Beispiel #1
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
 
 # create tasks for this batch
 tasks = {}
 task_id = 0
 for i in range(len(strategy_args)):
Beispiel #2
0
            }
            tasks[task_id] = task
            strategy_id_task_map[strategy_id].append(task_id)
            task_id += 1
        strategy_results[strategy_id] = 0
        strategy_id += 1

    # create Queues
    queue = BufferedQueue()
    result = Queue()
    queue.putmany(tasks.values())
    # create 2 Processes
    processes = []
    for i in range(2):
        p = Process(target=process_func, args=[queue, result])
        p.setStoppable(True)
        p.start()
        processes.append(p)

    wanted = 10
    criterium = nr_days * ticker_details["increment"] * 3  # 'arbitrary' criterium
    got = set()

    for i in range(len(tasks)):
        result_dict = result.get()
        for task_id, report in result_dict.items():
            tsk = tasks.get(task_id)
            tsk.update({"report": report})
            strategy_id = tsk["strategy_id"]
            for order_id, order in report.items():
                strategy_results[strategy_id] += order["delta"]