def __init__(self, data_source):
     self._data_source = data_source
     try:
         self.get_risk_free_rate = data_source.get_risk_free_rate
     except AttributeError:
         pass
     InstrumentMixin.__init__(self, data_source.get_all_instruments())
     TradingDatesMixin.__init__(self, data_source.get_trading_calendar())
Exemple #2
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 def __init__(self, data_source):
     self._data_source = data_source
     try:
         self.get_risk_free_rate = data_source.get_risk_free_rate
     except AttributeError:
         pass
     InstrumentMixin.__init__(self, data_source.get_all_instruments())
     TradingDatesMixin.__init__(self, data_source.get_trading_calendar())
Exemple #3
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 def __init__(self, data_source, price_board):
     self._data_source = data_source
     self._price_board = price_board
     try:
         self.get_risk_free_rate = data_source.get_risk_free_rate
     except AttributeError:
         pass
     InstrumentMixin.__init__(self, data_source.get_all_instruments())
     try:
         trading_calendars = data_source.get_trading_calendars()
     except NotImplementedError:
         # forward compatible
         trading_calendars = {
             TRADING_CALENDAR_TYPE.EXCHANGE:
             data_source.get_trading_calendar()
         }
     TradingDatesMixin.__init__(self, trading_calendars)