Exemplos de Matcher em Python

Exemplo n.º 1

Arquivo: fixtures.py Projeto: yyshi-ftasset/rqalpha

class MatcherFixture(EnvironmentFixture):
    def __init__(self, *args, **kwargs):
        super(MatcherFixture, self).__init__(*args, **kwargs)

        from rqalpha.mod.rqalpha_mod_sys_simulation import __config__ as mod_sys_simulation_config
        from rqalpha.const import MATCHING_TYPE

        self.env_config = {
            "mod": {
                "sys_simulation": mod_sys_simulation_config
            }
        }

        self.env_config["mod"]["sys_simulation"]["matching_type"] = MATCHING_TYPE.CURRENT_BAR_CLOSE

        self.matcher = None

    def init_fixture(self):
        from datetime import datetime
        from rqalpha.mod.rqalpha_mod_sys_simulation.matcher import Matcher
        
        super(MatcherFixture, self).init_fixture()

        print(Matcher, type(self.env_config["mod"]))

        self.matcher = Matcher(self.env, self.env_config["mod"].sys_simulation)
        self.matcher.update(datetime(2018, 8, 16, 11, 5), datetime(2018, 8, 16, 11, 5))

Exemplo n.º 2

Arquivo: fixtures.py Projeto: ricequant/rqalpha

class MatcherFixture(EnvironmentFixture):
    def __init__(self, *args, **kwargs):
        super(MatcherFixture, self).__init__(*args, **kwargs)

        from rqalpha.mod.rqalpha_mod_sys_simulation import __config__ as mod_sys_simulation_config
        from rqalpha.const import MATCHING_TYPE

        self.env_config = {
            "mod": {
                "sys_simulation": mod_sys_simulation_config
            }
        }

        self.env_config["mod"]["sys_simulation"]["matching_type"] = MATCHING_TYPE.CURRENT_BAR_CLOSE

        self.matcher = None

    def init_fixture(self):
        from datetime import datetime
        from rqalpha.mod.rqalpha_mod_sys_simulation.matcher import Matcher
        
        super(MatcherFixture, self).init_fixture()

        print(Matcher, type(self.env_config["mod"]))

        self.matcher = Matcher(self.env, self.env_config["mod"].sys_simulation)
        self.matcher.update(datetime(2018, 8, 16, 11, 5), datetime(2018, 8, 16, 11, 5))

Exemplo n.º 3

Arquivo: fixtures.py Projeto: yyshi-ftasset/rqalpha

    def init_fixture(self):
        from datetime import datetime
        from rqalpha.mod.rqalpha_mod_sys_simulation.matcher import Matcher
        
        super(MatcherFixture, self).init_fixture()

        print(Matcher, type(self.env_config["mod"]))

        self.matcher = Matcher(self.env, self.env_config["mod"].sys_simulation)
        self.matcher.update(datetime(2018, 8, 16, 11, 5), datetime(2018, 8, 16, 11, 5))

Exemplo n.º 4

Arquivo: fixtures.py Projeto: ricequant/rqalpha

    def init_fixture(self):
        from datetime import datetime
        from rqalpha.mod.rqalpha_mod_sys_simulation.matcher import Matcher
        
        super(MatcherFixture, self).init_fixture()

        print(Matcher, type(self.env_config["mod"]))

        self.matcher = Matcher(self.env, self.env_config["mod"].sys_simulation)
        self.matcher.update(datetime(2018, 8, 16, 11, 5), datetime(2018, 8, 16, 11, 5))