def setUp(self):
self.price_events = Queue.Queue()
self.order_events = Queue.Queue()
stoprequest = threading.Event()
self.ticker = MockPriceStream(self.price_events, stoprequest)
#bid=3, ask=4
self.ticker.newprice(3, 4)
# self.ticker.stream_to_queue()
self.pf = Portfolio(self.ticker, self.order_events, "EUR", 1, 10000,
0.02)
self.leverage_pf = Portfolio(self.ticker, self.order_events, "EUR", 20,
10000, 0.02)
prices = StreamingForexPrices_OANDA(STREAM_DOMAIN, ACCESS_TOKEN,
ACCOUNT_ID, instruments, events,
stoprequest)
# Create the execution handler making sure to
# provide authentication commands
execution = ExecutionAtOANDA(API_DOMAIN, ACCESS_TOKEN, ACCOUNT_ID,
events)
# Create the strategy/signal generator, passing the
# instrument, quantity of units and the events queue
strategy = TestRandomStrategy(events)
# Create the portfolio object that will be used to
# compare the OANDA positions with the local, to
# ensure backtesting integrity.
portfolio = Portfolio(prices, events, equity=units)
# Create two separate threads: One for the trading loop
# and another for the market price streaming class
trade_thread = threading.Thread(target=trade,
args=(events, strategy, portfolio,
execution, stoprequest))
price_thread = threading.Thread(target=prices.stream_to_queue, args=[])
# Start both threads
trade_thread.start()
price_thread.start()
# say to the threads if i have pressed ctrl+c
try:
while trade_thread.is_alive():
