def createStateSaver(name, setting):
''' create state saver '''
if 'sql' == name:
from ultrafinance.backTest.stateSaver.sqlSaver import SqlSaver
saver = SqlSaver()
else:
raise UfException(Errors.INVALID_SAVER_NAME,
"Saver name is invalid %s" % name)
saver.setup(setting)
return saver
def createStateSaver(name, setting):
''' create state saver '''
if 'sql' == name:
from ultrafinance.backTest.stateSaver.sqlSaver import SqlSaver
saver = SqlSaver()
else:
raise UfException(Errors.INVALID_SAVER_NAME,
"Saver name is invalid %s" % name)
saver.setup(setting)
return saver
def get(self):
"""
get quotes
"""
dam = SqlDAM()
print os.path.dirname(__file__)
flags={}
sqlsave = SqlSaver()
sqlsave.setup({'db': 'sqlite:///../zhihui/data/output.sqlite'}, "['EURUSD']_sma")
result = sqlsave.getStates(20000101,20131231)
for row in result:
if row.updateOrders != []:
order = row.updateOrders[0]
flags[row.time] = order.action
dam.setup({'db': 'sqlite:///../zhihui/data/ftest.sqlite'})
dam.setSymbol('EURUSD')
_quotes = dam.readQuotes(20000101, 20131231)
quotes = [quote.toDict() for quote in _quotes]
self.write(json.dumps(quotes))
def createStateSaver(name, setting, tableName = None):
''' create state saver '''
if 'habse' == name:
from ultrafinance.backTest.stateSaver.hbaseSaver import HbaseSaver
saver = HbaseSaver()
elif 'sql' == name:
from ultrafinance.backTest.stateSaver.sqlSaver import SqlSaver
saver = SqlSaver()
else:
raise UfException(Errors.INVALID_SAVER_NAME,
"Saver name is invalid %s" % name)
if not tableName:
saver.tableName = 'output'
else:
saver.tableName = tableName
saver.setup(setting)
return saver
