def save_load(name, persistable, datastore, save_func, load_clazz):
save_func(persistable)
result = [item for item in datastore.load_all(load_clazz) if item.id() == persistable.id()]
assert len(result) == 1
item = result[0]
print "===== %s" % name
print persistable
print item
assert MapSerializer.extract_slot(persistable) == MapSerializer.extract_slot(item)
def save_load(name, persistable, datastore, save_func, load_clazz):
save_func(persistable)
result = [
item for item in datastore.load_all(load_clazz)
if item.id() == persistable.id()
]
assert len(result) == 1
item = result[0]
print "===== %s" % name
print persistable
print item
assert MapSerializer.extract_slot(
persistable) == MapSerializer.extract_slot(item)
def test_save_strategies():
print "test_save_strategies"
context = get_default_app_context()
store = context.provider_mgr.get(DataStore.Mongo)
store.start(app_context=context)
stg_mgr = context.stg_mgr
stg_mgr.start(app_context=context)
stg_mgr.reset()
stg1 = stg_mgr.new_stg(trading_config=BacktestingConfig(
id='1',
stg_id='test1',
stg_cls='algotrader.strategy.ema_strategy.EMAStrategy'))
ord_mrg = context.order_mgr
ord_mrg.start(app_context=context)
nos = NewOrderRequest(cl_id='test1',
cl_ord_id='1',
inst_id=1,
portf_id='test_porf',
action=OrdAction.BUY,
type=OrdType.LIMIT,
qty=1000,
limit_price=18.5)
order = ord_mrg.send_order(nos)
stg1.ord_reqs[nos.cl_ord_id] = nos
stg1.orders[order.cl_ord_id] = order
stg1.add_position(nos.inst_id, nos.cl_id, nos.cl_ord_id, nos.qty)
stg1.update_position_price(time=0, inst_id=nos.inst_id, price=100)
stg2 = stg_mgr.new_stg(trading_config=BacktestingConfig(
id='2',
stg_id='test2',
stg_cls='algotrader.strategy.ema_strategy.EMAStrategy'))
before = stg_mgr.get('test1')
stg_mgr.stop()
stg_mgr.start(app_context=context)
after = stg_mgr.get('test1')
after.start(app_context=context)
print "before %s" % MapSerializer.serialize(before)
print "after %s" % MapSerializer.serialize(after)
def test_save_strategies():
print "test_save_strategies"
context = get_default_app_context()
store = context.provider_mgr.get(DataStore.Mongo)
store.start(app_context=context)
stg_mgr = context.stg_mgr
stg_mgr.start(app_context=context)
stg_mgr.reset()
stg1 = stg_mgr.new_stg(trading_config=BacktestingConfig(id='1', stg_id='test1',
stg_cls='algotrader.strategy.ema_strategy.EMAStrategy'))
ord_mrg = context.order_mgr
ord_mrg.start(app_context=context)
nos = NewOrderRequest(cl_id='test1', cl_ord_id='1', inst_id=1, portf_id='test_porf', action=OrdAction.BUY,
type=OrdType.LIMIT, qty=1000,
limit_price=18.5)
order = ord_mrg.send_order(nos)
stg1.ord_reqs[nos.cl_ord_id] = nos
stg1.orders[order.cl_ord_id] = order
stg1.add_position(nos.inst_id, nos.cl_id, nos.cl_ord_id, nos.qty)
stg1.update_position_price(time=0, inst_id=nos.inst_id, price=100)
stg2 = stg_mgr.new_stg(trading_config=BacktestingConfig(id='2', stg_id='test2',
stg_cls='algotrader.strategy.ema_strategy.EMAStrategy'))
before = stg_mgr.get('test1')
stg_mgr.stop()
stg_mgr.start(app_context=context)
after = stg_mgr.get('test1')
after.start(app_context=context)
print "before %s" % MapSerializer.serialize(before)
print "after %s" % MapSerializer.serialize(after)
def ser_deser(name, serializer, item):
packed = serializer.serialize(item)
unpacked = serializer.deserialize(packed)
print "===== %s" % name
print packed
print item
print unpacked
print MapSerializer.extract_slot(item)
print MapSerializer.extract_slot(unpacked)
assert MapSerializer.extract_slot(item) == MapSerializer.extract_slot(unpacked)
def ser_deser(name, serializer, item):
packed = serializer.serialize(item)
unpacked = serializer.deserialize(packed)
print "===== %s" % name
print packed
print item
print unpacked
print MapSerializer.extract_slot(item)
print MapSerializer.extract_slot(unpacked)
assert MapSerializer.extract_slot(item) == MapSerializer.extract_slot(unpacked)