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kdbalerttp's Introduction

kdbAlertTP

TP set-up for test Alert Monitor system.

This framework is an expansion of the skeleton TP framework available at https://code.kx.com/v2/wp/building_real_time_tick_subscribers.pdf

It has been built on to replay our cryptocurrency data set with the original timestamp but with today’s date in a live manner. Each routine and execution-point (e.g. 'intraday 1 minute' + 'wj with timestamps') test was run in it’s own alert engine process. If running windows, place the contents of kdbAlertTP on gitbut in a single location, extract the 7z data, point your windows terminal to that location, and run

q startUp.q

All required processes for the test will be auto-started and a process status table (called processStatus) will be available with PID and handle details in that master q process, for example:

name port handle PID lastHeartBeatReceived
master 55555 0 15248 2019.06.25D10:36:09.641313000
alertMonitor 999 604 12776 2019.06.25D10:36:09.643313000
tp 5000 612 11828 2019.06.25D10:36:09.643313000
hdb 5001 624 13804 2019.06.25D10:36:09.643313000
rdb 5002 628 9552 2019.06.25D10:36:09.643313000
aeRT1 5003 632 14528 2019.06.25D10:36:09.643313000
aeRT2 5004 636 12280 2019.06.25D10:36:09.643313000
aeRT3 5005 640 13740 2019.06.25D10:36:09.643313000
aeRT4 5006 644 12120 2019.06.25D10:36:09.643313000
aeID1_1 5007 648 14464 2019.06.25D10:36:09.643313000
aeID2_1 5008 652 15084 2019.06.25D10:36:09.643313000
aeID3_1 5009 656 14840 2019.06.25D10:36:09.643313000
aeID4_1 5010 660 15320 2019.06.25D10:21:29.642628000
aeID1_5 5011 664 12748 2019.06.25D10:36:09.643313000
aeID2_5 5012 668 13044 2019.06.25D10:36:09.643313000
aeID3_5 5013 672 15192 2019.06.25D10:36:09.643313000
aeID4_5 5014 676 13580 2019.06.25D10:13:29.642633000
aeID1_10 5015 680 15024 2019.06.25D10:36:09.643313000
aeID2_10 5016 684 12400 2019.06.25D10:36:09.643313000
aeID3_10 5017 688 14844 2019.06.25D10:36:09.643313000
aeID4_10 5018 692 4372 2019.06.25D10:03:29.642639000
replay 5100 696 14976 2019.06.25D10:36:09.643313000

Data will start replaying in simulated real-time from the replay process and published to the ticker plant process to which all the alert engines are subscribed. Any alerts that beat the example thresholds are sent to an alert table called dxATAlert in the alertMonitor process. At any point, to shut down, run

\l shutDown.q

Each alert engine logs run times in process log files named accordingly kept on C://OnDiskDB. The repository includes the script readInProcLogs.q to read from these logs and store in a table for aggregation. This framework can be used to test and compare your own approaches.

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