使用异步框架

asset_pool/asset_risk.py

@@ -34,7 +34,7 @@ class CvarEwmaAssetRisk(AssetRisk):
     def get_risk_pool(self, day):
         asset_pool = rap.get_one(day, AssetPoolType.RISK)
         if not asset_pool:
-            result = {x['id']: self.is_risk(x['id'], day) for x in self._datum.get_fund_datums(risk=(3, 4, 5))}
+            result = {x['id']: self.async_is_risk(x['id'], day) for x in self._datum.get_fund_datums(risk=(3, 4, 5))}
             risk_ids = [x[0] for x in result.items() if x[1].result()]
             rap.insert(day, AssetPoolType.RISK, risk_ids)
             asset_pool = rap.get_one(day, AssetPoolType.RISK)

config.yml

@@ -153,7 +153,7 @@ robo-executor: # 执行器相关
   backtest: # 回测执行器相关
     start-date: 2008-01-02 # 回测起始日期
     end-date: 2022-11-01 # 回测截止日期
-    start-step: 1 # 回测从哪一步开始执行 1:计算资产ewma；2:计算资产池；3:计算最优投组：4:计算再平衡信号以及持仓投组
+    start-step: 2 # 回测从哪一步开始执行 1:计算资产ewma；2:计算资产池；3:计算最优投组：4:计算再平衡信号以及持仓投组
   real: # 实盘执行器
     start-date: 2022-11-01 # 实盘开始时间
 

robo_executor.py

@@ -8,7 +8,7 @@ from concurrent.futures import wait
 import pandas as pd
 from py_jftech import (
     component, autowired, get_config, filter_weekend, asynchronized,
-    workday_range, format_date, prev_workday, parse_date
+    workday_range, format_date, prev_workday, parse_date, transaction
 )
 
 from api import (
@@ -101,7 +101,6 @@ class BacktestExector(RoboExecutor):
 
     @asynchronized(isolate=True)
     def async_build_risk_date(self, asset_id):
-        print(asset_id)
         self._risk.build_risk_date(asset_id, self.end_date)
 
     @asynchronized(isolate=True)