optimiz.py 文件源码

def optimiz(currencies, debug):
    currencies = sorted(currencies)
    if len(currencies) < 2 or len(currencies) > 10:
        return {"error": "2 to 10 currencies"}
    max_workers = 4 if sys.version_info[1] < 5 else None
    executor = ThreadPoolExecutor(max_workers)
    data = dict(future.result() for future in wait([executor.submit(get_ochl, cur) for cur in currencies]).done)
    data = [data[cur] for cur in currencies]
    errors = [x['error'] for x in data if 'error' in x]
    if errors:
        return {"error": "Currencies not found : " + str(errors)}
    weights, m, s, a, b = markowitz_optimization(data, debug)
    if debug:
        import matplotlib as mpl
        mpl.use('Agg')
        import matplotlib.pyplot as plt
        fig, ax = plt.subplots()
        plt.plot(s, m, 'o', markersize=1)
        plt.plot(b, a, 'or')
        fig.savefig("chalu.png")
    result = dict()
    for i, cur in enumerate(currencies):
        result[cur] = weights[i]
    return {"result": result}