def __init__(self, process, finish=None, maxsize=500, parent=None):
"""
Parameters
----------
config: BfConfig对象
process: 每个数据bar事件来时的回调方法
finish: 数据结束的回调方法
maxsize: 缓存大小,默认500
"""
LoggerInterface.__init__(self, parent=parent)
ConfigInterface.__init__(self, parent=parent)
self.__check_tf(self.config.time_frame)
self.__maxsize = maxsize
self.__dq = Queue(maxsize=maxsize * 2) # 数据缓存器,避免数据在内存里过大,造成内存不足的错误
self.__receiver = TickDataReceiver(parent=self)
self.__receiver.register_event(self.config.symbols[0], self.product)
self.__symbol = self.config.symbols[0]
self.__handle = process # 行情数据监听函数(可以想象成java的interface)
self.__finish = finish # 数据结束函数
self._finished = False
self.logger_name = "TickDataGenerator"
def __init__(self, config, process, finish=None, maxsize=500):
"""
Parameters
----------
config: BfConfig对象
process: 每个数据bar事件来时的回调方法
finish: 数据结束的回调方法
maxsize: 缓存大小,默认500
"""
# assert isinstance(config, Config)
self.__check_tf(config.time_frame)
self.__maxsize = maxsize
self.__dq = Queue(maxsize=maxsize * 2) # 数据缓存器,避免数据在内存里过大,造成内存不足的错误
self.__config = config
self.__receiver = TickDataReceiver()
self.__receiver.register_event(config.symbols[0], self.product)
self.__symbol = config.symbols[0]
self.__handle = process # 行情数据监听函数(可以想象成java的interface)
self.__finish = finish # 数据结束函数
self._finished = False
def __init__(self, process, finish=None, maxsize=500, parent=None):
"""
Parameters
----------
config: BfConfig对象
process: 每个数据bar事件来时的回调方法
finish: 数据结束的回调方法
maxsize: 缓存大小,默认500
"""
LoggerInterface.__init__(self, parent=parent)
ConfigInterface.__init__(self, parent=parent)
self.__check_tf(self.config.time_frame)
self.__maxsize = maxsize
self.__dq = Queue(maxsize=maxsize * 2) # 数据缓存器,避免数据在内存里过大,造成内存不足的错误
self.__receiver = TickDataReceiver(parent=self)
self.__receiver.register_event(self.config.symbols[0], self.product)
self.__symbol = self.config.symbols[0]
self.__handle = process # 行情数据监听函数(可以想象成java的interface)
self.__finish = finish # 数据结束函数
self._finished = False
self.logger_name = "TickDataGenerator"
class TickDataGenerator(LoggerInterface, ConfigInterface):
"""
这个对象包括两个线程,一个生产者,一段一段的不断从数据库中查询记录,并存入缓存队列.
另一个消费者,不断的从缓存队列中取数据,这样做的好处是避免一次回测的数据太多占用太多的内存
基本使用:
dg = DataGenerator(config, self.process, self.finished) # 数据生成器
dg.start()
"""
def __init__(self, process, finish=None, maxsize=500, parent=None):
"""
Parameters
----------
config: BfConfig对象
process: 每个数据bar事件来时的回调方法
finish: 数据结束的回调方法
maxsize: 缓存大小,默认500
"""
LoggerInterface.__init__(self, parent=parent)
ConfigInterface.__init__(self, parent=parent)
self.__check_tf(self.config.time_frame)
self.__maxsize = maxsize
self.__dq = Queue(maxsize=maxsize * 2) # 数据缓存器,避免数据在内存里过大,造成内存不足的错误
self.__receiver = TickDataReceiver(parent=self)
self.__receiver.register_event(self.config.symbols[0], self.product)
self.__symbol = self.config.symbols[0]
self.__handle = process # 行情数据监听函数(可以想象成java的interface)
self.__finish = finish # 数据结束函数
self._finished = False
self.logger_name = "TickDataGenerator"
@property
def finished(self):
return self._finished
def empty(self):
return self.__dq.empty()
def consume(self):
"""
从缓存队列中消费数据(生产行情信号)
:return:
"""
try:
data = self.__dq.get(timeout=0.5)
self.__handle(data)
except Empty:
pass
except:
self.logger.error("\n" + traceback.format_exc())
self.stop()
def start(self):
self._finished = False
# 启动生产者
t1 = threading.Thread(target=self.__receiver.start)
# t1.setDaemon(True)
# 启动消费者
t2 = threading.Thread(target=consume, args=(self,))
# t2.setDaemon(True)
t1.start()
t2.start()
def stop(self):
if not self._finished:
self._finished = True
self.__receiver.stop()
def finish(self):
if self.__finish is not None:
self.__finish()
def product(self, tick):
if not self._finished:
try:
self.__dq.put(tick, timeout=0.5)
except Full:
pass
except:
self.logger.error("\n" + traceback.format_exc())
self.stop()
@classmethod
def __check_tf(cls, time_frame):
check_time_frame(time_frame)
class TickDataGenerator(LoggerInterface, ConfigInterface):
"""
这个对象包括两个线程,一个生产者,一段一段的不断从数据库中查询记录,并存入缓存队列.
另一个消费者,不断的从缓存队列中取数据,这样做的好处是避免一次回测的数据太多占用太多的内存
基本使用:
dg = DataGenerator(config, self.process, self.finished) # 数据生成器
dg.start()
"""
def __init__(self, process, finish=None, maxsize=500, parent=None):
"""
Parameters
----------
config: BfConfig对象
process: 每个数据bar事件来时的回调方法
finish: 数据结束的回调方法
maxsize: 缓存大小,默认500
"""
LoggerInterface.__init__(self, parent=parent)
ConfigInterface.__init__(self, parent=parent)
self.__check_tf(self.config.time_frame)
self.__maxsize = maxsize
self.__dq = Queue(maxsize=maxsize * 2) # 数据缓存器,避免数据在内存里过大,造成内存不足的错误
self.__receiver = TickDataReceiver(parent=self)
self.__receiver.register_event(self.config.symbols[0], self.product)
self.__symbol = self.config.symbols[0]
self.__handle = process # 行情数据监听函数(可以想象成java的interface)
self.__finish = finish # 数据结束函数
self._finished = False
self.logger_name = "TickDataGenerator"
@property
def finished(self):
return self._finished
def empty(self):
return self.__dq.empty()
def consume(self):
"""
从缓存队列中消费数据(生产行情信号)
:return:
"""
try:
data = self.__dq.get(timeout=0.5)
self.__handle(data)
except Empty:
pass
except:
self.logger.error("\n" + traceback.format_exc())
self.stop()
def start(self):
self._finished = False
# 启动生产者
t1 = threading.Thread(target=self.__receiver.start)
# t1.setDaemon(True)
# 启动消费者
t2 = threading.Thread(target=consume, args=(self, ))
# t2.setDaemon(True)
t1.start()
t2.start()
def stop(self):
if not self._finished:
self._finished = True
self.__receiver.stop()
def finish(self):
if self.__finish is not None:
self.__finish()
def product(self, tick):
if not self._finished:
try:
self.__dq.put(tick, timeout=0.5)
except Full:
pass
except:
self.logger.error("\n" + traceback.format_exc())
self.stop()
@classmethod
def __check_tf(cls, time_frame):
check_time_frame(time_frame)
