def __init__(self, maxLen=None):
super(SequenceDataSeries, self).__init__()
maxLen = get_checked_max_len(maxLen)
self.__newValueEvent = observer.Event()
self.__values = collections.ListDeque(maxLen)
self.__dateTimes = collections.ListDeque(maxLen)
def __init__(self, maxLen=DEFAULT_MAX_LEN):
if not maxLen > 0:
raise Exception("Invalid maximum length")
self.__newValueEvent = observer.Event()
self.__values = collections.ListDeque(maxLen)
self.__dateTimes = collections.ListDeque(maxLen)
def test_case():
_patch_listdeque()
a = collections.ListDeque(maxLen=3)
a.append(3)
a.append(4)
a.updateLast(5)
print(a.data())
def __init__(self, feed, instruments, ind_dt, ts):
strategy.BacktestingStrategy.__init__(self, feed)
self.__position = []
self.__instruments = instruments
self.__ts = ts
self.__ydate = ''
self.getBroker().setMaxHoldingDays(5)
self.__features = {}
self.__feacount = {}
self.__indicators = {}
self.__instance = {}
for inst in self.__instruments:
bars = feed.getDataSeries(inst)
self.__indicators[inst] = indicator.Indicator(bars, 250)
self.__features[inst] = collections.ListDeque(20)
self.__instance[inst] = collections.ListDeque(20)
def buildCollection(self, maxLen):
return collections.ListDeque(maxLen)
def __init__(self, maxLen=None):
maxLen = get_checked_max_len(maxLen)
self.__newValueEvent = observer.Event()
self.__values = collections.ListDeque(maxLen)
self.__dateTimes = collections.ListDeque(maxLen)