def setUp(self):
Base.metadata.create_all()
instrument = Instrument()
instrument.ticker = 'MyTicker'
instrument.asset_class = 'MyAssetClass'
instrument.name = 'MyName'
instrument.currency = 'USD'
instrument.type = 'MyType'
instrument.transactions_fees = 0.
instrument.point_value = 1
instrument.exchange = 'MyExchange'
instrument.rolling_month = 'H'
market_data = MarketData()
market_data.instrument = instrument
market_data.type = DataType.CLOSE
market_data.date = datetime(2000,1,3)
market_data.value = 100.
session = Session()
instrument_dao = InstrumentDAO()
instrument_dao.save(session, instrument)
market_data_dao = MarketDataDAO()
market_data_dao.save(session, market_data)
self.instrument_service = InstrumentService()
logger.info('Starting instrument creation ...')
session = Session()
Base.metadata.create_all()
instrument_dao = InstrumentDAO()
try:
ad = instrument_dao.get_by_ticker(session, 'AD')
if not ad:
ad = Instrument()
ad.ticker = 'AD'
ad.name = 'Australian Dollar'
ad.asset_class = 'Currencies'
ad.transactions_fees = .00005
instrument_dao.save(session, ad)
bo = instrument_dao.get_by_ticker(session, 'BO')
if not bo:
bo = Instrument()
bo.ticker = 'BO'
bo.name = 'Soybean Oil'
bo.asset_class = 'Grains'
bo.transactions_fees = .015
instrument_dao.save(session, bo)
bp = instrument_dao.get_by_ticker(session, 'BP')
if not bp:
bp = Instrument()
