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()
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()
