from datetime import datetime, timedelta
import gevent
from rx.concurrency.historicalscheduler import HistoricalScheduler
from algotrader.event.market_data import Bar, BarSize
from algotrader.utils.clock import RealTimeClock
from algotrader.utils.date_utils import DateUtils
realtime_clock = RealTimeClock()
class HistoricalScheduler2(HistoricalScheduler):
def __init__(self, initial_clock=None, comparer=None):
def compare_datetimes(a, b):
return (a > b) - (a < b)
clock = initial_clock or datetime.fromtimestamp(0)
comparer = comparer or compare_datetimes
super(HistoricalScheduler2, self).__init__(clock, comparer)
def now(self):
return self.clock
@staticmethod
def add(absolute, relative):
if isinstance(relative, int):
return absolute + timedelta(milliseconds=relative)
elif isinstance(relative, float):
return absolute + timedelta(seconds=relative)
def setUp(self):
self.simluation_clock = SimulationClock()
self.realtime_clock = RealTimeClock()
self.simluation_clock.reset()
self.endtime = []
self.simluation_clock.update_time(ClockTest.ts)
def __get_clock(self):
if self.app_config.clock_type == Clock.RealTime:
return RealTimeClock()
return SimulationClock()
