def _get_data_methods_from_list_of_data_string(
self, list_of_data_str_references: list, system) -> list:
# Turn a list of strings into a list of function objects
list_of_data_methods = [
resolve_data_method(system, data_string)
for data_string in list_of_data_str_references
]
return list_of_data_methods
def get_data_from_system(self, system, instrument_code):
"""
Prepare the data for a function call
:param system: A system
:param instrument_code: str
:return: list of data
"""
data = self.data
assert isinstance(data, list)
# Following is a list of additional kwargs to pass to the data functions. Can be empty dicts
# Use copy as can be overriden
if len(data) == 0:
# if no data provided defaults to using price
datalist = [DEFAULT_PRICE_SOURCE]
data_arg_list = [{}]
else:
# We're provided with a list
datalist = self.data
data_arg_list = copy(self.data_args)
# This is so the zip won't unexpectedly fail
# Should be the case given how data_args are generated
assert len(data_arg_list) == len(datalist)
# Turn a list of strings into a list of function objects
data_methods = [
resolve_data_method(system, data_string)
for data_string in datalist
]
# Call the functions, providing additional data if neccesssary
data = [
data_method(instrument_code, **data_arguments)
for data_method, data_arguments in zip(data_methods, data_arg_list)
]
return data
def call(self, system, instrument_code):
"""
Actually call a trading rule
To do this we need some data from the system
"""
assert isinstance(self.data, list)
if len(self.data) == 0:
# if no data provided defaults to using price
datalist = [DEFAULT_PRICE_SOURCE]
else:
datalist = self.data
data_methods = [resolve_data_method(
system, data_string) for data_string in datalist]
data = [data_method(instrument_code) for data_method in data_methods]
other_args = self.other_args
return self.function(*data, **other_args)
def call(self, system, instrument_code):
"""
Actually call a trading rule
To do this we need some data from the system
"""
assert isinstance(self.data, list)
if len(self.data) == 0:
# if no data provided defaults to using price
datalist = [DEFAULT_PRICE_SOURCE]
else:
datalist = self.data
data_methods = [resolve_data_method(
system, data_string) for data_string in datalist]
data = [data_method(instrument_code) for data_method in data_methods]
other_args = self.other_args
return self.function(*data, **other_args)
def get_data_from_system(self, system, instrument_code):
"""
Prepare the data for a function call
:param system: A system
:param instrument_code: str
:return: list of data
"""
assert isinstance(self.data, list)
if len(self.data) == 0:
# if no data provided defaults to using price
datalist = [DEFAULT_PRICE_SOURCE]
else:
datalist = self.data
data_methods = [
resolve_data_method(system, data_string)
for data_string in datalist
]
data = [data_method(instrument_code) for data_method in data_methods]
return data
