【发布时间】:2014-02-01 00:12:55
【问题描述】:
我正在使用 Python 构建一个算法交易平台。多种算法在每天 09:30 至 16:00 期间监控市场并相应地执行交易。
我正在寻找的是从客户端任意启动和停止算法。因此,我希望有一个使用multiprocessing 运行的服务器脚本和一个可以在任何给定时间启动/停止/列出算法(应该在单独的process 中运行)的客户端。
有什么可以做到这一点的例子吗?大多数在线示例都是针对队列服务器的,这似乎不适合我的问题。
编辑:
我正在尝试使用包multiprocessing 来解决这个问题。使用队列的想法对我来说似乎是错误的,因为我知道任意数量的进程将运行一整天或至少直到我说停止。我不想运行一个简短的脚本,让工作人员在完成前一个作业后从队列中使用下一个作业。实际上,我正在考虑使用Manager 的服务器脚本,它将永远运行,并在请求时在单独的进程/线程中启动新脚本。但是,我希望能够向进程发送停止信号以杀死它。我确实有一种感觉,我这样做有点倒退:-) 我所拥有的是:
server.py:
import multiprocessing as mp
from multiprocessing import Process
from multiprocessing.managers import BaseManager
from time import strftime
class Server(object):
def __init__(self, port=50000, authkey=''):
self.processes = {}
self._authkey = authkey
self.port = port
self.server = None
self.running = False
BaseManager.register('get_process', callable=lambda: self)
def start_server(self):
manager = BaseManager(address=('', self.port), authkey=self._authkey)
self.server = manager.get_server()
try:
self._logmessage("Server started")
self.running = True
self.server.serve_forever()
except (KeyboardInterrupt, SystemExit):
self.shutdown()
def start_process(self, mod, fcn, *args, **kwargs):
mod = __import__(mod, globals(), locals(), ['object'], -1)
key = "{0}.{1}".format(mod, fcn)
assert not key in self.processes, \
"Process named '%s' already exists" % key
p = Process(target=getattr(mod, fcn), name=mod, args=(None, ), kwargs=kwargs)
self._logmessage("Process '%s' started" % key)
p.start()
# p.join()
self.processes[key] = p
def stop_process(self, key):
self.processes[key].terminate()
del self.processes[key]
def get_processes(self):
return self.processes.keys()
def shutdown(self):
for child in mp.active_children():
child.terminate()
self.server.shutdown()
self.running = False
print "Shutting down"
def _logmessage(self, msg):
print "%s: %s" % (strftime('%Y-%m-%d %H:%M:%S'), msg)
if __name__ == '__main__':
server = Server(authkey='abc')
try:
server.start_server()
except (KeyboardInterrupt, SystemExit):
server.shutdown()
client.py:
from multiprocessing.managers import BaseManager
import time
class Client(object):
def __init__(self, host='', port=50000, authkey=''):
self.host = host
self.port = port
self.manager = None
self.process = None
self._type_id = 'get_process'
self._authkey = authkey
self.manager = BaseManager(address=(self.host, self.port), authkey=self._authkey)
BaseManager.register(self._type_id)
def connect(self):
try:
self.manager.connect()
self._logmessage("Connected to server")
except:
self._logmessage("Could not connect to server")
self.process = getattr(self.manager, self._type_id)()
def start_process(self, mod, fcn):
self.process.start_process(mod, fcn)
self._logmessage("Process '%s' started" % fcn)
def list_processes(self):
print self.process.get_processes()
@property
def connected(self):
return self.manager._state.value == self.manager._state.STARTED
def _logmessage(self, msg):
print "%s: %s" % (time.strftime('%Y-%m-%d %H:%M:%S'), msg)
def test(data):
while True:
print time.time()
time.sleep(1.)
if __name__ == '__main__':
from algotrading.server.process_client import Client
client = Client(authkey='abc')
client.connect()
client.start_process("algotrading.server.process_client", "test")
client.list_processes()
【问题讨论】:
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标签: python multiprocessing algorithmic-trading