I'm trying to run pyalgotrade's event profiler. I'm using custom data, it works when I run it with the default stratergy/predicate 'BuyOnGap' however when I try and run it with a simple custom strategy it throw the error:
Traceback (most recent call last):
File "C:\Users\David\Desktop\Python\Coursera\Computational Finance\Week2\PyAlgoTrade\Bitfinex\FCT\FCT_single_event_test.py", line 43, in <module>
main(True)
File "C:\Users\David\Desktop\Python\Coursera\Computational Finance\Week2\PyAlgoTrade\Bitfinex\FCT\FCT_single_event_test.py", line 35, in main
eventProfiler.run(feed, True)
File "C:\Python27\lib\site-packages\pyalgotrade\eventprofiler.py", line 215, in run
disp.run()
File "C:\Python27\lib\site-packages\pyalgotrade\dispatcher.py", line 102, in run
eof, eventsDispatched = self.__dispatch()
File "C:\Python27\lib\site-packages\pyalgotrade\dispatcher.py", line 90, in __dispatch
if self.__dispatchSubject(subject, smallestDateTime):
File "C:\Python27\lib\site-packages\pyalgotrade\dispatcher.py", line 68, in __dispatchSubject
ret = subject.dispatch() is True
File "C:\Python27\lib\site-packages\pyalgotrade\feed\__init__.py", line 105, in dispatch
self.__event.emit(dateTime, values)
File "C:\Python27\lib\site-packages\pyalgotrade\observer.py", line 59, in emit
handler(*args, **kwargs)
File "C:\Python27\lib\site-packages\pyalgotrade\eventprofiler.py", line 172, in __onBars
eventOccurred = self.__predicate.eventOccurred(instrument, self.__feed[instrument])
File "C:\Python27\lib\site-packages\pyalgotrade\eventprofiler.py", line 89, in eventOccurred
raise NotImplementedError()
NotImplementedError
My code is:
from pyalgotrade import eventprofiler
from pyalgotrade.technical import stats
from pyalgotrade.technical import roc
from pyalgotrade.technical import ma
from pyalgotrade.barfeed import csvfeed
class single_event_strat( eventprofiler.Predicate ):
def __init__(self,feed):
self.__returns = {} # CLASS ATTR
for inst in feed.getRegisteredInstruments():
priceDS = feed[inst].getAdjCloseDataSeries() # STORE: priceDS ( a temporary representation )
self.__returns[inst] = roc.RateOfChange( priceDS, 1 )
# CALC: ATTR <- Returns over the adjusted close values, consumed priceDS
#( could be expressed as self.__returns[inst] = roc.RateOfChange( ( feed[inst].getAdjCloseDataSeries() ), 1 ),
#but would be less readable
def eventOccoured( self, instrument, aBarDS):
if (aBarDS[-1].getVolume() > 10 and aBarDS[-1].getClose() > 5 ):
return True
else:
return False
def main(plot):
feed = csvfeed.GenericBarFeed(0)
feed.addBarsFromCSV('FCT', "FCT_daily_converted.csv")
predicate = single_event_strat(feed)
eventProfiler = eventprofiler.Profiler( predicate, 5, 5)
eventProfiler.run(feed, True)
results = eventProfiler.getResults()
print "%d events found" % (results.getEventCount())
if plot:
eventprofiler.plot(results)
if __name__ == "__main__":
main(True)
What does this error mean ?
Does anyone know what's wrong and how to fix it ?
Here is a link to the eventprofiler code:
http://pastebin.com/QD220VQb
As a bonus does anyone know where I can find examples of the profiler being used? other that the example pyalgotrade gives, seen here
I think you just made a spelling mistake in eventOccurred method definition
def eventOccoured( self, instrument, aBarDS):
should be replaced by
def eventOccurred( self, instrument, aBarDS):
Related
I am writing this custome collector where I want to add a counter.
