예제 #1
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 def setUp(self):
     self.es = EventStore(
         stored_event_repo=PythonObjectsStoredEventRepository())
     self.ps = PersistenceSubscriber(self.es)
     self.call_dependencies_repo = CallDependenciesRepo(self.es)
     self.call_dependents_repo = CallDependentsRepo(self.es)
     self.call_leafs_repo = CallLeafsRepo(self.es)
     self.call_requirement_repo = CallRequirementRepo(self.es)
예제 #2
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 def setUp(self):
     assert_event_handlers_empty()
     self.es = EventStore(PythonObjectsStoredEventRepository())
     self.ps = PersistenceSubscriber(self.es)
     # self.call_result_repo = CallResultRepo(self.es)
     self.call_result_repo = {}
     self.call_dependencies_repo = CallDependenciesRepo(self.es)
     self.call_dependents_repo = CallDependentsRepo(self.es)
     self.call_requirement_repo = CallRequirementRepo(self.es)
     self.policy = CallResultPolicy(call_result_repo=self.call_result_repo)
예제 #3
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 def __init__(self):
     super(BaseQuantDslApplication, self).__init__()
     self.contract_specification_repo = ContractSpecificationRepo(event_store=self.event_store)
     self.contract_valuation_repo = ContractValuationRepo(event_store=self.event_store)
     self.market_calibration_repo = MarketCalibrationRepo(event_store=self.event_store)
     self.market_simulation_repo = MarketSimulationRepo(event_store=self.event_store)
     self.simulated_price_repo = SimulatedPriceRepo(event_store=self.event_store)
     self.call_requirement_repo = CallRequirementRepo(event_store=self.event_store)
     self.call_dependencies_repo = CallDependenciesRepo(event_store=self.event_store)
     self.call_dependents_repo = CallDependentsRepo(event_store=self.event_store)
     self.call_link_repo = CallLinkRepo(event_store=self.event_store)
     self.call_result_repo = CallResultRepo(event_store=self.event_store)
     self.simulation_subscriber = SimulationSubscriber(
         market_calibration_repo=self.market_calibration_repo,
         market_simulation_repo=self.market_simulation_repo
     )
     self.dependency_graph_subscriber = DependencyGraphSubscriber(
         contract_specification_repo=self.contract_specification_repo,
         call_dependencies_repo=self.call_dependencies_repo,
         call_dependents_repo=self.call_dependents_repo
     )
예제 #4
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파일: base.py 프로젝트: pjcrosbie/quantdsl
    def __init__(self,
                 call_evaluation_queue=None,
                 result_counters=None,
                 usage_counters=None,
                 *args,
                 **kwargs):
        super(QuantDslApplication, self).__init__(*args, **kwargs)
        self.contract_specification_repo = ContractSpecificationRepo(
            event_store=self.event_store, use_cache=True)
        self.contract_valuation_repo = ContractValuationRepo(
            event_store=self.event_store, use_cache=True)
        self.market_calibration_repo = MarketCalibrationRepo(
            event_store=self.event_store, use_cache=True)
        self.market_simulation_repo = MarketSimulationRepo(
            event_store=self.event_store, use_cache=True)
        self.perturbation_dependencies_repo = PerturbationDependenciesRepo(
            event_store=self.event_store, use_cache=True)
        self.simulated_price_requirements_repo = SimulatedPriceRequirementsRepo(
            event_store=self.event_store, use_cache=True)
        self.simulated_price_repo = SimulatedPriceRepo(
            event_store=self.event_store, use_cache=True)
        self.call_requirement_repo = CallRequirementRepo(
            event_store=self.event_store, use_cache=True)
        self.call_dependencies_repo = CallDependenciesRepo(
            event_store=self.event_store, use_cache=True)
        self.call_dependents_repo = CallDependentsRepo(
            event_store=self.event_store, use_cache=True)
        self.call_leafs_repo = CallLeafsRepo(event_store=self.event_store,
                                             use_cache=True)
        self.call_link_repo = CallLinkRepo(event_store=self.event_store,
                                           use_cache=True)
        self.call_result_repo = CallResultRepo(event_store=self.event_store,
                                               use_cache=True)
        self.call_evaluation_queue = call_evaluation_queue
        self.result_counters = result_counters
        self.usage_counters = usage_counters

        self.simulation_subscriber = SimulationSubscriber(
            market_calibration_repo=self.market_calibration_repo,
            market_simulation_repo=self.market_simulation_repo,
        )
        self.dependency_graph_subscriber = DependencyGraphSubscriber(
            contract_specification_repo=self.contract_specification_repo,
            call_dependencies_repo=self.call_dependencies_repo,
            call_dependents_repo=self.call_dependents_repo,
            call_leafs_repo=self.call_leafs_repo,
            call_requirement_repo=self.call_requirement_repo,
        )
        self.evaluation_subscriber = EvaluationSubscriber(
            contract_valuation_repo=self.contract_valuation_repo,
            call_link_repo=self.call_link_repo,
            call_dependencies_repo=self.call_dependencies_repo,
            call_requirement_repo=self.call_requirement_repo,
            call_result_repo=self.call_result_repo,
            simulated_price_repo=self.simulated_price_repo,
            market_simulation_repo=self.market_simulation_repo,
            call_evaluation_queue=self.call_evaluation_queue,
            call_leafs_repo=self.call_leafs_repo,
            result_counters=self.result_counters,
            usage_counters=self.usage_counters,
            call_dependents_repo=self.call_dependents_repo,
            perturbation_dependencies_repo=self.perturbation_dependencies_repo,
            simulated_price_requirements_repo=self.
