def __init__(self, data_source):
self._data_source = data_source
try:
self.get_risk_free_rate = data_source.get_risk_free_rate
except AttributeError:
pass
InstrumentMixin.__init__(self, data_source.get_all_instruments())
TradingDatesMixin.__init__(self, data_source.get_trading_calendar())
def __init__(self, data_source):
self._data_source = data_source
try:
self.get_risk_free_rate = data_source.get_risk_free_rate
except AttributeError:
pass
InstrumentMixin.__init__(self, data_source.get_all_instruments())
TradingDatesMixin.__init__(self, data_source.get_trading_calendar())
def __init__(self, data_source, price_board):
# type: (AbstractDataSource, AbstractPriceBoard) -> None
self._data_source = data_source
self._price_board = price_board
try:
trading_calendars = data_source.get_trading_calendars()
except NotImplementedError:
# forward compatible
trading_calendars = {
TRADING_CALENDAR_TYPE.EXCHANGE:
data_source.get_trading_calendar()
}
TradingDatesMixin.__init__(self, trading_calendars)
def __init__(self, data_source, price_board):
self._data_source = data_source
self._price_board = price_board
try:
self.get_risk_free_rate = data_source.get_risk_free_rate
except AttributeError:
pass
InstrumentMixin.__init__(self, data_source.get_all_instruments())
try:
trading_calendars = data_source.get_trading_calendars()
except NotImplementedError:
# forward compatible
trading_calendars = {
TRADING_CALENDAR_TYPE.EXCHANGE:
data_source.get_trading_calendar()
}
TradingDatesMixin.__init__(self, trading_calendars)