def run_livefeed(file: str, bar_type: str, threshold: int, exchange_name: str,
pair: str) -> None:
hub = Hub()
bar_generator = new_bar_generator(bar_type, hub, threshold)
filename = 'output-live.csv'
bar_writer = CSVBarWriter(hub, filename, dump_wait=False)
broker = BacktestBroker(hub)
strategy = read_and_run_strategy_file(file)(hub, broker)
exchange = getattr(exchanges, exchange_name)
trade_processor = FeedProcessor(hub, exchange, pair)
trade_processor.run()
def test_mullti_strategy_on_new_bar_is_called():
hub = Hub()
publisher = Publisher(hub, 'test-publisher')
trade = Trade(12345, price=1.0, amount=1.0)
bar = Bar(trade)
exchange = 'test'
market = Markets.BTCEUR
broker = BacktestBroker(hub)
strat = NewBarTestMultiStrategy(hub, broker)
publisher.publish([f'{exchange}-{market}', 'new-bar'], bar)
assert strat.on_new_bar_called
def test_multi_strategy_stores_bars():
hub = Hub()
publisher = Publisher(hub, 'test-publisher')
bars = [1, 2, 3]
exchange = 'test'
market = Markets.BTCUSD
broker = BacktestBroker(hub)
strat = NewBarTestMultiStrategy(hub, broker)
[
publisher.publish([f'{exchange}-{market}', 'new-bar'], bar)
for bar in bars
]
assert strat.bars['test-BTCUSD'] == bars
def test_tick_bar_generation_after_threshold():
hub = Hub()
publisher = Publisher(hub, 'test-publisher')
generator = TickBarGenerator(hub, threshold=3)
subscriber = Subscriber(hub, 'test-subscriber')
bars = []
def new_bar_handler(key, bar):
bars.append(bar)
subscriber.add_sync_listener(events.AnyNewBar, new_bar_handler)
assert len(bars) == 0
for i in range(5):
trade = Trade(12345, price=1.0, amount=1.0)
publisher.publish(['test-BTCUSD', 'new-trade'], trade)
assert len(bars) == 1
def hub() -> Hub:
return Hub()
def hub():
return Hub()