Onepy.py 文件源码

def optimizer(strategyclass,portfolioclass,feed,params_generator,pkl_name=None):
    log = {}
    if pkl_name is None:
        pkl_name = 'optimizer_log'

    pkl_path = os.path.join(sys.path[0],'%s.pkl' % pkl_name)
    pd.to_pickle(log, pkl_path)

    while True:
        try:
            p_list = params_generator.next()
        except:
            break
        else:
            backup = copy.deepcopy(feed)
            data = backup
            strategy = strategyclass(data,p_list)
            portfolio = portfolioclass(data)
            go = OnePiece(data, strategy, portfolio)

            def combine():
                go.sunny()
                print p_list
                log = pd.read_pickle(pkl_path)
                log[p_list] = go.get_all_holdings().iat[-1,-1]
                pd.to_pickle(log, pkl_path)
            p = multiprocessing.Process(target=combine)
            p.daemon=True
            p.start()
    p.join()