def __init__(self, scheduler: HistoricNetworkScheduler,
azure_connect_str: str):
self.scheduler = scheduler
self.azure_connect_str = azure_connect_str
self.subscribed_instruments = MutableSignal()
self.scheduler.get_network().attach(self.subscribed_instruments)
self.start_time = scheduler.get_clock().get_start_time()
self.end_time = scheduler.get_clock().get_end_time()
self.all_subscribed = set()
self.book_signal_by_symbol = {}
self.trade_signal_by_symbol = {}
def __init__(self, scheduler: HistoricNetworkScheduler):
self.scheduler = scheduler
self.subscribed_instruments = MutableSignal()
self.scheduler.get_network().attach(self.subscribed_instruments)
self.start_time = scheduler.get_clock().get_start_time()
self.end_time = scheduler.get_clock().get_end_time()
self.all_subscribed = set()
self.book_signal_by_symbol = {}
self.trade_signal_by_symbol = {}
self.credential = DeviceCodeCredential(client_id=get_global_defaults()['azure']['client_id'],
tenant_id=get_global_defaults()['azure']['tenant_id'])
def test_repeating_timer():
# run for one minute
scheduler = HistoricNetworkScheduler(0, 60 * 1000)
tz = pytz.timezone('US/Eastern')
timer = RepeatingTimer(scheduler, datetime.timedelta(seconds=15))
timestamps = list()
Do(scheduler.get_network(), timer,
lambda: timestamps.append(scheduler.get_clock().get_time(tz)))
scheduler.run()
assert len(timestamps) == 4
assert str(timestamps[3]) == '1969-12-31 19:01:00-05:00'
def test_alarm():
# run for one day
scheduler = HistoricNetworkScheduler(0, 60 * 60 * 24 * 1000)
# schedule at 4pm US/Eastern
tz = pytz.timezone('US/Eastern')
alarm = Alarm(scheduler, datetime.time(16, 00, 00), tz)
timestamps = list()
Do(scheduler.get_network(), alarm,
lambda: timestamps.append(scheduler.get_clock().get_time(tz)))
scheduler.run()
assert len(timestamps) == 1