コード例 #1
0
    def make_order(engine: MockLiveExecutionEngine) -> LimitOrder:
        strategy = TradingStrategy(order_id_tag="001")
        strategy.register_trader(
            TraderId("TESTER-000"),
            BetfairTestStubs.clock(),
            BetfairTestStubs.logger(),
        )

        engine.register_strategy(strategy)

        order = strategy.order_factory.limit(
            BetfairTestStubs.instrument_id(),
            OrderSide.BUY,
            Quantity.from_int(10),
            Price.from_str("0.50"),
        )
        return order
コード例 #2
0
 def exec_engine(event_loop, clock, live_logger, portfolio):
     return MockLiveExecutionEngine(
         loop=event_loop,
         portfolio=portfolio,
         cache=TestStubs.cache,
         clock=clock,
         logger=live_logger,
     )
コード例 #3
0
ファイル: test_kit.py プロジェクト: scoriiu/nautilus_trader
 def exec_engine(event_loop, clock, live_logger):
     return MockLiveExecutionEngine(
         loop=event_loop,
         msgbus=TestStubs.msgbus(),
         cache=TestStubs.cache,
         clock=clock,
         logger=live_logger,
     )
コード例 #4
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 def mock_live_exec_engine():
     return MockLiveExecutionEngine(
         loop=asyncio.get_event_loop(),
         portfolio=TestStubs.portfolio(),
         cache=TestStubs.cache(),
         clock=TestStubs.clock(),
         logger=TestStubs.logger(),
     )
コード例 #5
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 def exec_engine(event_loop, clock, live_logger, portfolio, trader_id):
     database = BypassExecutionDatabase(trader_id=trader_id, logger=live_logger)
     return MockLiveExecutionEngine(
         loop=event_loop,
         database=database,
         portfolio=portfolio,
         clock=clock,
         logger=live_logger,
     )
コード例 #6
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 def mock_live_exec_engine():
     database = BypassExecutionDatabase(trader_id=TestStubs.trader_id(),
                                        logger=TestStubs.logger())
     return MockLiveExecutionEngine(
         loop=asyncio.get_event_loop(),
         database=database,
         portfolio=TestStubs.portfolio(),
         clock=TestStubs.clock(),
         logger=TestStubs.logger(),
     )