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https://github.com/wassname/catalyst.git
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MAINT: Use a fake progress value for minute performance.
Eventually should to either return None or remove progress completely, but in the meantime, return a constant of 1.0 for progress of minute emissions. Also, factor out the daily calculation into a property instead of calculating during process.
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@@ -202,13 +202,20 @@ class PerformanceTracker(object):
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self.day_count = 0.0
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self.txn_count = 0
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self.event_count = 0
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self.progress = 0.0
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def __repr__(self):
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return "%s(%r)" % (
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self.__class__.__name__,
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{'simulation parameters': self.sim_params})
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@property
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def progress(self):
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if self.emission_rate == 'minute':
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# Fake a value
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return 1.0
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elif self.emission_rate == 'daily':
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return self.day_count / self.total_days
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def transform(self, stream_in):
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"""
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Main generator work loop.
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@@ -258,13 +265,13 @@ class PerformanceTracker(object):
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'period_end': self.period_end,
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'capital_base': self.capital_base,
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'cumulative_perf': self.cumulative_performance.to_dict(),
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'progress': self.progress
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}
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if emission_type == 'daily':
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_dict.update({'cumulative_risk_metrics':
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self.cumulative_risk_metrics.to_dict(),
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'daily_perf':
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self.todays_performance.to_dict(),
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'progress': self.progress})
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self.todays_performance.to_dict()})
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if emission_type == 'minute':
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# Currently reusing 'todays_performance' for intraday trading
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# result, should be analogous, but has the potential for needing
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@@ -360,8 +367,6 @@ class PerformanceTracker(object):
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# increment the day counter before we move markers forward.
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self.day_count += 1.0
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# calculate progress of test
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self.progress = self.day_count / self.total_days
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# Take a snapshot of our current peformance to return to the
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# browser.
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