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format

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This commit is contained in:
Yuchen Fang
2021-01-28 00:41:02 +08:00
parent 98086e4fdc
commit a03b08bb4c
21 changed files with 154 additions and 563 deletions
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30
examples/trade/logger/single_logger.py
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@@ -52,24 +52,18 @@ class DFLogger(object):
summary[k + "_mean"] = np.nanmean(v)
try:
for k in ["PR_sell", "ffr_sell", "PA_sell"]:
summary["weighted_" + k] = np.average(
stat_cache[k], weights=stat_cache["money_sell"]
)
summary["weighted_" + k] = np.average(stat_cache[k], weights=stat_cache["money_sell"])
except:
# summary["weighted_" + k] = np.average(stat_cache[k], weights=stat_cache['money_sell'])
pass
try:
for k in ["PR_buy", "ffr_buy", "PA_buy"]:
summary["weighted_" + k] = np.average(
stat_cache[k], weights=stat_cache["money_buy"]
)
summary["weighted_" + k] = np.average(stat_cache[k], weights=stat_cache["money_buy"])
except:
pass
try:
for k in ["obs0_PR", "ffr", "PA"]:
summary["weighted_" + k] = np.average(
stat_cache[k], weights=stat_cache["money"]
)
summary["weighted_" + k] = np.average(stat_cache[k], weights=stat_cache["money"])
except:
pass
summary["GLR"] = GLR(stat_cache["PA"])
@@ -114,11 +108,7 @@ class DFLogger(object):
while not self.queue.empty():
self.queue.get()
assert self.queue.empty()
self.child = Process(
target=self._worker,
args=(self.log_dir, self.order_dir, self.queue),
daemon=True,
)
self.child = Process(target=self._worker, args=(self.log_dir, self.order_dir, self.queue), daemon=True,)
self.child.start()
def set_step(self, step):
@@ -170,23 +160,17 @@ class InfoLogger(DFLogger):
summary[k + "_mean"] = np.nanmean(v)
try:
for k in ["PR_sell", "ffr_sell", "PA_sell"]:
summary["weighted_" + k] = np.average(
stat_cache[k], weights=stat_cache["money_sell"]
)
summary["weighted_" + k] = np.average(stat_cache[k], weights=stat_cache["money_sell"])
except:
pass
try:
for k in ["PR_buy", "ffr_buy", "PA_buy"]:
summary["weighted_" + k] = np.average(
stat_cache[k], weights=stat_cache["money_buy"]
)
summary["weighted_" + k] = np.average(stat_cache[k], weights=stat_cache["money_buy"])
except:
pass
try:
for k in ["obs0_PR", "ffr", "PA"]:
summary["weighted_" + k] = np.average(
stat_cache[k], weights=stat_cache["money"]
)
summary["weighted_" + k] = np.average(stat_cache[k], weights=stat_cache["money"])
except:
pass
summary["GLR"] = GLR(stat_cache["PA"])