class config:
model_dir = None
base_dataset_dir = Path(
os.path.dirname(__file__)) / '..' / 'data_process' / 'HPA_ieee'
dataset_dir = Path(os.path.dirname(__file__)) / 'dataset'
ckpt_dir = Path(os.path.dirname(__file__)) / 'ckpt'
summary_dir = Path(os.path.dirname(__file__)) / 'summary'
n_labels = 6
# dataset config
stride = 16
patch_size = 32
img_size = 3000
cut_img_threshold = 0.9
padding = 750
train_samples = [30, 230]
eval_samples = [0, 30]
# batch_size = 1024
# training config
# shuffle_size = batch_size * 3
learning_rate = 0.1
min_patches_per_sample = 1000
max_patches_per_sample = 2048
n_candidates = int(max_patches_per_sample * 0.4)
def make(self, projectConfig):
makeConf = {
'target_type':
projectConfig.getItem('make.configuration.target.type',
self.defaultConf['target_type']),
'ar':
projectConfig.getItem('make.configuration.archiver.ar',
self.defaultConf['ar']),
'ld':
projectConfig.getItem('make.configuration.linker.ld',
self.defaultConf['ld']),
'ldflags':
projectConfig.getItem('make.configuration.linker.flags',
self.defaultConf['ldflags']),
'ld_library_paths':
projectConfig.getItem('make.configuration.linker.library_paths',
self.defaultConf['ld_library_paths']),
'libraries':
projectConfig.getItem('make.configuration.linker.libraries', []),
'solution_dir':
projectConfig.getItem('global.solution.dir', '..'),
'sources':
projectConfig.getItem('make.configuration.linker.include', []),
}
makefile = GMakeDocument(TARGET_MAKEFILE_PATH)
objectSourcePaths = []
self.objectFiles.clear()
solutionDirPath = Path(makeConf['solution_dir'], True)
objectFilePaths = []
for objectSourcePath in makeConf['sources']:
objectSourcePath = solutionDirPath.join(objectSourcePath)
FileUtil.searchAllFiles(objectFilePaths, objectSourcePath, ['.o'])
for objectFilePath in objectFilePaths:
self.objectFiles.append(Path(objectFilePath))
finalFilePath = self.getFinalFilePath(projectConfig, makeConf)
linkRule = self.getLinkRule(finalFilePath, makeConf)
subMakefile = GMakeDocument(FINAL_TARGET_SUBMAKE_PATH)
subMakefile.addRule(linkRule)
makefile.addSubDocument(subMakefile)
allRule = GMakeSimpleRule('all', [finalFilePath])
makefile.addRule(allRule)
makefile.writeToFile()
return True
def split_edge(self, new_len, child):
p1 = self.path
p2 = child.path
assert len(p1) < new_len < len(p2), "split length %d->%d->%d" % (
len(p1), new_len, len(p2))
edge_start = p2.start + len(p1)
edge_end = p2.start + new_len
new_node = Internal(self, Path(p2.S, p2.start, edge_end))
self.children[p2.S[edge_start]] = new_node # substitute new node
new_node.children[p2.S[edge_end]] = child
child.parent = new_node
return new_node
import os
import modules.module
from util import Path, PathUtil, FileUtil, Configuration, ConsoleLogger
from backends.gmake.engine import Document as GMakeDocument
from backends.gmake.engine import SimpleRule as GMakeSimpleRule
from backends.gmake.engine import GCCCompileRule
from backends.gmake.engine import GCCLinkRule
from backends.gmake.engine import ArRule
TARGET_PATH = Path('target', True)
TARGET_MAKEFILE_PATH = TARGET_PATH.join('Makefile')
TARGET_SUBMAKE_PATH = TARGET_PATH.join('submake')
FINAL_TARGET_SUBMAKE_PATH = TARGET_SUBMAKE_PATH.join('final_target')
class Module(modules.module.Module):
objectFiles = []
defaultConf = {}
def __init__(self):
modules.module.Module.__init__(self)
self.defaultConf['target_type'] = 'executable'
self.defaultConf['ar'] = 'ar'
self.defaultConf['ld'] = 'g++'
self.defaultConf['ldflags'] = ''
self.defaultConf['ld_library_paths'] = []
