def get_algo(script, **kwargs):
functions = get_functions(script)
return Algorithm(
backend='pylivetrader.testing.fixtures',
**functions,
**kwargs,
)
def process_shell_params(
ctx,
file,
backend,
backend_config,
algofile=None,
):
if file:
algofile = file
if algofile is None or algofile == '':
ctx.fail("must specify algo file with '-f' ")
if not (Path(algofile).exists() and Path(algofile).is_file()):
ctx.fail("couldn't find algofile '{}'".format(algofile))
algomodule = get_algomodule_by_path(algofile)
backend_options = None
if backend_config is not None:
backend_options = configloader.load_config(backend_config)
algorithm = Algorithm(
backend=backend,
backend_options=backend_options,
)
ctx.algorithm = algorithm
ctx.algomodule = algomodule
# ctx.retry = retry
return ctx
def process_algo_params(ctx, file, algofile, backend, backend_config,
data_frequency, statefile):
if len(algofile) > 0:
algofile = algofile[0]
elif file:
algofile = file
else:
algofile = None
if algofile is None or algofile == '':
ctx.fail("must specify algo file with '-f' ")
if not (Path(algofile).exists() and Path(algofile).is_file()):
ctx.fail("couldn't find algofile '{}'".format(algofile))
algomodule = get_algomodule_by_path(algofile)
functions = get_api_functions(algomodule)
backend_options = None
if backend_config is not None:
backend_options = configloader.load_config(backend_config)
algorithm = Algorithm(
backend=backend,
backend_options=backend_options,
data_frequency=data_frequency,
algoname=extract_filename(algofile),
statefile=statefile,
**functions,
)
ctx.algorithm = algorithm
ctx.algomodule = algomodule
return ctx
def test_algorithm_init():
# check init
algo = Algorithm(backend='pylivetrader.testing.fixtures')
assert not algo.initialized
algo = get_algo('''
def initialize(ctx):
pass
def handle_data(ctx, data):
pass
''')
simulate_init_and_handle(algo)
def run_smoke(algo, before_run_hook=None, pipeline_hook=None):
fake_clock = clock.FaketimeClock()
# fake_clock.rollback(1)
be = backend.Backend(clock=fake_clock)
a = Algorithm(
initialize=getattr(algo, 'initialize', noop),
handle_data=getattr(algo, 'handle_data', noop),
before_trading_start=getattr(algo, 'before_trading_start', noop),
backend=be,
pipeline_hook=pipeline_hook,
statefile='smoke-algo-state.pkl'
)
with LiveTraderAPI(a), \
patch('pylivetrader.executor.executor.RealtimeClock') as rc:
def make_clock(*args, **kwargs):
# may want to reconfigure clock
return fake_clock
rc.side_effect = make_clock
if before_run_hook is not None:
before_run_hook(a, be)
a.run()