKey.entrySet()) log.sink("\nFor strategy " + e.getKey() + ":" + e.getValue());
log.sink(FormatUtil.tablize("\nOverall:\t" + Time.now().ymdHms() + overall.out1()));
// profit and loss
Map<K, Double> pnlByKey = //
sellAll(trades, priceBySymbol).groupBy(fun, //
t -> (double) Account.ofHistory(t).cash()).toMap();
return new SummarizeByStrategy<>(sb.toString(), overall.account, pnlByKey);
}
use of suite.util.FunUtil.Sink in project suite by stupidsing.
the class SewingProverImpl method compileTr.
private Trampoline compileTr(BinderFactory bf, Node node) {
List<Node> list;
Trampoline tr;
Tree tree;
Node[] m;
if (1 < (list = TreeUtil.breakdown(TermOp.AND___, node)).size())
tr = andTr(Read.from(list).map(n -> compileTr(bf, n)));
else if (1 < (list = TreeUtil.breakdown(TermOp.OR____, node)).size())
tr = orTr(Read.from(list).map(n -> compileTr(bf, n)));
else if ((m = Suite.pattern(".0 = .1").match(node)) != null) {
boolean b = complexity(m[0]) <= complexity(m[1]);
Node n0 = b ? m[0] : m[1];
Node n1 = b ? m[1] : m[0];
Bind_ p = bf.binder(n1);
Clone_ f = bf.cloner(n0);
tr = rt -> p.test(rt, f.apply(rt.env)) ? okay : fail;
} else if ((m = Suite.pattern("builtin:.0:.1 .2").match(node)) != null) {
String className = ((Atom) m[0]).name;
String fieldName = ((Atom) m[1]).name;
BuiltinPredicate predicate = Rethrow.ex(() -> {
Class<?> clazz = Class.forName(className);
return (BuiltinPredicate) clazz.getField(fieldName).get(Object_.new_(clazz));
});
tr = compileTrCallPredicate(bf, predicate, m[2]);
} else if ((m = Suite.pattern("find.all .0 .1 .2").match(node)) != null) {
Clone_ f = bf.cloner(m[0]);
Trampoline tr1 = compileTr(bf, m[1]);
Bind_ p = bf.binder(m[2]);
List<Node> vs = new ArrayList<>();
tr = rt -> {
Restore restore = save(rt);
rt.pushRem(rt_ -> {
vs.add(new Cloner().clone(f.apply(rt_.env)));
return fail;
});
rt.pushAlt(rt_ -> {
restore.restore(rt);
return p.test(rt, Tree.of(TermOp.AND___, vs)) ? okay : fail;
});
return tr1;
};
} else if ((m = Suite.pattern("if .0 .1 .2").match(node)) != null) {
Trampoline tr0 = compileTr(bf, m[0]);
Trampoline tr1 = compileTr(bf, m[1]);
Trampoline tr2 = compileTr(bf, m[2]);
tr = if_(tr0, tr1, tr2);
} else if ((m = Suite.pattern("let .0 .1").match(node)) != null) {
Bind_ p = bf.binder(m[0]);
Evaluate_ eval = new CompileExpressionImpl(bf).evaluator(m[1]);
tr = rt -> p.test(rt, Int.of(eval.evaluate(rt.env))) ? okay : fail;
} else if ((m = Suite.pattern("list.fold .0/.1/.2 .3").match(node)) != null) {
Clone_ list0_ = bf.cloner(m[0]);
Clone_ value0_ = bf.cloner(m[1]);
Bind_ valuex_ = bf.binder(m[2]);
Clone_ ht_ = bf.cloner(m[3]);
tr = rt -> {
Node[] ht = Suite.pattern(".0 .1").match(ht_.apply(rt.env));
Trampoline tr1 = saveEnvTr(compileTrRule(ht[0], ht[1]));
Mutable<Node> current = Mutable.of(value0_.apply(rt.env));
rt.pushRem(rt_ -> valuex_.test(rt_, current.get()) ? okay : fail);
for (Node elem : Tree.iter(list0_.apply(rt.env))) {
Reference result = new Reference();
rt.pushRem(rt_ -> {
current.update(result.finalNode());
return okay;
});
rt.pushRem(rt_ -> {
rt_.query = Tree.of(TermOp.ITEM__, Tree.of(TermOp.ITEM__, elem, current.get()), result);
return tr1;
});
}
return okay;
};
