This commit is contained in:
EC2 Default User 2018-05-24 07:41:57 +00:00
commit f18d04b0a4
2 changed files with 92 additions and 79 deletions

View File

@ -56,6 +56,7 @@ def backtest(event, context):
)
print(response)
try:
if "Items" in response and len(response['Items']) > 0:
today = datetime.datetime.today()
@ -103,16 +104,10 @@ def backtest(event, context):
}
print("generated configuration")
print(configuration)
print("initialized backtesting")
backtesting = Backtesting(configuration)
result = backtesting.start()
print("finished test")
print("persist data in dynamo")
print(result)
result_data = []
for index, row in result.iterrows():
@ -140,8 +135,18 @@ def backtest(event, context):
"body": json.dumps(result_data)
}
else:
raise Exception(
"sorry we did not find any matching strategy for user {} and name {}".format(user, name))
return {
"statusCode": 404,
"body": json.dumps({
"error": "sorry we did not find any matching strategy for user {} and name {}".format(
user, name)})
}
except ImportError as e:
return {
"statusCode": 500,
"body": json.dumps({"error": e})
}
else:
raise Exception("not a valid event: {}".format(event))

View File

@ -35,6 +35,12 @@ provider:
deploymentBucket:
name: lambdas-freq
# limit the invocations a bit to avoid overloading the server
usagePlan:
throttle:
burstLimit: 100
rateLimit: 50
############################################################################################
#custom configuration settings
############################################################################################
@ -230,9 +236,11 @@ functions:
events:
- schedule:
rate: rate(10 minutes)
rate: rate(1440 minutes)
enabled: false
- schedule:
rate: rate(5 minutes)
enabled: true
environment:
topic: ${self:custom.snsTopic}
tradeTable: ${self:custom.tradeTable}