def __calc_signals_concurrency(self):
"""
deprecated: 速度慢
:return:
"""
futures = set()
with concurrent.futures.ProcessPoolExecutor(max_workers=4) as executor:
for func_name, param_dict in self.__ta_factors:
try:
func = self.func_lib[func_name]
except KeyError as e:
raise e
if not param_dict and func_name in inspect.getmembers(lsta, inspect.isfunction):
param_dict = get_default_args(func)
if func_name in inspect.getmembers(lsta, inspect.isfunction):
max_period = num_bars_to_accumulate(func_name=func_name, **param_dict)
else:
max_period = func.lookback + 1
if len(self.dataframe) < max_period:
continue
else:
future = executor.submit(func, self.dataframe.tail(max_period), **param_dict)
futures.add(future)
for future in concurrent.futures.as_completed(futures):
ret = future.result()
if len(ret.shape) > 1:
ret = ret.ix[:, 0]
ind = self.dataframe.index[-1]
print len(self.dataframe), func_name, ind, ret[-1]
self.dataframe.ix[ind, func_name] = ret[-1]
def __calc_signals(self):
for func_name, param_dict in self.__ta_factors:
try:
func = self.func_lib[func_name]
except KeyError as e:
raise e
if not param_dict and func_name in dict(inspect.getmembers(lsta, inspect.isfunction)):
param_dict = get_default_args(func)
if func_name in dict(inspect.getmembers(lsta, inspect.isfunction)):
max_period = num_bars_to_accumulate(func_name=func_name, **param_dict)
else:
max_period = func.lookback + 1
if len(self.dataframe) < max_period:
continue
else:
try:
# TODO: 这里需要修改，合成一句
ret = func(self.dataframe.iloc[-max_period:], **param_dict)
if len(ret.shape) > 1:
ret = ret.ix[:, 0]
ind = self.dataframe.index[-1]
print len(self.dataframe), func_name, ind, ret[-1]
self.dataframe.ix[ind, func_name] = ret[-1]
except IndexError as e:
print('__name={0},ind={1}'.format(func_name, ind))
raise e(func_name + ' ' + ind)
def __calc_signals(self):
for func_name, param_dict in self.__ta_factors:
try:
func = self.func_lib[func_name]
except KeyError as e:
raise e
if not param_dict and func_name in dict(
inspect.getmembers(lsta, inspect.isfunction)):
param_dict = get_default_args(func)
if func_name in dict(inspect.getmembers(lsta, inspect.isfunction)):
max_period = num_bars_to_accumulate(func_name=func_name,
**param_dict)
else:
max_period = func.lookback + 1
if len(self.dataframe) < max_period:
continue
else:
try:
# TODO: 这里需要修改，合成一句
ret = func(self.dataframe.iloc[-max_period:], **param_dict)
if len(ret.shape) > 1:
ret = ret.ix[:, 0]
ind = self.dataframe.index[-1]
print len(self.dataframe), func_name, ind, ret[-1]
self.dataframe.ix[ind, func_name] = ret[-1]
except IndexError as e:
print('__name={0},ind={1}'.format(func_name, ind))
raise e(func_name + ' ' + ind)
def __calc_signals_concurrency(self):
"""
deprecated: 速度慢
:return:
"""
futures = set()
with concurrent.futures.ProcessPoolExecutor(max_workers=4) as executor:
for func_name, param_dict in self.__ta_factors:
try:
func = self.func_lib[func_name]
except KeyError as e:
raise e
if not param_dict and func_name in inspect.getmembers(
lsta, inspect.isfunction):
param_dict = get_default_args(func)
if func_name in inspect.getmembers(lsta, inspect.isfunction):
max_period = num_bars_to_accumulate(func_name=func_name,
**param_dict)
else:
max_period = func.lookback + 1
if len(self.dataframe) < max_period:
continue
else:
future = executor.submit(func,
self.dataframe.tail(max_period),
**param_dict)
futures.add(future)
for future in concurrent.futures.as_completed(futures):
ret = future.result()
if len(ret.shape) > 1:
ret = ret.ix[:, 0]
ind = self.dataframe.index[-1]
print len(self.dataframe), func_name, ind, ret[-1]
self.dataframe.ix[ind, func_name] = ret[-1]