在python多进程中,queue.put将阻止子进程?
若只输入q 10数据,输出如下所示 如果cnt>10:kk的大小约为2000。 在2016-06-16 15:19:30:706000开始计数更改百分比MT1:在2016-06-16 15:19:33.291000结束在2016-06-16 15:19:34.990000结束在2016-06-16 15:19:36.921000结束在2016-06-16 15:19:38.748000结束在2016-06-16 15:20:06.665000结束计数更改百分比MT1: 如果输入q 20数据,输出如下: 如果cnt>20:kk的大小约为2000。 2016-06-16 15:35:36.661000:0结束2016-06-16 15:35:39.330000结束2016-06-16 15:35:40.954000结束2016-06-16 15:35:42.828000结束0结束1结束2结束2016-06-16 15:35:44.669000 如果输入q 50数据,输出如下: 如果cnt>50:kk的大小约为2000。 从2016-06-16 15:36:54.518000开始计数变化百分比MT1:在0结束2016-06-16 15:36:57.583000在1结束2016-06-16 15:36:58.886000在2结束2016-06-16 15:37:00.757000在3结束2016-06-16 15:37:02.648000 代码如下:在python多进程中,queue.put将阻止子进程?,python,Python,若只输入q 10数据,输出如下所示 如果cnt>10:kk的大小约为2000。 在2016-06-16 15:19:30:706000开始计数更改百分比MT1:在2016-06-16 15:19:33.291000结束在2016-06-16 15:19:34.990000结束在2016-06-16 15:19:36.921000结束在2016-06-16 15:19:38.748000结束在2016-06-16 15:20:06.665000结束计数更改百分比MT1: 如果输入q 20数据,输出
def do_somthing(q_out,q,i,trueStartDate,trueEndDate,preStartDate,allExistTables,stock_gainian):
#Init conn
conn = MySQLdb.connect(host='localhost',db='tushare',user='root',passwd='',port=3306,charset='UTF8')
#Init df_Cc
df_Cc = pd.DataFrame()
df_Cc['ticker'] = pd.Series(dtype=numpy.int64,index=df_Cc.index)
df_Cc['secShortName'] = pd.Series(dtype=numpy.object,index=df_Cc.index)
df_Cc['percent'] = pd.Series(dtype=numpy.float64,index=df_Cc.index)
df_Cc['startPrice'] = pd.Series(dtype=numpy.float64,index=df_Cc.index)
df_Cc['endPrice'] = pd.Series(dtype=numpy.float64,index=df_Cc.index)
df_Cc['startDate'] = pd.Series(dtype=numpy.object,index=df_Cc.index)
df_Cc['endDate'] = pd.Series(dtype=numpy.object,index=df_Cc.index)
df_Cc['gainian'] = pd.Series(dtype=numpy.object,index=df_Cc.index)
df_Cc['shizhi'] = pd.Series(dtype=numpy.float64,index=df_Cc.index)
df_Cc['liutong'] = pd.Series(dtype=numpy.float64,index=df_Cc.index)
while True:
aa = q.get()
if aa != None:
ticker = aa[0]
secShortName = aa[1]
totalShares = aa[2]
nonrestfloatA = aa[3]
listDate = datetime.datetime.strptime(aa[4], "%Y-%m-%d")
stock_mktequd_name = '%s%06d' % (init.g_mktequd,ticker)
if (stock_mktequd_name in allExistTables) & (trueEndDate>=listDate>=trueStartDate)==False:
str = 'select * from %s where tradeDate>=\'%s\' and tradeDate<=\'%s\' order by tradeDate' % (stock_mktequd_name,trueStartDate.strftime("%Y-%m-%d"),trueEndDate.strftime("%Y-%m-%d"))
df = pd.read_sql(str,conn)
l = len(df_Cc)
df_Cc.at[l,'ticker'] = ticker
df_Cc.at[l,'secShortName'] = secShortName
nn = df.shape[0]
if nn>0:
#
startPrice = df.iloc[0]['preClosePrice']*GetQfq(ticker,preStartDate,conn) # if nn>=n else df.iloc[0]['preClosePrice']*1
endPrice = df.iloc[nn-1]['closePrice']*df.iloc[nn-1]['accumAdjFactor']
percent = (endPrice-startPrice)/startPrice*100 # if startPrice!=0 else -100
df_Cc.at[l,'startDate'] = df.iloc[0]['tradeDate']
df_Cc.at[l,'endDate'] = df.iloc[nn-1]['tradeDate']
df_Cc.at[l,'percent'] = percent
df_Cc.at[l,'startPrice'] = startPrice
df_Cc.at[l,'endPrice'] = endPrice
df_gn = stock_gainian.query('ticker==%s' % ticker)
if df_gn.shape[0]==1:
df_Cc.at[l,'gainian'] = df_gn.iloc[0]['ref_gainian']
df_Cc.at[l,'shizhi'] = totalShares*startPrice/100000000
df_Cc.at[l,'liutong'] = nonrestfloatA*startPrice/100000000
else:
break
q_out.put(df_Cc)
conn.close()
print 'end-in %s %s' % (i,datetime.datetime.now())
if __name__ == '__main__':
q = multiprocessing.Queue()
kk = allStocksBasicInfo.set_index(['ticker','secShortName','totalShares','nonrestfloatA','listDate']).T.to_dict()
cnt = 0
for k in kk:
q.put(k)
cnt = cnt+1
if cnt>10: # kk's size is about 2000.
break
#q_out
q_out = multiprocessing.Queue()
#fork NUM
NUM = multiprocessing.cpu_count()
t = [1]*NUM
#
for i in xrange(NUM):
q.put(None)
for i in xrange(NUM):
t[i] = multiprocessing.Process(target=do_somthing, args=(q_out,q,i,trueStartDate,trueEndDate,preStartDate,init.g_data.allExistTables,init.g_data.stockGainian))
t[i].start()
for i in xrange(NUM):
t[i].join()
print('end %s' % i)