def testEmitOrder(self):
handlersData = []
def handler3():
handlersData.append(3)
def handler1():
handlersData.append(1)
def handler2():
handlersData.append(2)
event = observer.Event()
event.subscribe(handler1)
event.subscribe(handler2)
event.subscribe(handler3)
event.emit()
self.assertTrue(handlersData == [1, 2, 3])
handlersData = []
event = observer.Event()
event.subscribe(handler3)
event.subscribe(handler2)
event.subscribe(handler1)
event.emit()
self.assertTrue(handlersData == [3, 2, 1])
def __init__(self,
consumerKey: str,
consumerSecret: str,
accessToken: str,
accessTokenSecret,
track: list = None,
follow: list = None,
languages: list = None):
track = track or []
follow = follow or []
languages = languages or []
assert isinstance(track, list), "track must be a list"
assert isinstance(follow, list), "follow must be a list"
assert isinstance(languages, list), "languages must be a list"
super(TwitterFeed, self).__init__()
self.__event = observer.Event()
self.__queue = queue.Queue()
self.__thread = None
self.__running = False
listener = Listener(self.__queue)
auth = tweepy.OAuthHandler(consumerKey, consumerSecret)
auth.set_access_token(accessToken, accessTokenSecret)
self.__stream = tweepy.Stream(auth, listener)
self.__track = track
self.__follow = follow
self.__languages = languages
def __init__(self, maxLen=None):
super(SequenceDataSeries, self).__init__()
maxLen = get_checked_max_len(maxLen)
self.__newValueEvent = observer.Event()
self.__values = collections.ListDeque(maxLen)
self.__dateTimes = collections.ListDeque(maxLen)
def testDuplicateHandlers(self):
def handler1():
handlersData.append(1)
handlersData = []
event = observer.Event()
event.subscribe(handler1)
event.subscribe(handler1)
event.emit()
self.assertTrue(handlersData == [1])
def __init__(self, maxLen=None):
super(LiveTradeFeed, self).__init__(bar.Frequency.TRADE, maxLen)
self.__barDicts = []
self.registerInstrument(common.btc_symbol)
self.__prevTradeDateTime = None
self.__thread = None
self.__wsClientConnected = False
self.__enableReconnection = True
self.__stopped = False
self.__orderBookUpdateEvent = observer.Event()
def testUnsuscribeAndResuscribeWhileEmiting(self):
handlersData = []
event = observer.Event()
def handler1():
handlersData.append(1)
event.unsubscribe(handler1)
event.subscribe(handler1)
event.subscribe(handler1)
event.emit()
self.assertTrue(handlersData == [1])
event.emit()
self.assertTrue(handlersData == [1, 1])
def __init__(self, barFeed, broker):
self.__barFeed = barFeed
self.__broker = broker
self.__activePositions = set()
self.__orderToPosition = {}
self.__barsProcessedEvent = observer.Event()
self.__analyzers = []
self.__namedAnalyzers = {}
self.__resampledBarFeeds = []
self.__dispatcher = dispatcher.Dispatcher()
self.__broker.getOrderUpdatedEvent().subscribe(self.__onOrderEvent)
self.__barFeed.getNewValuesEvent().subscribe(self.__onBars)
# onStart will be called once all subjects are started.
self.__dispatcher.getStartEvent().subscribe(self.onStart)
self.__dispatcher.getIdleEvent().subscribe(self.__onIdle)
# It is important to dispatch broker events before feed events, specially if we're backtesting.
self.__dispatcher.addSubject(self.__broker)
self.__dispatcher.addSubject(self.__barFeed)
# Initialize logging.
self.__logger = logger.getLogger(BaseStrategy.LOGGER_NAME)
def testReentrancy(self):
handlersData = []
event = observer.Event()
def handler2():
handlersData.append(2)
def handler1():
handlersData.append(1)
event.subscribe(handler2)
event.subscribe(handler1)
event.subscribe(handler1)
event.emit()
self.assertTrue(handlersData == [1])
event.emit()
self.assertTrue(handlersData == [1, 1, 2])
event.unsubscribe(handler1)
event.emit()
self.assertTrue(handlersData == [1, 1, 2, 2])
event.unsubscribe(handler2)
event.emit()
self.assertTrue(handlersData == [1, 1, 2, 2])
def __init__(self):
super(ReturnsAnalyzerBase, self).__init__()
self.__event = observer.Event()
self.__portfolioReturns = None
def __init__(self, maxLen):
super(BaseFeed, self).__init__()
self.__ds = {}
self.__event = observer.Event()
self.__maxLen = dataseries.get_checked_max_len(maxLen)
def __init__(self, datetimes, priority=None):
super(RealtimeFeed, self).__init__()
self.__datetimes = datetimes
self.__event = observer.Event()
self.__priority = priority
def __init__(self):
super(Broker, self).__init__()
self.__orderEvent = observer.Event()
def __init__(self):
self.__subjects = []
self.__stop = False
self.__startEvent = observer.Event()
self.__idleEvent = observer.Event()
self.__currDateTime = None