def setUp(self):
print "Setup!!!"
from datetime import datetime
for relpath in [ '../data', './data' ]:
fp = os.path.abspath( relpath)
if os.path.exists(fp):
break
print fp
self.bp = BerkeleyPersister( fp, "SENDER","PHROMS", dt = datetime( 2009, 1, 11) )
self.spec = parse_specification(version = "FIX.4.2")
(self.inDb,self.outDb) = self.bp.getTodayPersister( )
# data can arrive in arbitrary shapes and sizes so need
# to ensure that a parser can cope with all the data ( even byte-at-a-time)
print [ x.partition("=") for x in "a=b|".split("|") ]
print [ x.partition("=") for x in "a=b|c".split("|") ]
print [ x.partition("=") for x in "a=b|c=".split("|") ]
print [ x.partition("=") for x in "a=b|c=d".split("|") ]
print self.inDb.stat()
# Build a big pyfix string
c = self.inDb.cursor()
self.megaString = ''
messages = 0
while True:
i_s = c.next()
if not i_s:
break
_, s = i_s
self.megaString+= s
print "Megastring is %s long" % len(self.megaString )
def setUp(self):
print "Setup!!!"
from datetime import datetime
for relpath in [ '../data', './data' ]:
fp = os.path.abspath( relpath)
if os.path.exists(fp):
break
print fp
self.bp = BerkeleyPersister( fp, "SENDER","PHROMS", dt = datetime( 2009, 1, 11) )
self.spec = parse_specification(version = "FIX.4.2")
(self.inDb,self.outDb) = self.bp.getTodayPersister( )
# data can arrive in arbitrary shapes and sizes so need
# to ensure that a parser can cope with all the data ( even byte-at-a-time)
print [ x.partition("=") for x in "a=b|".split("|") ]
def setUp(self):
self.fix = parse_specification(self.version)
self.fp = SynchronousParser(self.fix)
self.sendConfig = SessionConfig(
'initiator',
0,
'localhost',
'INITIATOR',
'ACCEPTOR',
os.path.join(tempfile.mktemp(), "sender"), # Will be tempfile
60,
None)
self.ds = Session(None, self.fix, self.sendConfig)
major, minor = self.version.split('.')[1:]
self.numVersion = int(major) * 10 + int(minor)
print "NV = %s" % self.numVersion
def setUp( self):
self.fix = parse_specification( self.version )
self.fp = SynchronousParser(self.fix)
self.sendConfig = SessionConfig( 'initiator',
0,
'localhost',
'INITIATOR',
'ACCEPTOR',
os.path.join( tempfile.mktemp(), "sender" ), # Will be tempfile
60,
None
)
self.ds = Session( None, self.fix, self.sendConfig)
major, minor = self.version.split('.')[1:]
self.numVersion = int(major) * 10 + int(minor)
print "NV = %s" % self.numVersion
import yaml
from pyfix.FIXProtocol import SessionManager, NormalMessageProcessing
from pyfix.FIXSpec import parse_specification
from pyfix.FIXConfig import makeConfig
from pyfix.util.randomOrders import flipOrder
from pyfix.FIXApplication import FIXApplication
from pyfix.FIXPerspective import FIXPerspective
from twisted.internet import reactor
fix = parse_specification(version="FIX.4.2")
class Receiver(FIXApplication):
def __init__(self):
FIXApplication.__init__(self, fix)
self.dispatch_dict = {fix.OrderSingle: self.on_order}
def on_order(self, protocol, order, seq, dup):
assert order.__class__ == fix.OrderSingle
#msg.dump()
f = fix
if self.state.__class__ == NormalMessageProcessing:
reply = flipOrder(self.fix, order)
assert self.protocol is not None
assert self.session is not None
strMsg = self.session.compile_message(reply)
print ">>>MYEXEC %s %s" % (reply, strMsg)
protocol.transport.write(strMsg)
config = yaml.load(open('./sinks.yaml', 'r'))
from pyfix.FIXProtocol import InitiatorFIXProtocol, SessionManager
from pyfix.FIXSpec import parse_specification
from pyfix.FIXConfig import makeConfig
