def __init__(self):
self.live_trading = True # set False for backtesting.
self.log_level = logging.DEBUG
self.logger = self.setup_logger()
# Don't connect to live data feeds if backtesting.
if self.live_trading:
self.exchanges = self.load_exchanges(self.logger)
# Connect to database.
print("Connecting to database...")
self.db_client = MongoClient(
self.DB_URL, serverSelectionTimeoutMS=self.DB_TIMEOUT_MS)
self.db = self.db_client[self.DB_NAME]
self.check_db_connection()
# Event queue and producer/consumer worker classes.
self.events = queue.Queue(0)
self.data = Datahandler(self.exchanges, self.logger, self.db,
self.db_client)
self.strategy = Strategy(self.exchanges, self.logger, self.db,
self.db_client)
self.portfolio = Portfolio(self.logger)
self.broker = Broker(self.exchanges, self.logger)
# Processing performance variables.
self.start_processing = None
self.end_processing = None
self.run()
def __init__(self):
# Set False for forward testing.
self.live_trading = True
self.log_level = logging.INFO
self.logger = self.setup_logger()
# Check DB state OK before connecting to any exchanges
self.db_client = MongoClient(
self.DB_URL,
serverSelectionTimeoutMS=self.DB_TIMEOUT_MS)
self.db_prices = self.db_client[self.DB_PRICES]
self.db_other = self.db_client[self.DB_OTHER]
self.check_db_status(self.VENUES)
self.exchanges = self.exchange_wrappers(self.logger, self.VENUES)
self.telegram = Telegram(self.logger)
# Main event queue.
self.events = queue.Queue(0)
# Producer/consumer worker classes.
self.data = Datahandler(self.exchanges, self.logger, self.db_prices,
self.db_client)
self.strategy = Strategy(self.exchanges, self.logger, self.db_prices,
self.db_other, self.db_client)
self.portfolio = Portfolio(self.exchanges, self.logger, self.db_other,
self.db_client, self.strategy.models,
self.telegram)
self.broker = Broker(self.exchanges, self.logger, self.portfolio,
self.db_other, self.db_client, self.live_trading,
self.telegram)
self.portfolio.broker = self.broker
# Start flask api in separate process
# p = subprocess.Popen(["python", "api.py"])
# self.logger.info("Started flask API.")
# Processing performance tracking variables.
self.start_processing = None
self.end_processing = None
self.cycle_count = 0
def __init__(self):
# Set False for forward testing.
self.live_trading = True
self.log_level = logging.DEBUG
self.logger = self.setup_logger()
self.exchanges = self.load_exchanges(self.logger)
# Database.
self.db_client = MongoClient(
self.DB_URL, serverSelectionTimeoutMS=self.DB_TIMEOUT_MS)
# Price data database.
self.db_prices = self.db_client[self.DB_PRICES]
# Non-price data database.
self.db_other = self.db_client[self.DB_OTHER]
self.check_db_connection()
# Main event queue.
self.events = queue.Queue(0)
# Producer/consumer worker classes.
self.data = Datahandler(self.exchanges, self.logger, self.db_prices,
self.db_client)
self.strategy = Strategy(self.exchanges, self.logger, self.db_prices,
self.db_other, self.db_client)
self.portfolio = Portfolio(self.exchanges, self.logger, self.db_other,
self.db_client, self.strategy.models)
self.broker = Broker(self.exchanges, self.logger, self.db_other,
self.db_client, self.live_trading)
# Processing performance tracking variables.
self.start_processing = None
self.end_processing = None
self.cycle_count = 0
self.run()