def __init__(self):
super(CtaStrategyInfoPlugin, self).__init__()
LoggerMixin.__init__(self)
self._etcd_url = handle_url(os.environ.get("ETCD_URL",
"http://localhost:2379"),
default_path=self.ETCD_URL_PATH)
self.ctaEngine = None
def __init__(self, parent, symbol, size=None):
LoggerMixin.__init__(self)
BarUtilsMixin.__init__(self)
self._parent = proxy(parent)
self._symbol = symbol
self._callback = {}
self._high_freqs = OrderedDict() # higher frequencys than 1min(contains 1min).
self._low_freqs = OrderedDict() # lower frequencys than 1min(contains 1min).
self._size = size or self.default_size
self.init()
def __init__(self, mainEngine, eventEngine):
super(CtaEngineWithPlugins, self).__init__(mainEngine, eventEngine)
LoggerMixin.__init__(self)
self._plugin = {}
self._preTickEventHandlers = []
self._postTickEventHandlers = []
self._prePositionEventHandlers = []
self._postPositionEventHandlers = []
self._preOrderEventHandlers = []
self._postOrderEventHandlers = []
self._preTradeEventHandlers = []
self._postTradeEventHandlers = []
self._preAccountEventHandlers = []
self._postAccountEventHandlers = []
def __init__(self):
super(CtaStrategyInfoPlugin, self).__init__()
LoggerMixin.__init__(self)
self._etcd_url = os.environ.get("ETCD_URL",
"http://localhost:2379/v3beta/kv/put")
self.ctaEngine = None
def __init__(self, engine, mode=None, size=None):
self._engine = proxy(engine)
self._mode = mode or self.MODE.ON_TICK
self._logger = LoggerMixin()
self._size = size
self.init()
import numpy as np
from dateutil.parser import parse
from vnpy.trader.vtObject import VtBarData
from vnpy.trader.utils import LoggerMixin
from vnpy.trader.vtConstant import VN_SEPARATOR
from vnpy.trader.utils.datetime import *
from vnpy.trader.utils.datetime import _freq_re_str
from .arraymanager import ArrayManager
from .utils import BarTimer, BarUtilsMixin
from ..ctaPlugin import CtaEnginePlugin
from ...ctaBase import ENGINETYPE_BACKTESTING, ENGINETYPE_TRADING
_on_bar_re = re.compile("^on%sBar$" % _freq_re_str)
logger = LoggerMixin()
class SymbolBarManager(LoggerMixin, BarUtilsMixin):
default_size = 100
def __init__(self, parent, symbol, size=None):
LoggerMixin.__init__(self)
BarUtilsMixin.__init__(self)
self._parent = proxy(parent)
self._symbol = symbol
self._callback = {}
self._high_freqs = OrderedDict() # higher frequencys than 1min(contains 1min).
self._low_freqs = OrderedDict() # lower frequencys than 1min(contains 1min).
self._size = size or self.default_size
self.init()