def init(self):
for key, maxlen in self._cache_info.items():
symbol, timeframe = key
if timeframe not in self._data:
self._data[timeframe] = defaultdict(dict)
if maxlen == 0:
maxlen = self.CACHE_MAXLEN
for field in ['open', 'high', 'low', 'close', 'datetime', 'timestamp', 'volume']:
self._data[timeframe][field][symbol] = deque(maxlen=maxlen)
self._engine.register_event(EVENT_SYMBOL_BAR_RAW[symbol][timeframe], self.on_bar)
def __init__(self, cache_info):
self.info = cache_info
self.open = deque(maxlen=self.info.length)
self.high = deque(maxlen=self.info.length)
self.low = deque(maxlen=self.info.length)
self.close = deque(maxlen=self.info.length)
self.volume = deque(maxlen=self.info.length)
self.datetime = deque(maxlen=self.info.length)
self.timestamp = deque(maxlen=self.info.length)
self.tick_open = None
def init(self):
for key, maxlen in self._cache_info.items():
symbol, timeframe = key
if timeframe not in self._data:
self._data[timeframe] = defaultdict(dict)
if maxlen == 0:
maxlen = self.CACHE_MAXLEN
for field in ['open', 'high', 'low', 'close', 'datetime', 'timestamp', 'volume']:
self._data[timeframe][field][symbol] = deque(maxlen=maxlen)
if not self._is_backtest:
self._engine.register_event(EVENT_SYMBOL_TICK_RAW[symbol], self.on_tick)
else:
self._engine.register_event(EVENT_SYMBOL_BAR_RAW[symbol][timeframe], self.on_bar)
# TODO 这里只考虑了单品种情况
self._engine.register_event(EVENT_SYMBOL_BAR_COMPLETED[symbol][timeframe], self.on_next_bar)
self._count = 0
def initialize(self):
# TODO 数据结构还需修改
self.__deals.clear()
self.__positions.clear()
self.__data.clear()
# TODO 这里的auto_inc是模块级别的，需要修改成对象级别的。
Deal.set_auto_inc(0)
Position.set_auto_inc(0)
self.__current_positions.clear()
for (symbol, time_frame), maxlen in self.__symbols.items():
if symbol not in self.__data:
self.__data[symbol] = {}
if time_frame not in self.__data[symbol]:
self.__data[symbol][time_frame] = {}
if maxlen == 0:
maxlen = self.CACHE_MAXLEN
for field in ['open', 'high', 'low', 'close', 'time', 'volume']:
self.__data[symbol][time_frame][field] = deque(maxlen=maxlen)
if symbol not in self.__current_positions:
position = Position(symbol)
self.__current_positions[symbol] = position
self.__initial_positions[symbol] = position
self.__positions[position.get_id()] = position
def __init__(self, series_id, maxlen, *args):
self.__id = series_id
self.__bar_now = 0
self.series_args = {arg_name: deque([], maxlen) for arg_name in args}
def __init__(self, series_id, maxlen, *args):
self.__id = series_id
self.__bar_now = 0
self.series_args = {arg_name: deque([], maxlen) for arg_name in args}
