def handle_bar(self, event):
if self._force_run_before_trading:
self.before_trading(event)
else:
bar_dict = event.bar_dict
with ExecutionContext(EXECUTION_PHASE.ON_BAR):
with ModifyExceptionFromType(EXC_TYPE.USER_EXC):
self._handle_bar(self._user_context, bar_dict)
def before_trading_(self, event):
with ExecutionContext(EXECUTION_PHASE.BEFORE_TRADING):
self._stage = 'before_trading'
for day_rule, time_rule, func in self._registry:
if day_rule() and time_rule():
with ModifyExceptionFromType(EXC_TYPE.USER_EXC):
func(self._ucontext, None)
self._stage = None
def handle_tick(self, event):
if self._force_run_before_trading:
self.before_trading(event)
else:
tick = event.tick
with ExecutionContext(EXECUTION_PHASE.ON_TICK):
with ModifyExceptionFromType(EXC_TYPE.USER_EXC):
self._handle_tick(self._user_context, tick)
def init(self):
if self._init:
with ExecutionContext(EXECUTION_PHASE.ON_INIT):
with ModifyExceptionFromType(EXC_TYPE.USER_EXC):
self._init(self._user_context)
Environment.get_instance().event_bus.publish_event(
Event(EVENT.POST_USER_INIT))
def next_bar_(self, event):
bars = event.bar_dict
with ExecutionContext(EXECUTION_PHASE.SCHEDULED):
self._current_minute = self._minutes_since_midnight(self._ucontext.now.hour, self._ucontext.now.minute)
for day_rule, time_rule, func in self._registry:
if day_rule() and time_rule():
with ModifyExceptionFromType(EXC_TYPE.USER_EXC):
func(self._ucontext, bars)
self._last_minute = self._current_minute
def end(self):
if not self._end:
return
with ExecutionContext(EXECUTION_PHASE.FINALIZED):
with ModifyExceptionFromType(EXC_TYPE.USER_EXC):
self._end(self._user_context)
Environment.get_instance().event_bus.publish_event(
Event(EVENT.POST_USER_END))
def before_trading(self, event):
self._force_run_before_trading = False
with ExecutionContext(EXECUTION_PHASE.BEFORE_TRADING):
with ModifyExceptionFromType(EXC_TYPE.USER_EXC):
self._before_trading(self._user_context)
def after_trading(self, event):
with ExecutionContext(EXECUTION_PHASE.AFTER_TRADING):
with ModifyExceptionFromType(EXC_TYPE.USER_EXC):
self._after_trading(self._user_context)
def handle_bar(self, event):
bar_dict = event.bar_dict
with ExecutionContext(EXECUTION_PHASE.ON_BAR):
with ModifyExceptionFromType(EXC_TYPE.USER_EXC):
self._handle_bar(self._user_context, bar_dict)
def wrapped_handler(event):
with ExecutionContext(EXECUTION_PHASE.GLOBAL):
with ModifyExceptionFromType(EXC_TYPE.USER_EXC):
return handler(self._user_context, event)
def handle_tick(self, event):
tick = event.tick
with ExecutionContext(EXECUTION_PHASE.ON_TICK):
with ModifyExceptionFromType(EXC_TYPE.USER_EXC):
self._handle_tick(self._user_context, tick)
def open_auction(self, event):
bar_dict = event.bar_dict
with ExecutionContext(EXECUTION_PHASE.OPEN_AUCTION):
with ModifyExceptionFromType(EXC_TYPE.USER_EXC):
self._open_auction(self._user_context, bar_dict)
