def __processJob(self, job, barsFreq, instruments, bars):
parameters = job.getNextParameters()
bestParams = parameters
bestResult = None
while parameters is not None:
# Wrap the bars into a feed.
feed = barfeed.OptimizerBarFeed(barsFreq, instruments, bars)
# Run the strategy.
self.getLogger().info(
"Running strategy with parameters {}".format(parameters))
result = None
try:
result = self.runStrategy(feed, *parameters)
except Exception as e:
self.getLogger().exception(
"Error running strategy with parameters {}: {}".format(
parameters, e))
self.getLogger().info("Result {}".format(result))
if bestResult is None or result > bestResult:
bestResult = result
bestParams = parameters
# Run with the next set of parameters.
parameters = job.getNextParameters()
assert (bestParams is not None)
self.pushJobResults(job.getId(), bestResult, bestParams)
def testBaseBarFeedNoAdjClose(self):
bars = [
bar.Bars({
"orcl":
bar.BasicBar(datetime.datetime(2001, 1, 1), 1, 1, 1, 1, 1,
None, bar.Frequency.DAY)
}),
bar.Bars({
"orcl":
bar.BasicBar(datetime.datetime(2001, 1, 2), 1, 1, 1, 1, 1,
None, bar.Frequency.DAY)
}),
]
barFeed = barfeed.OptimizerBarFeed(bar.Frequency.DAY, ["orcl"], bars)
check_base_barfeed(self, barFeed, False)
def testDateTimesNotInOrder(self):
bars = [
bar.Bars({
"orcl":
bar.BasicBar(datetime.datetime(2001, 1, 2), 1, 1, 1, 1, 1, 1,
bar.Frequency.DAY)
}),
bar.Bars({
"orcl":
bar.BasicBar(datetime.datetime(2001, 1, 1), 1, 1, 1, 1, 1, 1,
bar.Frequency.DAY)
}),
]
f = barfeed.OptimizerBarFeed(bar.Frequency.DAY, ["orcl"], bars)
with self.assertRaisesRegex(Exception,
"Bar date times are not in order.*"):
for dt, b in f:
pass
def testEmtpy(self):
barFeed = barfeed.OptimizerBarFeed(bar.Frequency.DAY, ["orcl"], [])
self.assertEqual(barFeed.barsHaveAdjClose(), False)