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()
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)