def __init__(self, *args, **kwargs):
# name of the context. Good practice is to match the algo name
# this will be used to tag orders where supported
self._name = kwargs.get("name", blueshift_run_get_name())
self.__timestamp = None
self.__recored_vars = pd.DataFrame()
# get the broker object and mark initialize
self.__broker_initialized = False
self.__clock = None
self.__asset_finder = None
self.__broker_api = None
self.__data_portal = None
self.__auth = None
self.__broker_tuple = None
self._reset_broker_tuple(*args, **kwargs) # set initialize True
# object to track performance
self.__tracker_initialized = False
self.__calendar = None
self.__account = None
self.__portfolio = None
# if broker is initialized we can update these
self._reset_trackers()
# initialize the performance tracker
# TODO: this perhaps need to go and replaced by _reset_performance
self.__performance = kwargs.get("perf", None)
# in case the algo is part of a Algostack add parent
self.parent = None
self._reset_parent(*args, **kwargs)
self._perf_initialized = False
def __init__(self, *args, **kwargs):
'''
init method can pass a `timeout` and a `tz` arg. The tz
arg is necessary for proper management, but missing this
is not deemed to be catastrophic. If the API call raises
invalid token, another handshake can be triggered.
'''
self._name = kwargs.get("name", blueshift_run_get_name())
self._type = None
self._timeout = kwargs.get("timeout", None)
self._tz = kwargs.get("tz", None)
self._last_login = None
self._valid_till = None
def _create(self, *args, **kwargs):
logger = get_logger()
if logger:
self.logger = logger
else:
self.logger = BlueShiftLogger(*args, **kwargs)
self.error_rules = {}
self.callbacks = []
self.publisher = None
self.cmd_listener = None
self.set_error_handling()
topic = kwargs.get("topic", blueshift_run_get_name())
self.set_up_publisher(topic)
self.set_up_cmd_listener()
def __init__(self, *args, **kwargs):
self._name = kwargs.get("name", blueshift_run_get_name())
self._trading_calendar = kwargs.get("trading_calendar", None)
self._api = kwargs.get("api", None)
self._auth = kwargs.get("auth", None)
self._asset_finder = kwargs.get("asset_finder", None)
def __init__(self, *args, **kwargs):
self._name = kwargs.get("name", blueshift_run_get_name())
def __init__(self, *args, **kwargs):
self.name = kwargs.pop("name", blueshift_run_get_name())
self.mode = kwargs.pop("mode", MODE.BACKTEST)
self._paused = False
transitions = [{
'trigger': 'fsm_initialize',
'source': 'STARTUP',
'dest': 'INITIALIZED'
}, {
'trigger': 'fsm_before_trading_start',
'source': 'HEARTBEAT',
'dest': 'BEFORE_TRADING_START'
}, {
'trigger': 'fsm_before_trading_start',
'source': 'INITIALIZED',
'dest': 'BEFORE_TRADING_START'
}, {
'trigger': 'fsm_before_trading_start',
'source': 'AFTER_TRADING_HOURS',
'dest': 'BEFORE_TRADING_START'
}, {
'trigger': 'fsm_handle_data',
'source': 'BEFORE_TRADING_START',
'dest': 'TRADING_BAR'
}, {
'trigger': 'fsm_handle_data',
'source': 'HEARTBEAT',
'dest': 'TRADING_BAR'
}, {
'trigger': 'fsm_handle_data',
'source': 'TRADING_BAR',
'dest': 'TRADING_BAR'
}, {
'trigger': 'fsm_after_trading_hours',
'source': 'TRADING_BAR',
'dest': 'AFTER_TRADING_HOURS'
}, {
'trigger': 'fsm_after_trading_hours',
'source': 'HEARTBEAT',
'dest': 'AFTER_TRADING_HOURS'
}, {
'trigger': 'fsm_heartbeat',
'source': 'AFTER_TRADING_HOURS',
'dest': 'HEARTBEAT'
}, {
'trigger': 'fsm_heartbeat',
'source': 'BEFORE_TRADING_START',
'dest': 'HEARTBEAT'
}, {
'trigger': 'fsm_heartbeat',
'source': 'INITIALIZED',
'dest': 'HEARTBEAT'
}, {
'trigger': 'fsm_heartbeat',
'source': 'HEARTBEAT',
'dest': 'HEARTBEAT'
}, {
'trigger': 'fsm_heartbeat',
'source': 'TRADING_BAR',
'dest': 'HEARTBEAT'
}, {
'trigger': 'fsm_analyze',
'source': '*',
'dest': 'STOPPED'
}, {
'trigger': 'fsm_pause',
'source': '*',
'dest': 'PAUSED'
}]
self.machine = Machine(model=self,
states=AlgoStateMachine.states,
transitions=transitions,
initial="STARTUP")
self.machine.add_transition('fsm_pause',
'*',
'PAUSED',
conditions='is_running',
after='set_pause')
self.machine.add_transition('fsm_resume',
'PAUSED',
'STARTUP',
before='reset_pause')
self.machine.add_transition('fsm_stop', '*', 'STOPPED')