from datetime import datetime
from twisted.internet import reactor
import yaml
fix = parse_specification( "FIX.4.2" )
class SendingProtocol(InitiatorFIXProtocol):
def __init__(self, *args, **kwargs):
InitiatorFIXProtocol.__init__(self, *args, **kwargs)
#self.dispatchMap[ self.pyfix.ExecutionReport ] = self.onExecution
self.normal_message_processing.in_sequence_dict[ self.fix.ExecutionReport] = self.onExecution
def onExecution(self, msg, seq, dup):
print "WOOHOO got an execution "
msg.dump()
def loggedOn(self):
print "LOGGED ON!!!! - no gaps"
if 1:
for i in range(10):
self.sendOrder()
def onStateChange(self, old, newState ):
print "My State change %s -> %s" % (old, newState)
if newState == self.normal_message_processing:
self.sendOrder()
elif newState==self.logged_out_state:
from pyfix.FIXProtocol import InitiatingFIXProtocol, SessionManager
from pyfix.FIXSpec import parse_specification
from datetime import datetime
from pyfix.tx.fixConfig import NativeConfig
from twisted.internet import reactor
import yaml
fix = parse_specification("FIX.4.2")
class SendingProtocol(InitiatingFIXProtocol):
def __init__(self, *args, **kwargs):
InitiatingFIXProtocol.__init__(self, *args, **kwargs)
#self.dispatchMap[ self.pyfix.ExecutionReport ] = self.onExecution
self.normalMessageProcessing.inSequenceMap[
self.fix.ExecutionReport] = self.onExecution
def onExecution(self, msg, seq, dup):
print "WOOHOO got an execution "
msg.dump()
def loggedOn(self):
print "LOGGED ON!!!! - no gaps"
if 1:
for i in range(10):
self.sendOrder()
def onStateChange(self, old, newState):
print "My State change %s -> %s" % (old, newState)
if newState == self.normalMessageProcessing:
from pyfix.FIXSpec import parse_specification, BusinessReject
import unittest
from datetime import datetime
fix = parse_specification( 'FIX.4.2')
#Noddy Change
class FieldTest( unittest.TestCase ):
def __str__(self):
return "%s %s" % ( unittest.TestCase.__str__(self), self.field.to_fix() )
__repr__=__str__
def __init__(self, *args, **kwargs):
# TestCase docs says sholdn't mess with the signature.
self.field = kwargs['field']
del kwargs['field']
unittest.TestCase.__init__(self, *args, **kwargs)
def test_success(self):
"""Works"""
self.field.validate( fix)
def test_failure(self):
self.assertRaises( BusinessReject, self.field.validate, fix)
shouldPass = [ fix.ClOrdID('wayhey' ),
fix.OrderQty(100),
fix.SendingTime( datetime.now() ),
import yaml
from pyfix.FIXProtocol import SessionManager
from pyfix.FIXSpec import parse_specification
from pyfix.FIXConfig import makeConfig
fix = parse_specification(version="FIX.4.2")
config = yaml.load(open('../config/receiver.yaml', 'r'))
if __name__ == '__main__':
receiverConfig = makeConfig(config)
sm = SessionManager(fix, receiverConfig)
from twisted.internet import reactor
print "About to listen"
sm.getConnected()
reactor.run()
from pyfix.FIXSpec import parse_specification, BusinessReject
import unittest
from datetime import datetime
fix = parse_specification('FIX.4.2')
#Noddy Change
class FieldTest(unittest.TestCase):
def __str__(self):
return "%s %s" % (unittest.TestCase.__str__(self), self.field.to_fix())
__repr__ = __str__
def __init__(self, *args, **kwargs):
# TestCase docs says sholdn't mess with the signature.
self.field = kwargs['field']
del kwargs['field']
unittest.TestCase.__init__(self, *args, **kwargs)
def test_success(self):
"""Works"""
self.field.validate(fix)
def test_failure(self):
self.assertRaises(BusinessReject, self.field.validate, fix)
shouldPass = [
