def main():
args = parseCommandLine()
experimentFolder = args.e
dataFolder = args.d
generatorsFolder = args.g
attribute.initializeInstDetails(args.iT,args.sP,args.oT)
args.sequence = "lp"
# insideFeatureCommandList = getCommandListForInsideFeatures( experimentFolder,dataFolder,generatorsFolder,args.tickSize )
# utility.runCommandList(insideFeatureCommandList,args)
#
# intermediateFeatureCommandList = getCommandListForIntermediateFeatures(experimentFolder,dataFolder,generatorsFolder,args.tickSize)
# utility.runCommandList(intermediateFeatureCommandList,args)
#
commandList = getCommandList(experimentFolder,dataFolder,generatorsFolder,args.tickSize)
return utility.runCommandList(commandList,args)
def main():
args = parseCommandLine()
experimentFolder = args.e
dataFolder = args.d
generatorsFolder = args.g
attribute.initializeInstDetails(args.iT, args.sP, args.oT)
args.sequence = "lp"
# insideFeatureCommandList = getCommandListForInsideFeatures( experimentFolder,dataFolder,generatorsFolder,args.tickSize )
# utility.runCommandList(insideFeatureCommandList,args)
#
# intermediateFeatureCommandList = getCommandListForIntermediateFeatures(experimentFolder,dataFolder,generatorsFolder,args.tickSize)
# utility.runCommandList(intermediateFeatureCommandList,args)
#
commandList = getCommandList(experimentFolder, dataFolder,
generatorsFolder, args.tickSize)
return utility.runCommandList(commandList, args)
lListOfTrainingDirectories = attribute.getListOfTrainingDirectoriesNames(args.dt,args.td,args.iT)
lListOfTrainPredictDirectories = lListOfTrainingDirectories
if args.pd is None:
predictionDirectory = attribute.getListOfTrainingDirectoriesNames(2,lListOfTrainPredictDirectories[-1],args.iT)[-1]
else:
predictionDirectory = args.pd
lListOfTrainPredictDirectories.append(predictionDirectory)
if(args.sequence == "dp"):
experimentFolder = args.e
dataFolder = args.td
generatorsFolder = args.g
commandList = []
for directories in lListOfTrainPredictDirectories:
commandList.append(["aGenForE.py","-e",experimentFolder,"-d",directories,"-g",args.g,"-run",args.run,"-sequence",args.sequence,'-tickSize',args.tickSize,"-iT",args.iT,"-oT",args.oT,"-sP",args.sP])
utility.runCommandList( commandList ,args)
print dp.printGroupStatus()
else:
if args.sequence == 'lp':
# to run it in local parallel mode
pool = multiprocessing.Pool() # this will return the number of CPU's
results = map(scriptWrapperForFeatureGeneration,lListOfTrainPredictDirectories)
else:
results = map(scriptWrapperForFeatureGeneration,lListOfTrainPredictDirectories)
utility.runCommand(["rGenForE.py","-e",args.e,"-a",algo,"-sequence",args.sequence,"-targetClass",args.targetClass,"-skipM",args.skipM,\
'-dt',args.dt,'-pd',predictionDirectory,"-td",args.td,"-skipP",args.skipP, '-wt' , args.wt,"-iT",args.iT,"-oT",args.oT,"-sP",args.sP],args.run,args.sequence)
utility.runCommand(["runAllRScriptsForE.py","-td",args.td,"-pd",predictionDirectory,"-dt",args.dt,"-e",args.e,"-a",algo,"-run",args.run,\
'-wt' , args.wt,"-iT",args.iT,"-oT",args.oT,"-sP",args.sP,"-sequence",args.sequence],args.run,args.sequence)
if args.targetClass == "multinomial" :
import rCodeGen, utility
import attribute
import aGenForE
parser = argparse.ArgumentParser(description='This program will get results for all the subexperiments. \n' , formatter_class=argparse.RawTextHelpFormatter)
parser.add_argument('-td', required=True,help='Training directory')
parser.add_argument('-dt',required=True,help='Number of days after start training day specified . Defaults to 1 ')
parser.add_argument('-run', required=True,help='dry (only show dont execute) or real (show and execute)')
parser.add_argument('-sequence', required=True,help='lp (Local parallel) / dp (Distributed parallel) / serial')
