class MainWindowController(QObject):
'''
'''
def __init__(self, zeromq_context, window):
'''
Constructor
'''
self.zeromq_context = zeromq_context
self.window = window
self.timeSeries = TimeSeries()
self.window.view.setData(self.timeSeries)
self.presentation = None
def incomingBar(self, ticker, bar):
self.timeSeries.addPoint(bar.timestamp, bar)
self.window.view.update()
def incomingTick(self, ticker, tick):
self.timeSeries.addPoint(tick.timestamp.toDatetime(), tick)
def incomingEvent(self):
self.window.view.update()
def startStream(self, streamParameters):
if streamParameters['type'] == 'attach':
self.client = QuotesourceClient(self.zeromq_context, streamParameters['control-ep'])
self.client.setSummaryCallback(self.incomingBar)
self.client.setTickCallback(self.incomingTick)
self.client.setEventCallback(self.incomingEvent)
try:
from_time = streamParameters['from']
except KeyError:
from_time = None
try:
to_time = streamParameters['to']
except KeyError:
to_time = None
if self.presentation is None:
self.presentation = ClusterChartPresentation(streamParameters['cluster-chart/cluster-size'], streamParameters['cluster-chart/bar-length'] * 60)
self.window.view.setPresentation(self.presentation)
self.client.startStream(streamParameters['source'], streamParameters['ticker-selectors'], from_time, to_time, streamParameters['delay'])
def stopAllStreams(self):
self.client.stopStream()
def startStream(self, streamParameters):
if streamParameters['type'] == 'attach':
self.client = QuotesourceClient(self.zeromq_context, streamParameters['control-ep'])
self.client.setSummaryCallback(self.incomingBar)
self.client.setTickCallback(self.incomingTick)
self.client.setEventCallback(self.incomingEvent)
try:
from_time = streamParameters['from']
except KeyError:
from_time = None
try:
to_time = streamParameters['to']
except KeyError:
to_time = None
if self.presentation is None:
self.presentation = ClusterChartPresentation(streamParameters['cluster-chart/cluster-size'], streamParameters['cluster-chart/bar-length'] * 60)
self.window.view.setPresentation(self.presentation)
self.client.startStream(streamParameters['source'], streamParameters['ticker-selectors'], from_time, to_time, streamParameters['delay'])
def setUp(self):
self.ctx = zmq.Context()
self.client = QuotesourceClient(self.ctx, "inproc://control")
self.control = self.ctx.socket(zmq.ROUTER)
self.control.bind("inproc://control")
class Test(unittest.TestCase):
def setUp(self):
self.ctx = zmq.Context()
self.client = QuotesourceClient(self.ctx, "inproc://control")
self.control = self.ctx.socket(zmq.ROUTER)
self.control.bind("inproc://control")
def tearDown(self):
self.client.stopStream()
self.ctx.destroy()
def sendControlResponse(self, json_object):
self.control.send_multipart([self.peer_id, b'', bytes([MessageType.control.value]), json.dumps(json_object).encode('utf-8')])
def recvControlRequest(self):
response = self.control.recv_multipart()
self.peer_id = response[0]
self.assertEqual(b'', response[1])
self.assertEqual(bytes([MessageType.control.value]), response[2])
return json.loads(response[3].decode('utf-8'))
def sendStreamData(self, parts):
self.control.send_multipart([self.peer_id, b'', bytes([MessageType.stream.value])] + parts)
def testSummary(self):
es = EventSpy()
self.client.setSummaryCallback(es.barCallback)
self.client.startStream("test-source", ["GAZP"], None, None, 0)
stream_request = self.recvControlRequest()
self.assertEqual('start', stream_request['command'])
self.sendControlResponse({'result' : 'success'})
bar = Summary(Timestamp(12, 34), Datatype.price,
FixedDecimal(10, 120000000), FixedDecimal(10, 0), FixedDecimal(13, 0), FixedDecimal(12, 0),
123456, 300)
self.sendStreamData([b'MOEX:GAZP', bar.toBytes()])
while len(es.bars) == 0: # Wait for incoming bar
pass
self.assertGreater(len(es.bars), 0)
(ticker, received_bar) = es.bars[0]
self.assertEqual(b'MOEX:GAZP', ticker)
self.assertEqual(12, received_bar.timestamp.timestamp)
self.assertEqual(34, received_bar.timestamp.nsecond)
self.assertAlmostEqual(10.12, float(received_bar.open))
