Exemplo n.º 1
0
 def __init__(self, *, current_positions: Dict):
     self._current_positions = current_positions
     self.start_timestamp = None
     self.event_queue = get_current_event_queue()
     self.total_assets = None
     self.current_holdings = None
     self.all_holdings = []
Exemplo n.º 2
0
 def __init__(
     self,
     data_handler: BaseDataHandler,
     strategy: BaseStrategy,
     portfolio: BasePortfolio,
     execution: BaseExecutionHandler,
 ):
     self.event_queue = get_current_event_queue()
     self.data_handler = data_handler
     self.portfolio = portfolio
     self.strategy = strategy
     self.execution = execution
     self.logger = get_logger('loop')
Exemplo n.º 3
0
 def __init__(self):
     self.event_queue = get_current_event_queue()
     self.history_market_length = 60
     self.history_market = []
     self.bars = None
Exemplo n.º 4
0
 def __init__(self):
     self.event_queue = get_current_event_queue()
Exemplo n.º 5
0
 def __init__(self):
     self.event_queue = get_current_event_queue()
     self.payload = None
     self._market_generator = self.market_generator()