Python Logger.Logger类代码示例

    def analyseRule(self):
        """
        ?
        """

        Logger.log(logging.INFO, "Analysing Rule", {"scope":__name__, "Rule":self._ruleTableName})

        equityCount = self._getEquityCount()
        potentialRuleMatches = self._getPotentialRuleMatches()

        connection = sqlite3.connect(pyswing.database.pySwingDatabase)

        cursor = connection.cursor()

        try:
            query = "select count(1) from '%s' where Match = 1;" % self._ruleTableName
            cursor.execute(query)
            actualRuleMatches = int(cursor.fetchone()[0])

            query = "delete from Rules where Rule = '%s'" % self._ruleTableName
            cursor.execute(query)

            # Unit Testing is easier if the value is stored...
            self._matchesPerDay = actualRuleMatches / potentialRuleMatches * equityCount
            query = "insert into Rules values('%s',%s)" % (self._ruleTableName, self._matchesPerDay)
            cursor.execute(query)

        except sqlite3.OperationalError:
            Logger.log(logging.INFO, "Error Analysing Rule", {"scope":__name__, "Rule":self._ruleTableName})

        connection.commit()

        connection.close()

def getActiveStrategies():

    connection = sqlite3.connect(pyswing.database.pySwingDatabase)

    query = "select rule1, rule2, exit, type, rule3, meanResultPerTrade, medianResultPerTrade, totalProfit, numberOfTrades, sharpeRatio, maximumDrawdown from ActiveStrategy where active = 1"

    strategies = None

    cursor = connection.cursor()
    try:
        cursor.execute(query)
        strategies = cursor.fetchall()
    except sqlite3.OperationalError:
        Logger.log(logging.INFO, "Error Getting Strategies", {"scope":__name__})

    connection.close()

    strategiesList = []
    for strategyRow in strategies:

        strategy = Strategy(strategyRow[0], strategyRow[1], strategyRow[2], strategyRow[3], strategyRow[4])
        strategiesList.append(strategy)

        strategy.meanResultPerTrade = strategyRow[5]
        strategy.medianResultPerTrade = strategyRow[6]
        strategy.totalProfit = strategyRow[7]
        strategy.numberOfTrades = strategyRow[8]
        strategy.sharpeRatio = strategyRow[9]
        strategy.maximumDrawdown = strategyRow[10]

    return strategiesList

    def askHorse(self, latestDate):

        self.tradeDetails = []

        connection = sqlite3.connect(pyswing.database.pySwingDatabase)

        query = ("select r1.Code, r1.Date "
            "from '%s' r1 "
            " inner join '%s' r2 on r2.Match = 1 and r1.Date = r2.Date and r1.Code = r2.Code "
            " inner join '%s' r3 on r3.Match = 1 and r1.Date = r3.Date and r1.Code = r3.Code "
            "where r1.Match = 1 and r1.Date = '%s'") % (self._rule1, self._rule2, self._rule3, latestDate)

        trades = None

        cursor = connection.cursor()
        try:
            cursor.execute(query)
            # print(query)
            trades = cursor.fetchall()
        except sqlite3.OperationalError:
            Logger.log(logging.INFO, "Error Getting Trades", {"scope":__name__})

        connection.close()

        for trade in trades:
            tradeSummary = ("%s %s using %s") % (self._type, trade[0], self._exit)
            strategyDetail = ("Strategy: Mean: %s, Median: %s, Total: %s, Trades: %s, Sharpe Ratio: %s, Drawdown: %s") % (str(self.meanResultPerTrade), str(self.medianResultPerTrade), str(self.totalProfit), str(self.numberOfTrades), str(self.sharpeRatio), str(self.maximumDrawdown))
            rulesDetail = ("Rules: '%s', '%s' and '%s'") % (self._rule1, self._rule2, self._rule3)

            tradeDetail = "%s (%s)\n%s" % (tradeSummary, strategyDetail, rulesDetail)
            self.tradeDetails.append(tradeDetail)
            Logger.log(logging.INFO, "Suggested Trade", {"scope":__name__, "tradeDetail":tradeDetail})

        return len(self.tradeDetails) > 0

def sendEmail(tradeDetails):

    message = "Hello!\n\n"
    for trade in tradeDetails:
        message += trade
        message += "\n\n"

    message += "x"

    subject = None
    if len(tradeDetails) > 0:
        subject = "Horse Says Trade!"
    else:
        subject = "Horse Says Go Back To Bed!"

    header  = 'From: %s\n' % "[email protected]"
    header += 'To: %s\n' % ','.join(["[email protected]"])
    header += 'Subject: %s\n\n' % subject
    message = header + message

    server = smtplib.SMTP("smtp.gmail.com:587")
    server.starttls()
    server.login("[email protected]", "abcABC1234567890")
    problems = server.sendmail("[email protected]", ["[email protected]"], message)
    server.quit()

    if problems:
        Logger.log(logging.ERROR, "Error Sending E-mail", {"scope": __name__, "problems": str(problems)})

