def wolfinch_main():
"""
Main Function for Wolfinch
"""
feed_deQ_fn = feed_deQ
feed_Q_process_msg_fn = feed_Q_process_msg
integrated_ui = ui.integrated_ui
ui_conn_pipe = ui.ui_conn_pipe
sleep_time = MAIN_TICK_DELAY
while True:
cur_time = time.time()
# log.critical("Current(%d)Sleep time left:%s"%(cur_time, str(sleep_time)))
# check for the msg in the feed Q and process, with timeout
msg = feed_deQ_fn(sleep_time)
# log.critical("Current(%d)"%(time.time()))
while msg is not None:
feed_Q_process_msg_fn(msg)
msg = feed_deQ_fn(0)
if integrated_ui == True:
process_ui_msgs(ui_conn_pipe)
for market in get_market_list():
process_market(market)
# '''Make sure each iteration take exactly LOOP_DELAY time'''
sleep_time = (MAIN_TICK_DELAY - (time.time() - cur_time))
# if sleep_time < 0 :
# log.critical("******* TIMING SKEWED(%f)******"%(sleep_time))
sleep_time = 0 if sleep_time < 0 else sleep_time
def do_backtesting(simulator_on=False):
# don't sleep for backtesting
sleep_time = 0
done = False
all_done = 0
for market in get_market_list():
log.info("backtest setup for market: %s num_candles:%d" %
(market.name, market.num_candles))
market.backtesting_idx = 0
while (all_done < 5):
# check for the msg in the feed Q and process, with timeout
done = True
msg = feed_deQ(sleep_time)
while (msg != None):
feed_Q_process_msg(msg)
msg = feed_deQ(0)
for market in get_market_list():
market.update_market_states()
market.cur_candle_time = market.market_indicators_data[
market.backtesting_idx]['ohlc'].time
# Trade only on primary markets
if (market.primary == True
and (market.backtesting_idx < market.num_candles - 1)):
# log.info ("BACKTEST(%d): processing on market: exchange (%s) product: %s"%(
# market.backtesting_idx, market.exchange_name, market.name))
signal = market.generate_trade_signal(market.backtesting_idx)
market.consume_trade_signal(signal)
if (simulator_on):
sim_exchange.market_simulator_run(market)
#if atleast one market is not done, we will continue
done = False
market.backtesting_idx += 1
elif done == True:
finish_backtesting(market)
market.backtesting_idx = market.num_candles - 1
if (simulator_on):
sim_exchange.market_simulator_run(market)
#let's do few iterations and make sure everything is really done!
all_done += 1
def process_ui_get_markets_rr(msg, ui_conn_pipe):
log.debug("enter")
m_dict = {}
for m in get_market_list():
p_list = m_dict.get(m.exchange_name)
if not p_list:
m_dict[m.exchange_name] = [{
"product_id": m.product_id,
"buy_paused": m.trading_paused_buy,
"sell_paused": m.trading_paused_sell
}]
else:
p_list.append({
"product_id": m.product_id,
"buy_paused": m.trading_paused_buy,
"sell_paused": m.trading_paused_sell
})
msg["type"] = "GET_MARKETS_RESP"
msg["data"] = m_dict
ui_conn_pipe.send(msg)