def setUp(self):
        # Fixture Setup
        self.clock = LiveClock()
        self.uuid_factory = UUIDFactory()
        self.logger = Logger(self.clock, level_stdout=LogLevel.DEBUG)

        self.cache = TestStubs.cache()

        self.portfolio = Portfolio(
            cache=self.cache,
            clock=self.clock,
            logger=self.logger,
        )

        # Fresh isolated loop testing pattern
        self.loop = asyncio.new_event_loop()
        asyncio.set_event_loop(self.loop)

        self.engine = LiveDataEngine(
            loop=self.loop,
            portfolio=self.portfolio,
            cache=self.cache,
            clock=self.clock,
            logger=self.logger,
        )

        self.client = LiveDataClient(
            client_id=ClientId("BLOOMBERG"),
            engine=self.engine,
            clock=self.clock,
            logger=self.logger,
        )
Пример #2
0
    def setUp(self):
        # Fixture Setup
        self.clock = LiveClock()
        self.uuid_factory = UUIDFactory()
        self.logger = TestLogger(self.clock, level_console=LogLevel.DEBUG)

        self.portfolio = Portfolio(
            clock=self.clock,
            logger=self.logger,
        )

        # Fresh isolated loop testing pattern
        self.loop = asyncio.new_event_loop()
        asyncio.set_event_loop(self.loop)

        self.engine = LiveDataEngine(
            loop=self.loop,
            portfolio=self.portfolio,
            clock=self.clock,
            logger=self.logger,
        )

        self.client = LiveDataClient(
            venue=BINANCE,
            engine=self.engine,
            clock=self.clock,
            logger=self.logger,
        )
    def setup(self):
        # Fixture Setup
        self.loop = asyncio.get_event_loop()
        self.loop.set_debug(True)

        self.clock = LiveClock()
        self.uuid_factory = UUIDFactory()
        self.logger = Logger(self.clock)

        self.trader_id = TestStubs.trader_id()

        self.msgbus = MessageBus(
            trader_id=self.trader_id,
            clock=self.clock,
            logger=self.logger,
        )

        self.cache = TestStubs.cache()

        self.engine = LiveDataEngine(
            loop=self.loop,
            msgbus=self.msgbus,
            cache=self.cache,
            clock=self.clock,
            logger=self.logger,
        )

        self.client = LiveDataClient(
            loop=self.loop,
            client_id=ClientId("BLOOMBERG"),
            msgbus=self.msgbus,
            cache=self.cache,
            clock=self.clock,
            logger=self.logger,
        )