account.days_counts=n+1 if n<day_num-1: account.tomorrow=account.timeList[n+1] # account.set_universe(account.current_time) account.order_temp=[] account.dynamic_record['trade_time'].append(i) st.handle_data(account) # print account.SD account.dynamic_record['cash'].append(account.cash) account.dynamic_record["blotter"].append(account.order_temp) account.dynamic_record['capital'].append(account.calculate_capital(i)) account.calculate_IF(i)#计算做空股指期货的动态收益 account.dynamic_record['alpha_capital'].append(account.dynamic_record['capital'][-1] + account.dynamic_record['IF'][-1]) return account.dynamic_record mc=memcache.Client(['192.168.0.103:11211']) mq_in=mcQueue.mcQueue(mc,'input') mq_r=mcQueue.mcQueue(mc,'result') mq_ins=mcQueue.mcQueue(mc,'instruction') print "start" con=False while 1: temp=mq_ins.pop() if temp=='stop': break elif temp=='start': time.sleep(2) con=True elif temp=='test': time.sleep(2) continue time.sleep(0.2)
# coding=utf-8 __author__ = 'tan linchao' import numpy as np import pandas as pd from my_test import * from datetime import * from time import sleep from ipyparallel import Client import cPickle,memcache,mcQueue mc=memcache.Client(['192.168.0.103:11211']) mq_in=mcQueue.mcQueue(mc,'input') mq_r=mcQueue.mcQueue(mc,'result') # 止损率列表 # rate_list = np.linspace(0,0.5,11) # rate_list = np.linspace(0,1,41) rate_list = np.linspace(0,0.2,21) # rate_list = [0.1,0.125] basic_rate = [0,1] #c=Client('ipcontroller-client.json') class Recursive: def __init__(self,train_count=1,use_count=1): self.train_count = train_count self.use_count = use_count def set_ratios_list(self,ratio_list): self.ratios_list = ratio_list def get_ratio_list(self): try: return self.ratios_list
#coding=utf-8 __author__ = 'fit tan' ######## # 递推函数 ######## import numpy as np import cPickle, memcache, mcQueue, time import pandas as pd from my_test import * mc = memcache.Client(['192.168.0.103:11211']) mq_in = mcQueue.mcQueue(mc, 'input') mq_r = mcQueue.mcQueue(mc, 'result') # 止损率列表 # rate_list = np.linspace(0,0.5,11) # rate_list = np.linspace(0,1,41) rate_list = np.linspace(0, 0.2, 21) #rate_list = [0.1,0.125] profit_dict = {} class Recursive: def __init__(self, account, period='month', train_count=1, test_count=1): self.account = account self.period = period self.train_count = train_count - 1 self.test_count = test_count self.last_change_month = self.account.start.month self.change_begin = None # 改变止损率的训练时段的开始时间 def set_recursive(self, rate):
account.order_temp = [] account.dynamic_record['trade_time'].append(i) st.handle_data(account) # print account.SD account.dynamic_record['cash'].append(account.cash) account.dynamic_record["blotter"].append(account.order_temp) account.dynamic_record['capital'].append(account.calculate_capital(i)) account.calculate_IF(i) #计算做空股指期货的动态收益 account.dynamic_record['alpha_capital'].append( account.dynamic_record['capital'][-1] + account.dynamic_record['IF'][-1]) return account.dynamic_record mc = memcache.Client(['192.168.0.103:11211']) mq_in = mcQueue.mcQueue(mc, 'input') mq_r = mcQueue.mcQueue(mc, 'result') mq_ins = mcQueue.mcQueue(mc, 'instruction') print "start" con = False while 1: temp = mq_ins.pop() if temp == 'stop': break elif temp == 'start': time.sleep(2) con = True elif temp == 'test': time.sleep(2) continue time.sleep(0.2)