def __init__(self, backtest_filters, lcbt, args):
"""
:param backtest_filters:
:param lcbt:
:param args:
"""
self.iteration = 0
self.iteration_time = 0
self.backtest_filters = backtest_filters
self.lcbt = lcbt
self.args = args
for _ in range(self.args.population_size):
filters = []
mate_filters = []
for backtest_filter in backtest_filters.values():
lc_filter = backtest_filter(args)
lc_filter.set_current(random.randint(0, lc_filter.get_count() - 1))
filters.append(lc_filter)
mate_filter = backtest_filter(args)
mate_filters.append(mate_filter)
self.population.append(dict(filters=filters))
self.mate_population.append(dict(filters=mate_filters))
csv_field_names = []
for lc_filter in self.population[0]["filters"]:
csv_field_names.append(lc_filter.get_name())
csv_field_names.extend([
'expected_apy',
'num_loans',
'num_defaulted',
'pct_defaulted',
'avg_default_loss',
'net_apy'
])
self.csvwriter = csv.DictWriter(utilities.Unbuffered(open(self.args.csvresults, 'w')),
fieldnames=csv_field_names,
extrasaction='ignore')
self.csvwriter.writeheader()
response_queue = MultiProcessingQueue()
for worker_idx in range(args.workers):
mp_worker(worker_idx, args, work_queue, response_queue)
ga_test = ParallelGATest(BackTestFilters, lcbt, args, work_queue, response_queue)
ga_test.run()
else:
lcbt = LCBT(ConversionFilters, args, worker_idx=-1)
lcbt.initialize()
ga_test = GATest(BackTestFilters, lcbt, args)
ga_test.run()
return 0
if __name__ == "__main__":
sys.stdout = utilities.Unbuffered(sys.stdout)
if DEBUG:
sys.argv.append("-v")
if TESTRUN:
import doctest
doctest.testmod()
if PROFILE:
import cProfile
import pstats
profile_filename = 'lcbt_profile.prof'
cProfile.run('main()', profile_filename)
with open("profile_stats.txt", "wb") as statsfile:
p = pstats.Stats(profile_filename, stream=statsfile)
stats = p.strip_dirs().sort_stats('cumulative')