parser.add_argument('-nComputers',required=True,help="Number of computers at which task has to be run present in the data set")
parser.add_argument('-iT',required=False,help='Instrument name')
parser.add_argument('-sP',required=False,help='Strike price of instrument')
parser.add_argument('-oT',required=False,help='Options Type')
args = parser.parse_args()
attribute.initializeInstDetails(args.iT,args.sP,args.oT)
if(args.sequence == "dp"):
import dp
allDataDirectories = attribute.getListOfTrainingDirectoriesNames( int(args.dt) , args.td ,args.iT)
commandList = []
for directories in allDataDirectories:
#src/removeDuplicatesFromOrderBook.py -d ob/data/ro/nsefut/20141126/ -iT SBIN -oT 0 -sP -1
commandList.append(["removeDuplicatesFromOrderBook.py", "-d", directories, "-iT", args.iT, "-oT", args.oT, "-sP", args.sP])
for chunkNum in range(0,len(commandList),int(args.nComputers)):
lSubGenList = commandList[chunkNum:chunkNum+int(args.nComputers)]
utility.runCommandList(lSubGenList,args)
print dp.printGroupStatus()
#==========Generating Features for all required days =======================
if (args.sequence == "dp"):
experimentFolder = args.e
dataFolder = args.td
generatorsFolder = args.g
commandList = []
for directories in allDataDirectories:
# commandList.append(["aGenForE.py","-e",experimentFolder,"-d",directories,"-g",args.g,"-run",args.run,"-sequence",args.sequence,'-tickSize',args.tickSize,"-iT",args.iT,"-oT",args.oT,"-sP",args.sP])
pass
for chunkNum in range(0, len(commandList),
totalCommandsToBeScheduledAtOneGo):
l_sub_aGenForECodeGenList = commandList[
chunkNum:chunkNum + totalCommandsToBeScheduledAtOneGo]
utility.runCommandList(l_sub_aGenForECodeGenList, args)
print dp.printGroupStatus()
else:
def scriptWrapperForFeatureGeneration(trainingDirectory):
# utility.runCommand(["aGenForE.py","-e",args.e,"-d",trainingDirectory,"-g",args.g,"-run",args.run,"-sequence",args.sequence,'-tickSize',args.tickSize,"-iT",args.iT,"-oT",args.oT,"-sP",args.sP],args.run,args.sequence)
pass
results = map(scriptWrapperForFeatureGeneration, allDataDirectories)
#=======Finding number of feature in design file ====
config = ConfigObj(args.e + "/design.ini")
targetAttributes = attribute.getTargetVariableKeys(config)
one_feature_attributes = attribute.getFeatureVariableKeys(
config,
else:
predictionDirectory = args.pd
lListOfTrainPredictDirectories.append(predictionDirectory)
if (args.sequence == "dp"):
experimentFolder = args.e
dataFolder = args.td
generatorsFolder = args.g
commandList = []
for directories in lListOfTrainPredictDirectories:
commandList.append([
"aGenForE.py", "-e", experimentFolder, "-d", directories, "-g",
args.g, "-run", args.run, "-sequence", args.sequence, '-tickSize',
args.tickSize, "-iT", args.iT, "-oT", args.oT, "-sP", args.sP
])
utility.runCommandList(commandList, args)
print dp.printGroupStatus()
else:
if args.sequence == 'lp':
# to run it in local parallel mode
pool = multiprocessing.Pool() # this will return the number of CPU's
results = map(scriptWrapperForFeatureGeneration,
lListOfTrainPredictDirectories)
else:
results = map(scriptWrapperForFeatureGeneration,
lListOfTrainPredictDirectories)
utility.runCommand(["rGenForE.py","-e",args.e,"-a",algo,"-sequence",args.sequence,"-targetClass",args.targetClass,"-skipM",args.skipM,\
'-dt',args.dt,'-pd',predictionDirectory,"-td",args.td,"-skipP",args.skipP, '-wt' , args.wt,"-iT",args.iT,"-oT",args.oT,"-sP",args.sP],args.run,args.sequence)
utility.runCommand(["runAllRScriptsForE.py","-td",args.td,"-pd",predictionDirectory,"-dt",args.dt,"-e",args.e,"-a",algo,"-run",args.run,\
def main():
args = parseCommandLine()
dataFolder = args.d
generatorsFolder = args.g
attribute.initializeInstDetails(args.iT,args.sP,args.oT,args.rev)