            simulated_price_requirements_repo,
        )
예제 #5
0
    def __init__(self,
                 call_evaluation_queue=None,
                 max_dependency_graph_size=DEFAULT_MAX_DEPENDENCY_GRAPH_SIZE,
                 dsl_classes=None,
                 *args,
                 **kwargs):
        super(QuantDslApplication, self).__init__(*args, **kwargs)
        self.contract_specification_repo = ContractSpecificationRepo(
            event_store=self.event_store, use_cache=True)
        self.contract_valuation_repo = ContractValuationRepo(
            event_store=self.event_store, use_cache=True)
        self.market_calibration_repo = MarketCalibrationRepo(
            event_store=self.event_store, use_cache=True)
        self.market_simulation_repo = MarketSimulationRepo(
            event_store=self.event_store, use_cache=True)
        self.perturbation_dependencies_repo = PerturbationDependenciesRepo(
            event_store=self.event_store, use_cache=True)
        self.simulated_price_requirements_repo = SimulatedPriceRequirementsRepo(
            event_store=self.event_store, use_cache=True)
        # self.simulated_price_repo = SimulatedPriceRepo(event_store=self.event_store, use_cache=True)
        self.simulated_price_repo = {}
        self.call_requirement_repo = CallRequirementRepo(
            event_store=self.event_store, use_cache=True)
        self.call_dependencies_repo = CallDependenciesRepo(
            event_store=self.event_store, use_cache=True)
        self.call_dependents_repo = CallDependentsRepo(
            event_store=self.event_store, use_cache=True)
        self.call_leafs_repo = CallLeafsRepo(event_store=self.event_store,
                                             use_cache=True)
        self.call_link_repo = CallLinkRepo(event_store=self.event_store,
                                           use_cache=True)
        # self.call_result_repo = CallResultRepo(event_store=self.event_store, use_cache=True)
        self.call_result_repo = {}
        self.call_evaluation_queue = call_evaluation_queue
        self.max_dependency_graph_size = max_dependency_graph_size
        self.dsl_classes = dsl_classes

        self.simulation_subscriber = SimulationSubscriber(
            market_calibration_repo=self.market_calibration_repo,
            market_simulation_repo=self.market_simulation_repo,
            simulated_price_repo=self.simulated_price_repo)
        self.dependency_graph_subscriber = DependencyGraphSubscriber(
            contract_specification_repo=self.contract_specification_repo,
            call_dependencies_repo=self.call_dependencies_repo,
            call_dependents_repo=self.call_dependents_repo,
            call_leafs_repo=self.call_leafs_repo,
            call_requirement_repo=self.call_requirement_repo,
            max_dependency_graph_size=self.max_dependency_graph_size,
            dsl_classes=self.dsl_classes,
        )
        self.evaluation_subscriber = EvaluationSubscriber(
            contract_valuation_repo=self.contract_valuation_repo,
            call_link_repo=self.call_link_repo,
            call_dependencies_repo=self.call_dependencies_repo,
            call_requirement_repo=self.call_requirement_repo,
            call_result_repo=self.call_result_repo,
            simulated_price_repo=self.simulated_price_repo,
            market_simulation_repo=self.market_simulation_repo,
            call_evaluation_queue=self.call_evaluation_queue,
            call_leafs_repo=self.call_leafs_repo,
            call_dependents_repo=self.call_dependents_repo,
            perturbation_dependencies_repo=self.perturbation_dependencies_repo,
            simulated_price_requirements_repo=self.
            simulated_price_requirements_repo,
        )
        self.call_result_policy = CallResultPolicy(self.call_result_repo,
                                                   self.call_evaluation_queue)