#!/usr/bin/env python3
import sys
import time
from prometheus_client import start_http_server
from prometheus_client.core import CollectorRegistry, Counter
class MyCollector():
def __init__(self):
self.mymetrics_counter = Counter('observability_total', 'Status of My Services', ['app', 'test'])
def describe(self):
print("Started: Metrics Collector!")
return list()
def collect(self):
self.mymetrics_counter.labels('observability', 'test').inc()
yield self.mymetrics_counter
if __name__ == '__main__':
try:
myregistry = CollectorRegistry()
myregistry.register(MyCollector())
start_http_server(port=9100, registry=myregistry)
while True:
time.sleep(10)
except KeyboardInterrupt:
print("Ended: Metrics Collector!")
sys.exit(0)
But I am getting below error upon yeild
(venv) test_collector % python mycollector.py
Started: Metrics Collector!
Traceback (most recent call last):
File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/wsgiref/handlers.py", line 137, in run
self.result = application(self.environ, self.start_response)
File "/Users/myid/Documents/myproj/workspace/test_collector/venv/lib/python3.9/site-packages/prometheus_client/exposition.py", line 123, in prometheus_app
status, header, output = _bake_output(registry, accept_header, params)
File "/Users/myid/Documents/myproj/workspace/test_collector/venv/lib/python3.9/site-packages/prometheus_client/exposition.py", line 105, in _bake_output
output = encoder(registry)
File "/Users/myid/Documents/myproj/workspace/test_collector/venv/lib/python3.9/site-packages/prometheus_client/exposition.py", line 179, in generate_latest
mname = metric.name
AttributeError: ("'Counter' object has no attribute 'name'", prometheus_client.metrics.Counter(observability))
collect returns metric families, not metrics. If you yield each of the results of mymetrics_counter.collect() it'd work.
Also, when you create the Counter its getting registered to the default registry which you don't want in this soft of usage as it'll end up returned twice which is invalid.
I'm a beginner with myhdl.
I try to translate the following Verilog code to MyHDL:
module ModuleA(data_in, data_out, clk);
input data_in;
output reg data_out;
input clk;
always #(posedge clk) begin
data_out <= data_in;
end
endmodule
module ModuleB(data_in, data_out, clk);
input [1:0] data_in;
output [1:0] data_out;
input clk;
ModuleA instance1(data_in[0], data_out[0], clk);
ModuleA instance2(data_in[1], data_out[1], clk);
endmodule
Currently, I have this code:
import myhdl
#myhdl.block
def ModuleA(data_in, data_out, clk):
#myhdl.always(clk.posedge)
def logic():
data_out.next = data_in
return myhdl.instances()
#myhdl.block
def ModuleB(data_in, data_out, clk):
instance1 = ModuleA(data_in(0), data_out(0), clk)
instance2 = ModuleA(data_in(1), data_out(1), clk)
return myhdl.instances()
# Create signals
data_in = myhdl.Signal(myhdl.intbv()[2:])
data_out = myhdl.Signal(myhdl.intbv()[2:])
clk = myhdl.Signal(bool())
# Instantiate the DUT
dut = ModuleB(data_in, data_out, clk)
# Convert tfe DUT to Verilog
dut.convert()
But it doesn't works because signal slicing produce a read-only shadow signal (cf MEP-105).
So, what is it the good way in MyHDL to have a writable slice of a signal?
