def start_up(self, env, mod_config):
if env.config.base.run_type == RUN_TYPE.LIVE_TRADING:
return
mod_config.matching_type = self.parse_matching_type(mod_config.matching_type)
if env.config.base.margin_multiplier <= 0:
raise patch_user_exc(ValueError(_(u"invalid margin multiplier value: value range is (0, +∞]")))
if env.config.base.frequency == "tick":
mod_config.volume_limit = False
if mod_config.matching_type not in [
MATCHING_TYPE.NEXT_TICK_LAST,
MATCHING_TYPE.NEXT_TICK_BEST_OWN,
MATCHING_TYPE.NEXT_TICK_BEST_COUNTERPARTY,
]:
raise RuntimeError(_("Not supported matching type {}").format(mod_config.matching_type))
else:
if mod_config.matching_type not in [
MATCHING_TYPE.NEXT_BAR_OPEN,
MATCHING_TYPE.CURRENT_BAR_CLOSE,
]:
raise RuntimeError(_("Not supported matching type {}").format(mod_config.matching_type))
if mod_config.signal:
env.set_broker(SignalBroker(env, mod_config))
else:
env.set_broker(SimulationBroker(env, mod_config))
event_source = SimulationEventSource(env)
env.set_event_source(event_source)
env.event_bus.add_listener(EVENT.BEFORE_SYSTEM_RESTORED, self._before_system_restore)
def start_up(self, env, mod_config):
self._env = env
if env.config.base.run_type == RUN_TYPE.LIVE_TRADING:
return
mod_config.matching_type = self.parse_matching_type(
mod_config.matching_type)
if env.config.base.margin_multiplier <= 0:
raise patch_user_exc(
ValueError(
_(u"invalid margin multiplier value: value range is (0, +∞]"
)))
if env.config.base.frequency == "tick":
mod_config.volume_limit = False
if mod_config.matching_type not in [
MATCHING_TYPE.NEXT_TICK_LAST,
MATCHING_TYPE.NEXT_TICK_BEST_OWN,
MATCHING_TYPE.NEXT_TICK_BEST_COUNTERPARTY,
MATCHING_TYPE.COUNTERPARTY_OFFER,
]:
raise RuntimeError(
_("Not supported matching type {}").format(
mod_config.matching_type))
else:
if mod_config.matching_type not in [
MATCHING_TYPE.NEXT_BAR_OPEN,
MATCHING_TYPE.VWAP,
MATCHING_TYPE.CURRENT_BAR_CLOSE,
]:
raise RuntimeError(
_("Not supported matching type {}").format(
mod_config.matching_type))
if env.config.base.frequency == "1d" and mod_config.matching_type == MATCHING_TYPE.NEXT_BAR_OPEN:
mod_config.matching_type = MATCHING_TYPE.CURRENT_BAR_CLOSE
user_system_log.warn(
_(u"matching_type = 'next_bar' is abandoned when frequency == '1d',"
u"Current matching_type is 'current_bar'."))
if mod_config.signal:
env.set_broker(SignalBroker(env, mod_config))
else:
env.set_broker(SimulationBroker(env, mod_config))
if mod_config.management_fee:
env.event_bus.add_listener(EVENT.POST_SYSTEM_INIT,
self.register_management_fee_calculator)
event_source = SimulationEventSource(env)
env.set_event_source(event_source)
def init_fixture(self):
from rqalpha.mod.rqalpha_mod_sys_simulation.simulation_event_source import SimulationEventSource
super(SimulationEventSourceFixture, self).init_fixture()
self.simulation_event_source = SimulationEventSource(self.env)