    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.globals.potentialRuleMatches = None
        pyswing.globals.equityCount = None

        pyswing.database.overrideDatabase("output/TestMarketRule.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:

            self._equity = Equity("WOR.AX")
            self._equity.importData()

        indicatorADI = IndicatorADI()
        indicatorADI.updateIndicator()

        self.rule = MarketRule("Indicator_ADI", "ADI > 0")
        self.rule.evaluateRule()

    def setUpClass(self):
        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.globals.potentialRuleMatches = None
        pyswing.globals.equityCount = None

        pyswing.database.overrideDatabase("output/TestDatabase.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)
        deleteFile(pyswing.database.pySwingTestDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 7, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
            args = "-n unitTest".split()
            importData(args)

        args = "-n unitTest".split()
        updateIndicators(args)

        args = "-n unitTest".split()
        evaluateRules(args)

        args = "-n unitTest".split()
        analyseRules(args)

        args = "-n unitTest".split()
        calculateExitValues(args)

    def importData(self):
        """
        Import (New) Data from Yahoo.
        """

        start = self._getLatestDate()
        end = self._getTodaysDate()

        Logger.log(logging.INFO, "Loading Data", {"scope":__name__, "tickerCode":self._tickerCode, "start":str(start), "end":str(end)})
        self._data = DataReader(self._tickerCode, "yahoo", start, end)

        self._data['Code'] = self._tickerCode

        for item in ['Open', 'High', 'Low']:
            self._data[item] = self._data[item] * self._data['Adj Close'] / self._data['Close']

        self._data.drop('Close', axis=1, inplace=True)
        self._data.rename(columns={'Adj Close':'Close'}, inplace=True)
        self._data['Volume'] = self._data['Volume'].astype(float)

        connection = sqlite3.connect(pyswing.database.pySwingDatabase)

        query = "insert or replace into Equities (Date, Open, High, Low, Volume, Close, Code) values (?,?,?,?,?,?,?)"
        connection.executemany(query, self._data.to_records(index=True))
        connection.commit()

        connection.close()

    def __init__(self):
        """
        ?
        """

        Logger.log(logging.DEBUG, "Log Object Creation", {"scope": __name__})

        self._rules = self._getRules()

    def test_lotsOfLoggers(self):

        aLogger = Logger._getLogger()
        anotherLogger = Logger._getLogger()

        self.assertIsNotNone(aLogger, "Check A Logger")
        self.assertIsNotNone(anotherLogger, "Check Another Logger")
        self.assertEqual(len(anotherLogger.handlers), 1, "Check Handlers")

def createDatabase(argv):
    """
    Create Database.

    :param argv: Command Line Parameters.

    -n = Name

    Example:

    python -m pyswing.CreateDatabase -n asx
    """

    Logger.log(logging.INFO, "Log Script Call", {"scope":__name__, "arguments":" ".join(argv)})
    Logger.pushLogData("script", __name__)

    marketName = ""

    try:
        shortOptions = "n:dh"
        longOptions = ["marketName=", "debug", "help"]
        opts, __ = getopt.getopt(argv, shortOptions, longOptions)
    except getopt.GetoptError as e:
        Logger.log(logging.ERROR, "Error Reading Options", {"scope": __name__, "exception": str(e)})
        usage()
        sys.exit(2)

    for opt, arg in opts:
        if opt in ("-d", "--debug"):
            Logger().setLevel(logging.DEBUG)
        elif opt in ("-h", "--help"):
            print("?")
            usage()
            sys.exit()
        elif opt in ("-n", "--marketName"):
            marketName = arg

    if marketName != "":

        pyswing.database.initialiseDatabase(marketName)
        databaseFilePath = pyswing.database.pySwingDatabase
        scriptFilePath = pyswing.constants.pySwingDatabaseScript

        Logger.log(logging.INFO, "Creating Database", {"scope":__name__, "databaseFilePath":databaseFilePath, "scriptFilePath":scriptFilePath})

        query = open(pyswing.constants.pySwingDatabaseScript, 'r').read()
        connection = sqlite3.connect(databaseFilePath)
        c = connection.cursor()
        c.executescript(query)
        connection.commit()
        c.close()
        connection.close()
        TeamCity.setBuildResultText("Created Database")

    else:
        Logger.log(logging.ERROR, "Missing Options", {"scope": __name__, "options": str(argv)})
        usage()
        sys.exit(2)

def importData(argv):
    """
    Import Share Data.

    :param argv: Command Line Parameters.

