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)
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)