Merge pull request #195 from alpacahq/change_can_trade_check

Process pool should be initiated once
alpacahq · Sep 18, 2020 · 231d994 · 231d994
2 parents f1f5430 + f3ab4ac
commit 231d994
Show file tree

Hide file tree

Showing 3 changed files with 9 additions and 4 deletions.
diff --git a/dockerfiles/Dockerfile b/dockerfiles/Dockerfile
@@ -9,4 +9,4 @@ RUN wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz && \
   make install
 RUN rm -R ta-lib ta-lib-0.4.0-src.tar.gz
 
-RUN pip install pylivetrader==0.5.0
+RUN pip install pylivetrader==0.5.1
diff --git a/pylivetrader/_version.py b/pylivetrader/_version.py
@@ -13,4 +13,4 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
-VERSION = '0.5.0'
+VERSION = '0.5.1'
diff --git a/pylivetrader/misc/parallel_utils.py b/pylivetrader/misc/parallel_utils.py
@@ -2,6 +2,8 @@
 import os
 from multiprocessing import Pool
 
+PROCESS_POOL = None
+
 
 def _get_default_workers():
     workers = os.environ.get('PYLT_NUM_WORKERS')
@@ -55,8 +57,11 @@ def parallelize_with_multi_process(mapfunc, workers=10):
 
     Return: func(args_list) => list[func[arg]]
     """
+    global PROCESS_POOL
+    if not PROCESS_POOL:
+        PROCESS_POOL = Pool(workers)
+
     def wrapper(args_list):
-        with Pool(workers) as pool:
-            return pool.map(mapfunc, args_list)
+        return PROCESS_POOL.map(mapfunc, args_list)
 
     return wrapper