def _already_a_trading_rule(rule):
return hasallattr(rule, ["function", "data", "other_args"])
def __init__(self, rule, data=list(), other_args=dict()):
"""
Create a trading rule from a function
Functions must be of the form function(*dataargs, **kwargs), where
*dataargs are unnamed data items, and **kwargs are named configuration
items data, an ordered list of strings identifying data to be used
(default, just price) other_args: a dictionary of named arguments to be
passed to the trading rule
:param rule: Trading rule to be created
:type trading_rules:
The following describe a rule completely (ignore data and other_args arguments)
3-tuple ; containing (function, data, other_args)
dict (containing key "function", and optionally keys "other_args" and "data")
TradingRule (object is created out of this rule)
The following will be combined with the data and other_args arguments
to produce a complete TradingRule:
Other callable function
str (with path to function eg
"systems.provide.example.rules.ewmac_forecast_with_defaults")
:param data: (list of) str pointing to location of inputs in a system method call (eg "data.get_instrument_price")
(Either passed in separately, or as part of a TradingRule, 3-tuple, or dict object)
:type data: single str, or list of str
:param other_args: Other named arguments to be passed to trading rule function
Any arguments that are prefixed with "_" will be passed to the first data function call
Any arguments that are prefixed with "__" will be passed to the second data function call... and so on
(Either passed in separately , or as part of a TradingRule, 3-tuple, or dict object)
:type other_args: dict
:returns: single Tradingrule object
"""
data_args = None
if hasallattr(rule, ["function", "data", "other_args"]):
# looks like it is already a trading rule
(rule_function, data, other_args,
data_args) = (rule.function, rule.data, rule.other_args,
rule.data_args)
elif isinstance(rule, tuple):
if len(data) > 0 or len(other_args) > 0:
print(
"WARNING: Creating trade rule with 'rule' tuple argument, ignoring data and/or other args"
)
if len(rule) != 3:
raise Exception(
"Creating trading rule with a tuple, must be length 3 exactly (function/name, data [...], args dict(...))"
)
(rule_function, data, other_args) = rule
elif isinstance(rule, dict):
if len(data) > 0 or len(other_args) > 0:
print(
"WARNING: Creating trade rule with 'rule' dict argument, ignoring data and/or other args"
)
try:
rule_function = rule['function']
except KeyError:
raise Exception(
"If you specify a TradingRule as a dict it has to contain a 'function' keyname"
)
if "data" in rule:
data = rule['data']
else:
data = []
if "other_args" in rule:
other_args = rule['other_args']
else:
other_args = dict()
else:
rule_function = rule
# turn string into a callable function if required
rule_function = resolve_function(rule_function)
if isinstance(data, str):
# turn into a 1 item list or wont' get parsed properly
data = [data]
if data_args is None:
# This will be the case if the rule was built from arguments
# Resolve any _ prefixed other_args
other_args, data_args = separate_other_args(other_args, data)
# fill the object with data
setattr(self, "function", rule_function)
setattr(self, "data", data)
setattr(self, "other_args", other_args)
setattr(self, "data_args", data_args)
def __init__(self, rule, data=list(), other_args=dict()):
"""
Create a trading rule from a function
Functions must be of the form function(*dataargs, **kwargs), where
*dataargs are unnamed data items, and **kwargs are named configuration
items data, an ordered list of strings identifying data to be used
(default, just price) other_args: a dictionary of named arguments to be
passed to the trading rule
:param rule: Trading rule to be created
:type trading_rules:
The following describe a rule completely (ignore data and other_args arguments)
3-tuple ; containing (function, data, other_args)
dict (containing key "function", and optionally keys "other_args" and "data")
TradingRule (object is created out of this rule)
The following will be combined with the data and other_args arguments
to produce a complete TradingRule:
Other callable function
str (with path to function eg
"systems.provide.example.rules.ewmac_forecast_with_defaults")
:param data: (list of) str pointing to location of inputs in a system method call (eg "data.get_instrument_price")
(Eithier passed in separately, or as part of a TradingRule, 3-tuple, or dict object)
:type data: single str, or list of str
:param other_args: Other named arguments to be passed to trading rule function
(Eithier passed in separately , or as part of a TradingRule, 3-tuple, or dict object)
:type other_args: dict
:returns: single Tradingrule object
"""
if hasallattr(rule, ["function", "data", "other_args"]):
# looks like it is already a trading rule
(rule_function, data, other_args) = (
rule.function, rule.data, rule.other_args)
elif isinstance(rule, tuple):
if len(data) > 0 or len(other_args) > 0:
print(
"WARNING: Creating trade rule with 'rule' tuple argument, ignoring data and/or other args")
if len(rule) != 3:
raise Exception(
"Creating trading rule with a tuple, must be length 3 exactly (function/name, data [...], args dict(...))")
(rule_function, data, other_args) = rule
elif isinstance(rule, dict):
if len(data) > 0 or len(other_args) > 0:
print(
"WARNING: Creating trade rule with 'rule' dict argument, ignoring data and/or other args")
try:
rule_function = rule['function']
except KeyError:
raise Exception(
"If you specify a TradingRule as a dict it has to contain a 'function' keyname")
if "data" in rule:
data = rule['data']
else:
data = []
if "other_args" in rule:
other_args = rule['other_args']
else:
other_args = dict()
else:
rule_function = rule
# turn string into a callable function if required
rule_function = resolve_function(rule_function)
if isinstance(data, str):
# turn into a 1 item list or wont' get parsed properly
data = [data]
setattr(self, "function", rule_function)
setattr(self, "data", data)
setattr(self, "other_args", other_args)
