Пример #1
0
 def testSafeMin(self):
     self.assertEqual(utils.safe_min(None, 0), 0)
     self.assertEqual(utils.safe_min(0, None), 0)
     self.assertEqual(utils.safe_min(None, None), None)
     self.assertEqual(utils.safe_min(0, 0), 0)
     self.assertEqual(utils.safe_min(1, 0), 0)
     self.assertEqual(utils.safe_min(0, 1), 0)
     self.assertEqual(utils.safe_min(-1, 1), -1)
     self.assertEqual(utils.safe_min(1, -1), -1)
     self.assertEqual(utils.safe_min(-1, -2), -2)
     self.assertEqual(utils.safe_min(-2, -1), -2)
Пример #2
0
 def testSafeMin(self):
     self.assertEqual(utils.safe_min(None, 0), 0)
     self.assertEqual(utils.safe_min(0, None), 0)
     self.assertEqual(utils.safe_min(None, None), None)
     self.assertEqual(utils.safe_min(0, 0), 0)
     self.assertEqual(utils.safe_min(1, 0), 0)
     self.assertEqual(utils.safe_min(0, 1), 0)
     self.assertEqual(utils.safe_min(-1, 1), -1)
     self.assertEqual(utils.safe_min(1, -1), -1)
     self.assertEqual(utils.safe_min(-1, -2), -2)
     self.assertEqual(utils.safe_min(-2, -1), -2)
Пример #3
0
 def peekDateTime(self):
     ret = None
     for instrument, bars in self.__bars.items():
         nextPos = self.__nextPos[instrument]
         if nextPos < len(bars):
             ret = utils.safe_min(ret, bars[nextPos].getDateTime())
     return ret
Пример #4
0
    def __dispatch(self):
        smallestDateTime = None
        eof = True
        eventsDispatched = False

        # Scan for the lowest datetime.
        for subject in self.__subjects:
            if not subject.eof():
                eof = False
                smallestDateTime = utils.safe_min(smallestDateTime,
                                                  subject.peekDateTime())
            elif os.getenv('PYALGOTRADE_NEVER_STOP'):
                logger.info('Subject %s is reaching eof...', subject)
                logger.info(('Dispatcher is killing main process '
                             'since PYALGOTRADE_NEVER_STOP is set'))
                os.kill(os.getpid(), signal.SIGTERM)

        # Dispatch realtime subjects and those subjects with the lowest datetime.
        if not eof:
            self.__currDateTime = smallestDateTime

            for subject in self.__subjects:
                if self.__dispatchSubject(subject, smallestDateTime):
                    eventsDispatched = True
        return eof, eventsDispatched
Пример #5
0
    def peekDateTime(self):
        ret = None

        for instrument, bars in self.__bars.iteritems():
            nextPos = self.__nextPos[instrument]
            if nextPos < len(bars):
                ret = utils.safe_min(ret, bars[nextPos].getDateTime())
        return ret
Пример #6
0
    def peekDateTime(self):
        ret = None

        for instrument, bars in self.__bars.iteritems():
            nextIdx = self.__nextBarIdx[instrument]
            if nextIdx < len(bars):
                ret = utils.safe_min(ret, bars[nextIdx].getDateTime())
        return ret
Пример #7
0
    def peekDateTime(self):
        ret = None

        for instrument, ticks in six.iteritems(self.__ticks):
            nextPos = self.__nextPos[instrument]
            if nextPos < len(ticks):
                ret = utils.safe_min(ret, ticks[nextPos].getDateTime())
        return ret
Пример #8
0
def mindate(index,_nextPos,bars,insts,div):

    start = div[index][0]
    end   = div[index][1]

    ret = None
    for i in range(start,end):
        ins = insts[i]
        nextPos = _nextPos[ins]
        if nextPos < len(bars[ins]):
            ret = utils.safe_min(ret, bars[ins][nextPos].getDateTime())
    return ret
Пример #9
0
    def __dispatch(self):
        smallestDateTime = None
        eof = True
        eventsDispatched = False

        # Scan for the lowest datetime.
        for subject in self.__subjects:
            if not subject.eof():
                eof = False
                smallestDateTime = utils.safe_min(smallestDateTime, subject.peekDateTime())

        # Dispatch realtime subjects and those subjects with the lowest datetime.
        if not eof:
            for subject in self.__subjects:
                if self.__dispatchSubject(subject, smallestDateTime):
                    eventsDispatched = True
        return eof, eventsDispatched
Пример #10
0
    def peekDateTime(self):

        if len(self.__div) == 0:
            ret = None
            for instrument, bars in self.__bars.iteritems():
                nextPos = self.__nextPos[instrument]
                if nextPos < len(bars):
                    ret = utils.safe_min(ret, bars[nextPos].getDateTime())
        else:
            ret = [] 
            if len(self.__div) == 1:
                ret.append(mindate(0,self.__nextPos,self.__bars,self.__insts,self.__div))
            else:
                ret = self.__pl.handleCombineRet(mindate,self.__nextPos,self.__bars,self.__insts,self.__div)

            ret = min(ret, key=lambda x:uutils.TimeUtils.dt2stamp(x) if x is not None else sys.maxint)
        return ret
Пример #11
0
    def __dispatch(self):
        smallestDateTime = None
        eof = True
        eventsDispatched = False

        # Scan for the lowest datetime.
        for subject in self.__subjects:
            if not subject.eof():
                eof = False
                smallestDateTime = utils.safe_min(smallestDateTime, subject.peekDateTime())

        # Dispatch realtime subjects and those subjects with the lowest datetime.
        if not eof:
            self.__currDateTime = smallestDateTime

            for subject in self.__subjects:
                if self.__dispatchSubject(subject, smallestDateTime):
                    eventsDispatched = True
        return eof, eventsDispatched
Пример #12
0
    def __dispatch(self):
        smallestDateTime = None  #
        eof = True
        eventsDispatched = False

        # Scan for the lowest datetime.
        for subject in self.__subjects:
            if not subject.eof():
                eof = False
                smallestDateTime = utils.safe_min(smallestDateTime,
                                                  subject.peekDateTime())

        #一次只返回多个事件源中最老的事件,这是为了保证处理的顺序没有问题。比如过2分钟采取查看,有两个事件源有事件,一个发生在第1分钟,一个1分半
        #那么会先取第一分钟发生的事件吐出去
        # Dispatch realtime subjects and those subjects with the lowest datetime.
        if not eof:
            self.__currDateTime = smallestDateTime

            for subject in self.__subjects:
                if self.__dispatchSubject(subject, smallestDateTime):
                    eventsDispatched = True
        return eof, eventsDispatched