生产者每秒生产一次数据,消费者每分钟消费一次
Producer producing data every one second and Consumer consuming after every minute
我正在尝试使用 BlockingCollection 生产者/消费者模式编写一个程序,其中生产者将继续每隔一秒生产一次数据,而消费者将使用它并每 60 次在控制台 window 上显示来自我的生产者数据的一些已处理数据秒。
现实生活中的场景是——我将每秒在生产者中获取 Open High Low Close 股票数据,我想将其传递给消费者线程,消费者线程将从 60 秒的数据中创建 1 分钟的 OHLC 数据,我将收到这些数据来自第三方。为了模拟现实生活场景,我正在尝试创建一个生产者,该生产者将具有计时器,该计时器会每秒将数据放入 BlockingCollection 但不确定如何在生产者中使用计时器。任何人都可以建议代码
- 我将如何创建生产者,它会使用生产者内部的计时器每秒继续生产 OHLC 数据。可以说我的 OHLC 值会有计数器,我将用它来计算秒数。例如
O=1,H=1,L=1,C=1
O=2,H=2,L=2,C=2
....
O=60,H=60,L=60,C=60
一旦计数器达到 60 的倍数,我的消费者就会启动,这将需要 60 秒的数据来创建一分钟的 OHLC 数据。
2. CompleteAdding 方法应该写在哪里,因为我的 Producer 永远不会结束 Producer 只有在我停止整个应用程序后才会停止
非常感谢这方面的任何帮助。提前致谢
在这个例子中创建了两个任务:生产者和消费者。首先,数据每秒生成一次并放入集合中。在第二个中,数据从集合中提取并每分钟处理一次。
var produced = new BlockingCollection<Price>();
var producer = Task.Run(async () =>
{
try
{
var random = new Random();
while (true)
{
produced.Add(new Price { Low = random.Next(500), High = random.Next(500, 1000) });
await Task.Delay(1000);
}
}
finally
{
produced.CompleteAdding();
}
});
var consumer = Task.Run(async () =>
{
const int interval = 60; // seconds
var values = new List<Price>();
foreach (var value in produced.GetConsumingEnumerable())
{
values.Add(value);
if (DateTime.UtcNow.Second % interval == 0)
{
Console.WriteLine(values.Average(p => p.High)); // do some work
values.Clear();
}
}
});
Task.WaitAll(producer, consumer);
一个 BlockingCollection
is needed when you want the consumer to be blocked while waiting for available data, or the producer to be blocked while waiting for available space in a limited-capacity queue. In your case you want to be blocked by time, not by availability, so a simpler collection like a ConcurrentQueue
应该就足够了(或者甚至是线程不安全的 Queue
受锁柜保护)。
为了在应用程序结束时退出循环,我建议您使用 cooperative cancellation 和 CancellationToken
。这样您的应用程序就会干净地关闭。
var queue = new ConcurrentQueue<Price>();
var cts = new CancellationTokenSource();
var producer = Task.Run(async () =>
{
try
{
var random = new Random();
while (true)
{
queue.Enqueue(new Price
{
Low = random.Next(0, 500),
High = random.Next(500, 1000)
});
await Task.Delay(millisecondsDelay: 1000, cts.Token);
}
}
catch (OperationCanceledException)
{
Console.WriteLine("Producer Canceled");
}
});
var consumer = Task.Run(async () =>
{
try
{
var random = new Random();
while (true)
{
await Task.Delay(millisecondsDelay: 60000, cts.Token);
var prices = queue.DequeueAll();
Console.Write($"Minute Report");
Console.Write($", Count: {prices.Count,2}");
Console.Write($", Low Average: {prices.Average(p => p.Low):#,0.0000}");
Console.Write($", High Average: {prices.Average(p => p.High):#,0.0000}");
Console.WriteLine();
}
}
catch (OperationCanceledException)
{
Console.WriteLine("Consumer Canceled");
}
});
Console.WriteLine("Press Escape to finish.");
while (true)
{
var keyInfo = Console.ReadKey(true);
if (keyInfo.Key == ConsoleKey.Escape) break;
}
cts.Cancel();
Task.WaitAll(producer, consumer);
为了从队列中取出所有项目,我使用了下面的扩展方法:
public static List<T> DequeueAll<T>(this ConcurrentQueue<T> source)
{
var list = new List<T>();
while (source.TryDequeue(out var item))
{
list.Add(item);
}
return list;
}
示例输出:
Press Escape to finish.
