def parseConfig(argv: list = None) -> dict:
from aat import TradingType
parser = argparse.ArgumentParser()
parser.add_argument("--config", help="Config file", default="")
parser.add_argument("--verbose",
action="store_true",
help="Run in verbose mode",
default=False)
parser.add_argument("--api",
action="store_true",
help="Enable HTTP server",
default=False)
parser.add_argument(
"--load_accounts",
action="store_true",
help="Load accounts from exchanges",
default=False,
)
parser.add_argument(
"--trading_type",
help='Trading Type in ("live", "sandbox", "simulation", "backtest")',
choices=[_.lower() for _ in TradingType.members()],
default="simulation",
)
parser.add_argument(
"--strategies",
action="append",
nargs="+",
help="Strategies to run in form <path.to.module:Class,args,for,strat>",
default=[],
)
parser.add_argument(
"--exchanges",
action="append",
nargs="+",
help="Exchanges to run on",
default=[],
)
args = parser.parse_args(argv)
# Every engine run requires a static config object
if args.config:
return _config_to_dict(args.config)
return _args_to_dict(args)
def __init__(self, **config):
# get port for API access
self.port = config.get('general', {}).get('port', self.port)
# run in verbose mode (print all events)
self.verbose = bool(
int(config.get('general', {}).get('verbose', self.verbose)))
# enable API access?
self.api = bool(int(config.get('general', {}).get('api', self.api)))
# Trading type
self.trading_type = TradingType(
config.get('general', {}).get('trading_type',
'simulation').upper())
# Load account information from exchanges
self._load_accounts = config.get('general',
{}).get('load_accounts', False)
# Load exchange instances
self.exchanges = getExchanges(config.get('exchange',
{}).get('exchanges', []),
trading_type=self.trading_type,
verbose=self.verbose)
# instantiate the Strategy Manager
self.manager = StrategyManager(self, self.trading_type, self.exchanges,
self._load_accounts)
# set event loop to use uvloop
if uvloop:
asyncio.set_event_loop_policy(uvloop.EventLoopPolicy())
# install event loop
self.event_loop = asyncio.get_event_loop()
# setup subscriptions
self._handler_subscriptions = {
m: []
for m in EventType.__members__.values()
}
# setup `now` handler for backtest
self._latest = datetime.fromtimestamp(
0) if self._offline() else datetime.now()
# register internal management event handler before all strategy handlers
self.registerHandler(self.manager)
# install event handlers
self.strategies = getStrategies(
config.get('strategy', {}).get('strategies', []))
for strategy in self.strategies:
self.log.critical("Installing strategy: {}".format(strategy))
self.registerHandler(strategy)
# warn if no event handlers installed
if not self.event_handlers:
self.log.critical('Warning! No event handlers set')
# install print handler if verbose
if self.verbose:
self.log.critical('Installing print handler')
self.registerHandler(PrintHandler())
# install webserver
if self.api:
self.log.critical('Installing API handlers')
if PerspectiveManager is not None:
table_handler = TableHandler()
table_handler.installTables(self.table_manager)
self.registerHandler(table_handler)
self.api_handlers.append((r"/", RedirectHandler, {
"url": "index.html"
}))
self.api_handlers.append(
(r"/api/v1/ws", PerspectiveTornadoHandler, {
"manager": self.table_manager,
"check_origin": True
}))
self.api_handlers.append((r"/static/js/(.*)", StaticFileHandler, {
"path":
os.path.join(os.path.dirname(__file__), '..', 'ui', 'assets',
'static', 'js')
}))
self.api_handlers.append((r"/static/css/(.*)", StaticFileHandler, {
"path":
os.path.join(os.path.dirname(__file__), '..', 'ui', 'assets',
'static', 'css')
}))
self.api_handlers.append(
(r"/static/fonts/(.*)", StaticFileHandler, {
"path":
os.path.join(os.path.dirname(__file__), '..', 'ui',
'assets', 'static', 'fonts')
}))
self.api_handlers.append((r"/(.*)", StaticFileHandler, {
"path":
os.path.join(os.path.dirname(__file__), '..', 'ui', 'assets',
'static', 'html')
}))
self.api_application = ServerApplication(
handlers=self.api_handlers)
self.log.critical('.......')
