def __init__(self, instrument, mode='all', pricebuffer_size=1000, tick_source=None, **params):
self.buffer = PriceBuffer(size=pricebuffer_size)
self.instrument = tuple(instrument)
self.mode = mode
self.params = params
self.trades = []
if tick_source:
self.tick_source = Driver.init_module_config(tick_source)
else:
self.tick_source = None
def __init__(self,
instrument,
mode='all',
pricebuffer_size=1000,
tick_source=None,
**params):
self.buffer = PriceBuffer(size=pricebuffer_size)
self.instrument = tuple(instrument)
self.mode = mode
self.params = params
self.trades = []
if tick_source:
self.tick_source = Driver.init_module_config(tick_source)
else:
self.tick_source = None
def reset_broker(self):
self.account_id = None
self.account_name = 'Local test'
self.account_currency = self.param_account_currency
self.margin_rate = self.param_margin_rate
self.balance = self.param_account_balance
self.margin_available = self.param_account_balance
self.margin_used = 0.0
self.open_orders = 0
self.open_orders_list = []
self.open_trades = 0
self.open_trades_list = []
self.trade_id = 0
self.realized_pl = 0
self.unrealized_pl = 0
self.tick_source = Driver.init_module_config(self.param_tick_source)
self.stat = Stat(self.param_account_balance)
self.last_tick = {}
def __init__(self, account_balance, margin_rate, tick_source, account_currency="EUR"):
self.account_id = None
self.account_name = 'Local test'
self.account_currency = account_currency
self.margin_rate = margin_rate
self.balance = account_balance
self.margin_available = account_balance
self.margin_used = 0.0
self.open_orders = 0
self.open_orders_list = []
self.open_trades = 0
self.open_trades_list = []
self.realized_pl = 0
self.unrealized_pl = 0
self.tick_source = Driver.init_module_config(tick_source)
self.stat = Stat(account_balance)
self.last_tick = {}
self.logger = logging.getLogger(__name__)
