예제 #1
0
 def __init__(self, start_dt, end_dt=dt.datetime.now(), *args, **kwargs):
     self.start_dt = start_dt
     self.end_dt = end_dt
     self.algos = []
     self.calendar = kwargs.get('calendar', None)
     self.liquidate_all = kwargs.get('liquidate_all', True)
     self.env = Environment()
예제 #2
0
 def __init__(self, *args, **kwargs):
     self.id = kwargs.get('id','')
     self.desc = kwargs.get('desc','description n/a')
     self.delay_start = kwargs.get('delay_start',0)
     self.ignore_old = kwargs.get('ignore_old',True)
     self.n = 0
     self.order_mngr = Order_Manager(*args, **kwargs)
     self.stats_mngr = Statistics(*args, **kwargs)
     self.metrics = Environment()
     self.metrics.funcs = OrderedDict()
     self.now_dt = None
     self.last_now = None
     self.recorded_keys = None
     self.last_recorded_dt = None
     self.initialize(*args, **kwargs)