def updateAlgStats(step,alphaAlg=1,omegaAlg=3540):
algstats = getAlgStats(alphaAlg,omegaAlg)
desires = getDesires(step,alphaAlg,omegaAlg)
alglist = {}
for alg in algstats:
desireKey = meTools.buildDesireKey(step,alg)
if desires[desireKey] is not None:
tradeCash, PandL, position = mergePosition(eval(desires[desireKey].desire),eval(algstats[alg].Positions))
cash = tradeCash + algstats[alg].Cash
if cash > 0:
cashdelta = eval(decompress(algstats[alg].CashDelta)) # Get CashDelta collection
cashdelta.appendleft({'value': tradeCash,
'PandL': PandL,
'step': step})
# Must check len() before pop() since not padding cashdelta.
if len(cashdelta) > 800:
cashdelta.pop()
algstats[alg].Cash = cash
algstats[alg].Positions = repr(position)
algstats[alg].PandL = PandL
algstats[alg].CashDelta = compress(repr(cashdelta),9)
alglist[alg] = algstats[alg]
else:
pass
meTools.memPut_multi(meSchema.algStats,alglist)
def putEm(step):
positions = getPositions("*****@*****.**")
meDatetime = datetime.now()
entityDict = {}
symbols = ["GOOG", "HBC", "INTC", "CME"]
stckIDs = meTools.getStckIDs(symbols)
for pos in positions:
symbol = pos.ticker_id.split(":")[1]
quote = float(str(pos.position_data.market_value).replace(" USD", ""))
if symbol in symbols:
stckID = stckIDs[symbol]
meStck = meSchema.stck(key_name=str(stckID) + "_" + str(step), ID=stckID, step=step, quote=quote)
entityDict[meStck.key().name()] = meStck
meStepDate = meSchema.stepDate(key_name=str(step), step=step, date=meDatetime)
entityDict[meStepDate.key().name()] = meStepDate
wait = 0.1
while True:
try:
meTools.memPut_multi(entityDict)
break
except db.Timeout:
from time import sleep
sleep(timeout)
wait *= 2
def startSim(namespace, unique, globalStop, initialStop, stepRange, goNext):
from google.appengine.api.datastore import Key
JobID = meTools.buildJobID(namespace, unique, globalStop, initialStop, stepRange)
persistStops = meSchema.WorkQueue(key_name = JobID, globalStop = globalStop, initialStop = initialStop)
meTools.memPut_multi({persistStops.key().name() : persistStops}, priority = 1)
if not globalStop >= initialStop:
raise(BaseException('globalStop: %s is not >= lastStopStep: %s' % (globalStop, initialStop)))
lastDesire = meSchema.desire.all(keys_only = True).filter('__key__ <', Key.from_path('desire','1000000_0000_00')).order('-__key__').get()
if lastDesire:
lastDesireStop = int(lastDesire.name().split('_')[0])
else:
lastDesireStop = 1
desireFunc.primeDesireCache(lastDesireStop)
for step in range(lastDesireStop, globalStop + 1):
desireFunc.doDesires(step)
if goNext == 'true':
doNext(JobID, 'weeklyDesires','')
def initializeAlgStats():
meList = []
meDict = {}
cashdelta = deque()
count = 1000
cursor = None
while count == 1000:
query = meSchema.meAlg.all()
if cursor is not None:
query.with_cursor(cursor)
algs = query.fetch(1000)
for alg in algs:
key = alg.key().name()
algstat = meSchema.algStats(key_name = key,
Cash = alg.Cash,
CashDelta = compress(repr(cashdelta),9),
PandL = 0.0,
Positions = repr({}))
meDict[key] = algstat
cursor = query.cursor()
count = len(algs)
meTools.memPut_multi(meSchema.algStats,meDict)