Minute Report, Count: 60, Low Average: 209.5405, High Average: 782.2432
Minute Report, Count: 59, Low Average: 285.0500, High Average: 714.5500
Minute Report, Count: 60, Low Average: 245.5128, High Average: 718.6667
Minute Report, Count: 60, Low Average: 259.6154, High Average: 703.6667
Minute Report, Count: 59, Low Average: 215.8919, High Average: 735.0811
Minute Report, Count: 59, Low Average: 252.7632, High Average: 727.2368
Minute Report, Count: 60, Low Average: 288.5833, High Average: 730.6389
Producer Canceled
Consumer Canceled
另一种方法是让生产者每秒产生一个值,而让消费者只在包含60个数据元素时才读取共享缓冲区。这种方法消除了生产者和消费者之间的所有直接依赖关系。生产者以生产者自然的速率写入共享缓冲区,而消费者仅处理一批 60 个数据元素。
以下使用 Ada 的示例说明了这一概念。
with Ada.Text_IO; use Ada.Text_IO;
with Ada.Calendar; use Ada.Calendar;
procedure Main is
type Index is mod 60;
type collect is array (Index) of Positive;
protected Buffer is
entry Get (Nums : out collect);
entry Put (Item : in Positive);
private
Buf : collect;
Next : Index := Index'First;
Count : Natural := 0;
end Buffer;
protected body Buffer is
entry Get (Nums : out collect) when Count = Index'Modulus is
begin
Nums := Buf;
Count := 0;
end Get;
entry Put (Item : in Positive) when Count < Index'Modulus is
begin
Buf (Next) := Item;
Next := Next + 1;
Count := Count + 1;
end Put;
end Buffer;
task producer is
entry Done;
end producer;
task body Producer is
Cur_Time : Time;
Pause : constant Duration := 1.0;
Count : Positive := 1;
begin
for Outer in 1 .. 10 loop
for Inner in 1 .. 60 loop
Buffer.Put (Count);
Cur_Time := Clock;
Count := Count + 1;
delay until Cur_Time + Pause;
end loop;
end loop;
accept Done;
end Producer;
task Consumer is
entry Stop;
end Consumer;
task body Consumer is
Batch : collect;
Sum : Integer := 0;
begin
loop
select
accept Stop;
exit;
else
select
Buffer.Get (Batch);
Sum := 0;
for val of Batch loop
Put (val'Image);
Sum := Sum + val;
end loop;
New_Line;
Put_Line ("Average:" & Integer'Image (Sum / Batch'Length));
or
delay 0.01;
end select;
end select;
end loop;
end Consumer;
begin
Producer.Done;
Consumer.Stop;
end Main;
这个程序的输出是:
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60
Average: 30
61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120
Average: 90
121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180
Average: 150
181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240
Average: 210
241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300
Average: 270
301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360
Average: 330
361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420
Average: 390
421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480
Average: 450
481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540
Average: 510
541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600
Average: 570
[2019-11-08 08:57:07] process terminated successfully, elapsed time: 10:05.48s
我正在尝试使用 BlockingCollection 生产者/消费者模式编写一个程序,其中生产者将继续每隔一秒生产一次数据,而消费者将使用它并每 60 次在控制台 window 上显示来自我的生产者数据的一些已处理数据秒。
现实生活中的场景是——我将每秒在生产者中获取 Open High Low Close 股票数据,我想将其传递给消费者线程,消费者线程将从 60 秒的数据中创建 1 分钟的 OHLC 数据,我将收到这些数据来自第三方。为了模拟现实生活场景,我正在尝试创建一个生产者,该生产者将具有计时器,该计时器会每秒将数据放入 BlockingCollection 但不确定如何在生产者中使用计时器。任何人都可以建议代码
- 我将如何创建生产者,它会使用生产者内部的计时器每秒继续生产 OHLC 数据。可以说我的 OHLC 值会有计数器,我将用它来计算秒数。例如 O=1,H=1,L=1,C=1 O=2,H=2,L=2,C=2 .... O=60,H=60,L=60,C=60
一旦计数器达到 60 的倍数,我的消费者就会启动,这将需要 60 秒的数据来创建一分钟的 OHLC 数据。 2. CompleteAdding 方法应该写在哪里,因为我的 Producer 永远不会结束 Producer 只有在我停止整个应用程序后才会停止
非常感谢这方面的任何帮助。提前致谢
在这个例子中创建了两个任务:生产者和消费者。首先,数据每秒生成一次并放入集合中。在第二个中,数据从集合中提取并每分钟处理一次。
var produced = new BlockingCollection<Price>();
var producer = Task.Run(async () =>
{
try
{
var random = new Random();
while (true)
{
produced.Add(new Price { Low = random.Next(500), High = random.Next(500, 1000) });
await Task.Delay(1000);
}
}
finally
{
produced.CompleteAdding();
}
});
var consumer = Task.Run(async () =>
{
const int interval = 60; // seconds
var values = new List<Price>();
foreach (var value in produced.GetConsumingEnumerable())
{
values.Add(value);
if (DateTime.UtcNow.Second % interval == 0)
{
Console.WriteLine(values.Average(p => p.High)); // do some work
values.Clear();
}
}
});
Task.WaitAll(producer, consumer);
一个 BlockingCollection
is needed when you want the consumer to be blocked while waiting for available data, or the producer to be blocked while waiting for available space in a limited-capacity queue. In your case you want to be blocked by time, not by availability, so a simpler collection like a ConcurrentQueue
