def processLiveAlgStepRange(start, stop, stepRange, algKeyFilter, namespace, JobID, callback, totalBatches, taskname):
namespace_manager.set_namespace(namespace)
currentStep = start
stopStepList = buildStopStepList(start, stop)
liveAlgInfo = getLiveAlgInfo(stop, stepRange, algKeyFilter)
for i in range(len(stopStepList)):
lastBackTestStop = stopStepList[i]
bestAlgs = getBestAlgs(lastBackTestStop, liveAlgInfo)
if i < len(stopStepList) - 1:
lastStep = stopStepList[i + 1]
else:
lastStep = stop
# Must deal with case where stop step is final step in stopStepList.
if currentStep < lastStep:
liveAlgInfo = processStepRangeDesires(currentStep, lastStep, bestAlgs, liveAlgInfo)
liveAlgInfo = getCurrentReturn(liveAlgInfo, lastStep)
currentStep = lastStep + 1
putList = []
for liveAlgKey in liveAlgInfo:
putList.append(liveAlgInfo[liveAlgKey])
meTools.retryPut(putList)
if callback:
meTools.taskAdd(
"callback-" + taskname,
callback,
"default",
0.5,
JobID=JobID,
taskname=taskname,
totalBatches=totalBatches,
jobtype="callback",
stepType="weeklyLiveAlgs",
model="",
)
def initializeLiveAlgs(initialStopStep, stepRange, Cash):
"""
Removed FTLo types. Adds unnecessary clutter.
"""
global FTLtype
global NRtype
techniques = []
for FTL in FTLtype:
for NR in NRtype:
techniques.append(FTL + "-" + NR)
liveAlgs = []
for technique in techniques:
keyname = str(initialStopStep).rjust(7, "0") + "-" + str(stepRange).rjust(7, "0") + "-" + technique
liveAlg = meSchema.liveAlg(
key_name=keyname,
stopStep=initialStopStep,
startStep=initialStopStep - stepRange,
stepRange=stepRange,
lastBuy=0,
lastSell=0,
percentReturn=0.0,
Positions=repr({}),
PosVal=0.0,
PandL=0.0,
CashDelta=repr(deque([])),
Cash=Cash,
numTrades=0,
history=repr(deque([])),
technique=technique,
)
liveAlgs.append(liveAlg)
meTools.retryPut(liveAlgs)
def doCallback(handler):
JobID = handler.request.get('JobID')
stepType = handler.request.get('stepType')
taskname = handler.request.get('taskname')
totalBatches = int(handler.request.get('totalBatches'))
model = handler.request.get('model')
entity = meSchema.WorkQueue(key_name = taskname,
WorkID = stepType + JobID)
meTools.retryPut(entity)
batchCount = meSchema.WorkQueue.all(keys_only=True).filter('WorkID =', stepType + JobID).count()
if batchCount == totalBatches:
doNext(JobID, stepType, model)