def __init__(self,
bidPrice=60,
offerPrice=None,
businessDate=None,
partitions=None,
gwHost=None,
gwPort=None,
ofiHost=None,
ofiPort=None):
refdata = ReferenceData(dbhost=options.dbhost, dbport=options.dbport)
self.refdata = refdata
self.units = refdata.fetchUnitsUsers()
self.products = refdata.fetchProductsInstruments(
partitions=partitions, closingPositionOnly=False)
self.securities = refdata.fetchSecurities()
self.pmmunits = refdata.fetchPMMUnitsProducts()
self.pmmusers = refdata.fetchPMMUserNameProducts()
self.houseunits = refdata.fetchHouseUnitsUsers()
self.mopsuser = refdata.fetchMOPSUserName()
self.priceSteps = refdata.fetchPriceSteps()
self.businessDate = businessDate
self.cachedPrices = {}
for key, value in refdata.fetchPriceStepTables().iteritems():
if offerPrice == None:
self.cachedPrices[key] = Product.generateRandomUpAndDownPrices(
60, 60, 100, 1, 0, 0, value, size=1)
else:
self.cachedPrices[key] = [(bidPrice, offerPrice) * 2]
self.attempted = 0
self.successful = 0
self.unsuccessful = []
self.gwHost = gwHost
self.gwPort = gwPort
self.ofiHost = ofiHost
self.ofiPort = ofiPort
self.passwords = {}
if options.passwords:
f = open(options.passwords, "r")
for line in f.readlines():
line = line.rstrip("\r\n")
loginName, password = line.split(",")
self.passwords[loginName] = password
f.close()
default=False,
help="Show business dates in the database")
parser.add_option("--passwords",
dest="passwords",
help="Passwords file for GW and OFI",
default=None)
parser.add_option("--conngateway",
dest="conngateway",
action="store_true",
help="Use this flag when using a connection gateway",
default=False)
(options, args) = parser.parse_args()
if options.showBusinessDates:
refdata = ReferenceData(dbhost=options.dbhost, dbport=options.dbport)
refdata.showBusinessDates()
sys.exit(0)
if options.partition:
options.partition = [options.partition]
startOfDay = StartOfDay(bidPrice=options.bidPrice,
offerPrice=options.offerPrice,
businessDate=options.businessDate,
partitions=options.partition,
gwHost=options.gwhost,
gwPort=options.gwport,
ofiHost=options.ofihost,
ofiPort=options.ofiport)
startOfDay.run()