    -n = Name

    Example:

    python -m pyswing.ImportData -n asx
    """

    Logger.log(logging.INFO, "Log Script Call", {"scope":__name__, "arguments":" ".join(argv)})
    Logger.pushLogData("script", __name__)

    marketName = ""

    try:
        shortOptions = "n:dh"
        longOptions = ["marketName=", "debug", "help"]
        opts, __ = getopt.getopt(argv, shortOptions, longOptions)
    except getopt.GetoptError as e:
        Logger.log(logging.ERROR, "Error Reading Options", {"scope": __name__, "exception": str(e)})
        usage()
        sys.exit(2)

    for opt, arg in opts:
        if opt in ("-d", "--debug"):
            Logger().setLevel(logging.DEBUG)
        elif opt in ("-h", "--help"):
            print("?")
            usage()
            sys.exit()
        elif opt in ("-n", "--marketName"):
            marketName = arg

    if marketName != "":

        pyswing.database.initialiseDatabase(marketName)

        Logger.log(logging.INFO, "Import Market Data", {"scope":__name__, "market":marketName})

        tickerCodesRelativeFilePath = "resources/%s.txt" % (marketName)

        market = Market(tickerCodesRelativeFilePath)

        for index, row in market.tickers.iterrows():
            equity = Equity(row[0])
            equity.importData()

        TeamCity.setBuildResultText("Imported Data from Yahoo")

    else:
        Logger.log(logging.ERROR, "Missing Options", {"scope": __name__, "options": str(argv)})
        usage()
        sys.exit(2)

    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)

        forceWorkingDirectory()

        pyswing.database.pySwingDatabase = None
        pyswing.database.pySwingDatabaseInitialised = False
        pyswing.database.pySwingDatabaseOverridden = False

def generateHistoricTradesForActiveStrategies(argv):
    """
    Generate (in the HistoricTrades database table) Historic Trades for the Active Strategies.

    Empty the database table and then fill it with the historic trades for all the active strategies.

    :param argv: Command Line Parameters.

    -n = Name

    Example:

    python -m pyswing.GenerateHistoricTradesForActiveStrategies -n asx
    """

    Logger.log(logging.INFO, "Log Script Call", {"scope":__name__, "arguments":" ".join(argv)})
    Logger.pushLogData("script", __name__)

    marketName = ""

    try:
        shortOptions = "n:dh"
        longOptions = ["marketName=", "debug", "help"]
        opts, __ = getopt.getopt(argv, shortOptions, longOptions)
    except getopt.GetoptError as e:
        Logger.log(logging.ERROR, "Error Reading Options", {"scope": __name__, "exception": str(e)})
        usage()
        sys.exit(2)

    for opt, arg in opts:
        if opt in ("-d", "--debug"):
            Logger().setLevel(logging.DEBUG)
        elif opt in ("-h", "--help"):
            print("?")
            usage()
            sys.exit()
        elif opt in ("-n", "--marketName"):
            marketName = arg

    if marketName != "":

        pyswing.database.initialiseDatabase(marketName)

        Logger.log(logging.INFO, "Generate Historic Trades for Active Strategies", {"scope":__name__, "market":marketName})

        emptyHistoricTradesTable()

        strategies = getActiveStrategies()

        for strategy in strategies:
            strategy.generateHistoricTrades()

    else:
        Logger.log(logging.ERROR, "Missing Options", {"scope": __name__, "options": str(argv)})
        usage()
        sys.exit(2)

def analyseRules(argv):
    """
    Analyse Rules.

    :param argv: Command Line Parameters.

    -n = Name

    Example:

    python -m pyswing.AnalyseRules -n asx
    """

    Logger.log(logging.INFO, "Log Script Call", {"scope":__name__, "arguments":" ".join(argv)})
    Logger.pushLogData("script", __name__)

    marketName = ""

    try:
        shortOptions = "n:dh"
        longOptions = ["marketName=", "debug", "help"]
        opts, __ = getopt.getopt(argv, shortOptions, longOptions)
    except getopt.GetoptError as e:
        Logger.log(logging.ERROR, "Error Reading Options", {"scope": __name__, "exception": str(e)})
        usage()
        sys.exit(2)

    for opt, arg in opts:
        if opt in ("-d", "--debug"):
            Logger().setLevel(logging.DEBUG)
        elif opt in ("-h", "--help"):
            print("?")
            usage()
            sys.exit()
        elif opt in ("-n", "--marketName"):
            marketName = arg

    if marketName != "":

        pyswing.database.initialiseDatabase(marketName)

        Logger.log(logging.INFO, "Analyse Rules", {"scope":__name__, "market":marketName})

        rules = getRules()
        for ruleString in rules:
            rule = Rule(ruleString)
            rule.analyseRule()

        TeamCity.setBuildResultText("Analysed Rules")

    else:
        Logger.log(logging.ERROR, "Missing Options", {"scope": __name__, "options": str(argv)})
        usage()
        sys.exit(2)

    def setUpClass(self):
        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestCalculateExitValues.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())