예제 #1
0
 def play(self, fields):
     scorelist = [self.fieldid, self.geneid]
     spanlist = [self.fieldid, self.geneid]
     p = mp.current_process()
     for field in fields:
         code = field[0]
         datestr = field[1]
         kl = self.kls[code]
         trader = LineTrader(kl, self.geneid)
         datei = kl.get_datei(datestr)
         if datei < self.start_datei:
             continue
         #if trader.judge_trade_goodness(datei) == False:
         #    continue
         
         datelimit = trader.get_near_date(str(int(datestr)+1), "f")
         (interest, interest_rate, trade_mode_str, from_date, 
             to_date, spent, start_price, end_price, enter_price_avg, release_price_avg, endi) = \
                 trader.trade(datestr, "", datelimit)
         scorelist.append(interest_rate)
         spanlist.append(spent)
     pid = p.pid
     scorefile = "%s.%s" % (SCOREFILE, str(pid))
     spanfile = "%s.%s" % (SPANFILE, str(pid))
     f.list2tmpfs(scorelist, scorefile)
     f.list2tmpfs(spanlist, spanfile)
예제 #2
0
 def play(self, fields):
     scorelist = [self.fieldid, self.geneid]
     pointlist = [self.fieldid, self.geneid]
     spanlist = [self.fieldid, self.geneid]
     p = mp.current_process()
     for field in fields:
         code = field[0]
         datestr = field[1]
         trader = tr.get_trader(code, self.geneid, self.tm, self.play_style, self.trade_mode, self.expected_trade_period)
         (score, point, span, desc) = trader.buy_and_sell(datestr, 0, True)
         scorelist.append(score)
         pointlist.append(point)
         spanlist.append(span)
     pid = p.pid
     scorefile = "%s.%s" % (SCOREFILE, str(pid))
     pointfile = "%s.%s" % (POINTFILE, str(pid))
     spanfile = "%s.%s" % (SPANFILE, str(pid))
     f.list2tmpfs(scorelist, scorefile)
     f.list2tmpfs(pointlist, pointfile)
     f.list2tmpfs(spanlist, spanfile)