def setUp(self):
assert_event_handlers_empty()
market_simulation_repo = MagicMock(spec=MarketSimulationRepository)
market_calibration_repo = MagicMock(spec=MarketCalibrationRepository)
simulated_price_repo = MagicMock(spec=SimulatedPriceRepository)
self.simulation_subscriber = SimulationSubscriber(
market_calibration_repo, market_simulation_repo,
simulated_price_repo)
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
)
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,
)
def setUp(self):
market_simulation_repo = MagicMock(spec=MarketSimulationRepository)
market_calibration_repo = MagicMock(spec=MarketCalibrationRepository)
self.simulation_subscriber = SimulationSubscriber(market_calibration_repo, market_simulation_repo)
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)
