def __init__(self, maxLen=None):
super(SequenceDataSeries, self).__init__()
maxLen = get_checked_max_len(maxLen)
self.__newValueEvent = observer.Event()
self.__values = collections.ListDeque(maxLen)
self.__dateTimes = collections.ListDeque(maxLen)
def __init__(self, maxLen):
super(BaseFeed, self).__init__()
maxLen = dataseries.get_checked_max_len(maxLen)
self.__ds = {}
self.__event = observer.Event()
self.__maxLen = maxLen
def __init__(self, barFeed, broker):
self.__barFeed = barFeed
self.__broker = broker
self.__activePositions = set()
self.__orderToPosition = {}
self.__barsProcessedEvent = observer.Event()
self.__analyzers = []
self.__namedAnalyzers = {}
self.__resampledBarFeeds = []
self.__dispatcher = dispatcher.Dispatcher()
self.__broker.getOrderUpdatedEvent().subscribe(self.__onOrderEvent)
self.__barFeed.getNewValuesEvent().subscribe(self.__onBars)
self.__dispatcher.getStartEvent().subscribe(self.onStart)
self.__dispatcher.getIdleEvent().subscribe(self.__onIdle)
# It is important to dispatch broker events before feed events, specially if we're backtesting.
# 经测试，dispatcher不绑定broker也能运行
self.__dispatcher.addSubject(self.__broker)
self.__dispatcher.addSubject(self.__barFeed)
# Initialize logging.
self.__logger = logger.getLogger(BaseStrategy.LOGGER_NAME)
def __init__(self):
super(Broker, self).__init__()
self.__orderEvent = observer.Event()
def __init__(self):
self.__subjects = []
self.__stop = False
self.__startEvent = observer.Event()
self.__idleEvent = observer.Event()
self.__currDateTime = None