def main():
bf = TestBarFeed(bar.Frequency.DAY)
bars = [
bar.BasicBar(datetime.datetime(2000, 1, 1), 10, 10, 10, 10, 10, 10,
bar.Frequency.DAY),
bar.BasicBar(datetime.datetime(2000, 1, 2), 10, 10, 10, 10, 10, 10,
bar.Frequency.DAY),
]
bf.addBarsFromSequence("orcl", bars)
logger.getLogger().setLevel(logging.DEBUG)
strat = BacktestingStrategy(bf, 1)
strat.run()
def __init__(self, barFeed, broker):
self.__barFeed = barFeed
self.__broker = broker
self.__activePositions = set()
self.__orderToPosition = {}
self.__barsProcessedEvent = observer.Event()
self.__analyzers = []
self.__namedAnalyzers = {}
self.__resampledBarFeeds = []
self.__dispatcher = dispatcher.Dispatcher()
self.__broker.getOrderUpdatedEvent().subscribe(self.__onOrderEvent)
self.__barFeed.getNewValuesEvent().subscribe(self.__onBars)
self.__dispatcher.getStartEvent().subscribe(self.onStart)
self.__dispatcher.getIdleEvent().subscribe(self.__onIdle)
# It is important to dispatch broker events before feed events, specially if we're backtesting.
self.__dispatcher.addSubject(self.__broker)
self.__dispatcher.addSubject(self.__barFeed)
# Initialize logging.
self.__logger = logger.getLogger(BaseStrategy.LOGGER_NAME)
def __init__(self, cash, barFeed, commission=None):
super().__init__()
assert (cash >= 0)
self.__cash = cash
if commission is None:
self.__commission = NoCommission()
else:
self.__commission = commission
self.__shares = {}
self.__activeOrders = {}
self.__useAdjustedValues = False
self.__fillStrategy = fillstrategy.DefaultStrategy()
self.__logger = logger.getLogger(Broker.LOGGER_NAME)
# It is VERY important that the broker subscribes to barfeed events before the strategy.
barFeed.getNewValuesEvent().subscribe(self.onBars)
self.__barFeed = barFeed
self.__allowNegativeCash = False
self.__nextOrderId = 1
def onBars(self, bars):
self.info("bla")
logger.getLogger("custom").info("ble")
def getLiveLogger(name):
log = logger.getLogger(name)
initLogger(log)
return log
#
# Modified from MooQuant okex and Xignite modules
"""
.. moduleauthor:: Mikko Gozalo <*****@*****.**>
"""
import datetime
import queue
import threading
import time
from mooquant import bar, barfeed, dataseries, logger, observer
from mooquant.utils import dt
from mooquant_okex import api
logger = logger.getLogger("okex")
def utcnow():
return dt.as_utc(datetime.datetime.utcnow())
class TradeBar(bar.Bar):
__slots__ = ('__dateTime', '__tradeId', '__price', '__amount', '__type')
last_datetime = None
def __init__(self, bardict):
trade_dt = datetime.datetime.fromtimestamp(bardict['timestamp'])
if TradeBar.last_datetime is not None:
if trade_dt <= TradeBar.last_datetime:
# -*- coding: utf-8 -*-
import datetime
import queue
import threading
import time
from mooquant_mercadobitcoin import api
from mooquant import bar, barfeed, dataseries, logger, observer
from mooquant.utils import dt
logger = logger.getLogger("mercadobitcoin")
def utcnow():
return dt.as_utc(datetime.datetime.utcnow())
class TradeBar(bar.Bar):
__slots__ = ('__dateTime', '__tradeId', '__price', '__amount', '__type')
last_datetime = None
def __init__(self, bardict):
trade_dt = datetime.datetime.fromtimestamp(bardict['date'])
if TradeBar.last_datetime is not None:
if trade_dt <= TradeBar.last_datetime:
trade_dt = (TradeBar.last_datetime +
datetime.timedelta(seconds=0.01))
TradeBar.last_datetime = trade_dt