def __init__(self, traffic_alpha, debug=False):
self.engine = EventEngine()
# self.inter_arrival_mu = inter_arrival_mu # all parameters will be in a config file later
# self.inter_arrival_sigma = inter_arrival_sigma
self.traffic_alpha = traffic_alpha
self.am_pm = 'PM'
self.section_occupancy = [0, 0, 0]
self.section_queueing = [0, 0, 0, 0]
self.section_data = np.empty((0, 4))
self.travel_times = []
self.alpha_cdf = []
for a in [0.5, 0.75, 1, 1.25, 1.5]:
fname = 'interarrival_times/interarrival-{:.2f}-cdf.dat'.format(a)
cdf = np.genfromtxt(fname, delimiter=',')
self.alpha_cdf.append(cdf)
if debug:
logging.basicConfig(level=logging.DEBUG)
class Data(pw.Model):
last_price = pw.DecimalField(null=False, default=0.0)
timestamp = pw.DateTimeField(null=False)
created_at = pw.DateTimeField(default=datetime.datetime.now)
class Meta:
database = db
db_table = 'tick_data'
def init():
db.create_tables([
Data,
])
def on_tick(e):
print 'On tick'
print e.dict_
if __name__ == '__main__':
from main import register_all_handlers
ee = EventEngine()
register_all_handlers(ee)
ee.start()
time.sleep(1)
ee.put(Event('on_tick', id=1))
formatter = logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s')
# add formatter to ch
ch.setFormatter(formatter)
# add ch to logger
logger.addHandler(ch)
client = pm.MongoClient('localhost', 27017)
db = client['data-db']
event_handlers = [{
'name': 'on_tick',
'func': 'test.on_tick'
}]
orders = Queue() # order manager
main_engine = EventEngine()
def register_all_handlers(ee, handlers):
if not isinstance(ee, EventEngine):
raise Exception('Parameter must be the instance of EventEngine')
def parse_func(full_name):
p = re.compile(r'^(\S+)\.([\S^.]+)$')
m = p.match(full_name)
return m.groups() if m else (__name__, full_name)
for handler in handlers:
event_name = handler.get('name')
module, func = parse_func(handler.get('func'))
try:
