Пример #1
0
    params.delta = 1
    params.inst = instrument
    params.date = thedate
    params.data_len = 1024

    m12 = Math12()
    if instrument == 'rb888':
        #     # ppps.min_data_size = int(1024 * 2048 * 1.0000005)
        ppps.min_data_size = int(1024 * 2048 * 3)
    else:
        ppps.min_data_size = int(1024 * 2048 * 1.5)
    # ppps.min_data_size = int(1024 * 2048 *1.005)

    m12.set_param(ppps)
    all_len = m12.get_data_from_file(instrument, datapath, thedate,
                                     trade.get_hop(instrument))
    if all_len < 0:
        exit(-1)

    trade.get_instrument_code(instrument)

    epos = 0
    spos = 0

    if len(sys.argv) == 4:
        epos = all_len - 1
        spos = params.minlen + 2048
    elif len(sys.argv) > 4:
        if sys.argv[4] == 'r':
            random.seed(datetime.datetime.now())
            spos = int(random.random() * (all_len - params.minlen) +
Пример #2
0
    params.delta = 1
    params.inst = instrument
    params.date = thedate
    params.data_len = 1024
    params.level = level
    params.imgpath = '/app/sean/tmp'

    m12 = Math12()
    if instrument == 'rb888':
        # ppps.min_data_size = int(1024 * 2048 * 1.0000005)
        ppps.min_data_size = int(1024 * 2048 * 3)
    else:
        ppps.min_data_size = int(1024 * 2048 * 1.5)

    m12.set_param(ppps)
    all_len = m12.get_data_from_file(instrument, datapath, thedate, trade.get_hop(instrument))
    shot = Snapshot()

    trade.get_instrument_code(instrument)

    g_trader = None

    rc_params = {'legend.fontsize': 'small',
                 'axes.labelsize': 'small',
                 'axes.titlesize': 'small',
                 'xtick.labelsize': 'small',
                 'ytick.labelsize': 'small'}

    for key, value in sorted(rc_params.iteritems()):
        rcParams[key] = value
Пример #3
0
    params = tmath.Params()

    watch_inst = sys.argv[1].encode('ascii')
    instrument = trade.get_instrument_cc(watch_inst)

    the_date = sys.argv[2].encode('ascii')
    data_path = sys.argv[3].encode('ascii') + '/' + instrument
    conf_path = sys.argv[4].encode('ascii')

    params.run_status = 0
    params.delta = 1
    params.inst = watch_inst
    params.date = the_date
    params.data_len = 1024
    hop = trade.get_hop(instrument)

    nr_params = NRParams()
    m12 = Math12()
    dcplp = Dcplp()
    nr_params.min_data_size = int(1024 * 2048 * 1.2618)

    m12.set_param(nr_params)
    all_len = m12.get_tick_to_last(data_path, trade.get_hop(instrument))
    if all_len < 0:
        exit(-1)

    #
    # Get Start position of index and Ending-position of index
    #
    end_pos = 0