应该就足够了(或者甚至是线程不安全的 Queue
受锁柜保护)。
为了在应用程序结束时退出循环,我建议您使用 cooperative cancellation 和 CancellationToken
。这样您的应用程序就会干净地关闭。
var queue = new ConcurrentQueue<Price>();
var cts = new CancellationTokenSource();
var producer = Task.Run(async () =>
{
try
{
var random = new Random();
while (true)
{
queue.Enqueue(new Price
{
Low = random.Next(0, 500),
High = random.Next(500, 1000)
});
await Task.Delay(millisecondsDelay: 1000, cts.Token);
}
}
catch (OperationCanceledException)
{
Console.WriteLine("Producer Canceled");
}
});
var consumer = Task.Run(async () =>
{
try
{
var random = new Random();
while (true)
{
await Task.Delay(millisecondsDelay: 60000, cts.Token);
var prices = queue.DequeueAll();
Console.Write($"Minute Report");
Console.Write($", Count: {prices.Count,2}");
Console.Write($", Low Average: {prices.Average(p => p.Low):#,0.0000}");
Console.Write($", High Average: {prices.Average(p => p.High):#,0.0000}");
Console.WriteLine();
}
}
catch (OperationCanceledException)
{
Console.WriteLine("Consumer Canceled");
}
});
Console.WriteLine("Press Escape to finish.");
while (true)
{
var keyInfo = Console.ReadKey(true);
if (keyInfo.Key == ConsoleKey.Escape) break;
}
cts.Cancel();
Task.WaitAll(producer, consumer);
为了从队列中取出所有项目,我使用了下面的扩展方法:
public static List<T> DequeueAll<T>(this ConcurrentQueue<T> source)
{
var list = new List<T>();
while (source.TryDequeue(out var item))
{
list.Add(item);
}
return list;
}
示例输出:
Press Escape to finish.
Minute Report, Count: 60, Low Average: 209.5405, High Average: 782.2432
Minute Report, Count: 59, Low Average: 285.0500, High Average: 714.5500
Minute Report, Count: 60, Low Average: 245.5128, High Average: 718.6667
Minute Report, Count: 60, Low Average: 259.6154, High Average: 703.6667
Minute Report, Count: 59, Low Average: 215.8919, High Average: 735.0811
Minute Report, Count: 59, Low Average: 252.7632, High Average: 727.2368
Minute Report, Count: 60, Low Average: 288.5833, High Average: 730.6389
Producer Canceled
Consumer Canceled
另一种方法是让生产者每秒产生一个值,而让消费者只在包含60个数据元素时才读取共享缓冲区。这种方法消除了生产者和消费者之间的所有直接依赖关系。生产者以生产者自然的速率写入共享缓冲区,而消费者仅处理一批 60 个数据元素。 以下使用 Ada 的示例说明了这一概念。
with Ada.Text_IO; use Ada.Text_IO;
with Ada.Calendar; use Ada.Calendar;
procedure Main is
type Index is mod 60;
type collect is array (Index) of Positive;
protected Buffer is
entry Get (Nums : out collect);
entry Put (Item : in Positive);
private
Buf : collect;
Next : Index := Index'First;
Count : Natural := 0;
end Buffer;
protected body Buffer is
entry Get (Nums : out collect) when Count = Index'Modulus is
begin
Nums := Buf;
Count := 0;
end Get;
entry Put (Item : in Positive) when Count < Index'Modulus is
begin
Buf (Next) := Item;
Next := Next + 1;
Count := Count + 1;
end Put;
end Buffer;
task producer is
entry Done;
end producer;
task body Producer is
Cur_Time : Time;
Pause : constant Duration := 1.0;
Count : Positive := 1;
begin
for Outer in 1 .. 10 loop
for Inner in 1 .. 60 loop
Buffer.Put (Count);
Cur_Time := Clock;
Count := Count + 1;
delay until Cur_Time + Pause;
end loop;
end loop;
accept Done;
end Producer;
task Consumer is
entry Stop;
end Consumer;
task body Consumer is
Batch : collect;
Sum : Integer := 0;
begin
loop
select
accept Stop;
exit;
else
select
Buffer.Get (Batch);
Sum := 0;
for val of Batch loop
Put (val'Image);
Sum := Sum + val;
end loop;
New_Line;
Put_Line ("Average:" & Integer'Image (Sum / Batch'Length));
or
delay 0.01;
end select;
end select;
end loop;
end Consumer;
begin
Producer.Done;
Consumer.Stop;
end Main;
这个程序的输出是:
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60
Average: 30
61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120
Average: 90
121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180
Average: 150
181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240
Average: 210
241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300
Average: 270
301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360
Average: 330
361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420
Average: 390
421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480
Average: 450
481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540
Average: 510
541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600
Average: 570
[2019-11-08 08:57:07] process terminated successfully, elapsed time: 10:05.48s