test with shm

yupengzhi · Mar 18, 2020 · 80524be · 80524be
1 parent 4392aec
commit 80524be
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Showing 9 changed files with 28 additions and 580 deletions.
diff --git a/external/common/include/core/base_strategy.h b/external/common/include/core/base_strategy.h
@@ -4,6 +4,7 @@
 #include "struct/market_snapshot.h"
 #include "struct/order.h"
 #include "util/sender.hpp"
+#include "util/shm_sender.hpp"
 #include "util/dater.h"
 #include "define.h"
 #include "struct/command.h"
@@ -67,7 +68,7 @@ class BaseStrategy {
   void UpdatePos(Order* o, const ExchangeInfo& info);
 
   bool position_ready;
-  Sender<Order>* order_sender;
+  ShmSender<Order>* order_sender;
   Sender<MarketSnapshot>* ui_sender;
   unordered_map<std::string, MarketSnapshot> shot_map;
   unordered_map<std::string, Order*> order_map;

diff --git a/external/common/include/util/shm_sender.hpp b/external/common/include/util/shm_sender.hpp
@@ -1,12 +1,14 @@
 #ifndef SHM_SENDER_HPP_
 #define SHM_SENDER_HPP_
 
+#include <mutex>
 #include "shm_worker.hpp"
 
 template <typename T>
 class ShmSender: public ShmWorker {
  public:
-  ShmSender(const std::string& key, int size = 100000) {
+  ShmSender(const std::string& key, int size = 100000, const std::string& file_name = "")
+    : f(file_name.empty() ? nullptr : new std::ofstream(file_name.c_str(), ios::out | ios::binary)) {
     init <T> (key, size);
     mutex = reinterpret_cast<pthread_mutex_t*>(m_data + 3*sizeof(atomic_int));
   }
@@ -21,9 +23,16 @@ class ShmSender: public ShmWorker {
     memcpy(m_data+header_size+(tail->load()%m_size)*sizeof(T), &shot, sizeof(T));
     tail->fetch_add(1);
     pthread_mutex_unlock(mutex);
+    if (f.get()) {
+      std::lock_guard<std::mutex> lck(mtx);  // for mutli-thread backtest file writting
+      f.get()->write((char*)&shot, sizeof(T));
+      f.get()->flush();
+    }
   }
  private:
   pthread_mutex_t* mutex;
+  std::mutex mtx;
+  unique_ptr<std::ofstream> f;
 };
 
 #endif  // SHM_SENDER_HPP_
diff --git a/external/common/lib/libnick.so b/external/common/lib/libnick.so
diff --git a/src/backtest/main.cpp b/src/backtest/main.cpp
@@ -9,13 +9,16 @@
 #include "util/time_controller.h"
 #include "util/sender.hpp"
 #include "util/recver.hpp"
+#include "util/shm_sender.hpp"
+#include "util/shm_recver.hpp"
 #include "util/dater.h"
 #include "util/history_worker.h"
 #include "struct/market_snapshot.h"
 #include "./strategy.h"
 
 std::unique_ptr<Sender<MarketSnapshot> > ui_sender(new Sender<MarketSnapshot>("*:33333", "bind", "tcp", "mid.dat"));
-std::unique_ptr<Sender<Order> > order_sender(new Sender<Order>("order_sub", "connect", "ipc", "order.dat"));
+// std::unique_ptr<Sender<Order> > order_sender(new Sender<Order>("order_sub", "connect", "ipc", "order.dat"));
+std::unique_ptr<ShmSender<Order> > order_sender(new ShmSender<Order>("order_sub", 100000, "order.dat"));
 std::pair< std::unordered_map<std::string, std::vector<BaseStrategy*> >, std::vector<std::string> > GenTSM() {
   std::string default_path = GetDefaultPath();