def main(
pair: str,
depth: int,
theta: float,
window_size: int,
sleep_seconds: int,
position_size: float,
):
"""
Load and log price information from kraken
"""
sobi_strategy = SobiStrategy(window_size=window_size,
theta=theta,
depth=depth,
position_size=position_size)
backtester = Backtest()
data_center = DataCenter(pair=pair)
while True:
# query latest data from exchange
market_state = data_center.get_market_data()
# update indicators and signals
sobi_strategy.update_market_state(current_state=market_state)
desired_position = sobi_strategy.desired_position
# create orders and calculate pnl
backtester.update_market_state(market_state)
backtester.rebalance_position(desired_position)
pnl = backtester.get_current_profit()
last_order = backtester.get_last_order()
# log output to console
log_info = dict(
time_rfc=market_state["time"],
midprice=market_state["order_book"].midprice,
best_bid=market_state["order_book"].best_bid,
best_ask=market_state["order_book"].best_ask,
**sobi_strategy.indicators,
**sobi_strategy.signals,
last_order=last_order,
pnl=pnl,
)
log_msg = ut.get_log_msg(log_info)
logging.info(log_msg)
# conform to krakens call rate limit
time.sleep(sleep_seconds)
def main(
pair: str,
strategy: Strategy,
):
"""
Initialize context and run the given stragety
"""
backtester = Backtest()
data_center = DataCenter(pair=pair)
while True:
run_iteration(pair=pair,
strategy=strategy,
engine=backtester,
data_center=data_center)
import time
from db_helper import DBHelper
from data_center import DataCenter
from Utils import utils
if __name__ == "__main__":
db = DBHelper()
dc = DataCenter(db)
last_day = ""
while True:
if last_day == "":
last_day = db.get_max_day()
day = str(utils.today())
if day != last_day:
dc.record(day)
last_day = day
time.sleep(60)
if not self.vm.resetMachine(vmId):
break
EventManager.trigger(
Event('Socket.addReply.' + clientId,
Message(cmd=Message.CMD_RESET_VM_OK)))
return True
Log.e("重启虚拟机失败")
class ExternalManager(QObject):
EXTERNAL_SERVER_PORT = 22333
def __init__(self, parent=None):
QObject.__init__(self, parent)
self.server = Server(self.EXTERNAL_SERVER_PORT)
self.dispatcher = ExternalDispatcher(self.server)
self.server.setDispatcher(self.dispatcher)
def start(self):
self.server.start()
if __name__ == '__main__':
from PyQt5.QtCore import *
import sys
from data_center import DataCenter
app = QCoreApplication(sys.argv)
dC = DataCenter()
s = ExternalManager()
s.start()
app.exec_()