コード例 #1
0
class MarketDataSource(object):

	def __init__(self):
		self.event_tick = None
		self.ticker, self.source = None, None
		self.start, self.end = None, None
		self.md = MarketData()

	def start_market_simulation(self):
		data = web.DataReader(self.ticker, self.source, self.start, self.end)

		for time, row in data.iterrows():
			self.md.add_last_price(time, self.ticker, row["Close"], row["Volume"])
			self.md.add_open_price(time, self.ticker, row["Open"])

			if not self.event_tick is None:
				self.event_tick(self.md)
コード例 #2
0
	def __init__(self):
		self.event_tick = None
		self.ticker, self.source = None, None
		self.start, self.end = None, None
		self.md = MarketData()