args.sequence = "lp"
experimentFolder = args.e + "/design.ini"
insideFeatureCommandList = getCommandListForInsideFeatures( experimentFolder,dataFolder,generatorsFolder,args.tickSize )
utility.runCommandList(insideFeatureCommandList,args)
intermediateFeatureCommandList = getCommandListForIntermediateFeatures(experimentFolder,dataFolder,generatorsFolder,args.tickSize)
utility.runCommandList(intermediateFeatureCommandList,args)
commandList = getCommandList(experimentFolder,dataFolder,generatorsFolder,args.tickSize)
utility.runCommandList(commandList,args)
try:
experimentFolder = args.e + "/design1.ini"
insideFeatureCommandList = getCommandListForInsideFeatures( experimentFolder,dataFolder,generatorsFolder,args.tickSize )
utility.runCommandList(insideFeatureCommandList,args)
intermediateFeatureCommandList = getCommandListForIntermediateFeatures(experimentFolder,dataFolder,generatorsFolder,args.tickSize)
utility.runCommandList(intermediateFeatureCommandList,args)
commandList = getCommandList(experimentFolder,dataFolder,generatorsFolder,args.tickSize)
return utility.runCommandList(commandList,args)
except:
return
lengthOfFeatures = len(one_feature_attributes)
allDataDirectories = attribute.getListOfTrainingDirectoriesNames( int(args.nDays) , args.td ,args.iT)
dataFolder = args.td
generatorsFolder = args.g
commandList = []
experimentFolder = args.e
# Seperate into 2 different list one for aGen and another for operateOnAttribute
for directories in allDataDirectories:
commandList.append(["aGenForE.py","-e",experimentFolder,"-d",directories,"-g",args.g,"-run",args.run,"-sequence",args.sequence,'-tickSize',args.tickSize,"-iT",args.iT,"-oT",args.oT,"-sP",args.sP])
for chunkNum in range(0,len(commandList),int(args.nComputers)):
lSubGenList = commandList[chunkNum:chunkNum+int(args.nComputers)]
utility.runCommandList(lSubGenList,args)
print dp.printGroupStatus()
entrylist = ""
exitlist = ""
for i in range(55,70,1):
for j in range(50,i,1):
exitlist = exitlist + str(j) + ";"
entrylist = entrylist + str(i) + ";"
exitlist = exitlist[:-1]
entrylist = entrylist[:-1]
'''
entrylist4 = ""
exitlist4 = ""
entrylist3 = ""
args.oT, "-sP", args.sP
], args.run, args.sequence)
if (args.sequence == "dp"):
import dp
lTradingCommandList = []
for index in range(buyListLength):
lTradingCommandList.append([
"./ob/quality/tradeE7BuySellMixMatchOptimized.py", "-es",
sellExperimentList[index], "-eb", buyExperimentList[index],
"-skipT", args.skipT, "-a", args.a, "-entryCL", args.entryCL,
"-exitCL", args.exitCL, "-orderQty", args.orderQty, '-dt', args.dt,
"-targetClass", args.targetClass, "-td", args.td, "-pd", args.pd,
'-tickSize', args.tickSize, '-wt', args.wt, "-iT", args.iT, "-oT",
args.oT, "-sP", args.sP
])
utility.runCommandList(lTradingCommandList, args)
print dp.printGroupStatus()
else:
buyIndexList = range(buyListLength)
if args.sequence == 'lp':
# to run it in local parallel mode
pool = multiprocessing.Pool() # this will return the number of CPU's
results = pool.map(scriptWrapper, buyIndexList)
else:
results = map(scriptWrapper, buyIndexList)
buyExperimentList.append(experimentNames[buyExperimentIndex])
sellExperimentList.append(experimentNames[sellExperimentIndex])
buyListLength = len(buyExperimentList)
print "List of Sub Experiments " , buyListLength
def scriptWrapper(index):
utility.runCommand(["./ob/quality/tradeE7BuySellMixMatchOptimized.py","-es",sellExperimentList[index],"-eb",buyExperimentList[index],"-skipT",args.skipT,"-a",args.a,"-entryCL",args.entryCL,"-exitCL",args.exitCL,"-orderQty",args.orderQty,'-dt',args.dt,"-targetClass",args.targetClass,"-td",args.td ,"-pd",args.pd,'-tickSize',args.tickSize,'-wt',args.wt,"-iT",args.iT,"-oT",args.oT,"-sP",args.sP],args.run,args.sequence)
