def test_context_persistence_exclude_list(self, tmpdir):
class Context(object):
def __init__(self, rsi=None, sma=None,
trading_client=None, event_manager=None):
self.rsi = rsi
self.sma = sma
self.trading_client = trading_client
self.event_manager = event_manager
context = Context(rsi=17.2, sma=40.4, trading_client=lambda x: x+3,
event_manager=[None, False])
exclude_list = ['trading_client', 'event_manager']
checksum = 'robocop'
state_file_path = os.path.join(tmpdir.path, "state_file")
store_context(state_file_path, context, checksum, exclude_list)
restored_context = Context()
load_context(state_file_path, restored_context, checksum)
assert restored_context.__dict__.keys() == context.__dict__.keys()
assert restored_context.rsi == context.rsi
assert restored_context.sma == context.sma
assert restored_context.trading_client is None
assert restored_context.event_manager is None
def test_context_persistence_exclude_list(self, tmpdir):
class Context(object):
def __init__(self,
rsi=None,
sma=None,
trading_client=None,
event_manager=None):
self.rsi = rsi
self.sma = sma
self.trading_client = trading_client
self.event_manager = event_manager
context = Context(rsi=17.2,
sma=40.4,
trading_client=lambda x: x + 3,
event_manager=[None, False])
exclude_list = ['trading_client', 'event_manager']
checksum = 'robocop'
state_file_path = os.path.join(tmpdir.path, "state_file")
store_context(state_file_path, context, checksum, exclude_list)
restored_context = Context()
load_context(state_file_path, restored_context, checksum)
assert restored_context.__dict__.keys() == context.__dict__.keys()
assert restored_context.rsi == context.rsi
assert restored_context.sma == context.sma
assert restored_context.trading_client is None
assert restored_context.event_manager is None
def initialize(self, *args, **kwargs):
self._context_persistence_excludes = (list(self.__dict__.keys()) +
['trading_client'])
if os.path.isfile(self.state_filename):
log.info("Loading state from {}".format(self.state_filename))
load_context(self.state_filename,
context=self,
checksum=self.algo_filename)
return
with ZiplineAPI(self):
super(self.__class__, self).initialize(*args, **kwargs)
store_context(self.state_filename,
context=self,
checksum=self.algo_filename,
exclude_list=self._context_persistence_excludes)
def initialize(self, *args, **kwargs):
self._context_persistence_excludes = (list(self.__dict__.keys()) +
['trading_client'])
if os.path.isfile(self.state_filename):
log.info("Loading state from {}".format(self.state_filename))
load_context(self.state_filename,
context=self,
checksum=self.algo_filename)
return
with ZiplineAPI(self):
super(self.__class__, self).initialize(*args, **kwargs)
store_context(self.state_filename,
context=self,
checksum=self.algo_filename,
exclude_list=self._context_persistence_excludes)
def initialize(self, *args, **kwargs):
self._context_persistence_excludes = \
self._context_persistence_blacklist + \
[e for e in self.__dict__.keys()
if e not in self._context_persistence_whitelist]
if os.path.isfile(self.state_filename):
log.info("Loading state from {}".format(self.state_filename))
load_context(self.state_filename,
context=self,
checksum=self.algo_filename)
return
with ZiplineAPI(self):
super(self.__class__, self).initialize(*args, **kwargs)
store_context(self.state_filename,
context=self,
checksum=self.algo_filename,
exclude_list=self._context_persistence_excludes)
def handle_data(self, data):
super(self.__class__, self).handle_data(data)
store_context(self.state_filename,
context=self,
checksum=self.algo_filename,
exclude_list=self._context_persistence_excludes)
def handle_data(self, data):
super(self.__class__, self).handle_data(data)
store_context(self.state_filename,
context=self,
checksum=self.algo_filename,
exclude_list=self._context_persistence_excludes)
def teardown(self):
super(self.__class__, self).teardown()
store_context(self.state_filename,
context=self,
checksum=self.algo_filename,
exclude_list=self._context_persistence_excludes)
