def _generate_hitorical_min(self, symbol, window, current_date_time):
datetimes = TradeTime.generate_trade_datetimes_by_window(window, current_date_time)
start = datetimes[0]
end = datetimes[-1]
all_datetimes = TradeTime.generate_datetimes(start.date(), end.date())
prices = MontCarloSimulator.simulate_min(symbol, start, end, len(all_datetimes), 1)
rows = map(lambda x, y: [x, y], datetimes, prices[0])
return rows
def load_log(self, symbol, date):
file_name = '%s%s.log' % (symbol, date.strftime('%Y%m%d'))
path = PathMgr.get_data_path('quantopian_daily_min/%s' % file_name)
content = read_file_to_string(path)
lines = content.split('\n')
filtered_lines = filter(lambda x: len(x) > 100, lines)
lines = map(lambda x: string_fetch(x, 'PRINT ', ''), filtered_lines)
close_list_str = ','.join(lines)
prices_list = map(float, close_list_str.split(','))
datetimes = TradeTime.generate_datetimes(date, date)
equities = map(lambda x, y: Equity(symbol, x, y, y, y, y), datetimes,
prices_list)
EquityMinDAO().insert(equities)
def to_csv(self, symbol, date):
file_name = '%s%s.log' % (symbol, date.strftime('%Y%m%d'))
path = PathMgr.get_data_path('quantopian_daily_min/%s' % file_name)
content = read_file_to_string(path)
lines = content.split('\n')
filtered_lines = filter(lambda x: len(x) > 100, lines)
lines = map(lambda x: string_fetch(x, 'PRINT ', ''), filtered_lines)
close_list_str = ','.join(lines)
# print close_list_str
prices_list = map(float, close_list_str.split(','))
datetimes = TradeTime.generate_datetimes(date, date)
new_lines = map(lambda x, y: '%s,%s' % (x, y), datetimes, prices_list)
new_content = '\n'.join(new_lines)
write_path = PathMgr.get_data_path('quantopian_daily_min/%s%s.csv' %
(symbol, date.strftime('%Y%m%d')))
write_to_file(write_path, new_content)
def run_schedule_and_handle_function(schedule_functions, handle_function, start_date, end_date, logger):
for dt in TradeTime.generate_datetimes(start_date, end_date):
if Container.context.terminate_p:
return
Container.data.set_datetime(dt)
logger.set_dt(dt)
for schedule_function in schedule_functions:
try:
schedule_function.run(dt)
except Exception as e:
logger.error('Trace: ' + traceback.format_exc(), False)
logger.error('Error: get action arguments failed:' + str(e))
try:
handle_function()
except Exception as e:
logger.error('Trace: ' + traceback.format_exc(), False)
logger.error('Error: get action arguments failed:' + str(e))
if dt.minute == 0:
if (TradeTime.is_half_trade_day(dt.date()) and dt.hour == 13) or dt.hour == 16:
Container.analysis.add_portfolio_trace(dt.date(), Container.api.portfolio)
