func socketMain(DoneLinks []LinksType) (<-chan string, int, [PORTS_NUMBER]Connect) {
results := make(chan string)
checkServ := make(chan *Connect)
q := fifo_queue.NewQueue()
for _, Link := range DoneLinks {
q.PushBack(Link.Link)
}
len_q := q.Len()
connects, err := CreateConnects()
if err != nil {
panic(err)
}
var success bool
go CheckServ(checkServ, results, q, len_q)
//Test closed connections. First 4 success -- true, last one -- false
for i := 0; i < len_q; i++ {
item := q.PopFront().(string)
success, err = SendData(item, &connects, results, checkServ)
if success == false {
q.PushBack(item)
}
}
if err != nil {
fmt.Println(err)
}
return results, len_q, connects
}
func TestEff(t *testing.T) {
err := os.MkdirAll("/tmp/portopt_test", 0700)
if err != nil {
t.Fatal(err)
}
path := "/tmp/portopt_test/eff.db"
db := CreateDb(path)
dateRange := NewDateRange(time.Date(1980, time.Month(1), 1, 0, 0, 0, 0, time.UTC),
time.Now(),
time.Duration(time.Hour*24*90))
/* portfolio := NewPortfolio(db, dateRange, map[string]float64{
"VCADX": 1.0, // CA interm bond
"VTMGX": 1.0, // tax-managed intl
"VPCCX": 1.0, // Primecap core
"VVIAX": 1.0, // value index adm
"VMVIX": 1.0, // mid-cap value index inv
"VMVAX": 1.0, // mid-cap value index adm
"VIMSX": 1.0, // mid-cap index inv
"VIMAX": 1.0, // mid-cap index adm
"VTMSX": 1.0, // T-M smallcap
"VGHAX": 1.0, // Healthcare adm
"VGHCX": 1.0, // Healthcare inv
"VSS": 1.0, // Ex-us smallcap ETF
"DLS": 1.0, // Wisdomtree intl smallcap dividend
"VWO": 1.0, // Emerging market ETF
"VSIAX": 1.0, // Small-cap value index adm
"VISVX": 1.0, // small-cap value index inv
})*/
/* portfolio := NewPortfolio(db, dateRange, map[string]float64{
"^GSPC": 1.0, // S&P 500 index
"VBMFX" : 1.0, // Vanguard total bond market index
"VGTSX" : 1.0, // Vanguard total intl index
})*/
portfolio := NewPortfolio(db, dateRange, map[string]float64{
"^GSPC": 1.0, // S&P 500 index
"VFSTX": 1.0, // Vanguard short-term investment grade
"VGTSX": 1.0, // Vanguard total intl index
})
frontier := newFrontier()
fifo := fifo_queue.NewQueue()
fifo.PushBack(portfolio)
for fifo.Len() > 0 {
p := fifo.PopFront().(*Portfolio)
stats := p.Stats()
maxTries := 20
if stats.perPeriodReturn >= frontier.MaxX() {
// Try many times to find a better return
maxTries = 100
// fmt.Print(fifo.Len(), " New: Mean: ", mean, " Stddev: ", stddev, "\n")
} else {
// fmt.Print(fifo.Len(), " Ins: Mean: ", mean, " Stddev: ", stddev, "\n")
}
for i := 0; i < maxTries; i++ {
newP := p.RandomMutate()
stats := newP.Stats()
maxX := frontier.MaxX()
inserted := frontier.Insert(stats.perPeriodReturn, stats.stddev, newP)
if inserted {
fifo.PushBack(newP)
if stats.perPeriodReturn > maxX {
// Found a portfolio with the
// best return so far. We'll
// start searching from newP
// with a large maxTries
// later, so shortcut the
// search from p now.
break
}
}
}
}
fmt.Print(frontier.String())
}