def __init__(self, *args, **kwargs):
'''
data_frequency: 'minute' or 'daily'
algoname: str, defaults to 'algo'
backend: str or Backend instance, defaults to 'alpaca'
(str is either backend module name under
'pylivetrader.backend', or global import path)
trading_calendar: pd.DateIndex for trading calendar
initialize: initialize function
handle_data: handle_data function
before_trading_start: before_trading_start function
'''
self._recorded_vars = {}
self.data_frequency = kwargs.pop('data_frequency', 'minute')
assert self.data_frequency in ('minute', 'daily')
self._algoname = kwargs.pop('algoname', 'algo')
self._state_store = StateStore(
kwargs.pop('statefile', None)
or '{}-state.pkl'.format(self._algoname))
self._pipelines = {}
backend_param = kwargs.pop('backend', 'alpaca')
if not isinstance(backend_param, str):
self._backend = backend_param
self._backend_name = backend_param.__class__.__name__
else:
self._backend_name = backend_param
try:
# First, tries to import official backend packages
backendmod = importlib.import_module(
'pylivetrader.backend.{}'.format(self._backend_name))
except ImportError:
# Then if failes, tries to find pkg in global package
# namespace.
try:
backendmod = importlib.import_module(self._backend_name)
except ImportError:
raise RuntimeError(
"Could not find backend package `{}`.".format(
self._backend_name))
backend_options = kwargs.pop('backend_options', None) or {}
self._backend = backendmod.Backend(**backend_options)
self.asset_finder = AssetFinder(self._backend)
self.trading_calendar = kwargs.pop('trading_calendar',
get_calendar('NYSE'))
self.data_portal = DataPortal(self._backend, self.asset_finder,
self.trading_calendar)
self.event_manager = EventManager()
self.trading_controls = []
self.account_controls = []
self.restrictions = NoRestrictions()
self._initialize = kwargs.pop('initialize', noop)
self._handle_data = kwargs.pop('handle_data', noop)
self._before_trading_start = kwargs.pop('before_trading_start', noop)
self.event_manager.add_event(
events.Event(
events.Always(),
# We pass handle_data.__func__ to get the unbound method.
self.handle_data.__func__,
),
prepend=True,
)
self._account_needs_update = True
self._portfolio_needs_update = True
self._in_before_trading_start = False
self._assets_from_source = []
self._context_persistence_excludes = []
self._max_shares = int(1e+11)
self.initialized = False
def __init__(self, *args, **kwargs):
'''
data_frequency: 'minute' or 'daily'
algoname: str, defaults to 'algo'
backend: str or Backend instance, defaults to 'alpaca'
(str is either backend module name under
'pylivetrader.backend', or global import path)
trading_calendar: pd.DateIndex for trading calendar
initialize: initialize function
handle_data: handle_data function
before_trading_start: before_trading_start function
log_level: 'DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'
storage_engine: 'file', 'redis'
pipeline_hook: pipeline_output hook function to enable smoke like
functionality. it is not meant to be used by the
CLI
'''
log.level = lookup_level(kwargs.pop('log_level', 'INFO'))
self._recorded_vars = {}
self.data_frequency = kwargs.pop('data_frequency', 'minute')
assert self.data_frequency in ('minute', 'daily')
self._algoname = kwargs.pop('algoname', 'algo')
self.quantopian_compatible = kwargs.pop('quantopian_compatible', True)
storage_engine = kwargs.pop('storage_engine', 'file')
if storage_engine == 'redis':
storage_engine = RedisStore()
else:
storage_engine = FileStore(
kwargs.pop('statefile', None)
or '{}-state.pkl'.format(self._algoname))
self._state_store = StateStore(storage_engine=storage_engine)
self._pipelines = {}
backend_param = kwargs.pop('backend', 'alpaca')
if not isinstance(backend_param, str):
self._backend = backend_param
self._backend_name = backend_param.__class__.__name__
else:
self._backend_name = backend_param
try:
# First, tries to import official backend packages
backendmod = importlib.import_module(
'pylivetrader.backend.{}'.format(self._backend_name))
except ImportError:
# Then if failes, tries to find pkg in global package
# namespace.
try:
backendmod = importlib.import_module(self._backend_name)
except ImportError:
raise RuntimeError(
"Could not find backend package `{}`.".format(
self._backend_name))
self.backend_options = kwargs.pop('backend_options', None) or {}
self._backend = backendmod.Backend(**self.backend_options)
self.asset_finder = AssetFinder(self._backend)
self.trading_calendar = kwargs.pop('trading_calendar',
get_calendar('NYSE'))
self.data_portal = DataPortal(self._backend, self.asset_finder,
self.trading_calendar,
self.quantopian_compatible)
self.event_manager = EventManager()
self.trading_controls = []
self.account_controls = []
self.restrictions = NoRestrictions()
self._initialize = kwargs.pop('initialize', noop)
self._handle_data = kwargs.pop('handle_data', noop)
self._before_trading_start = kwargs.pop('before_trading_start', noop)
self._pipeline_hook = kwargs.get('pipeline_hook')
self.event_manager.add_event(
events.Event(
events.Always(),
# We pass handle_data.__func__ to get the unbound method.
self.handle_data.__func__,
),
prepend=True,
)
self._account_needs_update = True
self._portfolio_needs_update = True
self._in_before_trading_start = False
self._assets_from_source = []
self._context_persistence_excludes = []
self._max_shares = int(1e+11)
self.initialized = False
self.api_methods = [
func for func in dir(Algorithm)
if callable(getattr(Algorithm, func))
]