def run_generate_code():
dbh = connectDB()
proto_id = nextPrototypeId(dbh)
logger.debug(f"processing prototype: {proto_id}")
if not proto_id:
logger.debug("No prototype returned")
return proto_id
cnt = 0
while proto_id:
cnt += 1
setup = getPrototypeSetup(dbh, proto_id)
logger.debug("setup ==>")
logger.debug(setup)
if not generatePrototypeCode(dbh, setup):
logger.debug(
"could not generate prototype code for proto_id {proto_id}")
return None
if setup["num_tests"] < 12500:
setup["jcl_version"] = f"{setup['jcl_version']}_exhaustive"
dbUpdatePrototype(dbh, proto_id,
{"jcl_version": setup["jcl_version"]})
if not generateJclCode(dbh, setup):
logger.debug("could not generate jcl code for proto_id {proto_id}")
return None
dbUpdatePrototype(dbh, proto_id, {
"status": "code",
"status_state": "done"
})
proto_id = nextPrototypeId(dbh)
return cnt
def run_generate_code():
dbh = connectDB()
cand_id = nextOosCandidateId()
logger.debug(f"processing candidate: {cand_id}")
if not cand_id:
logger.debug("No candidate returned")
return cand_id
cnt = 0
while cand_id:
cnt += 1
setup = getCandidateSetup(dbh, cand_id)
if not generateCandidateCode(dbh, setup):
logger.debug(
"could not generate candidate code for cand_id {cand_id}")
return None
if not generateJclCode(dbh, setup):
logger.debug("could not generate jcl code for cand_id {cand_id}")
return None
dbUpdateCandidate(dbh, cand_id, {
"status": "code",
"status_state": "done"
})
cand_id = nextCandidateId(dbh)
return cnt
def run_filter(data_dir, archive_dir):
dbh = connectDB()
proto_id, df = prepare_data(dbh, data_dir, archive_dir)
if not proto_id:
return proto_id
# test_mode = True
cnt = select_candidates(dbh, proto_id, df)
exit()
# generateCandidateCode(dbh, proto_id)
return cnt
def run_test(cand_id="1725"):
dbh = connectDB()
## testing code
logger.debug(f"*********** cand_id: {cand_id}")
setup = getCandidateSetup(dbh, cand_id)
logger.debug("************************************************")
logger.debug(setup)
pprint.pprint(setup)
logger.debug("************************************************")
generateCandidateCode(dbh, setup)
logger.debug("************************************************")
exit()
def run_strategy_setup():
dbh = connectDB()
strat_id = nextStrategyId(dbh)
if not strat_id:
return None
cand_id = queryStrategy(dbh, strat_id).cand_id
clear_strategy_settings(dbh, strat_id)
clear_strategy_parameters(dbh, strat_id)
clear_strategy_oos_settings(dbh, strat_id)
clear_strategy_oos_periods(dbh, strat_id)
run_update_strategy_settings(dbh, strat_id, cand_id)
run_update_strategy_reopt_parameters(dbh, strat_id, cand_id)
setup = getStrategySetup(dbh, strat_id)
get_historical_params(dbh, setup, cand_id, strat_id)
with open(f"{json_dir}/strat_{strat_id}.json", "w") as json_file:
json.dump(setup, json_file)
run_generate_code(dbh, setup)
def run_generate_code():
dbh = connectDB()
cand_id = nextCandidateId(dbh)
logger.debug(f"processing candidate: {cand_id}")
if not cand_id:
logger.debug("No candidate returned")
return cand_id
## testing code
# cand_id = '1725'
# logger.debug(f"*********** cand_id: {cand_id}")
# setup = getCandidateSetup(dbh, cand_id)
# logger.debug("************************************************")
# logger.debug(setup)
# pprint.pprint(setup)
# logger.debug("************************************************")
# generateCandidateCode(dbh, setup)
# logger.debug("************************************************")
# exit()
cnt = 0
while cand_id:
cnt += 1
setup = getCandidateSetup(dbh, cand_id)
if not generateCandidateCode(dbh, setup):
logger.debug("could not generate candidate code for cand_id {cand_id}")
return None
if not generateJclCode(dbh, setup):
logger.debug("could not generate jcl code for cand_id {cand_id}")
return None
dbUpdateCandidate(dbh, cand_id, {"status": "code", "status_state": "done"})
cand_id = nextCandidateId(dbh)
return cnt
import sys
from loguru import logger
sys.path.append("/Users/szagar/ZTS/Dropbox/Business/ats/Code/lib")
sys.path.append("C:\\ZTS\\Dropbox\\Business\\ats\\Code\\lib")
from ats_tools import add_prototype, BOS, Day
from db_query import connectDB # ,queryEntryFilter
import pprint
dbh = connectDB()
tradeStrategy = BOS
tradeStyle = Day
#data_series = [["@CL", "15", "m"]]
data_series = [["@CL", "60", "m"]]
#data_series = [["@ES.D", "30", "m"]]
session_id = 7
data_set = 3
data_block = 1
#proto_id = add_prototype(
# dbh,
# tradeStrategy,
# tradeStyle,
# data_series,
# session_id,
# data_set,
# data_block,
#)
#pprint.pprint(proto_id)