Edit:
This is the error I get
$ python demo.py
Traceback (most recent call last):
File "demo.py", line 29, in <module>
dut.convert()
File "/home/killruana/.local/share/virtualenvs/myhdl_sandbox-dYpBu4o5/lib/python3.6/site-packages/myhdl-0.10-py3.6.egg/myhdl/_block.py", line 342, in convert
File "/home/killruana/.local/share/virtualenvs/myhdl_sandbox-dYpBu4o5/lib/python3.6/site-packages/myhdl-0.10-py3.6.egg/myhdl/conversion/_toVerilog.py", line 177, in __call__
File "/home/killruana/.local/share/virtualenvs/myhdl_sandbox-dYpBu4o5/lib/python3.6/site-packages/myhdl-0.10-py3.6.egg/myhdl/conversion/_analyze.py", line 170, in _analyzeGens
File "/usr/lib/python3.6/ast.py", line 253, in visit
return visitor(node)
File "/home/killruana/.local/share/virtualenvs/myhdl_sandbox-dYpBu4o5/lib/python3.6/site-packages/myhdl-0.10-py3.6.egg/myhdl/conversion/_analyze.py", line 1072, in visit_Module
File "/home/killruana/.local/share/virtualenvs/myhdl_sandbox-dYpBu4o5/lib/python3.6/site-packages/myhdl-0.10-py3.6.egg/myhdl/conversion/_misc.py", line 148, in raiseError
myhdl.ConversionError: in file demo.py, line 4:
Signal has multiple drivers: data_out
You can use an intermediate list of Signal(bool()) as placeholder.
#myhdl.block
def ModuleB(data_in, data_out, clk):
tsig = [myhdl.Signal(bool(0)) for _ in range(len(data_in))]
instances = []
for i in range(len(data_in)):
instances.append(ModuleA(data_in(i), tsig[i], clk))
#myhdl.always_comb
def assign():
for i in range(len(data_out)):
data_out.next[i] = tsig[i]
return myhdl.instances()
A quick (probably non-fulfilling) comment, is that the intbv is treated as a single entity that can't have multiple drives. Two references that might help shed some light:
http://jandecaluwe.com/hdldesign/counting.html
http://docs.myhdl.org/en/stable/manual/structure.html#converting-between-lists-of-signals-and-bit-vectors
In following script why my callback function never get called ?
I am using a pre-created kernel to run the code and trying to get the output of it with attaching the callback for respective sockets.
from zmq.eventloop import ioloop
ioloop.install()
from zmq.eventloop.zmqstream import ZMQStream
from functools import partial
from tornado import gen
from tornado.concurrent import Future
from jupyter_client import BlockingKernelClient
from pprint import pprint
import logging, os, zmq
reply_futures = {}
context = zmq.Context()
publisher = context.socket(zmq.PUSH)
publisher.connect("tcp://127.0.0.1:5253")
def reply_callback(session, stream, msg_list):
idents, msg_parts = session.feed_identities(msg_list)
reply = session.deserialize(msg_parts)
parent_id = reply['parent_header'].get('msg_id')
reply_future = reply_futures.get(parent_id)
print("{} \n".format(reply))
if reply_future:
if "execute_reply" == reply["msg_type"]:
reply_future.set_result(reply)
publisher.send(reply)
def fv_execute():
code = 'print ("hello")'
msg_id = execute(code)
return msg_id
def get_connection_file(kernel_id):
json_file = 'kernel-{}.json'.format(kernel_id)
return os.path.join('/tmp',json_file)
def execute(code,):
kernel_id = '46459cb4-fa34-497a-8e3d-dfb3ab4476fd'
cf = get_connection_file(kernel_id)
kernel_client = BlockingKernelClient(connection_file=cf)
setup_listener(kernel_client)
msg_id = ioloop.IOLoop.current().run_sync(lambda: execute_(kernel_client,code))
return msg_id
def setup_listener(kernel_client):
shell_stream = ZMQStream(kernel_client.shell_channel.socket)
iopub_stream = ZMQStream(kernel_client.iopub_channel.socket)
shell_stream.on_recv_stream(partial(reply_callback, kernel_client.session))
iopub_stream.on_recv_stream(partial(reply_callback, kernel_client.session))
#gen.coroutine
def execute_(kernel_client, code):
msg_id = kernel_client.execute(code)
f = reply_futures[msg_id] = Future()
print("Is kernel alive: {}".format(kernel_client.is_alive()))
print(msg_id)
yield f
raise gen.Return(msg_id)
if __name__ == '__main__':
fv_execute()