self.logger = ConsoleLogger('ldmodule')
def initKakefile(self):
kakefile = FileUtil.openFile('Kakefile')
def make(self, projectConfig):
makeConf = {
'target_type':
projectConfig.getItem('make.configuration.target.type',
self.defaultConf['target_type']),
'cc':
projectConfig.getItem('make.configuration.compiler.c.cc',
self.defaultConf['cc']),
'cxxc':
projectConfig.getItem('make.configuration.compiler.cpp.cc',
self.defaultConf['cxxc']),
'cflags':
projectConfig.getItem('make.configuration.compiler.c.flags',
self.defaultConf['cflags']),
'cxxflags':
projectConfig.getItem('make.configuration.compiler.cpp.flags',
self.defaultConf['cxxflags']),
'fpic':
projectConfig.getItem('make.configuration.compiler.fpic',
self.defaultConf['fpic']),
'autolink':
projectConfig.getItem('make.configuration.linker.autolink',
self.defaultConf['autolink']),
'ar':
projectConfig.getItem('make.configuration.archiver.ar',
self.defaultConf['ar']),
'ld':
projectConfig.getItem('make.configuration.linker.ld',
self.defaultConf['ld']),
'ldflags':
projectConfig.getItem('make.configuration.linker.flags',
self.defaultConf['ldflags']),
'ld_library_paths':
projectConfig.getItem('make.configuration.linker.library_paths',
self.defaultConf['ld_library_paths']),
'libraries':
projectConfig.getItem('make.configuration.linker.libraries', []),
'c_src_exts':
projectConfig.getItem('make.configuration.compiler.c.src_exts',
self.defaultConf['c_src_exts']),
'cxx_src_exts':
projectConfig.getItem('make.configuration.compiler.cpp.src_exts',
self.defaultConf['cxx_src_exts']),
'c_include_paths':
projectConfig.getItem(
'make.configuration.compiler.c.include_paths',
self.defaultConf['c_include_paths']),
'cxx_include_paths':
projectConfig.getItem(
'make.configuration.compiler.cpp.include_paths',
self.defaultConf['cxx_include_paths']),
'cxx_using_c_include_paths':
projectConfig.getItem(
'make.configuration.compiler.cpp.inherit_c_include_path',
self.defaultConf['cxx_using_c_include_paths'])
}
makefile = GMakeDocument(TARGET_MAKEFILE_PATH)
self.mainSourceFiles.clear()
self.objectFiles.clear()
cSourceFiles = []
cppSourceFiles = []
FileUtil.searchAllFiles(cSourceFiles, SRC_MAIN_PATH,
makeConf['c_src_exts'])
FileUtil.searchAllFiles(cppSourceFiles, SRC_MAIN_PATH,
makeConf['cxx_src_exts'])
self.mainSourceFiles.extend(cSourceFiles)
self.mainSourceFiles.extend(cppSourceFiles)
for fileName in self.mainSourceFiles:
filePath = Path(fileName, True)
relPath = filePath.getRelevantPath(SRC_MAIN_PATH)
dirName = relPath.getDirName()
baseName = relPath.getBaseName()
subMakeDirPath = TARGET_SUBMAKE_MAIN_PATH.join(dirName)
FileUtil.createDirectory(subMakeDirPath)
subMakefilePath = subMakeDirPath.join(PathUtil.getPrefix(baseName))
subMakefilePath.appendExt('mk')
subMakefile = GMakeDocument(subMakefilePath)
compileRule = GCCCompileRule(filePath, [INCLUDE_MAIN_PATH],
SRC_MAIN_PATH,
TARGET_OBJECT_MAIN_PATH, makeConf)
subMakefile.addRule(compileRule)
makefile.addSubDocument(subMakefile)
objectFilePath = Path(compileRule.getTarget())
self.objectFiles.append(objectFilePath)
if makeConf['autolink']:
if makeConf['target_type'] == 'executable':
subMakefile = GMakeDocument(FINAL_TARGET_SUBMAKE_PATH)
finalFileName = '%(name)s-%(version)s' % {
'name': projectConfig.getItem('project.name', 'noname'),
'version': projectConfig.getItem('project.version',
'1.0.0')
}
finalFilePath = TARGET_PATH.join(finalFileName)
linkRule = GCCLinkRule(finalFilePath, self.objectFiles,
makeConf)
subMakefile.addRule(linkRule)
makefile.addSubDocument(subMakefile)
allRule = GMakeSimpleRule('all', [finalFilePath])
