本文整理汇总了Python中EventEngine.DyEvent.data['param']方法的典型用法代码示例。如果您正苦于以下问题：Python DyEvent.data['param']方法的具体用法？Python DyEvent.data['param']怎么用？Python DyEvent.data['param']使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类EventEngine.DyEvent的用法示例。
在下文中一共展示了DyEvent.data['param']方法的3个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: _backTestingParamGroups
# 需要导入模块: from EventEngine import DyEvent [as 别名]
# 或者: from EventEngine.DyEvent import data['param'] [as 别名]
def _backTestingParamGroups(self):
"""
类似于窗口推进方式回测参数组合
"""
if not (self._paramGroups or self._runningBackTestingParamGroups):
self._eventEngine.put(DyEvent(DyEventType.finish))
return True
while len(self._runningBackTestingParamGroups) < self._paramGroupNbr:
if not self._paramGroups:
break
self._paramGroupCount += 1
self._info.print("开始回测策略: {0}, 参数组合: {1}...".format(self._strategyCls.chName, self._paramGroupCount), DyLogData.ind)
""" 开始一个参数组合的回测 """
# pop one param group
param = self._paramGroups.pop(0)
# it's one new running paramGroup
self._runningBackTestingParamGroups[self._paramGroupCount] = []
# notify Ui to create new param group widget for strategy
event = DyEvent(DyEventType.newStockStrategyBackTestingParam)
event.data['class'] = self._strategyCls
event.data['param'] = {'groupNo': self._paramGroupCount, 'data': param}
self._eventEngine.put(event)
""" 开始一个参数组合的多个周期回测 """
# 分成@self._periodNbr个周期，通过子进程并行运行
stepSize = (len(self._tradeDays) + self._periodNbr - 1)//self._periodNbr
if stepSize == 0: return False
for i in range(0, len(self._tradeDays), stepSize):
# period
tradeDays_ = self._tradeDays[i:i + stepSize]
# notify Ui to create new period widget for strategy
event = DyEvent(DyEventType.newStockStrategyBackTestingPeriod)
event.data['class'] = self._strategyCls
event.data['paramGroupNo'] = self._paramGroupCount
event.data['period'] = [tradeDays_[0], tradeDays_[-1]]
self._eventEngine.put(event)
sleep(1) # !!!sleep so that UI windows can be created firstly.
# it's one new running period for one new paramGroup
self._runningBackTestingParamGroups[self._paramGroupCount].append(event.data['period'])
# create subprocess for processing each period
reqData = DyStockBackTestingStrategyReqData(self._strategyCls, tradeDays_, self._settings, param, self._testedStocks, self._paramGroupCount)
self._proxy.startBackTesting(reqData)
return True示例2: _stockSelect
# 需要导入模块: from EventEngine import DyEvent [as 别名]
# 或者: from EventEngine.DyEvent import data['param'] [as 别名]
def _stockSelect(self):
strategyCls, param = self._widgetStrategy.getStrategy()
if strategyCls is None: return
# change UI
self._startRunningMutexAction(self._stockSelectAction)
event = DyEvent(DyEventType.stockSelectStrategySelectReq)
event.data['class'] = strategyCls
event.data['param'] = param
self._mainEngine.eventEngine.put(event)示例3: _stockRegression
# 需要导入模块: from EventEngine import DyEvent [as 别名]
# 或者: from EventEngine.DyEvent import data['param'] [as 别名]
def _stockRegression(self):
strategyCls, param = self._widgetStrategy.getStrategy()
if strategyCls is None: return
data = {}
if not DyDateDlg(data).exec_():
return
# change UI
self._startRunningMutexAction(self._stockRegressionAction)
event = DyEvent(DyEventType.stockSelectStrategyRegressionReq)
event.data['class'] = strategyCls
event.data['param'] = param
event.data['startDate'] = data['startDate']
event.data['endDate'] = data['endDate']
self._mainEngine.eventEngine.put(event)