def derivatives_raw(self, symbol, from_date, to_date, expiry_date,
instrument_type, strike_price, option_type):
date_ranges = ut.break_dates(from_date, to_date)
params = [(symbol, x[0], x[1], expiry_date, instrument_type,
strike_price, option_type) for x in reversed(date_ranges)]
chunks = ut.pool(self._derivatives, params, max_workers=self.workers)
return list(itertools.chain.from_iterable(chunks))
def test_pool():
for use_threads in [True, False]:
params = [(0, 1), (1, 2), (2, 3)]
expected = [1, 9, 25]
actual = ut.pool(demo_for_pool, params, use_threads)
assert expected == list(actual)
d = DemoForPool()
actual = d.pooled(params, use_threads)
assert expected == list(actual)
def stock_raw(self, symbol, from_date, to_date, series="EQ"):
date_ranges = ut.break_dates(from_date, to_date)
params = [(symbol, x[0], x[1], series) for x in reversed(date_ranges)]
chunks = ut.pool(self._stock, params)
return list(itertools.chain.from_iterable(chunks))
def index_raw(self, symbol, from_date, to_date):
date_ranges = ut.break_dates(from_date, to_date)
params = [(symbol, x[0], x[1]) for x in reversed(date_ranges)]
chunks = ut.pool(self._index, params)
return list(itertools.chain.from_iterable(chunks))
def pooled(self, params, use_threds):
return ut.pool(self.demo_for_pool, params, use_threds)