makefile.addRule(allRule)
elif makeConf['target_type'] == 'dynamic_library':
subMakefile = GMakeDocument(FINAL_TARGET_SUBMAKE_PATH)
finalFileName = 'lib%(name)s.so.%(version)s' % {
'name': projectConfig.getItem('project.name', 'noname'),
'version': projectConfig.getItem('project.version',
'1.0.0')
}
finalFilePath = TARGET_PATH.join(finalFileName)
linkRule = GCCLinkRule(finalFilePath, self.objectFiles,
makeConf)
subMakefile.addRule(linkRule)
makefile.addSubDocument(subMakefile)
allRule = GMakeSimpleRule('all', [finalFilePath])
makefile.addRule(allRule)
elif makeConf['target_type'] == 'static_library':
subMakefile = GMakeDocument(FINAL_TARGET_SUBMAKE_PATH)
finalFileName = 'lib%(name)s.a.%(version)s' % {
'name': projectConfig.getItem('project.name', 'noname'),
'version': projectConfig.getItem('project.version',
'1.0.0')
}
finalFilePath = TARGET_PATH.join(finalFileName)
arRule = ArRule(finalFilePath, self.objectFiles, makeConf)
subMakefile.addRule(arRule)
makefile.addSubDocument(subMakefile)
allRule = GMakeSimpleRule('all', [finalFilePath])
makefile.addRule(allRule)
else:
self.logger.warn('target_type is not recognized!')
sys.exit(1)
else:
allRule = GMakeSimpleRule('all', self.objectFiles)
makefile.addRule(allRule)
makefile.writeToFile()
return True
import os
import sys
import modules.module
from util import Path, PathUtil, FileUtil, Configuration, ConsoleLogger
from backends.gmake.engine import Document as GMakeDocument
from backends.gmake.engine import SimpleRule as GMakeSimpleRule
from backends.gmake.engine import GCCCompileRule
from backends.gmake.engine import GCCLinkRule
from backends.gmake.engine import ArRule
SRC_PATH = Path('src', True)
INCLUDE_PATH = Path('include', True)
TARGET_PATH = Path('target', True)
SRC_MAIN_PATH = SRC_PATH.join('main')
SRC_TEST_PATH = SRC_PATH.join('test')
INCLUDE_MAIN_PATH = INCLUDE_PATH.join('main')
INCLUDE_TEST_PATH = INCLUDE_PATH.join('test')
TARGET_OBJECT_PATH = TARGET_PATH.join('object')
TARGET_OBJECT_MAIN_PATH = TARGET_OBJECT_PATH.join('main')
TARGET_SUBMAKE_PATH = TARGET_PATH.join('submake')
TARGET_SUBMAKE_MAIN_PATH = TARGET_SUBMAKE_PATH.join('main')
TARGET_MAKEFILE_PATH = TARGET_PATH.join('Makefile')
FINAL_TARGET_SUBMAKE_PATH = TARGET_SUBMAKE_PATH.join('final_target.mk')
class Module(modules.module.Module):
mainSourceFiles = []
objectFiles = []
defaultConf = {}
def __init__(
self,
contract: IBContract,
invest: float,
s_window: int,
l_window: int,
update_interval: int = 15,
band_offset: float = 0.1,
) -> None:
assert (isinstance(contract, IBContract))
assert (0 < invest if isinstance(invest, float) else False)
assert (0 < s_window if isinstance(s_window, int) else False)
assert (0 < l_window if isinstance(l_window, int) else False)
assert (s_window < l_window)
assert (15 <= update_interval
if isinstance(update_interval, int) else False)
assert (0 < band_offset if isinstance(band_offset, float) else False)
EClient.__init__(self, self)
self.connect('127.0.0.1', 7497, 0)
self.contract = contract
self.invest = invest
self.s_window, self.l_window = s_window, l_window
self.s_alpha, self.l_alpha = 2 / (s_window + 1), 2 / (l_window + 1)
self.update_interval = update_interval
self.band_offset = band_offset
self.odir = Path('sg3tws_out')
self.rid = itertools.count()
self.oid = itertools.count(start=1)
# init market data subscription
self.data = {
'DELAYED_ASK': 0,
'DELAYED_BID': 0,
'DELAYED_ASK_SIZE': 0,
'DELAYED_BID_SIZE': 0,
'DELAYED_VOLUME': 0,
'DELAYED_LAST': 0,
'DELAYED_LAST_SIZE': 0,
'DELAYED_HIGH': 0,
