Question

我最近编写了一个程序，用于从股票市场返回一堆不健康的股票。基本算法是：

查询交易所中每只股票的所有报价（纽约证券交易所或纳斯达克股票代码）
从第1步
从第2步中找到那些已经停产3天并且体积很大的产品（价格昂贵，因为我必须为每个库存提出要求，这对于纳斯达克目前来说是~700）。
扫描新闻，查找步骤3返回的新闻。

我把这一切都放在一个文件中：

原始实施（https://github.com/EdmundMai/minion/blob/aa14bc3234a4953e7273ec502276c6f0073b459d/lib/minion.rb）：

require 'bundler/setup'
require "minion/version"
require "yahoo-finance"
require "business_time"
require 'nokogiri'
require 'open-uri'

module Minion
  class << self
    def query(exchange)
      client = YahooFinance::Client.new
      all_companies = CSV.read("#{exchange}.csv")

      small_caps = []

      ticker_symbols = all_companies.map { |row| row[0] }
      ticker_symbols.each_slice(200) do |batch|
        data = client.quotes(batch, [:symbol, :last_trade_price, :average_daily_volume])
        small_caps << data.select { |stock| stock.last_trade_price.to_f < 5.0 }
      end

      attractive = []

      small_caps.flatten!.each_with_index do |small_cap, index|
        begin
          data = client.historical_quotes(small_cap.symbol, { start_date: 2.business_days.ago, end_date: Time.now })
          closing_prices = data.map(&:close).map(&:to_f)
          volumes = data.map(&:volume).map(&:to_i)

          negative_3_days_in_a_row = closing_prices == closing_prices.sort
          larger_than_average_volume = volumes.reduce(:+) / volumes.count > small_cap.average_daily_volume.to_i

          if negative_3_days_in_a_row && larger_than_average_volume
            attractive << small_cap.symbol
            puts "Qualified: #{small_cap.symbol}, finished with #{index} out of #{small_caps.count}"
          else
            puts "Not qualified: #{small_cap.symbol}, finished with #{index} out of #{small_caps.count}"
          end
        rescue => e
          puts e.inspect
        end
      end

      final_results = []

      attractive.each do |symbol|
        rss_feed = Nokogiri::HTML(open("http://feeds.finance.yahoo.com/rss/2.0/headline?s=#{symbol}&region=US&lang=en-US"))
        html_body = rss_feed.css('body')[0].text
        diluting = false
        ['warrant', 'cashless exercise'].each do |keyword|
          diluting = true if html_body.match(/#{keyword}/i)
        end
        final_results << symbol if diluting
      end

      final_results
    end
  end
end

这非常快，并且可以在一分钟或更短的时间内完成约700种库存的处理。

然后，我尝试重构并将算法拆分成不同的类和文件而根本不改变算法。我决定使用装饰器模式，因为它似乎适合。但是，当我现在运行程序时，它会使每个请求都非常缓慢（15分钟以上）。我知道这一点，因为我的puts陈述打印得很慢。

新的和较慢的实施（https://github.com/EdmundMai/minion/blob/master/lib/minion.rb）

require 'bundler/setup'
require "minion/version"
require "yahoo-finance"
require "minion/dilution_finder"
require "minion/negative_finder"
require "minion/small_cap_finder"
require "minion/market_fetcher"

module Minion
  class << self
    def query(exchange)
      all_companies = CSV.read("#{exchange}.csv")
      all_tickers = all_companies.map { |row| row[0] }

      short_finder = DilutionFinder.new(NegativeFinder.new(SmallCapFinder.new(MarketFetcher.new(all_tickers))))
      short_finder.results
    end
  end
end

