def import_vix_future():
context = get_default_app_context()
client = MongoClient('localhost', 27017)
store = context.provider_mgr.get(DataStore.Mongo)
store.start(app_context=context)
ref_data_mgr = context.ref_data_mgr
ref_data_mgr.start(app_context=context)
seq_mgr = SequenceManager()
seq_mgr.start(app_context=context)
for ex in vix_expiries:
inst = build_vix_future(ex, seq_mgr)
ref_data_mgr.add_inst(inst)
ref_data_mgr.save_all()
def import_vix_future():
context = get_default_app_context()
client = MongoClient('localhost', 27017)
store = context.provider_mgr.get(DataStore.Mongo)
store.start(app_context=context)
ref_data_mgr = context.ref_data_mgr
ref_data_mgr.start(app_context=context)
seq_mgr = SequenceManager()
seq_mgr.start(app_context=context)
for ex in vix_expiries:
inst = build_vix_future(ex, seq_mgr)
ref_data_mgr.add_inst(inst)
ref_data_mgr.save_all()
def __init__(self, app_config=None):
super(ApplicationContext, self).__init__()
self.startables = []
self.app_config = app_config if app_config else ApplicationConfig()
self.clock = self.add_startable(self.__get_clock())
self.provider_mgr = self.add_startable(ProviderManager())
self.seq_mgr = self.add_startable(SequenceManager())
self.inst_data_mgr = self.add_startable(InstrumentDataManager())
self.ref_data_mgr = self.add_startable(self.__get_ref_data_mgr())
self.order_mgr = self.add_startable(OrderManager())
self.acct_mgr = self.add_startable(AccountManager())
self.portf_mgr = self.add_startable(PortfolioManager())
self.stg_mgr = self.add_startable(StrategyManager())
self.event_bus = EventBus()
# app_config = ApplicationConfig(None, None, None, persistence_config,
# config)
return ApplicationContext(app_config=app_config)
context = get_default_app_context()
client = MongoClient('localhost', 27017)
store = context.provider_mgr.get(DataStore.Mongo)
store.start(app_context=context)
ref_data_mgr = context.ref_data_mgr
ref_data_mgr.start(app_context=context)
seq_mgr = SequenceManager()
seq_mgr.start(app_context=context)
class SwigIBClientForInstrument(EWrapper):
'''Callback object passed to TWS, these functions will be called directly
by TWS.
'''
def __init__(self, port=4001, client_id=12):
super(SwigIBClientForInstrument, self).__init__()
self.tws = EPosixClientSocket(self)
self.port = port
self.client_id = client_id
self.got_history = Event()
def test_save_sequences():
context = get_default_app_context()
store = context.provider_mgr.get(DataStore.Mongo)
store.start(app_context=context)
seq_mgr = SequenceManager()
seq_mgr.start(app_context=context)
print seq_mgr.get_next_sequence("order")
print seq_mgr.get_next_sequence("order")
print seq_mgr.get_next_sequence("trade")
print seq_mgr.get_next_sequence("trade")
seq_mgr.stop()
seq_mgr = SequenceManager()
seq_mgr.start(app_context=context)
# app_config = ApplicationConfig(None, None, None, persistence_config,
# config)
return ApplicationContext(app_config=app_config)
context = get_default_app_context()
client = MongoClient('localhost', 27017)
store = context.provider_mgr.get(DataStore.Mongo)
store.start(app_context=context)
ref_data_mgr = context.ref_data_mgr
ref_data_mgr.start(app_context=context)
seq_mgr = SequenceManager()
seq_mgr.start(app_context=context)
class SwigIBClientForInstrument(EWrapper):
'''Callback object passed to TWS, these functions will be called directly
by TWS.
'''
def __init__(self, port=4001, client_id=12):
super(SwigIBClientForInstrument, self).__init__()
self.tws = EPosixClientSocket(self)
self.port = port
self.client_id = client_id
self.got_history = Event()
def test_save_sequences():
context = get_default_app_context()
store = context.provider_mgr.get(DataStore.Mongo)
store.start(app_context=context)
seq_mgr = SequenceManager()
seq_mgr.start(app_context=context)
print seq_mgr.get_next_sequence("order")
print seq_mgr.get_next_sequence("order")
print seq_mgr.get_next_sequence("trade")
print seq_mgr.get_next_sequence("trade")
seq_mgr.stop()
seq_mgr = SequenceManager()
seq_mgr.start(app_context=context)