def __init__(self, dataHandler,
events,
startDate,
assets,
initialCapital=100000.0,
benchmark=None,
portfolioType=PortfolioType.CashManageable):
self.dataHandler = dataHandler
self.events = events
self.allTradableAssets = self.dataHandler.allTradableAssets
self.startDate = startDate
self.initialCapital = initialCapital
self.benchmark = benchmark
self.assets = assets
self.positionsBook = StocksPositionsBook(assets)
self.portfolioType = portfolioType
self.allPositions = self.constructAllPositions()
self.currentPosition = defaultdict(int, [(s, 0) for s in self.allTradableAssets])
self.allHoldings = [] # self.constructAllHoldings()
self.currentHoldings = self.constructCurrentHoldings()
self.orderBook = None
vp_settings.set_source(Settings.data_source)
def __init__(self, dataHandler,
events,
startDate,
assets,
initialCapital=100000.0,
benchmark=None,
portfolioType=PortfolioType.CashManageable):
self.dataHandler = dataHandler
self.events = events
self.tradableAssets = self.dataHandler.tradableAssets
self.startDate = startDate
self.initialCapital = initialCapital
self.benchmark = benchmark
self.assets = assets
self.positionsBook = StocksPositionsBook(assets)
self.portfolioType = portfolioType
self.allPositions = self.constructAllPositions()
self.currentPosition = dict((s, 0) for s in self.tradableAssets)
self.allHoldings = self.constructAllHoldings()
self.currentHoldings = self.constructCurrentHoldings()
def setUp(self):
assets = {'600000': XSHGStock, 'IF1501': IndexFutures}
self.positionsBook = StocksPositionsBook(assets)
