Beispiel #1
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         #datetime(2004, 8,  2, 0, 0), 
         #datetime(2004, 8,  3, 0, 0), 
         #datetime(2004, 8,  4, 0, 0), 
         #datetime(2004, 8,  5, 0, 0), 
         #datetime(2004, 8,  6, 0, 0),
         
         #datetime(2004, 8,  9, 0, 0), 
         #datetime(2004, 8, 10, 0, 0), 
         #datetime(2004, 8, 11, 0, 0), 
         #datetime(2004, 8, 12, 0, 0), 
         #datetime(2004, 8, 13, 0, 0),
     ]
         
 # create Queues
 queue = BufferedQueue()
 result = Queue()
 
 p1 = Process(target=process_func, args=[queue, result])
 p2 = Process(target=process_func, args=[queue, result])
 p1.setStoppable(True); p2.setStoppable(True)
 p1.start(); p2.start()
 
 #strategy_args = random_strategies_generator_2(periods=(1,2,3,4,5), 
 #                                              strats_per_period=24)
 strategy_args = [
     (('long_tops', 4, 'low', 'HH', 6, 7), ('short_tops', 4, 'high', 'LL', 6, 7))
 ]
 
 for (s1, s2) in strategy_args:
     print s1, s2
Beispiel #2
0
         datetime(2004, 3,  9, 0, 0), 
         datetime(2004, 3, 10, 0, 0), 
         datetime(2004, 3, 11, 0, 0), 
         datetime(2004, 3, 12, 0, 0),
         
         datetime(2004, 3, 15, 0, 0), 
         datetime(2004, 3, 16, 0, 0), 
         datetime(2004, 3, 17, 0, 0), 
         datetime(2004, 3, 18, 0, 0), 
         datetime(2004, 3, 19, 0, 0),
     ]
         
 criterium = len(days) * ticker_details['increment'] * 2 # ES specific
 
 # create Queues
 queue = BufferedQueue()
 result = Queue()
 
 p1 = Process(target=process_func, args=[queue, result])
 p2 = Process(target=process_func, args=[queue, result])
 p1.setStoppable(True); p2.setStoppable(True)
 p1.start(); p2.start()
 
 while len(ok_strats) != wanted_output and batch_runs < max_batch_runs:
     
     task_id = len(tasks)
     strategy_id = len(strategies_args)
     batch_tasks = []
     batch_args = random_strategies_generator(number=batch_nr, 
                         exclude=strategies_args)
     strategies_args.extend(batch_args)