def __init__(self, *args, **kwargs):
self.algo_namespace = kwargs.pop('algo_namespace', None)
self.live_graph = kwargs.pop('live_graph', None)
self._clock = None
self.minute_stats = deque(maxlen=60)
self.pnl_stats = get_algo_df(self.algo_namespace, 'pnl_stats')
self.custom_signals_stats = \
get_algo_df(self.algo_namespace, 'custom_signals_stats')
self.exposure_stats = \
get_algo_df(self.algo_namespace, 'exposure_stats')
self.is_running = True
self.retry_check_open_orders = 5
self.retry_synchronize_portfolio = 5
self.retry_get_open_orders = 5
self.retry_order = 2
self.retry_delay = 5
self.stats_minutes = 5
super(ExchangeTradingAlgorithmLive, self).__init__(*args, **kwargs)
# TODO: fix precision before re-enabling
# self._create_minute_writer()
signal.signal(signal.SIGINT, self.signal_handler)
log.info('initialized trading algorithm in live mode')
def __init__(self, *args, **kwargs):
self.algo_namespace = kwargs.pop('algo_namespace', None)
self.live_graph = kwargs.pop('live_graph', None)
self.stats_output = kwargs.pop('stats_output', None)
self._clock = None
self.frame_stats = list()
self.pnl_stats = get_algo_df(self.algo_namespace, 'pnl_stats')
self.custom_signals_stats = \
get_algo_df(self.algo_namespace, 'custom_signals_stats')
self.exposure_stats = \
get_algo_df(self.algo_namespace, 'exposure_stats')
self.is_running = True
self.retry_check_open_orders = 5
self.retry_synchronize_portfolio = 5
self.retry_get_open_orders = 5
self.retry_order = 2
self.retry_delay = 5
self.stats_minutes = 10
super(ExchangeTradingAlgorithmLive, self).__init__(*args, **kwargs)
signal.signal(signal.SIGINT, self.signal_handler)
log.info('initialized trading algorithm in live mode')
def __init__(self, *args, **kwargs):
self.exchange = kwargs.pop('exchange', None)
self.algo_namespace = kwargs.pop('algo_namespace', None)
self.live_graph = kwargs.pop('live_graph', None)
self._clock = None
self.minute_stats = deque(maxlen=60)
self.pnl_stats = get_algo_df(self.algo_namespace, 'pnl_stats')
self.custom_signals_stats = \
get_algo_df(self.algo_namespace, 'custom_signals_stats')
self.exposure_stats = \
get_algo_df(self.algo_namespace, 'exposure_stats')
self.is_running = True
self.retry_check_open_orders = 5
self.retry_synchronize_portfolio = 5
self.retry_get_open_orders = 5
self.retry_order = 2
self.retry_delay = 5
self.stats_minutes = 5
super(self.__class__, self).__init__(*args, **kwargs)
# self._create_minute_writer()
signal.signal(signal.SIGINT, self.signal_handler)
log.info('exchange trading algorithm successfully initialized')