Exemple #1
0
 def __init__(self, bidPrice=60, offerPrice=None, businessDate=None, partitions=None, gwHost=None, gwPort=None, ofiHost=None, ofiPort=None):
     refdata = ReferenceData(dbhost=options.dbhost, dbport=options.dbport)
     self.refdata = refdata
     self.units = refdata.fetchUnitsUsers()
     self.products = refdata.fetchProductsInstruments(partitions=partitions, closingPositionOnly=False)
     self.securities = refdata.fetchSecurities()
     self.pmmunits = refdata.fetchPMMUnitsProducts()
     self.pmmusers = refdata.fetchPMMUserNameProducts()
     self.houseunits = refdata.fetchHouseUnitsUsers()
     self.mopsuser = refdata.fetchMOPSUserName()
     self.priceSteps = refdata.fetchPriceSteps()
     self.businessDate = businessDate
     self.cachedPrices = {}
     for key, value in refdata.fetchPriceStepTables().iteritems():
         if offerPrice == None:
             self.cachedPrices[key] = Product.generateRandomUpAndDownPrices(60, 60, 100, 1, 0, 0, value, size=1)
         else:
             self.cachedPrices[key] = [(bidPrice, offerPrice)*2]
     self.attempted = 0
     self.successful = 0
     self.unsuccessful = []
     self.gwHost = gwHost
     self.gwPort = gwPort
     self.ofiHost = ofiHost
     self.ofiPort = ofiPort
     self.passwords = {}
     if options.passwords:       
         f = open(options.passwords, "r")
         for line in f.readlines():
             line = line.rstrip("\r\n")
             loginName, password = line.split(",")
             self.passwords[loginName] = password
         f.close()
Exemple #2
0
 def __init__(self,
              bidPrice=60,
              offerPrice=None,
              businessDate=None,
              partitions=None,
              gwHost=None,
              gwPort=None,
              ofiHost=None,
              ofiPort=None):
     refdata = ReferenceData(dbhost=options.dbhost, dbport=options.dbport)
     self.refdata = refdata
     self.units = refdata.fetchUnitsUsers()
     self.products = refdata.fetchProductsInstruments(
         partitions=partitions, closingPositionOnly=False)
     self.securities = refdata.fetchSecurities()
     self.pmmunits = refdata.fetchPMMUnitsProducts()
     self.pmmusers = refdata.fetchPMMUserNameProducts()
     self.houseunits = refdata.fetchHouseUnitsUsers()
     self.mopsuser = refdata.fetchMOPSUserName()
     self.priceSteps = refdata.fetchPriceSteps()
     self.businessDate = businessDate
     self.cachedPrices = {}
     for key, value in refdata.fetchPriceStepTables().iteritems():
         if offerPrice == None:
             self.cachedPrices[key] = Product.generateRandomUpAndDownPrices(
                 60, 60, 100, 1, 0, 0, value, size=1)
         else:
             self.cachedPrices[key] = [(bidPrice, offerPrice) * 2]
     self.attempted = 0
     self.successful = 0
     self.unsuccessful = []
     self.gwHost = gwHost
     self.gwPort = gwPort
     self.ofiHost = ofiHost
     self.ofiPort = ofiPort
     self.passwords = {}
     if options.passwords:
         f = open(options.passwords, "r")
         for line in f.readlines():
             line = line.rstrip("\r\n")
             loginName, password = line.split(",")
             self.passwords[loginName] = password
         f.close()