def _get_db_trade_database_source():
database_source_list = []
test_harness_trade_database_list = []
test_harness_trade_data_store_list = []
if run_ms_sql_server_tests:
database_source_list.append(DatabaseSourceMSSQLServer())
test_harness_trade_database_list.append(
test_harness_ms_sql_server_trade_data_database)
test_harness_trade_data_store_list.append(
test_harness_ms_sql_server_trade_data_store)
if run_mysql_server_tests:
database_source_list.append(DatabaseSourceMySQL())
test_harness_trade_database_list.append(
test_harness_mysql_trade_data_database)
test_harness_trade_data_store_list.append(
test_harness_mysql_trade_data_store)
if run_sqlite_server_tests:
database_source_list.append(DatabaseSourceSQLite())
test_harness_trade_database_list.append(
test_harness_sqlite_trade_data_database)
test_harness_trade_data_store_list.append(
test_harness_sqlite_trade_data_store)
return database_source_list, test_harness_trade_database_list, test_harness_trade_data_store_list
def fill_market_trade_databases():
"""Fills market and trade data with test data
"""
Mediator.get_volatile_cache().clear_cache()
replace_append = 'replace'
# Fill market data (assume: CHUNK_STORE as our default format!)
for ticker in ticker_arctic:
database_source = DatabaseSourceArctic(postfix='testharness',
arctic_lib_type=arctic_lib_type)
# Write CSV to Arctic
database_source.convert_csv_to_table(csv_market_data_store,
ticker,
market_data_table,
if_exists_table=replace_append,
if_exists_ticker='replace',
market_trade_data='market',
remove_duplicates=False)
replace_append = 'append'
# Fill trade/order data
database_source = DatabaseSourceMySQL()
for t in trade_order_list:
# Dump trade_df to SQL test harness database and overwrite
database_source.convert_csv_to_table(
csv_trade_order_mapping[t],
None, (trade_order_mapping[trade_data_store])[t],
database_name=trade_data_database_name,
if_exists_table='replace',
market_trade_data='trade')
def __init__(self,
market_data_postfix='dukascopy',
csv_market_data=None,
write_to_db=True,
sql_trade_database_type='ms_sql_server'):
if csv_market_data is None:
self._market_data_source = 'arctic-' + market_data_postfix
else:
self._market_data_source = csv_market_data
self._tca_market = Mediator.get_tca_market_trade_loader()
# Assumes MongoDB for tick data and MSSQL for trade/order data
if write_to_db:
self._database_source_market = DatabaseSourceArctic(
postfix=market_data_postfix) # market data source
self._market_data_database_name = constants.arctic_market_data_database_name
self._market_data_database_table = constants.arctic_market_data_database_table
if sql_trade_database_type == 'ms_sql_server':
self._database_source_trade = DatabaseSourceMSSQLServer(
) # trade data source
self._trade_data_database_name = constants.ms_sql_server_trade_data_database_name
elif sql_trade_database_type == 'mysql':
self._database_source_trade = DatabaseSourceMySQL(
) # trade data source
self._trade_data_database_name = constants.mysql_trade_data_database_name
self.time_series_ops = TimeSeriesOps()
self.rand_time_series = RandomiseTimeSeries()