def run(name, constructor): with scheduler.create() as world: ctx = Context(world, veusz.Graph) traders = constructor(ctx) books = orderBooksToRender(ctx, traders) for t in traders + books: for ts in t.timeseries: ts.graph.addTimeSerie(ts) r = registry.create() root = registry.Simulation(traders, list(ctx.books.itervalues()), ctx.graphs) r.insert(root) r.pushAllReferences() context.bind(root, {'world' : world }) world.workTill(500) non_empty_graphs = [g for g in ctx.graphs if len(g._datas)] veusz.render(name, non_empty_graphs) world._reset() context.reset(root) if runTwoTimes: world.workTill(500) veusz.render(name, non_empty_graphs)
def run(name, constructor, only_veusz): with scheduler.create() as world: ctx = Context(world, veusz.Graph) traders = constructor(ctx) if config.useMinorTraders: traders.extend([ ctx.makeMinorTrader(strategy.RSI_linear(k=const(0.07)), "RSI 0.07"), ctx.makeMinorTrader(strategy.RSI_linear(k=const(-0.07)), "RSI -0.07"), ctx.makeMinorTrader( strategy.Bollinger_linear(alpha=0.15, k=const(-0.5)), "Bollinger -0.5"), ctx.makeMinorTrader( strategy.Bollinger_linear(alpha=0.15, k=const(+0.5)), "Bollinger +0.5"), ]) books = orderBooksToRender(ctx, traders) for t in traders + books: for ts in t.timeseries: ts.graph.addTimeSerie(ts) r = registry.create() root = registry.Simulation(traders, list(ctx.books.itervalues()), ctx.graphs) r.insert(root) r.pushAllReferences() context.bind(root, {'world': world}) def checks(): if not only_veusz and config.checkConsistency: r.typecheck() try: dumped = pickle.dumps(r) pickle.loads(dumped) except Exception, err: print err checks() stat = world.workTill(500) checks() if config.showTiming: print "\n", stat non_empty_graphs = [g for g in ctx.graphs if len(g._datas)] veusz.render(name, non_empty_graphs) world._reset() context.reset(root) if False and config.runTwoTimes: world.workTill(500) veusz.render(name, non_empty_graphs)
def reset(): w = current_user_workspace() save_state_before_changes(w.registry) with w.world: w.world._reset() context.reset(w.registry.get(w.root)) save_current_workspace() return changes(w)
def run(name, constructor, only_veusz): with scheduler.create() as world: ctx = Context(world, veusz.Graph) traders = constructor(ctx) if config.useMinorTraders: traders.extend([ ctx.makeMinorTrader(strategy.RSI_linear(k = const(0.07)), "RSI 0.07"), ctx.makeMinorTrader(strategy.RSI_linear(k = const(-0.07)), "RSI -0.07"), ctx.makeMinorTrader(strategy.Bollinger_linear(alpha=0.15, k = const(-0.5)), "Bollinger -0.5"), ctx.makeMinorTrader(strategy.Bollinger_linear(alpha=0.15, k = const(+0.5)), "Bollinger +0.5"), ]) books = orderBooksToRender(ctx, traders) for t in traders + books: for ts in t.timeseries: ts.graph.addTimeSerie(ts) r = registry.create() root = registry.Simulation(traders, list(ctx.books.itervalues()), ctx.graphs) r.insert(root) r.pushAllReferences() context.bind(root, {'world' : world }) if False: req = request.EvalMarketOrder(Side.Sell, 500, _print) world.schedule(10, _(ctx.remote_A, req).process) def checks(): if not only_veusz and config.checkConsistency: r.typecheck() try: dumped = pickle.dumps(r) pickle.loads(dumped) except Exception, err: print err checks() stat = world.workTill(500) checks() if config.showTiming: print "\n", stat non_empty_graphs = [g for g in ctx.graphs if len(g._datas)] veusz.render(name, non_empty_graphs) world._reset() context.reset(root) if False and config.runTwoTimes: world.workTill(500) veusz.render(name, non_empty_graphs)
def _update(self, _): x = self.source() if x is not None: if self._open is None: self._open = x self._max = x self._min = x context.reset(self._mean) context.reset(self._stddev) if self._min > x: self._min = x if self._max < x: self._max = x self._close = x