} else if ((m = Suite.pattern("list.fold.clone .0/.1/.2 .3/.4/.5 .6").match(node)) != null) {
Clone_ list0_ = bf.cloner(m[0]);
Clone_ value0_ = bf.cloner(m[1]);
Bind_ valuex_ = bf.binder(m[2]);
Bind_ elem_ = bf.binder(m[3]);
Bind_ v0_ = bf.binder(m[4]);
Clone_ vx_ = bf.cloner(m[5]);
Trampoline tr1 = compileTr(bf, m[6]);
tr = rt -> {
Mutable<Node> current = Mutable.of(value0_.apply(rt.env));
Env env0 = rt.env;
rt.pushRem(rt_ -> {
rt_.env = env0;
return valuex_.test(rt_, current.get()) ? okay : fail;
});
for (Node elem : Tree.iter(list0_.apply(rt.env))) {
rt.pushRem(rt_ -> {
current.update(vx_.apply(rt_.env));
return okay;
});
rt.pushRem(rt_ -> {
rt_.env = env0.clone();
return elem_.test(rt_, elem) && v0_.test(rt_, current.get()) ? tr1 : fail;
});
}
return okay;
};
} else if ((m = Suite.pattern("list.query .0 .1").match(node)) != null) {
Clone_ l_ = bf.cloner(m[0]);
Clone_ ht_ = bf.cloner(m[1]);
tr = rt -> {
Node[] ht = Suite.pattern(".0 .1").match(ht_.apply(rt.env));
Trampoline tr1 = saveEnvTr(compileTrRule(ht[0], ht[1]));
for (Node n : Tree.iter(l_.apply(rt.env))) rt.pushRem(rt_ -> {
rt_.query = n;
return tr1;
});
return okay;
};
} else if ((m = Suite.pattern("list.query.clone .0 .1 .2").match(node)) != null) {
Clone_ f = bf.cloner(m[0]);
Bind_ p = bf.binder(m[1]);
Trampoline tr1 = compileTr(bf, m[2]);
tr = rt -> {
Env env0 = rt.env;
rt.pushRem(rt_ -> {
rt_.env = env0;
return okay;
});
for (Node n : Tree.iter(f.apply(rt.env))) rt.pushRem(rt_ -> {
rt_.env = env0.clone();
return p.test(rt_, n) ? tr1 : fail;
});
return okay;
};
} else if ((m = Suite.pattern("member .0 .1").match(node)) != null && TreeUtil.isList(m[0], TermOp.AND___)) {
List<Bind_> elems_ = Read.from(Tree.iter(m[0])).map(bf::binder).toList();
Clone_ f = bf.cloner(m[1]);
tr = rt -> {
Iterator<Bind_> iter = elems_.iterator();
Trampoline[] alt = new Trampoline[1];
Restore restore = save(rt);
return alt[0] = rt_ -> {
while (iter.hasNext()) {
restore.restore(rt);
if (iter.next().test(rt_, f.apply(rt.env))) {
rt_.pushAlt(alt[0]);
return okay;
}
}
return fail;
};
};
} else if ((m = Suite.pattern("not .0").match(node)) != null)
tr = if_(compileTr(bf, m[0]), fail, okay);
else if ((m = Suite.pattern("once .0").match(node)) != null) {
Trampoline tr0 = compileTr(bf, m[0]);
tr = rt -> {
IList<Trampoline> alts0 = rt.alts;
rt.pushRem(rt_ -> {
rt_.alts = alts0;
return okay;
});
return tr0;
};
} else if ((m = Suite.pattern("suspend .0 .1 .2").match(node)) != null) {
Clone_ f0 = bf.cloner(m[0]);
Clone_ f1 = bf.cloner(m[1]);
Trampoline tr0 = compileTr(bf, m[2]);
tr = rt -> {
List<Node> results = new ArrayList<>();
Env env = rt.env;
Trampoline tr_ = andTr(Read.each(tr0, rt_ -> {
results.add(f1.apply(env));
return fail;
}));
Node n0 = f0.apply(rt.env);
Suspend suspend = new Suspend(() -> {
Runtime rt_ = new Runtime(rt, tr_);
rt_.trampoline();
return Read.from(results).uniqueResult();
});
if (n0 instanceof Reference) {
rt.trail.addBind((Reference) n0, suspend);
return okay;
} else
return fail;
};
} else if ((m = Suite.pattern("throw .0").match(node)) != null) {
Clone_ f = bf.cloner(m[0]);
tr = rt -> {
rt.handler.sink(new Cloner().clone(f.apply(rt.env)));
return okay;
};
} else if ((m = Suite.pattern("try .0 .1 .2").match(node)) != null) {
