def md(ctx, source, low_latency):
pass_ctx_from_parent(ctx)
ctx.name = 'md_' + source
ctx.source = source
ctx.low_latency = low_latency
ctx.logger = create_logger(source, ctx.log_level, pyyjj.location(pyyjj.mode.LIVE, pyyjj.category.MD, source, source, ctx.locator))
run_extension(ctx, EXTENSION_REGISTRY_MD)
def td(ctx, source, account, low_latency):
pass_ctx_from_parent(ctx)
ctx.name = 'td_' + source + '_' + account
ctx.source = source
ctx.account = account
ctx.low_latency = low_latency
ctx.logger = create_logger(source, ctx.log_level, pyyjj.location(pyyjj.mode.LIVE, pyyjj.category.TD, source, account, ctx.locator))
run_extension(ctx, EXTENSION_REGISTRY_TD)
def extension(ctx):
pass_ctx_from_root(ctx)
ctx.journal_util_location = pyyjj.location(pyyjj.mode.LIVE, pyyjj.category.SYSTEM, 'util', 'extension', ctx.locator)
ctx.logger = create_logger('extension', ctx.log_level, ctx.journal_util_location)
if not os.getenv('KF_NO_EXT'):
pass
else:
print('Extension disabled by KF_NO_EXT')
ctx.logger.warning('Trying to manage extension while disallowed by KF_NO_EXT')
def __init__(self, ctx):
mode = pyyjj.mode.REPLAY if ctx.replay else pyyjj.mode.LIVE
pywingchun.Watcher.__init__(self, ctx.locator, mode, ctx.low_latency)
self.ctx = ctx
self.ctx.logger = create_logger("watcher", ctx.log_level,
self.io_device.home)
location = pyyjj.location(mode, pyyjj.category.SYSTEM, 'watcher',
'watcher', ctx.locator)
url = make_url(ctx.locator, location, ctx.name)
self.data_proxy = DataProxy(url)
self.accounts = {}
def journal(ctx, mode, category, group, name):
pass_ctx_from_root(ctx)
ctx.low_latency = False
ctx.mode = mode
ctx.category = category
ctx.group = group
ctx.name = name
ctx.location = pyyjj.location(kfj.MODES[mode], kfj.CATEGORIES[category],
group, name, ctx.locator)
log_location = pyyjj.location(pyyjj.mode.LIVE, pyyjj.category.SYSTEM,
'util', 'journal', ctx.locator)
ctx.logger = create_logger('journal', ctx.log_level, log_location)
pyyjj.setup_log(log_location, 'journal')
def __init__(self, ctx):
pyyjj.master.__init__(self, pyyjj.location(kfj.MODES['live'], kfj.CATEGORIES['system'], 'master', 'master', ctx.locator), ctx.low_latency)
self.ctx = ctx
self.ctx.master = self
self.ctx.logger = create_logger("watcher", ctx.log_level, self.io_device.home)
self.ctx.apprentices = {}
ctx.calendar = Calendar(ctx)
ctx.trading_day = ctx.calendar.trading_day
self.publish_time(yjj_msg.TradingDay, ctx.calendar.trading_day_ns)
ctx.master = self
os_signal.handle_os_signals(self.exit_gracefully)
def strategy(ctx, group, name, path, low_latency, replay, session_id):
pass_ctx_from_parent(ctx)
ctx.group = group
ctx.name = name
ctx.path = path
ctx.low_latency = low_latency if not replay else True
ctx.replay = replay
ctx.session_id = session_id
mode = pyyjj.mode.REPLAY if ctx.replay else pyyjj.mode.LIVE
ctx.logger = create_logger(name, ctx.log_level, pyyjj.location(mode, pyyjj.category.STRATEGY, group, name, ctx.locator))
ctx.strategy = Strategy(ctx) # keep strategy alive for pybind11
runner = Runner(ctx, mode)
runner.add_strategy(ctx.strategy)
if replay:
ctx.category = 'strategy'
replay_setup.setup(ctx, session_id, strategy, runner)
runner.run()
def __init__(self, ctx):
pyyjj.master.__init__(
self,
pyyjj.location(kfj.MODES['live'], kfj.CATEGORIES['system'],
'master', 'master', ctx.locator), ctx.low_latency)
self.ctx = ctx
self.ctx.master = self
self.ctx.logger = create_logger("watcher", ctx.log_level,
self.io_device.home)
self.ctx.apprentices = {}
# calendar_db_location = pyyjj.location(pyyjj.mode.LIVE, pyyjj.category.SYSTEM, 'etc', 'kungfu', ctx.locator)
# ctx.calendar = pywingchun.Calendar(ctx.locator.layout_file(calendar_db_location, pyyjj.layout.SQLITE, 'holidays'))
# ctx.current_trading_day = ctx.calendar.current_trading_day()
ctx.calendar = Calendar(ctx)
ctx.current_trading_day = ctx.calendar.current_trading_day()
os_signal.handle_os_signals(self.exit_gracefully)
import kungfu.yijinjing.journal as kfj
from kungfu.log import create_logger
kf_home = os.getenv('KF_HOME')
kfext_log_level = os.getenv('KF_LOG_LEVEL')
if not kfext_log_level:
kfext_log_level = 'error'
kfext_logger = None
if kf_home:
kfext_log_locator = kfj.Locator(kf_home)
kfext_log_location = pyyjj.location(pyyjj.mode.LIVE, pyyjj.category.SYSTEM,
'extensions', 'extensions',
kfext_log_locator)
kfext_logger = create_logger('extensions', kfext_log_level,
kfext_log_location)
else:
kfext_logger = create_logger('extensions', kfext_log_level, None)
class ExtensionRegistry:
def __init__(self, ext_type):
self._registry = {}
self.ext_type = ext_type
def register_extension(self, name, extension):
kfext_logger.debug('Registering %s extension %s', self.ext_type, name)
self._registry[name] = extension
def has_extension(self, name):
return name in self._registry