def stop(self): try: if self.__thread is not None and self.__thread.is_alive(): logger.info("Shutting down client.") self.__stream.disconnect() except Exception, e: logger.error("Error disconnecting stream: %s." % (str(e)))
def __threadMain(self): try: logger.info("Initializing client.") self.__stream.filter(track=self.__track, follow=self.__follow, languages=self.__languages) finally: logger.info("Client finished.") self.__running = False
def build_feed(instruments, fromYear, toYear, storage, frequency=bar.Frequency.DAY, timezone=None, skipErrors=False): """Build and load a :class:`pyalgotrade.barfeed.yahoofeed.Feed` using CSV files downloaded from Yahoo! Finance. CSV files are downloaded if they haven't been downloaded before. :param instruments: Instrument identifiers. :type instruments: list. :param fromYear: The first year. :type fromYear: int. :param toYear: The last year. :type toYear: int. :param storage: The path were the files will be loaded from, or downloaded to. :type storage: string. :param frequency: The frequency of the bars. Only **pyalgotrade.bar.Frequency.DAY** or **pyalgotrade.bar.Frequency.WEEK** are supported. :param timezone: The default timezone to use to localize bars. Check :mod:`pyalgotrade.marketsession`. :type timezone: A pytz timezone. :param skipErrors: True to keep on loading/downloading files in case of errors. :type skipErrors: boolean. :rtype: :class:`pyalgotrade.barfeed.yahoofeed.Feed`. """ logger = skywalker.logger.getLogger("yahoofinance") ret = yahoofeed.Feed(frequency, timezone) if not os.path.exists(storage): logger.info("Creating %s directory" % (storage)) os.mkdir(storage) for year in range(fromYear, toYear + 1): for instrument in instruments: fileName = os.path.join( storage, "%s-%d-yahoofinance.csv" % (instrument, year)) if not os.path.exists(fileName): logger.info("Downloading %s %d to %s" % (instrument, year, fileName)) try: if frequency == bar.Frequency.DAY: download_daily_bars(instrument, year, fileName) elif frequency == bar.Frequency.WEEK: download_weekly_bars(instrument, year, fileName) else: raise Exception("Invalid frequency") except Exception, e: if skipErrors: logger.error(str(e)) continue else: raise e ret.addBarsFromCSV(instrument, fileName)
def pushJobResults(self, jobId, result, parameters, workerName): jobId = pickle.loads(jobId) result = pickle.loads(result) parameters = pickle.loads(parameters) # Remove the job mapping. with self.__activeJobsLock: try: del self.__activeJobs[jobId] except KeyError: # The job's results were already submitted. return if result is None or result > self.__bestResult: logger.info("Best result so far %s with parameters %s" % (result, parameters)) self.__bestResult = result self.__resultSinc.push(result, base.Parameters(*parameters))
def serve(self): try: # Initialize instruments, bars and parameters. logger.info("Loading bars") loadedBars = [] for dateTime, bars in self.__barFeed: loadedBars.append(bars) instruments = self.__barFeed.getRegisteredInstruments() self.__instrumentsAndBars = pickle.dumps((instruments, loadedBars)) self.__barsFreq = self.__barFeed.getFrequency() if self.__autoStopThread: self.__autoStopThread.start() logger.info("Waiting for workers") self.serve_forever() if self.__autoStopThread: self.__autoStopThread.join() finally: self.__forcedStop = True
def serve(barFeed, strategyParameters, address, port): """Executes a server that will provide bars and strategy parameters for workers to use. :param barFeed: The bar feed that each worker will use to backtest the strategy. :type barFeed: :class:`pyalgotrade.barfeed.BarFeed`. :param strategyParameters: The set of parameters to use for backtesting. An iterable object where **each element is a tuple that holds parameter values**. :param address: The address to listen for incoming worker connections. :type address: string. :param port: The port to listen for incoming worker connections. :type port: int. :rtype: A :class:`Results` instance with the best results found or None if no results were obtained. """ paramSource = base.ParameterSource(strategyParameters) resultSinc = base.ResultSinc() s = xmlrpcserver.Server(paramSource, resultSinc, barFeed, address, port) logger.info("Starting server") s.serve() logger.info("Server finished") ret = None bestResult, bestParameters = resultSinc.getBest() if bestResult is not None: logger.info("Best final result %s with parameters %s" % (bestResult, bestParameters.args)) ret = Results(bestParameters.args, bestResult) else: logger.error("No results. All jobs failed or no jobs were processed.") return ret
def build_feed(sourceCode, tableCodes, fromYear, toYear, storage, frequency=bar.Frequency.DAY, timezone=None, skipErrors=False, noAdjClose=False, authToken=None, columnNames={}, forceDownload=False): """Build and load a :class:`pyalgotrade.barfeed.quandlfeed.Feed` using CSV files downloaded from Quandl. CSV files are downloaded if they haven't been downloaded before. :param sourceCode: The dataset source code. :type sourceCode: string. :param tableCodes: The dataset table codes. :type tableCodes: list. :param fromYear: The first year. :type fromYear: int. :param toYear: The last year. :type toYear: int. :param storage: The path were the files will be loaded from, or downloaded to. :type storage: string. :param frequency: The frequency of the bars. Only **pyalgotrade.bar.Frequency.DAY** or **pyalgotrade.bar.Frequency.WEEK** are supported. :param timezone: The default timezone to use to localize bars. Check :mod:`pyalgotrade.marketsession`. :type timezone: A pytz timezone. :param skipErrors: True to keep on loading/downloading files in case of errors. :type skipErrors: boolean. :param noAdjClose: True if the instruments don't have adjusted close values. :type noAdjClose: boolean. :param authToken: Optional. An authentication token needed if you're doing more than 50 calls per day. :type authToken: string. :param columnNames: Optional. A dictionary to map column names. Valid key values are: * datetime * open * high * low * close * volume * adj_close :type columnNames: dict. :rtype: :class:`pyalgotrade.barfeed.quandlfeed.Feed`. """ logger = skywalker.logger.getLogger("quandl") ret = quandlfeed.Feed(frequency, timezone) if noAdjClose: ret.setNoAdjClose() # Additional column names. for col, name in columnNames.iteritems(): ret.setColumnName(col, name) if not os.path.exists(storage): logger.info("Creating %s directory" % (storage)) os.mkdir(storage) for year in range(fromYear, toYear + 1): for tableCode in tableCodes: fileName = os.path.join( storage, "%s-%s-%d-quandl.csv" % (sourceCode, tableCode, year)) if not os.path.exists(fileName) or forceDownload: logger.info("Downloading %s %d to %s" % (tableCode, year, fileName)) try: if frequency == bar.Frequency.DAY: download_daily_bars(sourceCode, tableCode, year, fileName, authToken) elif frequency == bar.Frequency.WEEK: download_weekly_bars(sourceCode, tableCode, year, fileName, authToken) else: raise Exception("Invalid frequency") except Exception, e: if skipErrors: logger.error(str(e)) continue else: raise e ret.addBarsFromCSV(tableCode, fileName)
def on_connect(self): logger.info("Connected.")