def _init_traders_config(self, options):
"""
Get the profile configuration for a specific trader name.
"""
profile_name = options.get('profile', 'default')
profile_config = utils.profiles(options.get('config-path')) or {}
traders_profile = profile_config.get(profile_name, {
'traders': {}
}).get('traders', {})
traders_config = utils.traders(options.get('config-path')) or {}
# override from profile
for k, trader_config in traders_config.items():
if k in traders_profile:
override = traders_profile[k]
if 'symbols' in override:
trader_config['symbols'] = override['symbols']
if 'paper-mode' in override:
trader_config['paper-mode'] = override['paper-mode']
return traders_config
def __init__(self, options):
super().__init__("watcher", options)
self._watchers = {}
self._identity = options.get('identity', 'demo')
self._backtesting = options.get('backtesting', False)
# fetchers config
self._fetchers_config = utils.fetchers(options.get('config-path')) or {}
# watchers config
self._watchers_config = utils.watchers(options.get('config-path')) or {}
# user identities
self._identities_config = utils.identities(options.get('config-path')) or {}
self._profile = options.get('profile', 'default')
self._profile_config = utils.profiles(options.get('config-path')) or {}
# backtesting options
self._backtesting = options.get('backtesting', False)
self._start_timestamp = options['from'].timestamp() if options.get('from') else 0
self._end_timestamp = options['to'].timestamp() if options.get('to') else 0
# read-only, means to do not write to the market DB
self._read_only = options.get('read-only', False)
def __init__(self, watcher_service, monitor_service, options):
super().__init__("trader", options)
self._traders = {}
self._keys_map_to_trader = {}
self._next_trader_key = 1
self._next_trader_uid = 1
self._keys_map_to_order = {}
self._next_key = 1
self._next_order_uid = 1
self._policy = TraderService.POLICY_COPY_EVERYWHERE
self._watcher_service = watcher_service
self._monitor_service = monitor_service
self._identity = options.get('identity', 'demo')
self._report_path = options.get('reports-path', './')
self._watcher_only = options.get('watcher-only', False)
# user identities
self._identities_config = utils.identities(
options.get('config-path')) or {}
self._profile = options.get('profile', 'default')
self._profile_config = utils.profiles(options.get('config-path')) or {}
# traders config
self._traders_config = self._init_traders_config(options)
# backtesting options
self._backtesting = options.get('backtesting', False)
self._start_timestamp = options['from'].timestamp() if options.get(
'from') else 0
self._end_timestamp = options['to'].timestamp() if options.get(
'to') else 0
# enable/disable execution of order/position (play/pause)
self._activity = True
# paper mode options
self._paper_mode = options.get('paper-mode', False)
def __init__(self, watcher_service, trader_service, monitor_service,
options):
super().__init__("strategy", options)
self._strategies = {}
self._indicators = {}
self._appliances = {}
self._tradeops = {}
self._regions = {}
self._watcher_service = watcher_service
self._trader_service = trader_service
self._monitor_service = monitor_service
self._identity = options.get('identity', 'demo')
self._report_path = options.get('reports-path', './')
self._watcher_only = options.get('watcher-only', False)
self._profile = options.get('profile', 'default')
self._indicators_config = config.INDICATORS or {}
self._tradeops_config = config.TRADEOPS or {}
self._regions_config = config.REGIONS or {}
self._strategies_config = config.STRATEGIES or {}
self._appliances_config = utils.appliances(
options.get('config-path')) or {}
self._profile_config = utils.profiles(options.get('config-path')) or {}
# backtesting options
self._backtesting = options.get('backtesting', False)
self._from_date = options.get('from') # UTC tz
self._to_date = options.get('to') # UTC tz
self._timestep = options.get('timestep', 60.0)
self._timestamp = 0 # in backtesting current processed timestamp
# cannot be more recent than now
from common.utils import UTC
today = datetime.now().astimezone(UTC())
if self._from_date and self._from_date > today:
self._from_date = today
if self._to_date and self._to_date > today:
self._to_date = today
self._backtest = False
self._start_ts = self._from_date.timestamp() if self._from_date else 0
self._end_ts = self._to_date.timestamp() if self._to_date else 0
self._timestep_thread = None
self._time_factor = 0.0
if self._backtesting:
# can use the time factor in backtesting only
self._time_factor = options.get('time-factor', 0.0)
# paper mode options
self._paper_mode = options.get('paper-mode', False)
self._next_key = 1
# worker pool of jobs for running data analysis
self._worker_pool = WorkerPool()