def __init__(self, maxLen=None):
super(SequenceDataSeries, self).__init__()
maxLen = get_checked_max_len(maxLen)
self.__newValueEvent = observer.Event()
self.__values = collections.ListDeque(maxLen)
self.__dateTimes = collections.ListDeque(maxLen)
def __init__(self,
consumerKey,
consumerSecret,
accessToken,
accessTokenSecret,
track=[],
follow=[],
languages=[]):
assert isinstance(track, list), "track must be a list"
assert isinstance(follow, list), "follow must be a list"
assert isinstance(languages, list), "languages must be a list"
super(TwitterFeed, self).__init__()
self.__event = observer.Event()
self.__queue = Queue.Queue()
self.__thread = None
self.__running = False
listener = Listener(self.__queue)
auth = tweepy.OAuthHandler(consumerKey, consumerSecret)
auth.set_access_token(accessToken, accessTokenSecret)
self.__stream = tweepy.Stream(auth, listener)
self.__track = track
self.__follow = follow
self.__languages = languages
def __init__(self, maxLen):
super(BaseFeed, self).__init__()
maxLen = dataseries.get_checked_max_len(maxLen)
self.__ds = {}
self.__event = observer.Event()
self.__maxLen = maxLen
def __init__(self, maxLen=None):
super(LiveTradeFeed, self).__init__(bar.Frequency.TRADE, maxLen)
self.__barDicts = []
self.registerInstrument(common.btc_symbol)
self.__prevTradeDateTime = None
self.__thread = None
self.__initializationOk = None
self.__enableReconnection = True
self.__stopped = False
self.__orderBookUpdateEvent = observer.Event()
def __init__(self, cash, barFeed, commission=None):
super(Broker, self).__init__()
assert (cash >= 0)
self.__cash = cash
if commission is None:
self.__commission = NoCommission()
else:
self.__commission = commission
self.__shares = {}
self.__activeOrders = {}
self.__useAdjustedValues = False
self.__fillStrategy = fillstrategy.DefaultStrategy()
self.__logger = logger.getLogger(Broker.LOGGER_NAME)
# It is VERY important that the broker subscribes to barfeed events before the strategy.
barFeed.getNewValuesEvent().subscribe(self.onBars)
self.__barFeed = barFeed
self.__allowNegativeCash = False
self.__nextOrderId = 1
self.__equityEvent = observer.Event()
self.__equityEvent.subscribe(self.__fixPostionsAndCash)
def __init__(self, barFeed, broker):
self.__barFeed = barFeed
self.__broker = broker
self.__activePositions = set()
self.__orderToPosition = {}
self.__barsProcessedEvent = observer.Event()
self.__analyzers = []
self.__namedAnalyzers = {}
self.__resampledBarFeeds = []
self.__dispatcher = dispatcher.Dispatcher()
self.__broker.getOrderUpdatedEvent().subscribe(self.__onOrderEvent)
self.__barFeed.getNewValuesEvent().subscribe(self.__onBars)
self.__dispatcher.getStartEvent().subscribe(self.onStart)
self.__dispatcher.getIdleEvent().subscribe(self.__onIdle)
# It is important to dispatch broker events before feed events, specially if we're backtesting.
self.__dispatcher.addSubject(self.__broker)
self.__dispatcher.addSubject(self.__barFeed)
# Initialize logging.
self.__logger = logger.getLogger(BaseStrategy.LOGGER_NAME)
self.__count = 0
def __init__(self):
super(Broker, self).__init__()
self.__orderEvent = observer.Event()
def __init__(self):
super(ReturnsAnalyzerBase, self).__init__()
self.__event = observer.Event()
self.__portfolioReturns = None
def __init__(self):
self.__subjects = []
self.__stop = False
self.__startEvent = observer.Event()
self.__idleEvent = observer.Event()
self.__currDateTime = None