Trampoline tr0 = compileTr(bf, m[0]);
Bind_ p = bf.binder(m[1]);
Trampoline catch0 = compileTr(bf, m[2]);
tr = rt -> {
BindEnv be = rt;
Restore restore = save(rt);
IList<Trampoline> alts0 = rt.alts;
Sink<Node> handler0 = rt.handler;
rt.handler = node_ -> {
restore.restore(rt);
if (p.test(be, node_)) {
rt.alts = alts0;
rt.pushRem(catch0);
} else
handler0.sink(node_);
};
rt.pushRem(rt_ -> {
rt_.handler = handler0;
return okay;
});
return tr0;
};
} else if ((m = Suite.pattern(".0 .1").match(node)) != null && m[0] instanceof Atom)
tr = compileTrCallPredicate(bf, ((Atom) m[0]).name, m[1], node);
else if (node instanceof Atom) {
String name = ((Atom) node).name;
if (node == ProverConstant.cut)
tr = cutEnd();
else if (String_.equals(name, ""))
tr = okay;
else if (String_.equals(name, "fail"))
tr = fail;
else
tr = compileTrCallPredicate(bf, name, Atom.NIL, node);
} else if (node instanceof Data<?>) {
Object data = ((Data<?>) node).data;
if (data instanceof Source<?>)
tr = rt -> ((Source<?>) data).source() != Boolean.TRUE ? okay : fail;
else
tr = Fail.t("cannot understand " + node);
} else if (node instanceof Reference) {
Clone_ f = bf.cloner(node);
tr = rt -> compileTr(passThru, f.apply(rt.env));
} else if ((tree = Tree.decompose(node)) != null)
tr = compileTrCallPredicate(bf, tree.getOperator().getName(), node, node);
else if (node instanceof Tuple)
tr = compileTrCallPredicate(bf, node);
else
tr = Fail.t("cannot understand " + node);
return tr;
}
use of suite.util.FunUtil.Sink in project suite by stupidsing.
the class ChrFunUtil method suck.
/**
* Sucks data from a sink and produce into a source.
*/
public static ChrSource suck(Sink<ChrSink> fun) {
NullableSyncQueue<Character> queue = new NullableSyncQueue<>();
ChrSink enqueue = c -> enqueue(queue, c);
Thread thread = Thread_.startThread(() -> {
try {
fun.sink(enqueue);
} finally {
enqueue(queue, EMPTYVALUE);
}
});
return () -> {
try {
return queue.take();
} catch (InterruptedException ex) {
thread.interrupt();
return Fail.t(ex);
}
};
}
use of suite.util.FunUtil.Sink in project suite by stupidsing.
the class IntFunUtil method suck.
/**
* Sucks data from a sink and produce into a source.
*/
public static IntSource suck(Sink<IntSink> fun) {
NullableSyncQueue<Integer> queue = new NullableSyncQueue<>();
IntSink enqueue = c -> enqueue(queue, c);
Thread thread = Thread_.startThread(() -> {
try {
fun.sink(enqueue);
} finally {
enqueue(queue, EMPTYVALUE);
}
});
return () -> {
try {
return queue.take();
} catch (InterruptedException ex) {
thread.interrupt();
return Fail.t(ex);
}
};
}
use of suite.util.FunUtil.Sink in project suite by stupidsing.
the class LngFunUtil method suck.
/**
* Sucks data from a sink and produce into a source.
*/
public static LngSource suck(Sink<LngSink> fun) {
NullableSyncQueue<Long> queue = new NullableSyncQueue<>();
LngSink enqueue = c -> enqueue(queue, c);
Thread thread = Thread_.startThread(() -> {
try {
fun.sink(enqueue);
} finally {
enqueue(queue, EMPTYVALUE);
}
});
return () -> {
try {
return queue.take();
} catch (InterruptedException ex) {
thread.interrupt();
return Fail.t(ex);
}
};
}
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