here is output, the script runs forever
jupyter#albus:~/lab$ python2 iolooptest2.py
Is kernel alive: True
de3eae2e-48d3-451a-b6bc-421674bb2a35
^X^CTraceback (most recent call last):
File "iolooptest2.py", line 61, in <module>
fv_execute()
File "iolooptest2.py", line 30, in fv_execute
msg_id = execute(code)
File "iolooptest2.py", line 42, in execute
msg_id = ioloop.IOLoop.current().run_sync(lambda: execute_(kernel_client,code))
File "/usr/local/lib/python2.7/dist-packages/tornado/ioloop.py", line 452, in run_sync
self.start()
File "/usr/local/lib/python2.7/dist- packages/zmq/eventloop/ioloop.py", line 177, in start
super(ZMQIOLoop, self).start()
File "/usr/local/lib/python2.7/dist-packages/tornado/ioloop.py", line 862, in start
event_pairs = self._impl.poll(poll_timeout)
File "/usr/local/lib/python2.7/dist- packages/zmq/eventloop/ioloop.py", line 122, in poll
z_events = self._poller.poll(1000*timeout)
File "/usr/local/lib/python2.7/dist-packages/zmq/sugar/poll.py", line 99, in poll
return zmq_poll(self.sockets, timeout=timeout)
File "zmq/backend/cython/_poll.pyx", line 116, in zmq.backend.cython._poll.zmq_poll (zmq/backend/cython/_poll.c:2036)
File "zmq/backend/cython/checkrc.pxd", line 12, in zmq.backend.cython.checkrc._check_rc (zmq/backend/cython/_poll.c:2418)
KeyboardInterrupt
A slightly modified version of the code is here
https://gist.github.com/jayendra13/76a4f5726428882013ea62d94974da5c
where I pass ioloop as a argument to zmqstream, while attaching the callback, which also has a same behaviour.
Here is almost similar script which works
https://gist.github.com/jayendra13/e553fafba5398e287107e947c16988df
Adding the following two lines after the creation of kernel_client solved my issue.
kernel_client.load_connection_file()
kernel_client.start_channels()
so new execute looks like this
def execute(code,):
kernel_id = '46459cb4-fa34-497a-8e3d-dfb3ab4476fd'
cf = get_connection_file(kernel_id)
kernel_client = BlockingKernelClient(connection_file=cf)
kernel_client.load_connection_file()
kernel_client.start_channels()
setup_listener(kernel_client)
msg_id = ioloop.IOLoop.current().run_sync(lambda: execute_(kernel_client,code))
return msg_id
Here is my code:
import multiprocessing
import dill
class Some_class():
class_var = 'Foo'
def __init__(self, param):
self.name = param
def print_name(self):
print("we are in object "+self.name)
print(Some_class.class_var)
def run_dill_encoded(what):
fun, args = dill.loads(what)
return fun(*args)
def apply_async(pool, fun, args):
return pool.apply_async(run_dill_encoded, (dill.dumps((fun, args)),))
if __name__ == '__main__':
list_names = [Some_class('object_1'), Some_class('object_2')]
pool = multiprocessing.Pool(processes=4)
results = [apply_async(pool, Some_class.print_name, args=(x,)) for x in list_names]
output = [p.get() for p in results]
print(output)
It returns error:
multiprocessing.pool.RemoteTraceback:
"""
Traceback (most recent call last):
File "C:\Python34\lib\multiprocessing\pool.py", line 119, in worker
result = (True, func(*args, **kwds))
File "C:\...\temp_obj_output_standard.py", line 18, in run_dill_encoded
return fun(*args)
File "C:/...temp_obj_output_standard.py", line 14, in print_name
print(Some_class.class_var)
NameError: name 'Some_class' is not defined
"""
The above exception was the direct cause of the following exception:
Traceback (most recent call last):
File "C:/...temp_obj_output_standard.py", line 31, in <module>
output = [p.get() for p in results]
File "C:/...temp_obj_output_standard.py", line 31, in <listcomp>
output = [p.get() for p in results]
File "C:\Python34\lib\multiprocessing\pool.py", line 599, in get
raise self._value
NameError: name 'Some_class' is not defined
Process finished with exit code 1
The code works fine without line print(Some_class.class_var). What is wrong with accessing class variables, both objects should have it and I don't think processes should conflict about it. Am I missing something?
