more jyperopt fine tuning

This commit is contained in:
Gert Wohlgemuth 2018-05-24 19:49:36 -07:00
parent c97ff70702
commit cd462db993

View File

@ -121,6 +121,16 @@ def backtest(event, context):
def _generate_configuration(event, fromDate, name, response, till):
"""
generates the configuration for us on the fly
:param event:
:param fromDate:
:param name:
:param response:
:param till:
:return:
"""
content = response['Items'][0]['content']
configuration = {
"max_open_trades": 1,
@ -170,7 +180,7 @@ def _generate_configuration(event, fromDate, name, response, till):
def cron(event, context):
"""
this functions submits a new strategy to the backtesting queue
this functions submits all strategies to the backtesting queue
:param event:
:param context:
@ -198,6 +208,7 @@ def cron(event, context):
# fire a message to our queue
for x in i['assets']:
# test each asset by it self
message = {
"user": i['user'],
@ -216,7 +227,7 @@ def cron(event, context):
if 'till' in event['pathParameters']:
message['till'] = event['pathParameters']['till']
else:
message['till'] = (datetime.datetime.today() - datetime.timedelta(days=30)).strftime('%Y%m%d')
message['till'] = (datetime.datetime.today() - datetime.timedelta(days=1)).strftime('%Y%m%d')
serialized = json.dumps(message, use_decimal=True)
# submit item to queue for routing to the correct persistence