self.assertAlmostEqual(10.00, float(received_bar.high))
self.assertAlmostEqual(13.00, float(received_bar.low))
self.assertAlmostEqual(12.00, float(received_bar.close))
self.assertEqual(123456, received_bar.volume)
self.assertEqual(300, received_bar.period)
def testTick(self):
es = EventSpy()
self.client.setTickCallback(es.tickCallback)
self.client.startStream("test-source", ["GAZP"], None, None, 0)
stream_request = self.recvControlRequest()
self.assertEqual('start', stream_request['command'])
self.sendControlResponse({'result' : 'success'})
tick = Tick(Timestamp(12, 34), Datatype.price,
FixedDecimal(10, 120000000), -123456)
self.sendStreamData([b'MOEX:GAZP', tick.toBytes()])
while len(es.ticks) == 0: # Wait for incoming tick
pass
self.assertGreater(len(es.ticks), 0)
(ticker, received_tick) = es.ticks[0]
self.assertEqual(b'MOEX:GAZP', ticker)
self.assertEqual(12, received_tick.timestamp.timestamp)
self.assertEqual(34, received_tick.timestamp.nsecond)
self.assertAlmostEqual(10.12, float(received_tick.value))
self.assertEqual(-123456, received_tick.volume)
def testSummary_severalBarsInOnePacket(self):
es = EventSpy()
self.client.setSummaryCallback(es.barCallback)
self.client.startStream("test-source", ["GAZP"], None, None, 0)
stream_request = self.recvControlRequest()
self.assertEqual('start', stream_request['command'])
self.sendControlResponse({'result' : 'success'})
bar1 = Summary(Timestamp(12, 34), Datatype.price,
FixedDecimal(10, 120000000), FixedDecimal(10, 0), FixedDecimal(13, 0), FixedDecimal(12, 0),
123456, 300)
bar2 = Summary(Timestamp(13, 0), Datatype.price,
FixedDecimal(11, 120000000), FixedDecimal(11, 0), FixedDecimal(14, 0), FixedDecimal(13, 0),
123000, 300)
self.sendStreamData([b'MOEX:GAZP', bar1.toBytes() + bar2.toBytes()])
while len(es.bars) == 0: # Wait for incoming bar
pass
self.assertGreater(len(es.bars), 0)
(ticker, received_bar) = es.bars[0]
self.assertEqual(b'MOEX:GAZP', ticker)
self.assertEqual(12, received_bar.timestamp.timestamp)
self.assertEqual(34, received_bar.timestamp.nsecond)
self.assertAlmostEqual(10.12, float(received_bar.open))
self.assertAlmostEqual(10.00, float(received_bar.high))
self.assertAlmostEqual(13.00, float(received_bar.low))
self.assertAlmostEqual(12.00, float(received_bar.close))
self.assertEqual(123456, received_bar.volume)
self.assertEqual(300, received_bar.period)
(ticker, received_bar) = es.bars[1]
self.assertEqual(b'MOEX:GAZP', ticker)
self.assertEqual(13, received_bar.timestamp.timestamp)
self.assertEqual(0, received_bar.timestamp.nsecond)
self.assertAlmostEqual(11.12, float(received_bar.open))
self.assertAlmostEqual(11.00, float(received_bar.high))
self.assertAlmostEqual(14.00, float(received_bar.low))
self.assertAlmostEqual(13.00, float(received_bar.close))
self.assertEqual(123000, received_bar.volume)
self.assertEqual(300, received_bar.period)
def testTick_severalTicksInOnePacket(self):
es = EventSpy()
self.client.setTickCallback(es.tickCallback)
self.client.startStream("test-source", ["GAZP"], None, None, 0)
stream_request = self.recvControlRequest()
self.assertEqual('start', stream_request['command'])
self.sendControlResponse({'result' : 'success'})
tick1 = Tick(Timestamp(12, 34), Datatype.price,
FixedDecimal(10, 120000000), -123456)
tick2 = Tick(Timestamp(13, 0), Datatype.price,
FixedDecimal(12, 120000000), 123000)
self.sendStreamData([b'MOEX:GAZP', tick1.toBytes() + tick2.toBytes()])
while len(es.ticks) == 0: # Wait for incoming tick
pass
self.assertGreater(len(es.ticks), 0)
(ticker, received_tick) = es.ticks[0]
self.assertEqual(b'MOEX:GAZP', ticker)
self.assertEqual(12, received_tick.timestamp.timestamp)
self.assertEqual(34, received_tick.timestamp.nsecond)
self.assertAlmostEqual(10.12, float(received_tick.value))
self.assertEqual(-123456, received_tick.volume)
(ticker, received_tick) = es.ticks[1]
self.assertEqual(b'MOEX:GAZP', ticker)
self.assertEqual(13, received_tick.timestamp.timestamp)
self.assertEqual(0, received_tick.timestamp.nsecond)
self.assertAlmostEqual(12.12, float(received_tick.value))
self.assertEqual(123000, received_tick.volume)
