class TickFeederThread(Thread):
"""
This is used to retrieve realtime info
and broadcast to all trading engines
"""
def __init__(self, config, pubsub, securities, start=None, end=None):
Thread.__init__(self)
self.config = config
self.tick_feeder = TickFeeder(
publisher=pubsub,
securities=securities,
dam=self._create_dam(""), # no need to set symbol because it's batch operation
)
self.last_execution = datetime.now()
def _create_dam(self, symbol):
dam_name = self.config.get(CONF_ANALYZER_SECTION, CONF_INPUT_DAM)
input_db = self.config.get(CONF_ANALYZER_SECTION, CONF_INPUT_DB)
dam = DAMFactory.createDAM(dam_name, {'db': input_db})
dam.symbol = symbol
return dam
def run(self):
self.last_execution = datetime.now()
self.tick_feeder.execute(self.last_execution, datetime.now())
def test_tick_feeder(self):
now = datetime.datetime.now()
start = datetime.datetime.now() - timedelta(days=1)
end = datetime.datetime.now() + timedelta(days=1)
tick_1_dam1 = Tick(security=self.stock_one, trade_date=now, price=Decimal(19), volume=100)
tick_2_dam1 = Tick(security=self.stock_one, trade_date=now, price=Decimal(23), volume=100)
now_2 = datetime.datetime.now()
tick_1_dam2 = Tick(security=self.stock_two, trade_date=now_2, price=Decimal(8), volume=100)
tick_2_dam2 = Tick(security=self.stock_two, trade_date=now_2, price=Decimal(12), volume=100)
dam1 = self.mock.CreateMock(BaseDAM)
dam1.read_ticks(mox.IgnoreArg(), mox.IgnoreArg(), mox.IgnoreArg()).AndReturn([tick_1_dam1, tick_2_dam1])
dam2 = self.mock.CreateMock(BaseDAM)
dam2.read_ticks(mox.IgnoreArg(), mox.IgnoreArg(), mox.IgnoreArg()).AndReturn([tick_1_dam2, tick_2_dam2])
tf_1 = TickFeeder(publisher=self.pubsub, dam=dam1)
tf_2 = TickFeeder(publisher=self.pubsub, dam=dam2)
self.mock.ReplayAll()
time_ticks_1 = tf_1.load(start, end)
time_ticks_2 = tf_2.load(start, end)
self.mock.VerifyAll()
self.assertEquals(time_ticks_1, [tick_1_dam1, tick_2_dam1])
self.assertEquals(time_ticks_2, [tick_1_dam2, tick_2_dam2])
class TickFeederThread(Thread):
"""
This is used to retrieve realtime info
and broadcast to all trading engines
"""
def __init__(self, config, pubsub, securities, start=None, end=None):
Thread.__init__(self)
self.config = config
self.tick_feeder = TickFeeder(
publisher=pubsub,
securities=securities,
dam=self._create_dam(
""), # no need to set symbol because it's batch operation
)
self.last_execution = datetime.now()
def _create_dam(self, symbol):
dam_name = self.config.get(CONF_ANALYZER_SECTION, CONF_INPUT_DAM)
input_db = self.config.get(CONF_ANALYZER_SECTION, CONF_INPUT_DB)
dam = DAMFactory.createDAM(dam_name, {'db': input_db})
dam.symbol = symbol
return dam
def run(self):
self.last_execution = datetime.now()
self.tick_feeder.execute(self.last_execution, datetime.now())
def __init__(self, config, pubsub, securities, start=None, end=None):
Thread.__init__(self)
self.config = config
self.tick_feeder = TickFeeder(
publisher=pubsub,
securities=securities,
dam=self._create_dam(
""), # no need to set symbol because it's batch operation
)
self.last_execution = datetime.now()
def __init__(self, config, pubsub, securities, start=None, end=None):
Thread.__init__(self)
self.config = config
self.tick_feeder = TickFeeder(
publisher=pubsub,
securities=securities,
dam=self._create_dam(""), # no need to set symbol because it's batch operation
)
self.last_execution = datetime.now()
def test_tick_feeder(self):
now = datetime.datetime.now()
start = datetime.datetime.now() - timedelta(days=1)
end = datetime.datetime.now() + timedelta(days=1)
tick_1_dam1 = Tick(security=self.stock_one,
trade_date=now,
price=Decimal(19),
volume=100)
tick_2_dam1 = Tick(security=self.stock_one,
trade_date=now,
price=Decimal(23),
volume=100)
now_2 = datetime.datetime.now()
tick_1_dam2 = Tick(security=self.stock_two,
trade_date=now_2,
price=Decimal(8),
volume=100)
tick_2_dam2 = Tick(security=self.stock_two,
trade_date=now_2,
price=Decimal(12),
volume=100)
dam1 = self.mock.CreateMock(BaseDAM)
dam1.read_ticks(mox.IgnoreArg(), mox.IgnoreArg(),
mox.IgnoreArg()).AndReturn([tick_1_dam1, tick_2_dam1])
dam2 = self.mock.CreateMock(BaseDAM)
dam2.read_ticks(mox.IgnoreArg(), mox.IgnoreArg(),
mox.IgnoreArg()).AndReturn([tick_1_dam2, tick_2_dam2])
tf_1 = TickFeeder(publisher=self.pubsub, dam=dam1)
tf_2 = TickFeeder(publisher=self.pubsub, dam=dam2)
self.mock.ReplayAll()
time_ticks_1 = tf_1.load(start, end)
time_ticks_2 = tf_2.load(start, end)
self.mock.VerifyAll()
self.assertEquals(time_ticks_1, [tick_1_dam1, tick_2_dam1])
self.assertEquals(time_ticks_2, [tick_1_dam2, tick_2_dam2])
