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bugfixes and disable initialization logging

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This commit is contained in:
scottsanderson
2012-07-02 23:36:15 -04:00
parent 5a7fa6d893
commit 59fdd1f292
1 changed files with 35 additions and 27 deletions
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zipline/components/tradesimulation.py
+35 -27
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@@ -35,15 +35,7 @@ class TradeSimulationClient(Component):
self.perf = perf.PerformanceTracker(self.trading_environment)
self.log_socket = log_socket
#If we have a log socket,setup context manager for exporting captured
#print statements
if log_socket:
self.zmq_out = ZeroMQLogHandler(uri = log_socket)
self.logger = Logger("Print")
self.stdout_capture = stdout_only_pipe #THIS IS A CLASS!
@property
def get_id(self):
return str(zp.FINANCE_COMPONENT.TRADING_CLIENT)
@@ -57,19 +49,38 @@ class TradeSimulationClient(Component):
# register the trading_client's order method with the algorithm
self.algorithm.set_order(self.order)
#TODO: re-enable initialization logging
# ask the algorithm to initialize, routing stdout to a zmq PUSH socket.
if self.log_socket:
with self.zmq_out.threadbound(), \
self.stdout_capture(self.logger, 'Algo print capture'):
self.algorithm.initialize()
#if self.log_socket:
# with self.zmq_out.threadbound(), \
# self.stdout_capture(self.logger, 'Algo print capture'):
# self.algorithm.initialize()
# if we don't have a log socket, initialize anyway.
else:
self.algorithm.initialize()
#else:
# self.algorithm.initialize()
self.algorithm.initialize()
def open(self):
self.result_feed = self.connect_result()
self.perf.open(self.context)
#If we have a log socket,setup context manager for exporting captured
#print statements
if self.log_socket:
self.zmq_out = ZeroMQLogHandler(uri = self.log_socket, context = self.context)
self.logger = Logger("Print")
self.stdout_capture = stdout_only_pipe #THIS IS A CLASS!
#Initialize log capture for testing purposes.
def setup_logging(self, context):
if self.log_socket:
self.zmq_out = ZeroMQLogHandler(uri = self.log_socket, context = context)
self.logger = Logger("Print")
self.stdout_capture = stdout_only_pipe #THIS IS A CLASS!
def do_work(self):
# poll all the sockets
@@ -157,23 +168,26 @@ class TradeSimulationClient(Component):
current_portfolio = self.perf.get_portfolio()
self.algorithm.set_portfolio(current_portfolio)
data = self.get_data()
if len(data) > 0:
# data injection pipeline for log rerouting
# any fields injected here should be added to
# LOG_EXTRA_FIELDS in zipline/protocol.py
# try to run algo with log rerouting
if self.log_socket:
def inject_event_data(record):
record.extra['algo_dt'] = event.dt
#record.extra['whatever else we want'] = event.whatever
#Record the simulation time.
record.extra['algo_dt'] = self.current_dt
data_injector = Processor(inject_event_data)
log_pipeline = NestedSetup([self.zmq_out,
#e.g. FileHandler(...)
data_injector])
with log_pipeline.threadbound(), self.stdout_capture:
with log_pipeline.threadbound(), self.stdout_capture(self.logger, ''):
self.algorithm.handle_data(data)
# if no log socket, just run the algo normally
else:
@@ -181,10 +195,9 @@ class TradeSimulationClient(Component):
#Testing utility for log capture.
def test_run_algorithm(self):
from zipline.utils.date_utils import epoch_now
def inject_event_data(record):
record.extra['algo_dt'] = epoch_now() #Mock an event.dt
record.extra['algo_dt'] = datetime.datetime.utcnow() #Mock an event.dt
data_injector = Processor(inject_event_data)
log_pipeline = NestedSetup([self.zmq_out,
@@ -194,11 +207,6 @@ class TradeSimulationClient(Component):
self.algorithm.handle_data('data')
# if no log socket, just run the algo normally
def connect_order(self):
return self.connect_push_socket(self.addresses['order_address'])