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Update performance tracker ot use Logbook

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Stephen Diehl
2012-06-11 13:54:00 -04:00
parent de9b15144a
commit 2d85ec4d95
1 changed files with 8 additions and 8 deletions
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zipline/finance/performance.py
+8 -8
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@@ -120,7 +120,7 @@ omitted).
"""
import logging
import logbook
import datetime
import pytz
import math
@@ -130,7 +130,7 @@ import zmq
import zipline.protocol as zp
import zipline.finance.risk as risk
LOGGER = logging.getLogger('ZiplineLogger')
log = logbook.Logger('Performance')
class PerformanceTracker(object):
"""
@@ -207,7 +207,7 @@ class PerformanceTracker(object):
sock.connect(self.results_addr)
self.results_socket = sock
else:
LOGGER.warn("Not streaming results because no results socket given")
log.warn("Not streaming results because no results socket given")
def publish_to(self, results_addr):
"""
@@ -293,8 +293,8 @@ class PerformanceTracker(object):
returns = self.todays_performance.returns
max_dd = -1 * self.trading_environment.max_drawdown
if returns < max_dd:
LOGGER.info(str(returns) + " broke through " + str(max_dd))
LOGGER.info("Exceeded max drawdown.")
log.info(str(returns) + " broke through " + str(max_dd))
log.info("Exceeded max drawdown.")
# mark the perf period with max loss flag,
# so it shows up in the update, but don't end the test
# here. Let the update go out before stopping
@@ -329,8 +329,8 @@ class PerformanceTracker(object):
"""
log_msg = "Simulated {n} trading days out of {m}."
LOGGER.info(log_msg.format(n=self.day_count, m=self.total_days))
LOGGER.info("first open: {d}".format(d=self.trading_environment.first_open))
log.info(log_msg.format(n=self.day_count, m=self.total_days))
log.info("first open: {d}".format(d=self.trading_environment.first_open))
# the stream will end on the last trading day, but will not trigger
# an end of day, so we trigger the final market close here.
@@ -345,7 +345,7 @@ class PerformanceTracker(object):
)
if self.results_socket:
LOGGER.info("about to stream the risk report...")
log.info("about to stream the risk report...")
risk_dict = self.risk_report.to_dict()
msg = zp.RISK_FRAME(risk_dict)