示例#1
0
def main():
    config = Config(load_from_yaml("../../config/live_ib.yaml"),
                    load_from_yaml("../../config/down2%.yaml"))

    app_context = ApplicationContext(config=config)

    ATSRunner().start(app_context)
示例#2
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def main():
    config = Config(load_from_yaml("../../config/backtest.yaml"),
                    load_from_yaml("../../config/down2%.yaml"))

    app_context = ApplicationContext(config=config)

    BacktestRunner().start(app_context)
示例#3
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 def create_app_context(self, override):
     return ApplicationContext(config=Config(
         load_from_yaml("../config/backtest.yaml"),
         load_from_yaml("../config/down2%.yaml"),
         test_override,
         StrategyPersistenceTest.stg_override,
         override))
 def create_app_context(self, conf):
     return ApplicationContext(config=Config(
         load_from_yaml("../config/backtest.yaml"),
         load_from_yaml("../config/down2%.yaml"), test_override, {
             "Application": {
                 "ceateAtStart": True,
                 "deleteDBAtStop": False,
                 "persistenceMode": "RealTime"
             }
         }, conf))
def main():
    config = Config(load_from_yaml("../../config/data_import.yaml"),
                    {"Application": {
                        "feedId": "Yahoo"
                    }})
    app_context = ApplicationContext(config=config)
    MktDataImporter().start(app_context)
示例#6
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# from algotrader.utils import logger

# def app_context():
#     persistence_config = PersistenceConfig(None,
#                                            DataStore.Mongo, PersistenceMode.RealTime,
#                                            DataStore.Mongo, PersistenceMode.RealTime,
#                                            DataStore.Mongo, PersistenceMode.RealTime,
#                                            DataStore.Mongo, PersistenceMode.RealTime)
#     app_config = ApplicationConfig(id=None, ref_data_mgr_type=RefDataManager.DB, clock_type=Clock.RealTime,
#                                    persistence_config=persistence_config,
#                                    provider_configs=[MongoDBConfig(), IBConfig(client_id=2, use_gevent=True)])
#     app_context = ApplicationContext(app_config=app_config)
#
#     return app_context

config = Config(load_from_yaml("../config/data_import.yaml"))

app_context = ApplicationContext(config=config)


def init_ib(app_context):

    app_context.start()
    broker = app_context.provider_mgr.get(Broker.IB)
    broker.start(app_context)
    return broker


def import_inst_from_ib(broker,
                        symbol,
                        sec_type='STK',
示例#7
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 def test_multiple(self):
     config = Config(
         load_from_yaml("../config/backtest.yaml"),
         load_from_yaml("../config/down2%.yaml"))
     self.assertEquals(1, config.get_strategy_config("down2%", "qty"))