account.days_counts=n+1
if n<day_num-1:
account.tomorrow=account.timeList[n+1]
# account.set_universe(account.current_time)
account.order_temp=[]
account.dynamic_record['trade_time'].append(i)
st.handle_data(account)
# print account.SD
account.dynamic_record['cash'].append(account.cash)
account.dynamic_record["blotter"].append(account.order_temp)
account.dynamic_record['capital'].append(account.calculate_capital(i))
account.calculate_IF(i)#计算做空股指期货的动态收益
account.dynamic_record['alpha_capital'].append(account.dynamic_record['capital'][-1] + account.dynamic_record['IF'][-1])
return account.dynamic_record
mc=memcache.Client(['192.168.0.103:11211'])
mq_in=mcQueue.mcQueue(mc,'input')
mq_r=mcQueue.mcQueue(mc,'result')
mq_ins=mcQueue.mcQueue(mc,'instruction')
print "start"
con=False
while 1:
temp=mq_ins.pop()
if temp=='stop':
break
elif temp=='start':
time.sleep(2)
con=True
elif temp=='test':
time.sleep(2)
continue
time.sleep(0.2)
# coding=utf-8
__author__ = 'tan linchao'
import numpy as np
import pandas as pd
from my_test import *
from datetime import *
from time import sleep
from ipyparallel import Client
import cPickle,memcache,mcQueue
mc=memcache.Client(['192.168.0.103:11211'])
mq_in=mcQueue.mcQueue(mc,'input')
mq_r=mcQueue.mcQueue(mc,'result')
# 止损率列表
# rate_list = np.linspace(0,0.5,11)
# rate_list = np.linspace(0,1,41)
rate_list = np.linspace(0,0.2,21)
# rate_list = [0.1,0.125]
basic_rate = [0,1]
#c=Client('ipcontroller-client.json')
class Recursive:
def __init__(self,train_count=1,use_count=1):
self.train_count = train_count
self.use_count = use_count
def set_ratios_list(self,ratio_list):
self.ratios_list = ratio_list
def get_ratio_list(self):
try:
return self.ratios_list
#coding=utf-8
__author__ = 'fit tan'
########
# 递推函数
########
import numpy as np
import cPickle, memcache, mcQueue, time
import pandas as pd
from my_test import *
mc = memcache.Client(['192.168.0.103:11211'])
mq_in = mcQueue.mcQueue(mc, 'input')
mq_r = mcQueue.mcQueue(mc, 'result')
# 止损率列表
# rate_list = np.linspace(0,0.5,11)
# rate_list = np.linspace(0,1,41)
rate_list = np.linspace(0, 0.2, 21)
#rate_list = [0.1,0.125]
profit_dict = {}
class Recursive:
def __init__(self, account, period='month', train_count=1, test_count=1):
self.account = account
self.period = period
self.train_count = train_count - 1
self.test_count = test_count
self.last_change_month = self.account.start.month
self.change_begin = None # 改变止损率的训练时段的开始时间
def set_recursive(self, rate):
account.order_temp = []
account.dynamic_record['trade_time'].append(i)
st.handle_data(account)
# print account.SD
account.dynamic_record['cash'].append(account.cash)
account.dynamic_record["blotter"].append(account.order_temp)
account.dynamic_record['capital'].append(account.calculate_capital(i))
account.calculate_IF(i) #计算做空股指期货的动态收益
account.dynamic_record['alpha_capital'].append(
account.dynamic_record['capital'][-1] +
account.dynamic_record['IF'][-1])
return account.dynamic_record
mc = memcache.Client(['192.168.0.103:11211'])
mq_in = mcQueue.mcQueue(mc, 'input')
mq_r = mcQueue.mcQueue(mc, 'result')
mq_ins = mcQueue.mcQueue(mc, 'instruction')
print "start"
con = False
while 1:
temp = mq_ins.pop()
if temp == 'stop':
break
elif temp == 'start':
time.sleep(2)
con = True
elif temp == 'test':
time.sleep(2)
continue
time.sleep(0.2)
