def __init__(self, *args, **kwargs):
self.algo_namespace = kwargs.pop('algo_namespace', None)
self.live_graph = kwargs.pop('live_graph', None)
self.stats_output = kwargs.pop('stats_output', None)
self._analyze_live = kwargs.pop('analyze_live', None)
self._clock = None
self.frame_stats = list()
self.pnl_stats = get_algo_df(self.algo_namespace, 'pnl_stats')
self.custom_signals_stats = \
get_algo_df(self.algo_namespace, 'custom_signals_stats')
self.exposure_stats = \
get_algo_df(self.algo_namespace, 'exposure_stats')
self.is_running = True
self.stats_minutes = 1
self._last_orders = []
self.trading_client = None
super(ExchangeTradingAlgorithmLive, self).__init__(*args, **kwargs)
try:
signal.signal(signal.SIGINT, self.signal_handler)
except ValueError:
log.warn("Can't initialize signal handler inside another thread."
"Exit should be handled by the user.")
log.info('initialized trading algorithm in live mode')
def __init__(self, *args, **kwargs):
self.algo_namespace = kwargs.pop('algo_namespace', None)
self.live_graph = kwargs.pop('live_graph', None)
self.stats_output = kwargs.pop('stats_output', None)
self._analyze_live = kwargs.pop('analyze_live', None)
self.start = kwargs.pop('start', None)
self.is_start = kwargs.pop('is_start', True)
self.end = kwargs.pop('end', None)
self.is_end = kwargs.pop('is_end', True)
self._clock = None
self.frame_stats = list()
# erase the frame_stats folder to avoid overloading the disk
error = clear_frame_stats_directory(self.algo_namespace)
if error:
log.warning(error)
# in order to save paper & live files separately
self.mode_name = 'paper' if kwargs['simulate_orders'] else 'live'
self.pnl_stats = get_algo_df(
self.algo_namespace,
'pnl_stats_{}'.format(self.mode_name),
)
self.custom_signals_stats = get_algo_df(
self.algo_namespace,
'custom_signals_stats_{}'.format(self.mode_name)
)
self.exposure_stats = get_algo_df(
self.algo_namespace,
'exposure_stats_{}'.format(self.mode_name)
)
self.is_running = True
self.stats_minutes = 1
self._last_orders = []
self._last_open_orders = []
self.trading_client = None
super(ExchangeTradingAlgorithmLive, self).__init__(*args, **kwargs)
try:
signal.signal(signal.SIGINT, self.signal_handler)
except ValueError:
log.warn("Can't initialize signal handler inside another thread."
"Exit should be handled by the user.")