self.log.critical(f'listening on 0.0.0.0:{self.port}')
self.log.critical('.......')
self.api_application.listen(self.port)
def __init__(self, **config: dict) -> None:
# get port for API access
self.port = config.get("general", {}).get("port", self.port)
# run in verbose mode (print all events)
self.verbose = bool(
int(config.get("general", {}).get("verbose", self.verbose)))
# enable API access?
self.api = bool(int(config.get("general", {}).get("api", self.api)))
# Trading type
self.trading_type = TradingType(
config.get("general", {}).get("trading_type",
"simulation").upper())
# Load account information from exchanges
self._load_accounts = config.get("general",
{}).get("load_accounts", False)
# Load exchange instances
self.exchanges = getExchanges(
config.get("exchange", {}).get("exchanges", []),
trading_type=self.trading_type,
verbose=self.verbose,
)
# instantiate the Strategy Manager
self.manager = StrategyManager(self, self.trading_type, self.exchanges,
self._load_accounts)
# set event loop to use uvloop
if uvloop:
asyncio.set_event_loop_policy(uvloop.EventLoopPolicy())
# install event loop
self.event_loop = asyncio.get_event_loop()
# setup subscriptions
self._handler_subscriptions: Dict[EventType, List] = {
m: []
for m in EventType.__members__.values()
}
# setup `now` handler for backtest
self._latest = datetime.fromtimestamp(
0) if self._offline() else datetime.now()
# register internal management event handler before all strategy handlers
self.registerHandler(self.manager)
# install event handlers
self.strategies = getStrategies(
config.get("strategy", {}).get("strategies", []))
for strategy in self.strategies:
self.log.critical("Installing strategy: {}".format(strategy))
self.registerHandler(strategy)
# warn if no event handlers installed
if not self.event_handlers:
self.log.critical("Warning! No event handlers set")
# install print handler if verbose
if self.verbose:
self.log.critical("Installing print handler")
self.registerHandler(PrintHandler())
# install webserver
if self.api:
self.log.critical("Installing API handlers")
if PerspectiveManager is not None:
table_handler = TableHandler()
table_handler.installTables(self.table_manager)
self.registerHandler(table_handler)
self.api_handlers.append((r"/", RedirectHandler, {
"url": "index.html"
}))
self.api_handlers.append((
r"/api/v1/ws",
PerspectiveTornadoHandler,
{
"manager": self.table_manager,
"check_origin": True
},
))
self.api_handlers.append((
r"/static/js/(.*)",
StaticFileHandler,
{
"path":
os.path.join(
os.path.dirname(__file__),
"..",
"ui",
"assets",
"static",
"js",
)
},
))
self.api_handlers.append((
r"/static/css/(.*)",
StaticFileHandler,
{
"path":
os.path.join(
os.path.dirname(__file__),
"..",
"ui",
"assets",
"static",
"css",
)
},
))
self.api_handlers.append((
r"/static/fonts/(.*)",
StaticFileHandler,
{
"path":
os.path.join(
os.path.dirname(__file__),
"..",
"ui",
"assets",
"static",
"fonts",
)
},
))
self.api_handlers.append((
r"/(.*)",
StaticFileHandler,
{
"path":
os.path.join(
os.path.dirname(__file__),
"..",
"ui",
"assets",
"static",
"html",
)
},
))
self.api_application = ServerApplication(
handlers=self.api_handlers) # type: ignore
self.log.critical(".......")
self.log.critical(f"listening on 0.0.0.0:{self.port}")
self.log.critical(".......")
self.api_application.listen(self.port)