def __init__(self,
pcontracts,
dt_start="1980-1-1",
dt_end="2100-1-1",
n=None,
spec_date={}): # 'symbol':[,]
"""
Args:
pcontracts (list): list of pcontracts(string)
dt_start (datetime/str): start time of all pcontracts
dt_end (datetime/str): end time of all pcontracts
n (int): last n bars
spec_date (dict): time range for specific pcontracts
"""
self.finished_data = []
pcontracts = map(lambda x: x.upper(), pcontracts)
self.pcontracts = pcontracts
self._combs = []
self._data_manager = DataManager()
# str(PContract): DataWrapper
if settings['source'] == 'csv':
self.pcontracts = self._parse_pcontracts(self.pcontracts)
self._default_pcontract = self.pcontracts[0]
self._all_data, self._max_window = self._load_data(
self.pcontracts, dt_start, dt_end, n, spec_date)
self.context = Context(self._all_data, self._max_window)
def __init__(self):
log.info("Init Backend..")
self._dm = DataManager()
self._engine = ZMQEventEngine('Backend')
self._engine.start()
self._shell_srv = EventRPCServer(self._engine, self.SERVER_FOR_SHELL)
self._ui_srv = EventRPCServer(self._engine, self.SERVER_FOR_UI)
self.register_functions(self._shell_srv)
self.register_functions(self._ui_srv)
def __init__(self, pcontracts, window_size=0, dt_start=datetime(1980,1,1),
dt_end=datetime(2100,1,1), spec_date = { }): # 'symbol':[,]
series.g_rolling = False if window_size == 0 else True
series.g_window = window_size
self.all_data = OrderedDict() # str(PContract): DataWrapper
self.finished_data = []
pcontracts = map(lambda x: x.upper(), pcontracts)
self.pcontracts = pcontracts
self._combs = []
self._window_size = window_size + 1
self._data_manager = DataManager()
for pcon in pcontracts:
if pcon in spec_date:
dt_start = spec_date[pcon][0]
dt_end = spec_date[pcon][1]
assert(dt_start < dt_end)
self.load_data(pcon, dt_start, dt_end)
self.context = Context(self.all_data)
def test_csv_source(self):
source_bak = ConfigUtil.get('source')
logger.info('***** 数据测试开始 *****')
ConfigUtil.set(source='csv')
data_manager = DataManager()
target = data_manager.get_bars('BB.TEST-1.Minute', _DT_START,
_DT_END).data
fname = os.path.join(os.getcwd(), 'data', '1MINUTE', 'TEST', 'CC.csv')
source = pd.read_csv(fname,
parse_dates='datetime',
index_col='datetime')
self.assertFalse(source.equals(target), '本地数据接口负测试失败！')
fname = os.path.join(os.getcwd(), 'data', '1MINUTE', 'TEST', 'BB.csv')
source = pd.read_csv(fname,
parse_dates='datetime',
index_col='datetime')
self.assertTrue(source.equals(target), '本地数据接口正测试失败！')
logger.info('-- 本地数据接口测试成功 --')
ConfigUtil.set(source=source_bak)
logger.info('***** 数据测试结束 *****\n')
def get_pcontract(self, str_pcontract):
dm = DataManager()
da = dm.get_bars(str_pcontract)
return serialize_pcontract_bars(str_pcontract, da.data)
