'port': 6379,
'db': 0,
}
redis_conn = StrictRedis(**config)
engine = create_engine('sqlite://')
session_factory = sessionmaker(bind=engine)
Session = scoped_session(session_factory)
session = Session()
Base.metadata.create_all(engine)
usd = Currency(name='Dollar', code='USD')
nasdaq = Exchange(name='NASDAQ', currency=usd)
stock_ebay = Stock(symbol='EBAY', exchange=nasdaq, ISIN='US2786421030', description='')
owner = Owner(name='Lucky')
broker = Broker(name='Cheap Broker')
account = Account(owner=owner, broker=broker)
pesos = Currency(name='Pesos', code='ARG')
account.deposit(Money(amount=1000, currency=pesos))
config_file = "backtest_smaPortfolio.ini"
config = PyConfig(config_file)
th_tick_feeder = TickFeederThread(config, redis_conn, securities=[stock_ebay])
start = datetime.now()
end = datetime.now() - timedelta(days=30)
th_back_tester=BackTesterThread(config=config, pubsub=redis_conn, session=session, account=account, securities=[stock_ebay])
th_back_tester.start()
th_tick_feeder.start()
Session.remove()
redis_conn = StrictRedis(**config)
engine = create_engine('sqlite://')
session_factory = sessionmaker(bind=engine)
Session = scoped_session(session_factory)
session = Session()
Base.metadata.create_all(engine)
usd = Currency(name='Dollar', code='USD')
nasdaq = Exchange(name='NASDAQ', currency=usd)
stock_ebay = Stock(symbol='EBAY', exchange=nasdaq, ISIN='US2786421030', description='')
owner = Owner(name='Lucky')
broker = Broker(name='Cheap Broker')
account = Account(owner=owner, broker=broker)
pesos = Currency(name='Pesos', code='ARG')
account.deposit(Money(amount=1000, currency=pesos))
config_file = "backtest_smaPortfolio.ini"
config = PyConfig(config_file)
strategy = StrategyFactory.create_strategy(config.get(CONF_ULTRAFINANCE_SECTION, CONF_STRATEGY_NAME),
config.getSection(CONF_ULTRAFINANCE_SECTION))
th_tick_feeder = BackTesterThread(config, redis_conn, securities=[stock_ebay])
start = datetime.now()
end = datetime.now() - timedelta(days=30)
th_trading_engine = TradingEngineThread(redis_conn.pubsub(), securities=[stock_ebay], strategy=strategy)
th_tick_feeder.start()
th_trading_engine.start()
Session.remove()
nasdaq = Exchange(name='NASDAQ', currency=usd)
stock_ebay = Stock(symbol='EBAY',
exchange=nasdaq,
ISIN='US2786421030',
description='')
owner = Owner(name='Lucky')
broker = Broker(name='Cheap Broker')
account = Account(owner=owner, broker=broker)
pesos = Currency(name='Pesos', code='ARG')
account.deposit(Money(amount=1000, currency=pesos))
config_file = "backtest_smaPortfolio.ini"
config = PyConfig(config_file)
strategy = StrategyFactory.create_strategy(
config.get(CONF_ULTRAFINANCE_SECTION, CONF_STRATEGY_NAME),
config.getSection(CONF_ULTRAFINANCE_SECTION))
th_tick_feeder = BackTesterThread(config,
redis_conn,
securities=[stock_ebay])
start = datetime.now()
end = datetime.now() - timedelta(days=30)
th_trading_engine = TradingEngineThread(redis_conn.pubsub(),
securities=[stock_ebay],
strategy=strategy)
th_tick_feeder.start()
th_trading_engine.start()
Session.remove()