def __init__(self):
self.instrumentManager = None
self.feedSource = None
self.calendar = None
self.timeLine = TimeLine()
self.eventFlow = EventFlow()
self.timeBubble = TimeBuble(self.timeLine)
class TradingContext(object):
def __init__(self):
self.instrumentManager = None
self.feedSource = None
self.calendar = None
self.timeLine = TimeLine()
self.eventFlow = EventFlow()
self.timeBubble = TimeBuble(self.timeLine)
def check(self):
if self.calendar is None:
Logger.critical('calendar is None')
if self.instrumentManager is None:
Logger.critical("instrument manager is None")
if self.feedSource is None:
Logger.critical("feed source is None")
self.fromDay = self.feedSource.feederCreator.adjustStartDay(self.fromDay)
self.toDay = self.feedSource.feederCreator.adjustStartDay(self.toDay)
if self.fromDay > self.toDay:
Logger.critical('adjusted fromDay > adjusted toDay : (%s > %s)' % (self.fromDay.strftime('%Y%m%d'),self.toDay.strftime('%Y%m%d')))
def initialize(self,fromDay, toDay):
self.fromDay = fromDay
self.toDay = toDay
self.instrumentManager.initialize()
self.feedSource.initialize()
def run(self):
self.check()
runId = 1
self.timeLine.tradingDay = self.calendar.getPreviousTradingDay(self.fromDay)
while self.timeLine.tradingDay < self.toDay:
tradingDay = self.calendar.getNextTradingDay(self.timeLine.tradingDay)
self.timeLine.tradingDay = tradingDay
self.timeLine.time = datetime(tradingDay.year, tradingDay.month, tradingDay.day)
#emit onBeginDay event
self.instrumentManager.onBeginDay(self.timeLine.tradingDay)
self.feedSource.onBeginDay(self.timeLine.tradingDay)
self.eventFlow.foreachNode(lambda node: node.onBeginDay(self.timeLine.tradingDay))
while self.timeBubble.bubble():
self.eventFlow.process(runId)
#emit onEndDay event
def invokeOnEnd(node):
if hasattr(node,'onEndDay'):
node.onEndDay(self.timeLine.tradingDay)
self.eventFlow.foreachNode(invokeOnEnd)
self.feedSource.onEndDay(self.timeLine.tradingDay)
self.instrumentManager.onEndDay(self.timeLine.tradingDay)