class TradingEngineThread(Thread):
def __init__(self, pubsub, securities, strategy):
Thread.__init__(self)
self.trading_engine = TradingEngine(pubsub, strategy)
for security in securities:
self.trading_engine.listen(security)
def run(self):
while True:
self.trading_engine.consume()
class TradingEngineThread(Thread):
def __init__(self, pubsub, securities, strategy):
Thread.__init__(self)
self.trading_engine = TradingEngine(pubsub, strategy)
for security in securities:
self.trading_engine.listen(security)
def run(self):
while True:
self.trading_engine.consume()
def test_register_strategy(self):
trading_engine = TradingEngine()
trading_engine.register(self.strategy)
# lets check that the trading engine was setup correctly
for key in trading_engine.subscribers.keys():
event = trading_engine.subscribers[key]
for strategy in event.keys():
self.assertEquals(self.strategy, strategy)
self.assertEquals(self.symbols, event[strategy]['symbols'])
self.assertEquals(0, event[strategy]['fail'])
def __init__(self, pubsub, securities, strategy):
Thread.__init__(self)
self.trading_engine = TradingEngine(pubsub, strategy)
for security in securities:
self.trading_engine.listen(security)
def test_unregister_strategy(self):
trading_engine = TradingEngine()
trading_engine.register(self.strategy)
self.assertEquals(len(trading_engine.strategies), 2)
trading_engine.unregister(self.strategy)
# since this was the only strategy check if events is empty
self.assertEquals(len(trading_engine.strategies), 0)
trading_engine.register(self.strategy)
trading_engine.register(self.strategy2)
self.assertEquals(len(trading_engine.strategies), 2)
self.assertEquals(len(map(lambda vdict: vdict.keys(), trading_engine.strategies.values())[0]), 2)
self.assertEquals(len(map(lambda vdict: vdict.keys(), trading_engine.strategies.values())[1]), 2)
trading_engine.unregister(self.strategy)
self.assertEquals(len(trading_engine.strategies.keys()), 2)
self.assertEquals(len(map(lambda vdict: vdict.keys(), trading_engine.strategies.values())[0]), 1)
self.assertEquals(len(map(lambda vdict: vdict.keys(), trading_engine.strategies.values())[1]), 1)
def test_stop(self):
trading_engine = TradingEngine()
self.assertFalse(trading_engine._stop)
trading_engine.stop()
self.assertTrue(trading_engine._stop)
def test_register_strategy(self):
trading_engine = TradingEngine(self.pubsub, self.strategy)
def __init__(self, pubsub, securities, strategy):
Thread.__init__(self)
self.trading_engine = TradingEngine(pubsub, strategy)
for security in securities:
self.trading_engine.listen(security)