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authorIsmaël Bouya <ismael.bouya@normalesup.org>2018-03-09 15:37:10 +0100
committerIsmaël Bouya <ismael.bouya@normalesup.org>2018-03-09 19:12:57 +0100
commitdc1ca9a306f09886c6c57f8d426c59a9d084b2b3 (patch)
treed1a94be893451a4e182f3e75e9afb01749172bb4 /store.py
parent81d1db5117b61c2bb9f114cfc59f015e97c6eb9b (diff)
downloadTrader-dc1ca9a306f09886c6c57f8d426c59a9d084b2b3.tar.gz
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Add parallelization
Diffstat (limited to 'store.py')
-rw-r--r--store.py128
1 files changed, 107 insertions, 21 deletions
diff --git a/store.py b/store.py
index c8cdc42..f655be5 100644
--- a/store.py
+++ b/store.py
@@ -309,30 +309,110 @@ class TradeStore:
309 for order in self.all_orders(state="open"): 309 for order in self.all_orders(state="open"):
310 order.get_status() 310 order.get_status()
311 311
312class NoopLock:
313 def __enter__(self, *args):
314 pass
315 def __exit__(self, *args):
316 pass
317
318class LockedVar:
319 def __init__(self, value):
320 self.lock = NoopLock()
321 self.val = value
322
323 def start_lock(self):
324 import threading
325 self.lock = threading.Lock()
326
327 def set(self, value):
328 with self.lock:
329 self.val = value
330
331 def get(self, key=None):
332 with self.lock:
333 if key is not None and isinstance(self.val, dict):
334 return self.val.get(key)
335 else:
336 return self.val
337
338 def __getattr__(self, key):
339 with self.lock:
340 return getattr(self.val, key)
341
312class Portfolio: 342class Portfolio:
313 URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json" 343 URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json"
314 liquidities = {} 344 data = LockedVar(None)
315 data = None 345 liquidities = LockedVar({})
316 last_date = None 346 last_date = LockedVar(None)
317 report = ReportStore(None) 347 report = LockedVar(ReportStore(None))
348 worker = None
349 worker_started = False
350 worker_notify = None
351 callback = None
352
353 @classmethod
354 def start_worker(cls, poll=30):
355 import threading
356
357 cls.worker = threading.Thread(name="portfolio", daemon=True,
358 target=cls.wait_for_notification, kwargs={"poll": poll})
359 cls.worker_notify = threading.Event()
360 cls.callback = threading.Event()
361
362 cls.last_date.start_lock()
363 cls.liquidities.start_lock()
364 cls.report.start_lock()
365
366 cls.worker_started = True
367 cls.worker.start()
368
369 @classmethod
370 def is_worker_thread(cls):
371 if cls.worker is None:
372 return False
373 else:
374 import threading
375 return cls.worker == threading.current_thread()
376
377 @classmethod
378 def wait_for_notification(cls, poll=30):
379 if not cls.is_worker_thread():
380 raise RuntimeError("This method needs to be ran with the worker")
381 while cls.worker_started:
382 cls.worker_notify.wait()
383 cls.worker_notify.clear()
384 cls.report.print_log("Fetching cryptoportfolio")
385 cls.get_cryptoportfolio(refetch=True)
386 cls.callback.set()
387 time.sleep(poll)
318 388
319 @classmethod 389 @classmethod
320 def wait_for_recent(cls, delta=4): 390 def notify_and_wait(cls):
391 cls.callback.clear()
392 cls.worker_notify.set()
393 cls.callback.wait()
394
395 @classmethod
396 def wait_for_recent(cls, delta=4, poll=30):
321 cls.get_cryptoportfolio() 397 cls.get_cryptoportfolio()
322 while cls.last_date is None or datetime.now() - cls.last_date > timedelta(delta): 398 while cls.last_date.get() is None or datetime.now() - cls.last_date.get() > timedelta(delta):
323 time.sleep(30) 399 if cls.worker is None:
324 cls.report.print_log("Attempt to fetch up-to-date cryptoportfolio") 400 time.sleep(poll)
401 cls.report.print_log("Attempt to fetch up-to-date cryptoportfolio")
325 cls.get_cryptoportfolio(refetch=True) 402 cls.get_cryptoportfolio(refetch=True)
326 403
327 @classmethod 404 @classmethod
328 def repartition(cls, liquidity="medium"): 405 def repartition(cls, liquidity="medium"):
329 cls.get_cryptoportfolio() 406 cls.get_cryptoportfolio()
330 liquidities = cls.liquidities[liquidity] 407 liquidities = cls.liquidities.get(liquidity)
331 return liquidities[cls.last_date] 408 return liquidities[cls.last_date.get()]
332 409
333 @classmethod 410 @classmethod
334 def get_cryptoportfolio(cls, refetch=False): 411 def get_cryptoportfolio(cls, refetch=False):
335 if cls.data is not None and not refetch: 412 if cls.data.get() is not None and not refetch:
413 return
414 if cls.worker is not None and not cls.is_worker_thread():
415 cls.notify_and_wait()
336 return 416 return
337 try: 417 try:
338 r = requests.get(cls.URL) 418 r = requests.get(cls.URL)
@@ -342,11 +422,12 @@ class Portfolio:
342 cls.report.log_error("get_cryptoportfolio", exception=e) 422 cls.report.log_error("get_cryptoportfolio", exception=e)
343 return 423 return
344 try: 424 try:
345 cls.data = r.json(parse_int=D, parse_float=D) 425 cls.data.set(r.json(parse_int=D, parse_float=D))
346 cls.parse_cryptoportfolio() 426 cls.parse_cryptoportfolio()
347 except (JSONDecodeError, SimpleJSONDecodeError): 427 except (JSONDecodeError, SimpleJSONDecodeError):
348 cls.data = None 428 cls.data.set(None)
349 cls.liquidities = {} 429 cls.last_date.set(None)
430 cls.liquidities.set({})
350 431
351 @classmethod 432 @classmethod
352 def parse_cryptoportfolio(cls): 433 def parse_cryptoportfolio(cls):
@@ -366,6 +447,8 @@ class Portfolio:
366 return clean_weights_ 447 return clean_weights_
367 448
368 def parse_weights(portfolio_hash): 449 def parse_weights(portfolio_hash):
450 if "weights" not in portfolio_hash:
451 return {}
369 weights_hash = portfolio_hash["weights"] 452 weights_hash = portfolio_hash["weights"]
370 weights = {} 453 weights = {}
371 for i in range(len(weights_hash["_row"])): 454 for i in range(len(weights_hash["_row"])):
@@ -375,13 +458,16 @@ class Portfolio:
375 map(clean_weights(i), weights_hash.items()))) 458 map(clean_weights(i), weights_hash.items())))
376 return weights 459 return weights
377 460
378 high_liquidity = parse_weights(cls.data["portfolio_1"]) 461 high_liquidity = parse_weights(cls.data.get("portfolio_1"))
379 medium_liquidity = parse_weights(cls.data["portfolio_2"]) 462 medium_liquidity = parse_weights(cls.data.get("portfolio_2"))
380 463
381 cls.liquidities = { 464 cls.liquidities.set({
382 "medium": medium_liquidity, 465 "medium": medium_liquidity,
383 "high": high_liquidity, 466 "high": high_liquidity,
384 } 467 })
385 cls.last_date = max(max(medium_liquidity.keys()), max(high_liquidity.keys())) 468 cls.last_date.set(max(
469 max(medium_liquidity.keys(), default=datetime(1, 1, 1)),
470 max(high_liquidity.keys(), default=datetime(1, 1, 1))
471 ))
386 472
387 473