Example #1
0
 def _generateTradingInstance(self):
     Settings.defaultSymbolList = self.symbolList
     self.strategy = self.strategyCls()
     self.strategy.events = self.events
     self.strategy.bars = self.dataHandler
     self.strategy.symbolList = self.symbolList
     self.strategy.logger = self.logger
     self.portfolio = self.portfolioCls(self.dataHandler, self.events,
                                        self.dataHandler.getStartDate(),
                                        self.assets, self.initialCapital,
                                        self.benchmark, self.portfolioType)
     self.executionHanlder = self.executionHanlderCls(
         self.events, self.dataHandler, self.portfolio, self.logger)
     self.orderBook = OrderBook()
     self.filledBook = FilledBook()
     self.portfolio.filledBook = self.filledBook
     self.strategy._port = self.portfolio
     self.strategy._posBook = self.portfolio.positionsBook