Market Strategy Engine: Moving to .NET 4

I thought I’d be clever today. Whilst on the train, and move the Market Strategy Engine (MSE) codebase from .NET 3.5 SP1 to .NET 4. Unfortunately not everything went according to plan:

• Using Prism with .NET 4 requires that the Prism assemblies () reference System.Xaml – easy to resolve
• Since StreamInsight has RTM’d, I thought I’d do the sensible thing and move to the release version. Unfortunately I didn’t read the documentation that says that since StreamInsight was developed in parallel with .NET, StreamInsight does not yet support .NET 4.0. Hence running with .NET caused this exception:

The field ‘s’ of type ‘f__AnonymousType2`26′ either contains a nested member, or is a type that is not supported as event type field.

From this code:

            return orders.ToQuery(application,
                                  "orderQuery",
                                  "Orders to fill",
                                  typeof(MarketAdapterFactory),
                                  new InputOutputAdapterConfig()
                                  {
                                      AdapterStopSignal = "StopAdapterOrders"
                                  },
                                  EventShape.Edge,
                                  StreamEventOrder.FullyOrdered);

Thus I’m back to .NET 3.5 SP1 for the MSE until StreamInsight supports .NET 4

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~ by mdavey on May 4, 2010.