Example #1
0
def serialize_array_columns(results, type_id):    
    for column in backtest_array_columns:
        results[column] = series2pgarray(results[column])
    
    return results
Example #2
0
    results['experiment_id'] = metadata['experiment_id']
    results['parameters_id'] = metadata['parameters_id']
    results['backtest_id'] = metadata['backtest_id']
    
    return results

# %%

if __name__ == '__main__':
    args = create_parser().parse_args()
    backtest_results = args.backtest_results
    backtest_csv_for_db = args.backtest_csv_for_db
    line_count = 0
    include_header=True
    for line in backtest_results.readlines():
        line_count += 1
        if line == '':
            continue
        results_table = read_line(line)

        for column in ['constraints', 'weights', 'sdp_solution', 'test_returns']:
            results_table[column] = series2pgarray(results_table[column])

        if line_count == 1:
            results_table.to_csv(backtest_csv_for_db, header=True, index=False,
                                 mode='w')
        else:
            results_table.to_csv(backtest_csv_for_db, header=False, index=False,
                                 mode='a')