def main():
# Setup parse options, imitate global constants and logs.
args = [SUPPRESS_TRADES, EXPORT_CSV]
Constants.parse_arguments(Constants.APP_NAME, custom_args=args)
# Setup database.
db = Database()
db.log()
# Initiate Job
job = Job(log_path=Constants.log_path)
job.log()
# Parse strategy xml.
strategy = parse_strategy_from_xml(Constants.xml.path,
return_object=True,
db=db)
Constants.log.info("Strategy portfolio: {0}".format(strategy.portfolio.id))
db.update_value(Strategy.TABLE, 'updated_by', job.id,
'name="{}"'.format(strategy.name.lower()))
# Initiate strategy executor
strategy_executor = StrategyExecutor(
strategy,
job_object=job,
suppress_trades=Constants.configs[SUPPRESS_TRADES])
# Run strategy.
strategy_executor.run()
# Generate report.
if Constants.configs[EXPORT_CSV]:
strategy_executor.generate_strategy_report()
# Check for any warnings.
status = Job.SUCCESSFUL
if strategy.data_loader.warnings:
status = Job.WARNINGS
# Finish job.
job.finished(status=status, condition=strategy_executor.finish_condition)
return status
def main():
# Setup parse options, imitate global constants and logs.
Constants.parse_arguments(Constants.APP_NAME)
# Initiate Job.
job = Job(log_path=Constants.log_path)
job.log()
# Setup connection to market data database, using the data loader's db name constant.
db = Database(name=MarketDataLoader.DB_NAME)
db.log()
# Parse subscriptions file.
job.update_phase('parsing subscriptions')
subscriptions = []
for tick_requirement in get_xml_root(Constants.xml.path):
symbol = get_xml_element_attribute(tick_requirement, 'symbol', required=True)
stale_tick_limit = get_xml_element_attribute(tick_requirement, 'stale_tick_limit')
if stale_tick_limit:
subscriptions.append({'symbol': symbol.upper(), 'stale_tick_limit': int(stale_tick_limit)})
else:
subscriptions.append({'symbol': symbol.upper()})
Constants.log.info('Loaded {0} required tickers.'.format(len(subscriptions)))
# Load data.
job.update_phase('requesting data')
ticker_data_source = TickerDataSource()
warnings = 0
for ticker in subscriptions:
data_source_data = ticker_data_source.request_quote(ticker[TickerDataSource.SYMBOL])
if data_source_data:
# Add data to ticker dictionary.
ticker['price'] = data_source_data[TickerDataSource.PRICE]
ticker['volume'] = data_source_data[TickerDataSource.VOLUME]
# Carry out checks on ticker.
ticker_warnings = ticker_checks(ticker)
# Save tick to database.
run_time_string = Constants.run_time.strftime(Constants.DATETIME_FORMAT)
db.insert_row('ticks', [generate_unique_id(ticker['symbol'] + run_time_string),
run_time_string,
ticker['symbol'],
ticker['price'],
ticker['volume']
]
)
# Log ticks.
Constants.log.info('symbol: {0}, price: {1}, volume: {2}'.format(ticker['symbol'], ticker['price'], ticker['volume']))
else:
ticker_warnings = ['no_data']
for warning_type in ticker_warnings:
warning_id = generate_unique_id(ticker['symbol'] + Constants.run_time.strftime(Constants.DATETIME_FORMAT))
db.insert_row('data_warnings', [warning_id, 'tick', warning_type, ticker['symbol']])
Constants.log.info('Could not get data for ticker {0}'.format(ticker['symbol']))
warnings += 1
if warnings:
job.finished(status=Job.WARNINGS, condition='data warnings')
return Job.WARNINGS
else:
job.finished()
return Job.SUCCESSFUL