它根据我的puts：

require "yahoo-finance"
require "business_time"
require_relative "stock_finder"

class NegativeFinder < StockFinder
  def results
    client = YahooFinance::Client.new
    results = []
    finder.results.each_with_index do |stock, index|
      begin
        data = client.historical_quotes(stock.symbol, { start_date: 2.business_days.ago, end_date: Time.now })
        closing_prices = data.map(&:close).map(&:to_f)
        volumes = data.map(&:volume).map(&:to_i)

        negative_3_days_in_a_row = closing_prices == closing_prices.sort
        larger_than_average_volume = volumes.reduce(:+) / volumes.count > stock.average_daily_volume.to_i

        if negative_3_days_in_a_row && larger_than_average_volume
          results << stock
          puts "Qualified: #{stock.symbol}, finished with #{index} out of #{finder.results.count}"
        else
          puts "Not qualified: #{stock.symbol}, finished with #{index} out of #{finder.results.count}"
        end
      rescue => e
        puts e.inspect
      end
    end
    results
  end
end

它在第3步滞后（对每只股票提出一个请求）。不知道发生了什么，所以任何建议都会受到赞赏。如果要克隆程序并运行它，只需在lib / minion.rb的最后一行注释并输入ruby lib/minion.rb

Answer 1

经过调试后，我发现了它。这是因为我在循环内部调用finder.results（结果是装饰方法），如下所示：

require 'bundler/setup'
require "minion/version"
require "yahoo-finance"
require "minion/dilution_finder"
require "minion/negative_finder"
require "minion/small_cap_finder"
require "minion/market_fetcher"

module Minion
  class << self
    def query(exchange)
      all_companies = CSV.read("#{exchange}.csv")
      all_tickers = all_companies.map { |row| row[0] }

      short_finder = DilutionFinder.new(NegativeFinder.new(SmallCapFinder.new(MarketFetcher.new(all_tickers))))
      short_finder.results
    end
  end
end

根据我的puts：

，这个部分滞后了

require "yahoo-finance"
require "business_time"
require_relative "stock_finder"

class NegativeFinder < StockFinder
  def results
    client = YahooFinance::Client.new
    results = []
    finder.results.each_with_index do |stock, index|
      begin
        data = client.historical_quotes(stock.symbol, { start_date: 2.business_days.ago, end_date: Time.now })
        closing_prices = data.map(&:close).map(&:to_f)
        volumes = data.map(&:volume).map(&:to_i)

        negative_3_days_in_a_row = closing_prices == closing_prices.sort
        larger_than_average_volume = volumes.reduce(:+) / volumes.count > stock.average_daily_volume.to_i

        if negative_3_days_in_a_row && larger_than_average_volume
          results << stock
          // HERE!!!!!!!!!!!!!!!!!!!!!!!!!
          puts "Qualified: #{stock.symbol}, finished with #{index} out of #{finder.results.count}" <------------------------------------
        else
          // AND HERE!!!!!!!!!!!!!!!!!!!!!!!!!
          puts "Not qualified: #{stock.symbol}, finished with #{index} out of #{finder.results.count}" <-----------------------------------------------------------
        end
      rescue => e
        puts e.inspect
      end
    end
    results
  end
end

每次迭代NegativeFinder中的循环时，都会导致一连串请求。删除该呼叫修复它。课程：使用装饰器模式时，要么只调用一次修饰方法，特别是当你在每个调用中做一些昂贵的事情时。或者将返回的变量保存在实例变量中，这样您就不必每次都计算它。

另外作为旁注，我决定不使用装饰器模式，因为我认为它不适用于此。像SmallCapFinder.new(SmallCapFinder.new(MarketFetcher.new(all_tickers)))这样的东西根本不添加功能（使用装饰器模式的主要功能），因此链接装饰器不会做任何事情。因此，我只是将它们作为方法而不是增加不必要的复杂性。

Answer 2

你给我们的代码中缺少一些东西（Base class StockFinder，MarketFetcher）。但我认为你现在不止一个YahooFinance :: Client。输入/输出到其他系统通常是速度问题的原因。

我建议您首先封装财务客户端并访问财务数据。当您想要切换财务数据提供者或添加另一个时，这会更容易。而不是装饰模式，我只会使用普通的旧方法来寻找小型上限，找到负面的等等。

Ruby：Decorator模式大大减慢了简单的程序

2 个答案: