def __init__(self, trading_calendar:TradingCalendar,
emit_frequency:int, queue:ClockQueue=None):
check_input(RealtimeClock.__init__, locals())
super(RealtimeClock,self).__init__(trading_calendar,
emit_frequency)
self.clock_state = None
self.last_emitted = None
self.reset(queue,emit_frequency)
def _create(self,
name: str = "fxcm",
broker_type: BrokerType = BrokerType.RESTBROKER,
calendar: TradingCalendar = None,
**kwargs):
check_input(FXCMBroker.__init__, locals())
super(self.__class__, self).__init__(name, broker_type, calendar,
**kwargs)
self._mode_supports = [MODE.LIVE]
self._auth = kwargs.pop("auth", None)
self._asset_finder = kwargs.pop("asset_finder", None)
self._api = None
if not self._asset_finder:
msg = "Broker needs a corresponding Asset Finder"
handling = ExceptionHandling.TERMINATE
raise AuthenticationError(msg=msg, handling=handling)
if not self._auth:
msg = "authentication and API missing"
handling = ExceptionHandling.TERMINATE
raise AuthenticationError(msg=msg, handling=handling)
if not self._trading_calendar:
self._trading_calendar = self._auth._trading_calendar
if self._auth.__class__ != FXCMAuth.cls:
msg = "invalid authentication object"
handling = ExceptionHandling.TERMINATE
raise AuthenticationError(msg=msg, handling=handling)
self._api = self._auth._api
if self._api.__class__ != FXCMPy.cls:
msg = "invalid kite API object"
handling = ExceptionHandling.TERMINATE
raise AuthenticationError(msg=msg, handling=handling)
self._closed_orders = {} # list of closed/ cancelled orders
self._open_orders = {} # list of open orders
self._missing_orders = {} # track missing orders to be updated
self._open_positions = {} # track open positions
self._closed_positions = [] # closed poistions
self._processed_positions = [] # track positions already processed
self._trading_cache = {} # cache to validate close order
self._account = ForexAccount(self._name, 0.01)
def _create(self,
name: str = "kite",
broker_type: BrokerType = BrokerType.RESTBROKER,
calendar: TradingCalendar = None,
**kwargs):
check_input(KiteBroker.__init__, locals())
super(self.__class__, self).__init__(name, broker_type, calendar,
**kwargs)
self._mode_supports = [MODE.LIVE]
self._auth = kwargs.pop("auth", None)
self._asset_finder = kwargs.pop("asset_finder", None)
self._api = None
if not self._asset_finder:
msg = "Broker needs a corresponding Asset Finder"
handling = ExceptionHandling.TERMINATE
raise AuthenticationError(msg=msg, handling=handling)
if not self._auth:
msg = "authentication and API missing"
handling = ExceptionHandling.TERMINATE
raise AuthenticationError(msg=msg, handling=handling)
if not self._trading_calendar:
self._trading_calendar = self._auth._trading_calendar
if self._auth.__class__ != KiteAuth.cls:
msg = "invalid authentication object"
handling = ExceptionHandling.TERMINATE
raise AuthenticationError(msg=msg, handling=handling)
self._api = self._auth._api
if self._api.__class__ != KiteConnect3.cls:
msg = "invalid kite API object"
handling = ExceptionHandling.TERMINATE
raise AuthenticationError(msg=msg, handling=handling)
self._closed_orders = {}
self._open_orders = {}
self._open_positions = {}
self._closed_positions = []
self._account = EquityAccount(self._name, 0.01)
def __init__(self, name: str, broker_type: BrokerType,
calendar: TradingCalendar, initial_capital: positive_num,
**kwargs):
check_input(BackTesterAPI.__init__, locals())
super(BackTesterAPI, self).__init__(name, broker_type, calendar,
**kwargs)
self._mode_supports = [MODE.BACKTEST]
api = kwargs.get("broker", None)
if api:
if isinstance(api, BackTester):
self._api = api
else:
self._api = BackTester(name, calendar, initial_capital)
else:
self._api = BackTester(name, calendar, initial_capital)
self._trading_calendar = calendar
self.initial_capital = initial_capital
self._name = name
# backtester is always connected
self._connected = True
def from_json(cls, jsonstr: str):
check_input(cls.from_json, locals())
d = json.loads(jsonstr)
return cls(**d)
def sid(self, sec_id: int):
'''
API function to resolve an asset ID (int) to an asset.
'''
check_input(self.sid, locals())
return self.context.asset_finder.fetch_asset(sec_id)
def symbol(self, symbol_str: str):
'''
API function to resolve a symbol string to an asset.
'''
check_input(self.symbol, locals())
return self.context.asset_finder.lookup_symbol(symbol_str)
def order(x: str,y = 0):
check_input(order, locals())
def from_json(cls, jsonstr: str):
check_input(cls.from_json, locals())
d = json.loads(jsonstr)
return cls(d['name'], d['tz'], d['opens'], d['closes'], d['bizdays'],
d['weekends'])