def __init__(self, process, finish=None, maxsize=500, parent=None):
"""
Parameters
----------
process: 每个数据bar事件来时的回调方法
finish: 数据结束的回调方法
maxsize: 缓存大小,默认500
"""
# assert isinstance(config, Config)
LoggerInterface.__init__(self, parent=parent)
ConfigInterface.__init__(self, parent=parent)
self.__check_tf(self.config.time_frame)
self.__maxsize = maxsize
self.__dq = Queue(maxsize=maxsize * 2) # 数据缓存器,避免数据在内存里过大,造成内存不足的错误
self.__symbol = self.config.symbols[0]
self.__start_time = int(
get_datetime(self.config.start_time).timestamp())
if self.config.end_time:
self.__end_time = int(
get_datetime(self.config.end_time).timestamp())
else: # 如果没有指定结束时间,默认查询到最近的数据
self.__end_time = int(time.time())
self.__handle = process # 行情数据监听函数(可以想象成java的interface)
self.__finish = finish # 数据结束函数
self._finished = False
self.logger_name = "DataGenerator"
def __init__(self, process, finish=None, maxsize=500, parent=None):
"""
Parameters
----------
process: 每个数据bar事件来时的回调方法
finish: 数据结束的回调方法
maxsize: 缓存大小,默认500
"""
# assert isinstance(config, Config)
LoggerInterface.__init__(self, parent=parent)
ConfigInterface.__init__(self, parent=parent)
self.__check_tf(self.config.time_frame)
self.__maxsize = maxsize
self.__dq = Queue(maxsize=maxsize * 2) # 数据缓存器,避免数据在内存里过大,造成内存不足的错误
self.__symbol = self.config.symbols[0]
self.__start_time = int(get_datetime(self.config.start_time).timestamp())
if self.config.end_time:
self.__end_time = int(get_datetime(self.config.end_time).timestamp())
else: # 如果没有指定结束时间,默认查询到最近的数据
self.__end_time = int(time.time())
self.__handle = process # 行情数据监听函数(可以想象成java的interface)
self.__finish = finish # 数据结束函数
self._finished = False
self.logger_name = "DataGenerator"
def _get_data(self, symbol, time_frame, start_time=None, end_time=None):
data = self.with_time_cost_count(fx_mysql.get_period_bars)(symbol, time_frame,
get_datetime(start_time).timestamp(),
get_datetime(end_time).timestamp())
result = list(map(partial(_get_bar_from_dict, symbol, time_frame), data))
data.clear()
return result
def progress(self):
et = get_datetime(self.__setting['end_time']).timestamp()
st = get_datetime(self.__setting['start_time']).timestamp()
ct = self.__strategy_engine.current_time
if ct:
return min((ct - st) / (et - st) * 100, 100)
else:
return 0
def progress(self):
et = get_datetime(self.__config['end_time']).timestamp()
st = get_datetime(self.__config['start_time']).timestamp()
ct = self.__strategy_engine.current_time
if ct:
return min((ct - st) / (et - st) * 100, 100)
else:
return 0
def progress(self):
if not self.__is_alive:
return 0
et = get_datetime(self._config['end_time']).timestamp()
st = get_datetime(self._config['start_time']).timestamp()
ct = self.__strategy_engine.current_time
if ct:
return min((ct - st) / (et - st) * 100, 100)
else:
return 0
def _get_data(self,
symbol,
time_frame,
start_time=None,
end_time=None):
data = self.with_time_cost_count(fx_mysql.get_period_bars)(
symbol, time_frame, get_datetime(start_time).timestamp(),
get_datetime(end_time).timestamp())
result = list(
map(partial(_get_bar_from_dict, symbol, time_frame), data))
data.clear()
return result
def _get_bar_from_dataframe(symbol, time_frame, data):
bar = Bar(symbol)
bar.time_frame = time_frame
for field in ['open', 'high', 'low', 'close', 'volume']:
setattr(bar, field, data[field])
bar.timestamp = get_datetime(data.name).timestamp()
return bar
def _get_bar_from_dataframe(symbol, time_frame, data):
bar = Bar(symbol)
bar.time_frame = time_frame
for field in ['open', 'high', 'low', 'close', 'volume']:
setattr(bar, field, data[field])
bar.timestamp = get_datetime(data.name).timestamp()
return bar
def __data_to_event(symbol, time_frame, data):
bar = Bar(symbol)
bar.time_frame = time_frame
for field in ['open','high','low','close','volume']:
setattr(bar,field,data[field])
bar.time = get_datetime(data.name).timestamp()
event = Event(EVENT_BAR_SYMBOL[symbol][time_frame],{'data':bar})
return(event)
def __init__(self, config, process, finish=None, maxsize=500):
"""
Parameters
----------
config: BfConfig对象
process: 每个数据bar事件来时的回调方法
finish: 数据结束的回调方法
maxsize: 缓存大小,默认500
"""
# assert isinstance(config, Config)
self.__check_tf(config.time_frame)
self.__maxsize = maxsize
self.__dq = Queue(maxsize=maxsize * 2) # 数据缓存器,避免数据在内存里过大,造成内存不足的错误
self.__config = config
self.__symbol = config.symbols[0]
self.__start_time = int(get_datetime(config.start_time).timestamp())
if config.end_time:
self.__end_time = int(get_datetime(config.end_time).timestamp())
else: # 如果没有指定结束时间,默认查询到最近的数据
self.__end_time = int(time.time())
self.__handle = process # 行情数据监听函数(可以想象成java的interface)
self.__finish = finish # 数据结束函数
self._finished = False
def _get_data(self, symbol, time_frame, start_time=None, end_time=None):
data = fx.get_period_bars(symbol, time_frame,
get_datetime(start_time).timestamp(),
get_datetime(end_time).timestamp())
return list(map(partial(_get_bar_from_dict, symbol, time_frame), data))
