虽然backtrader和backtesting.py并不直接支持MapReduce和mrjob,但是可以在使用数据之前将其转换为适合使用MapReduce和mrjob的格式,然后再将结果转换回backtrader和backtesting.py可接受的格式。以下是一些示例代码:
将数据转换为适合MapReduce和mrjob的格式:
import csv
data = []
with open('data.csv', 'r') as file:
reader = csv.reader(file)
for row in reader:
data.append(row)
# 将数据分成多组(每组100行)以便于 MapReduce 处理
groups = [data[i:i+100] for i in range(0, len(data), 100)]
# 将每组数据写入文件
for i, group in enumerate(groups):
with open(f'data_{i}.csv', 'w') as file:
writer = csv.writer(file)
writer.writerows(group)
然后使用mrjob来处理数据,例如:
from mrjob.job import MRJob
from mrjob.step import MRStep
import csv
class MyJob(MRJob):
def mapper(self, _, line):
# 解析csv文件并生成键值对
data = csv.reader([line])
for row in data:
key = row[0]
value = list(map(float, row[1:]))
yield key, value
def reducer(self, key, values):
# 在这里进行你的MapReduce处理
...
if __name__ == '__main__':
MyJob.run()
最后,将结果转换回backtrader或backtesting.py可接受的格式:
results = []
# 读取mrjob输出的结果
with open('results.txt', 'r') as file:
reader = csv.reader(file)
for row in reader:
results.append(row)
# 将结果转换为backtrader或backtesting.py可接受的格式
for result in results:
# ...
需要根据实