def visit_FunctionDef(self, node):
'''Visitor for AST FunctionDef nodes
add relevant information about the node to
the context for use in tests which inspect function definitions.
Add the function name to the current namespace for all descendants.
:param node: The node that is being inspected
:return: -
'''
self.context['function'] = node
self.logger.debug("visit_FunctionDef called (%s)" % ast.dump(node))
qualname = self.namespace + '.' + b_utils.get_func_name(node)
name = qualname.split('.')[-1]
self.context['qualname'] = qualname
self.context['name'] = name
# For all child nodes and any tests run, add this function name to
# current namespace
self.namespace = b_utils.namespace_path_join(self.namespace, name)
self.update_score(self.tester.run_tests(self.context, 'FunctionDef'))
super(BanditNodeVisitor, self).generic_visit(node)
self.namespace = b_utils.namespace_path_split(self.namespace)[0]
def tri_trend(df,args):
fc_name=utils.get_func_name()
target_name = 'Y_'+fc_name
df[target_name]=1
N = args.get('N',20)
pos_mdw=args.get('pos_mdw',5)
neg_mdw=args.get('neg_mdw',10)
pos_ma=args.get('pos_ma',5)
neg_ma=args.get('neg_ma',-5)
df.loc[:,target_name] = np.where(((df['Y_PMA_open_next_{}'.format(N)]>pos_ma) & (df['Y_MAXDRAWDOWN_open_next_{}'.format(N)]<pos_mdw)),2,df[target_name])
df.loc[:,target_name] = np.where(((df['Y_PMA_open_next_{}'.format(N)]<neg_ma) | (df['Y_MAXDRAWDOWN_open_next_{}'.format(N)]>neg_mdw)),0,df[target_name])
print('describe target distribution===========')
print(df[target_name].value_counts())
return df
def market(raw):
fc_name=utils.get_func_name()
code = raw['code']
# sh:1 sz:2 cy:3
if code.startswith('60'):
market = 1
if code.startswith('00'):
market = 2
if code.startswith('30'):
market = 3
try:
raw['quotes'][fc_name] = market
except:
print(code)
return raw
def _log_func_call(func, use_time, *func_args, **func_kwargs):
arg_names = func.func_code.co_varnames[:func.func_code.co_argcount]
args = func_args[:len(arg_names)]
defaults = func.func_defaults or ()
args = args + defaults[len(defaults) -
(func.func_code.co_argcount - len(args)):]
params = zip(arg_names, args)
args = func_args[len(arg_names):]
if args:
params.append(('args', args))
if func_kwargs:
params.append(('kwargs', func_kwargs))
func_name = utils.get_func_name(func)
func_call = u'{func_name}({params}) {use_time}ms'.format(
func_name=func_name,
params=', '.join('%s=%r' % p for p in params),
use_time=use_time * 1000)
app_logger.info(func_call)
def visit_FunctionDef(self, node):
'''Visitor for AST FunctionDef nodes
add relevant information about the node to
the context for use in tests which inspect function definitions.
Add the function name to the current namespace for all descendants.