'DELAYED_LOW': 0,
'DELAYED_CLOSE': 0,
'DELAYED_OPEN': 0
}
self.df_data = pd.DataFrame(columns=list(self.data.keys()))
self.df_data.index.name = 'time'
self.data_file = self.odir.join('data.csv')
self.df_data.to_csv(self.data_file)
self.reqMarketDataType(3)
self.reqMktData(next(self.rid), self.contract, '', False, False, [])
# init account data subscription
self.account = {'TotalCashValue': 0., 'GrossPositionValue': 0.}
self.df_account = pd.DataFrame(columns=list(self.account.keys()))
self.df_account.index.name = 'time'
self.account_file = self.odir.join('account.csv')
self.df_account.to_csv(self.account_file)
self.reqAccountSummary(next(self.rid), 'All',
', '.join(self.account.keys()))
# init trades log
self.n_order = itertools.count(1)
self.orders = {
'time': datetime.datetime.now(),
'oid': 0,
'shares': 0,
'avg_price': 0.,
'tick_price': 0.,
'commission': 0.,
'total': 0.,
'exchange': ''
}
self.df_orders = pd.DataFrame(columns=list(self.orders.keys()))
self.df_orders.index.name = 'n'
self.orders_file = self.odir.join('orders.csv')
self.df_orders.to_csv(self.orders_file)
# init technical analysis
self.fields = [
'price', 'mal', 'mas', 'mao', 'ub', 'lb', 'cash', 'stock', 'pos',
'total hold', 'total'
]
self.stat = dict(
zip(self.fields, np.zeros_like(self.fields, dtype=np.float)))
self.df_stat = pd.DataFrame(columns=self.fields)
self.df_stat.index.name = 'time'
self.stat_file = self.odir.join('stat.csv')
self.df_stat.to_csv(self.stat_file)
# init plotting
register_matplotlib_converters()
self.fig, self.axes = plt.subplots(nrows=4, sharex='all')
self.fig.set(figwidth=10, figheight=9)
self.axes[0].set_title('SG3TWS {}'.format(self.contract.symbol),
fontsize=18)
self.axes[0].set_ylabel('Price', fontsize=14)
self.axes[1].set_ylabel('Oscillator', fontsize=14)
self.axes[1].axhline(y=0, ls='-', c='k')
self.axes[2].set_ylabel('Position', fontsize=14)
self.axes[3].set_ylabel('Portfolio value', fontsize=14)
self.axes[3].set_xlabel('Time', fontsize=14)
self.lines = {
'price': self.axes[0].plot([], [], label='price')[0],
'mas': self.axes[0].plot([], [], label='mas')[0],
'mal': self.axes[0].plot([], [], label='mal')[0],
'mao': self.axes[1].plot([], [], label='mao')[0],
'ub': self.axes[1].plot([], [], '--k', label='ub')[0],
'lb': self.axes[1].plot([], [], '--k', label='lb')[0],
'pos': self.axes[2].plot([], [], label='position')[0],
'total hold': self.axes[3].plot([], [], label='total hold')[0],
'total': self.axes[3].plot([], [], label='total')[0],
}
for ax in self.axes:
ax.legend()
self.fig.tight_layout()
# initiate TWS-API loop and strategy loop
threading.Thread(target=self.run, args=()).start()
threading.Thread(target=self.exec, args=()).start()
import os
import sys
import modules.module
from util import Path, PathUtil, FileUtil, Configuration, ConsoleLogger
from backends.gmake.engine import Document as GMakeDocument
from backends.gmake.engine import SimpleRule as GMakeSimpleRule
from backends.gmake.engine import GCCCompileRule
from backends.gmake.engine import GCCLinkRule
from backends.gmake.engine import ArRule
PROJECT_PATH = Path('project', True)
TARGET_PATH = Path('target', True)
class Module(modules.module.Module):
defaultConf = {}
projects = []
def __init__(self):
#'solution_dir': projectConfig.getItem('global.solution.dir', '..'),
self.logger = ConsoleLogger('cmodule')
projectNames = os.listdir('project')
projectNames.sort()
for projectName in projectNames:
project = {
'name': projectName,
'path': PROJECT_PATH.join(projectName)
}
self.projects.append(project)
