print s1, s2
# create tasks for this batch
tasks = {}
task_id = 0
for i in range(len(strategy_args)):
args = strategy_args[i]
for day in days:
task = {'strategy_id': i, 'strategy_args': args,
'day': day.timetuple()[:3], 'ticker': ticker_details,
'task_id': task_id}
tasks[task_id] = task
task_id += 1
# put the tasks in the queue
queue.putmany(tasks.values())
print "%s: start analyzing %s tasks" % (str(datetime.now()), len(tasks))
for i in range(len(tasks)):
result_dict = result.get()
for task_id, report in result_dict.items():
tsk = tasks.get(task_id)
tsk.update({'report': report})
print "analyzed task: %s" % task_id
p1.stop(); p2.stop()
p1.join(); p2.join()
# store the pickled tasks in a file for later analysis
fname = "../simulations/first_run_%s" % start_time.strftime("%Y%m%d%H%M%S")
f = open(fname, 'w')
# create tasks for this batch
for args in batch_args:
strategy_id_task_map[strategy_id] = []
for day in days:
task = {'strategy_id': strategy_id, 'strategy_args': args,
'day': day.timetuple()[:3], 'ticker': ticker_details,
'task_id': task_id}
tasks[task_id] = task
strategy_id_task_map[strategy_id].append(task_id)
batch_tasks.append(task)
task_id += 1
strategy_results[strategy_id] = 0
strategy_id += 1
# put the tasks in the queue
queue.putmany(batch_tasks)
batch_runs += 1
print "running batch: %s" % batch_runs
for i in range(len(batch_tasks)):
result_dict = result.get()
for task_id, report in result_dict.items():
tsk = tasks.get(task_id)
tsk.update({'report': report})
strategy_id = tsk['strategy_id']
for order_id, order in report.items():
strategy_results[strategy_id] += order['delta']
strategy_id_task_map[strategy_id].remove(task_id)
if not strategy_id_task_map[strategy_id]: # no more tasks for this strategy
print "all tasks for strategy %s evaluated" % strategy_id
if strategy_results[strategy_id] >= criterium:
