def _test(ds: DataStructure, ips_to_insert: List[str],
ips_to_query: List[str]) -> Results:
"""
Test the performance of a given data structure
:param ds: The data structure to test
:param ips_to_insert: List of IPs to add to the data structure
:param ips_to_query: List of IPs to query the data structure
:return: A results object, containing the num of FP, num of TP, num of FN, num of TN
"""
for ip in ips_to_insert:
ds.add_new(ip)
results: Results = Results()
for ip in ips_to_query:
should_exists: bool = ds.should_exists(ip)
if should_exists:
if ds.is_exists(ip):
results.tp += 1
else:
results.fp += 1
else:
if ds.is_exists(ip):
results.fn += 1
else:
results.tn += 1
results.total += 1
return results
def gen_layerN(self, layer, num=10):
if not isinstance(layer, int):
raise Exception('layer should be int type!')
layer = int(layer)
for i in tqdm(xrange(num), desc='layer%s generate expr' % layer):
expr_object = DataStructure()
expr_object.values.expr = str(i)
expr_object.values.type = 'operators'
expr_object.values.layer = layer
expr_object.values.expr = self.assemble_expr(layer)
expr_object.write_mongodb(self.mongodb)
def gen_layer0(self):
for i in [
'OpenPrice', 'HighestPrice', 'LowestPrice', 'ClosePrice',
"Volume", "Position", "VWAP", "Return", "TurnOver"
]:
expr_object = DataStructure()
#expr_object.values.id = str(uuid.uuid1())
expr_object.values.expr = str(i)
expr_object.values.type = 'elements'
expr_object.values.layer = 0
expr_object.write_mongodb(self.mongodb)
def create_output(self):
"""Funcion que crea el objeto con la estrusctura de datos leible y luego
crea el objeto resultado que posee una estructura mas leible para ser introducido
en el output.txt ademas de guardarlo en lista a los valores
"""
f = open("Output.txt", "w")
dt = DataStructure(self.input)
dt.open_fill()
for i in dt.get_all():
p = Resultado(i)
if type(p.get_id()) == (int):
self.output.append(p.get_all())
f.write("{}\n\n".format(p.get_all()))
f.close()
def test_insert_specifying_initial_values():
ds = DataStructure([1, 2, 3, 4, 5])
ds.insert(6)
assert len(ds.values) == 6
def test_insert_default_constructor():
ds = DataStructure()
ds.insert(1)
assert len(ds.values) == 1
def test_get_random_in_appropriate_range():
ds = DataStructure([1, 5, 2, 5, 3, 4, 5])
output = ds.get_random()
assert output >= 1 and output <= 5
def test_remove_multiple_duplicate_values():
ds = DataStructure([1, 5, 2, 5, 3, 4, 5])
ds.remove(5)
assert 5 not in ds.values
def test_remove_single_value():
ds = DataStructure([1, 2, 3, 4, 5])
ds.remove(5)
assert 5 not in ds.values
def test_insert_specifying_initial_values(): ds = DataStructure([1, 2, 3, 4, 5]) ds.insert(6) assert len(ds.values) == 6
def test_get_random_in_appropriate_range(): ds = DataStructure([1, 5, 2, 5, 3, 4, 5]) output = ds.get_random() assert output >= 1 and output <= 5
def test_insert_default_constructor(): ds = DataStructure() ds.insert(1) assert len(ds.values) == 1
def test_remove_multiple_duplicate_values(): ds = DataStructure([1, 5, 2, 5, 3, 4, 5]) ds.remove(5) assert 5 not in ds.values
def test_remove_single_value(): ds = DataStructure([1, 2, 3, 4, 5]) ds.remove(5) assert 5 not in ds.values
def create_ds():
m = int(input("Please enter the size of the hash table: "))
k = int(input("Please enter the number of hushing functions: "))
ds = DataStructure(k, m)
return ds
index=self.eod.dates[1:],
columns=self.eod.ticker_names)
bt = BackTest(resample_wgts,
returns=self.resample_returns,
cycle='day',
IS_OOS_ratio=None,
stat_info=False,
plot=False,
quintiles=3,
turnover=1,
cost=0.,
ticker_names=None,
output_dir=None,
test_mode=False,
signal_name=None)
bt.stat_quintiles()
bt.stat_quintiles_pnl()
bt.stat_alpha_pnl()
bt.stat_alpha_sharpe()
# 保存信号
print expr_ds.values.id, expr_ds.values.expr, 'sharpe:', bt.alpha_sharpe
#expr_ds.write(expr_ds.values.id)
if __name__ == '__main__':
w = Worker()
ds = DataStructure()
ds.read('layer1', 'aae599d4-491e-11e8-8c43-801844e189f4')
w.cal_alphas()