def testEmitOrder(self):
handlersData = []
def handler3():
handlersData.append(3)
def handler1():
handlersData.append(1)
def handler2():
handlersData.append(2)
event = observer.Event()
event.subscribe(handler1)
event.subscribe(handler2)
event.subscribe(handler3)
event.emit()
self.assertTrue(handlersData == [1, 2, 3])
handlersData = []
event = observer.Event()
event.subscribe(handler3)
event.subscribe(handler2)
event.subscribe(handler1)
event.emit()
self.assertTrue(handlersData == [3, 2, 1])
def __init__(self, maxLen=None):
super().__init__()
maxLen = get_checked_max_len(maxLen)
self.__newValueEvent = observer.Event()
self.__values = collections.ListDeque(maxLen)
self.__dateTimes = collections.ListDeque(maxLen)
def testReentrancy(self):
handlersData = []
event = observer.Event()
def handler2():
handlersData.append(2)
def handler1():
handlersData.append(1)
event.subscribe(handler2)
event.subscribe(handler1)
event.subscribe(handler1)
event.emit()
self.assertTrue(handlersData == [1])
event.emit()
self.assertTrue(handlersData == [1, 1, 2])
event.unsubscribe(handler1)
event.emit()
self.assertTrue(handlersData == [1, 1, 2, 2])
event.unsubscribe(handler2)
event.emit()
self.assertTrue(handlersData == [1, 1, 2, 2])
def __init__(self, maxLen):
super().__init__()
maxLen = dataseries.get_checked_max_len(maxLen)
self.__ds = {}
self.__event = observer.Event()
self.__maxLen = maxLen
def testDuplicateHandlers(self):
def handler1():
handlersData.append(1)
handlersData = []
event = observer.Event()
event.subscribe(handler1)
event.subscribe(handler1)
event.emit()
self.assertTrue(handlersData == [1])
def __init__(self, maxLen=None):
super().__init__(bar.Frequency.TRADE, maxLen)
self.registerInstrument(common.btc_symbol)
self.__barDicts = []
self.__prevTradeDateTime = None
self.__thread = None
self.__initializationOk = None
self.__enableReconnection = True
self.__stopped = False
self.__orderBookUpdateEvent = observer.Event()
def __init__(self,
identifiers,
apiCallDelay=5,
maxLen=dataseries.DEFAULT_MAX_LEN):
logger.info('Livefeed created')
barfeed.BaseBarFeed.__init__(self, bar.Frequency.TRADE, maxLen)
if not isinstance(identifiers, list):
raise Exception("identifiers must be a list")
self.__queue = queue.Queue()
self.__orderBookUpdateEvent = observer.Event()
self.__thread = TradesAPIThread(
self.__queue, identifiers,
datetime.timedelta(seconds=apiCallDelay))
self.__bars = []
for instrument in identifiers:
self.registerInstrument(instrument)
def __init__(self, barFeed, broker):
self.__barFeed = barFeed
self.__broker = broker
self.__activePositions = set()
self.__orderToPosition = {}
self.__barsProcessedEvent = observer.Event()
self.__analyzers = []
self.__namedAnalyzers = {}
self.__resampledBarFeeds = []
self.__dispatcher = dispatcher.Dispatcher()
self.__broker.getOrderUpdatedEvent().subscribe(self.__onOrderEvent)
self.__barFeed.getNewValuesEvent().subscribe(self.__onBars)
self.__dispatcher.getStartEvent().subscribe(self.onStart)
self.__dispatcher.getIdleEvent().subscribe(self.__onIdle)
# It is important to dispatch broker events before feed events, specially if we're backtesting.
self.__dispatcher.addSubject(self.__broker)
self.__dispatcher.addSubject(self.__barFeed)
# Initialize logging.
self.__logger = logger.getLogger(BaseStrategy.LOGGER_NAME)
def __init__(self, datetimes, priority=None):
super(RealtimeFeed, self).__init__()
self.__datetimes = datetimes
self.__event = observer.Event()
self.__priority = priority
def __init__(self):
super(ReturnsAnalyzerBase, self).__init__()
self.__event = observer.Event()
self.__portfolioReturns = None
def __init__(self):
super(Broker, self).__init__()
self.__orderEvent = observer.Event()
def __init__(self):
self.__subjects = []
self.__stop = False
self.__currDateTime = None
self.__startEvent = observer.Event()
self.__idleEvent = observer.Event()