コード例 #1
0
ファイル: data.py プロジェクト: kuno/python-stdnet
 def create(self, test, use_transaction = True):
     session = test.session()
     if use_transaction:
         with session.begin():
             for name,typ,ccy in zip(self.inst_names,self.inst_types,\
                                     self.inst_ccys):
                 session.add(Instrument(name = name, type = typ, ccy = ccy))     
             for name,ccy in zip(self.fund_names,self.fund_ccys):
                 session.add(Fund(name = name, ccy = ccy))
     else:
         self.register()
         for name,typ,ccy in zip(self.inst_names,self.inst_types,\
                                 self.inst_ccys):
             Instrument(name = name, type = typ, ccy = ccy).save()     
         for name,ccy in zip(self.fund_names,self.fund_ccys):
             Fund(name = name, ccy = ccy).save()
             
     self.num_insts = session.query(Instrument).count()
     self.num_funds = session.query(Fund).count()
コード例 #2
0
ファイル: data.py プロジェクト: kuno/python-stdnet
 def makePositions(self, test, use_transaction = True):
     self.create(test, use_transaction)
     session = test.session()
     instruments = session.query(Instrument).all()
     if use_transaction:
         with session.begin():
             for f in session.query(Fund):
                 insts = populate('choice', self.pos_len,
                                  choice_from = instruments)
                 for dt in self.dates:
                     for inst in insts:
                         session.add(Position(instrument = inst, dt = dt,
                                              fund = f))
     else:
         for f in Fund.objects.query(Fund):
             insts = populate('choice', self.pos_len,
                             choice_from = instruments)
             for dt in self.dates:
                 for inst in insts:
                     Position(instrument = inst, dt = dt, fund = f).save()
                     
     self.num_pos = session.query(Position).count()