Any suggestions on how to troubleshoot it? Do not worry about run_dill_encoded and
apply_async, I am using this solution until I compile multiprocess on Python 3.x.
P.S. This is already enough, but stackoverflow wants me to put more details, not really sure what to put.
Well, I bought the book Spring Python 1.1 and I have been facing some problems that I cannot solve. I am going to write the code of each file in order to make sure everything is clear. If some of you know what is the problem, please let me know because I am desperate.
simple_service.py
class Service(object):
def happy_birthday(self, name):
results = []
for i in range(4):
if i <= 2:
results.append("Happy birthday dear %s!" % name)
else:
results.append("Happy birthday to you!")
return results
simple_service_server_ctx.py
from springpython.config import *
from springpython.remoting.pyro import *
from simple_service import *
class HappyBirthdayContext(PythonConfig):
def __init__(self):
PythonConfig.__init__(self)
#Object
def target_service(self):
return Service()
#Object
def service_exporter(self):
exporter = PyroServiceExporter()
exporter.service = self.target_service()
exporter.service_name = "service"
exporter.service_host = "127.0.0.1"
exporter.service_port = "7766"
exporter.after_properties_set()
return exporter
simple_server.py
from springpython.context import *
from simple_service_server_ctx import *
if __name__ == "__main__":
ctx = ApplicationContext(HappyBirthdayContext())
ctx.get_object("service_exporter")
I run on a terminal: python simple_server
and then I got the following error:
(spring)kiko#kiko-laptop:~/examples/spring$ python simple_server.py
Traceback (most recent call last):
File "simple_server.py", line 6, in <module>
ctx = ApplicationContext(HappyBirthdayContext())
File "/home/kiko/.virtualenvs/spring/lib/python2.6/site-packages/springpython/context/__init__.py", line 45, in __init__
self.get_object(object_def.id, ignore_abstract=True)
File "/home/kiko/.virtualenvs/spring/lib/python2.6/site-packages/springpython/container/__init__.py", line 80, in get_object
comp = self._create_object(object_def)
File "/home/kiko/.virtualenvs/spring/lib/python2.6/site-packages/springpython/container/__init__.py", line 129, in _create_object
self._get_constructors_kw(object_def.named_constr))
File "/home/kiko/.virtualenvs/spring/lib/python2.6/site-packages/springpython/factory/__init__.py", line 62, in create_object
return self.method()
File "<string>", line 2, in service_exporter
File "/home/kiko/.virtualenvs/spring/lib/python2.6/site-packages/springpython/config/__init__.py", line 1370, in object_wrapper
return _object_wrapper(f, theScope, parent, log_func_name, *args, **kwargs)
File "/home/kiko/.virtualenvs/spring/lib/python2.6/site-packages/springpython/config/__init__.py", line 1350, in _object_wrapper
return _deco(f, scope, parent, log_func_name, *args, **kwargs)
File "/home/kiko/.virtualenvs/spring/lib/python2.6/site-packages/springpython/config/__init__.py", line 1345, in _deco
results = f(*args, **kwargs)
File "/home/kiko/examples/spring/simple_service_server_ctx.py", line 22, in service_exporter
exporter.after_properties_set()
File "/home/kiko/.virtualenvs/spring/lib/python2.6/site-packages/springpython/remoting/pyro/__init__.py", line 58, in after_properties_set
pyro_obj = Pyro.core.ObjBase()
AttributeError: 'module' object has no attribute 'ObjBase'
I have added on my own the line (file:simple_service_server_ctx.py):
exporter.after_properties_set()
since I read that it must be declared (line 19, link to source code).
Thanks in advance.
I wonder what your Pyro version is. Here using Pyro 3.9.1-1 from Ubuntu 10.04 I have no problems with running your code. Could it be that you're using Pyro 4.x which if I recall correctly was released after the book had been published?