def __init__(self, algo, working_capital, order_book, data_provider):
if not isinstance(algo, Framework):
raise TypeError(
"algorithm must be a subclass of strategy.strategy.Framework")
if not isinstance(order_book, OrderBook):
raise TypeError("order_book must be a subclass of OrderBook")
if not isinstance(data_provider, MarketData):
raise TypeError("data_provider must be a subclass of MarketData")
self.algo = algo
self.starting_capital = working_capital
self.order_book = order_book
self.data_provider = data_provider
self.context = Context(working_capital, self.order_book,
self.algo.analysis_symbols(),
self.algo.quote_cache_size())
self.algo.initialise_context(self.context)
self.order_book.addOrderStatusObserver(self.context,
self.order_status_update)
self.order_book.addPositionStatusObserver(
self.context, self.position_status_observer)
for (symbol, period, callback) in self.algo.analysis_symbols():
self.data_provider.addPriceObserver(
symbol, period, partial(self.handle_tick_update, callback))
def setUp(self):
Symbol.set_info_provider(DummySymbolProvider())
self.order_router = TestOrderRouter()
self.algo = NakedBigShadow(10, 50, 100, MarketDataPeriod.HOUR_1)
self.context = Context(10000, OrderBook(self.order_router, BacktestOrderbookPersist()), self.algo.analysis_symbols(), self.algo.quote_cache_size())
