def testMarketOrderShort(self):
self._placed_smo = False
mf = MultiFeed()
mf.register_feed(self._feed)
self._broker = BacktestingBroker(10000, mf)
mf.subscribe(self.on_bars_3)
self._broker.getOrderUpdatedEvent().subscribe(self.on_order_update_3)
mf.start()
def __init__(self, barFeed, cash=1000000, broker_=None):
self.__feed = barFeed
self.__activePositions = {}
self.__orderToPosition = {}
self.__barsProcessedEvent = observer.Event()
self.__orderUpdatedEvent = observer.Event()
self.__analyzers = []
self.__namedAnalyzers = {}
if broker_ == None:
# When doing backtesting (broker_ == None), the broker should subscribe to barFeed events before the strategy.
# This is to avoid executing orders placed in the current tick.
self.__broker = BacktestingBroker(cash, barFeed)
else:
self.__broker = broker_
self.__broker.getOrderUpdatedEvent().subscribe(self.__onOrderUpdate)
# very important that this happens after the broker subscribes to the feed
self.__feed.subscribe(self.__onBars)