if(args.sequence == "dp"):
import dp
lTradingCommandList= []
for index in range(buyListLength):
lTradingCommandList.append(["./ob/quality/tradeE7BuySellMixMatchOptimized.py","-es",sellExperimentList[index],"-eb",buyExperimentList[index],"-skipT",args.skipT,"-a",args.a,"-entryCL",args.entryCL,"-exitCL",args.exitCL,"-orderQty",args.orderQty,'-dt',args.dt,"-targetClass",args.targetClass,"-td",args.td ,"-pd",args.pd,'-tickSize',args.tickSize,'-wt',args.wt,"-iT",args.iT,"-oT",args.oT,"-sP",args.sP])
utility.runCommandList(lTradingCommandList,args)
print dp.printGroupStatus()
else:
buyIndexList = range(buyListLength)
if args.sequence == 'lp':
# to run it in local parallel mode
pool = multiprocessing.Pool() # this will return the number of CPU's
results = pool.map(scriptWrapper,buyIndexList)
else:
results = map(scriptWrapper,buyIndexList)
print "Sub directories of experiment does not exist and it is ran for all sub combination. Make allSub = no , or generate sub combination "
sys.exit(1)
#==========Generating Features for all required days =======================
if(args.sequence == "dp"):
experimentFolder = args.e
dataFolder = args.td
generatorsFolder = args.g
commandList = []
for directories in allDataDirectories:
# commandList.append(["aGenForE.py","-e",experimentFolder,"-d",directories,"-g",args.g,"-run",args.run,"-sequence",args.sequence,'-tickSize',args.tickSize,"-iT",args.iT,"-oT",args.oT,"-sP",args.sP])
pass
for chunkNum in range(0,len(commandList),totalCommandsToBeScheduledAtOneGo):
l_sub_aGenForECodeGenList = commandList[chunkNum:chunkNum+totalCommandsToBeScheduledAtOneGo]
utility.runCommandList( l_sub_aGenForECodeGenList ,args)
print dp.printGroupStatus()
else:
def scriptWrapperForFeatureGeneration(trainingDirectory):
# utility.runCommand(["aGenForE.py","-e",args.e,"-d",trainingDirectory,"-g",args.g,"-run",args.run,"-sequence",args.sequence,'-tickSize',args.tickSize,"-iT",args.iT,"-oT",args.oT,"-sP",args.sP],args.run,args.sequence)
pass
results = map(scriptWrapperForFeatureGeneration,allDataDirectories)
#=======Finding number of feature in design file ====
config = ConfigObj(args.e+"/design.ini")
targetAttributes = attribute.getTargetVariableKeys(config)
one_feature_attributes = attribute.getFeatureVariableKeys(config , targetAttributes.keys()[0])
lengthOfFeatures = len(one_feature_attributes)
#==========Finding Experiment(s) folder for which it is to be run
def main():
args = parseCommandLine()
dataFolder = args.d
generatorsFolder = args.g
attribute.initializeInstDetails(args.iT, args.sP, args.oT, args.rev)
args.sequence = "lp"
experimentFolder = args.e + "/design.ini"
insideFeatureCommandList = getCommandListForInsideFeatures(
experimentFolder, dataFolder, generatorsFolder, args.tickSize)
utility.runCommandList(insideFeatureCommandList, args)
intermediateFeatureCommandList = getCommandListForIntermediateFeatures(
experimentFolder, dataFolder, generatorsFolder, args.tickSize)
utility.runCommandList(intermediateFeatureCommandList, args)
commandList = getCommandList(experimentFolder, dataFolder,
generatorsFolder, args.tickSize)
utility.runCommandList(commandList, args)
try:
experimentFolder = args.e + "/design1.ini"
insideFeatureCommandList = getCommandListForInsideFeatures(
experimentFolder, dataFolder, generatorsFolder, args.tickSize)
utility.runCommandList(insideFeatureCommandList, args)
intermediateFeatureCommandList = getCommandListForIntermediateFeatures(
experimentFolder, dataFolder, generatorsFolder, args.tickSize)
utility.runCommandList(intermediateFeatureCommandList, args)
commandList = getCommandList(experimentFolder, dataFolder,
generatorsFolder, args.tickSize)
return utility.runCommandList(commandList, args)
except:
return