:param node: The node that is being inspected
:return: -
'''
self.context['function'] = node
qualname = self.namespace + '.' + b_utils.get_func_name(node)
name = qualname.split('.')[-1]
self.context['qualname'] = qualname
self.context['name'] = name
# For all child nodes and any tests run, add this function name to
# current namespace
self.namespace = b_utils.namespace_path_join(self.namespace, name)
self.update_scores(self.tester.run_tests(self.context, 'FunctionDef'))
def wrapper(*func_args, **func_kwargs):
if not settings.CACHED_CALL:
return func(*func_args, **func_kwargs)
if namespace == 'views':
if request.method == 'GET':
url = urlparse.urlsplit(request.url)
key = _generate_key(namespace,
tag,
url_path=url.path,
url_query=url.query)
else:
return func(*func_args, **func_kwargs)
elif namespace == 'funcs':
params = '%s&%s' % (str(func_args), str(func_kwargs))
funcname = get_func_name(func)
key = _generate_key(namespace,
tag,
funcname=funcname,
params=params)
try:
data = redis.get(key)
except Exception as e:
app_logger.exception(e)
return func(*func_args, **func_kwargs)
else:
if data is not None:
app_logger.debug(u'data from cache:%r' % key)
return cPickle.loads(data)
else:
start_time = time.time()
result = func(*func_args, **func_kwargs)
exec_time = (time.time() - start_time) * 1000
if exec_time > cached_over_ms:
try:
redis.set(key, cPickle.dumps(result), ex=expire)
app_logger.debug(u'cached:%r' % key)
except Exception as e:
app_logger.exception(e)
return result
def test_cached_call_funcs(app, utils, redis, caplog):
from utils.cache import cached_call
from utils.cache import _generate_key
from utils import get_func_name
# run fast, dont need to cache
@cached_call(cached_over_ms=app.config['CACHED_OVER_EXEC_MILLISECONDS'],
expire=app.config['CACHED_EXPIRE_SECONDS'],
tag='',
namespace='funcs')
def no_cache():
time.sleep(0)
return "no_cache"
rv = no_cache()
funcname = get_func_name(no_cache)
params = '()&{}'
key = _generate_key('funcs', '', funcname=funcname, params=params)
print 'key:', key
data = redis.get(key)
assert data is None
# over time need to cache
@cached_call(cached_over_ms=app.config['CACHED_OVER_EXEC_MILLISECONDS'],
expire=app.config['CACHED_EXPIRE_SECONDS'],
tag='',
namespace='funcs')
def cache_it():
time.sleep(app.config['CACHED_OVER_EXEC_MILLISECONDS'] / 1000. + 1)
return "cache_it"
rv = cache_it()
funcname = get_func_name(cache_it)
params = '()&{}'
key = _generate_key('funcs', '', funcname=funcname, params=params)
print 'key:', key
data = redis.get(key)
assert data is not None
cached_rv = cPickle.loads(data)
print 'func rv:', rv, 'cached rv:', cached_rv
assert rv == cached_rv
cache_it()
log = caplog.text.strip()
assert 'data from cache' in log
redis.delete(key)
# cache with func params
@cached_call(cached_over_ms=app.config['CACHED_OVER_EXEC_MILLISECONDS'],
expire=app.config['CACHED_EXPIRE_SECONDS'],
tag='',
namespace='funcs')
def cache_with_params(x, y, z):
time.sleep(app.config['CACHED_OVER_EXEC_MILLISECONDS'] / 1000. + 1)
return u"cache_with_params %s + %s = %s %s" % (x, y, x + y, z)
rv = cache_with_params(1, 2, z='zzz')
funcname = get_func_name(cache_with_params)
params = "(1, 2)&{'z': 'zzz'}"
key = _generate_key('funcs', '', funcname=funcname, params=params)
print 'key:', key
data = redis.get(key)
assert data is not None
cached_rv = cPickle.loads(data)
print 'func rv:', rv, 'cached rv:', cached_rv
assert rv == cached_rv
cache_with_params(1, 2, z='zzz')
log = caplog.text.strip()
assert 'data from cache' in log
redis.delete(key)
def pma20(raw):
fc_name = utils.get_func_name()
return __profit_maN(20, 'Y_' + fc_name)(raw)
def mdw20(raw):
fc_name = utils.get_func_name()
return __max_drawdownN(20, 'Y_' + fc_name)(raw)
def next_open_p(raw):
fc_name=utils.get_func_name()
df = raw['quotes']
df.loc[:,fc_name] = ((df.open_next/df.close - 1)*100).astype('float16')
raw['quotes'] = df
return raw
def open_next(raw):
fc_name=utils.get_func_name()
df = raw['quotes']
df.loc[:,fc_name] = df.open.shift(-1)
raw['quotes'] = df
return raw
def range(raw):
fc_name=utils.get_func_name()
df = raw['quotes']
df.loc[:,fc_name] = ((df.high -df.low)/df.open*100).astype('float16')
raw['quotes'] = df
return raw