functions/New-DbaXESession.ps1

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function New-DbaXESession {
    <#
        .SYNOPSIS
            Creates a new XESession object - for the dogged.
 
        .DESCRIPTION
            Creates a new XESession object - for the dogged (very manual, Import-DbaXESession is recommended). See the following for more info:
 
            https://docs.microsoft.com/en-us/sql/relational-databases/extended-events/use-the-powershell-provider-for-extended-events
 
        .PARAMETER SqlInstance
            Target SQL Server. You must have sysadmin access and server version must be SQL Server version 2008 or higher.
 
        .PARAMETER SqlCredential
            Login to the target instance using alternative credentials. Windows and SQL Authentication supported. Accepts credential objects (Get-Credential)
 
        .PARAMETER Name
            The Name of the session to be created.
 
        .PARAMETER EnableException
            By default, when something goes wrong we try to catch it, interpret it and give you a friendly warning message.
            This avoids overwhelming you with "sea of red" exceptions, but is inconvenient because it basically disables advanced scripting.
            Using this switch turns this "nice by default" feature off and enables you to catch exceptions with your own try/catch.
 
        .NOTES
            Tags: ExtendedEvent, XE, XEvent
            Website: https://dbatools.io
            Copyright: (C) Chrissy LeMaire, clemaire@gmail.com
            License: MIT https://opensource.org/licenses/MIT
 
        .LINK
            https://dbatools.io/New-DbaXESession
 
        .EXAMPLE
            $session = New-DbaXESession -SqlInstance sql2017 -Name XeSession_Test
            $event = $session.AddEvent("sqlserver.file_written")
            $event.AddAction("package0.callstack")
            $session.Create()
 
            Returns a new XE Session object from sql2017 then adds an event, an action then creates it.
 
    #>

    [CmdletBinding()]
    param (
        [parameter(Mandatory, ValueFromPipeline)]
        [Alias("ServerInstance", "SqlServer")]
        [DbaInstanceParameter[]]$SqlInstance,
        [PSCredential]$SqlCredential,
        [parameter(Mandatory)]
        [string]$Name,
        [switch]$EnableException
    )
    process {
        foreach ($instance in $SqlInstance) {
            try {
                Write-Message -Level Verbose -Message "Connecting to $instance."
                $server = Connect-SqlInstance -SqlInstance $instance -SqlCredential $SqlCredential -MinimumVersion 11
            }
            catch {
                Stop-Function -Message "Failure" -Category ConnectionError -ErrorRecord $_ -Target $instance -Continue
            }

            $SqlConn = $server.ConnectionContext.SqlConnectionObject
            $SqlStoreConnection = New-Object Microsoft.SqlServer.Management.Sdk.Sfc.SqlStoreConnection $SqlConn
            $store = New-Object  Microsoft.SqlServer.Management.XEvent.XEStore $SqlStoreConnection

            $store.CreateSession($Name)
        }
    }
}