Trying to stabilize refactoring an last few commits (still unstable)

This commit is contained in:
fredfortier
2017-09-18 15:37:10 -04:00
parent 555b7e95b5
commit 18bfaff7c9
5 changed files with 20 additions and 19 deletions
+5 -5
View File
@@ -27,15 +27,15 @@ log = Logger('DataPortalExchange')
class DataPortalExchangeBase(DataPortal):
def __init__(self, exchanges, *args, **kwargs):
self.exchanges = exchanges
def __init__(self, *args, **kwargs):
self.exchanges = kwargs.pop('exchanges', None)
# TODO: put somewhere accessible by each algo
self.retry_get_history_window = 5
self.retry_get_spot_value = 5
self.retry_delay = 5
super(self.__class__, self).__init__(*args, **kwargs)
super(DataPortalExchangeBase, self).__init__(*args, **kwargs)
def _get_history_window(self,
assets,
@@ -199,8 +199,8 @@ class DataPortalExchangeBase(DataPortal):
class DataPortalExchangeLive(DataPortalExchangeBase):
def __init__(self, exchanges, *args, **kwargs):
super(self.__class__, self).__init__(exchanges, *args, **kwargs)
def __init__(self, *args, **kwargs):
super(DataPortalExchangeLive, self).__init__(*args, **kwargs)
def get_exchange_spot_value_history_window(self,
exchange,
+2 -3
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@@ -59,8 +59,7 @@ class ExchangeAlgorithmExecutor(AlgorithmSimulator):
class ExchangeTradingAlgorithmBase(TradingAlgorithm):
def __init__(self, *args, **kwargs):
self.exchanges = kwargs.pop('exchanges', None)
super(self.__class__, self).__init__(*args, **kwargs)
super(ExchangeTradingAlgorithmBase, self).__init__(*args, **kwargs)
@api_method
@preprocess(symbol_str=ensure_upper_case)
@@ -135,7 +134,7 @@ class ExchangeTradingAlgorithm(ExchangeTradingAlgorithmBase):
self.stats_minutes = 5
super(self.__class__, self).__init__(*args, **kwargs)
super(ExchangeTradingAlgorithm, self).__init__(*args, **kwargs)
# TODO: fix precision before re-enabling
# self._create_minute_writer()
+1 -1
View File
@@ -37,7 +37,7 @@ from catalyst.utils.calendars import get_calendar
from catalyst.utils.factory import create_simulation_parameters
import catalyst.utils.paths as pth
from catalyst.exchange.algorithm_exchange import ExchangeTradingAlgorithm
from catalyst.exchange.exchange_algorithm import ExchangeTradingAlgorithm
from catalyst.exchange.data_portal_exchange import DataPortalExchangeLive
from catalyst.exchange.bitfinex.bitfinex import Bitfinex
from catalyst.exchange.asset_finder_exchange import AssetFinderExchange
View File
+12 -10
View File
@@ -1,5 +1,5 @@
import pandas as pd
from catalyst import get_calendar
# from catalyst import get_calendar
from logbook import Logger
from catalyst.exchange.asset_finder_exchange import AssetFinderExchange
@@ -17,7 +17,7 @@ class ExchangeDataPortalTestCase:
def setup(self):
log.info('creating bitfinex exchange')
auth_bitfinex = get_exchange_auth('bitfinex')
bitfinex = Bitfinex(
self.bitfinex = Bitfinex(
key=auth_bitfinex['key'],
secret=auth_bitfinex['secret'],
base_currency='usd'
@@ -25,31 +25,33 @@ class ExchangeDataPortalTestCase:
log.info('creating bittrex exchange')
auth_bitfinex = get_exchange_auth('bittrex')
bittrex = Bittrex(
self.bittrex = Bittrex(
key=auth_bitfinex['key'],
secret=auth_bitfinex['secret'],
base_currency='usd'
)
open_calendar = get_calendar('OPEN')
# open_calendar = get_calendar('OPEN')
open_calendar = None
asset_finder = AssetFinderExchange()
self.data_portal_live = DataPortalExchangeLive(
exchanges=dict(bitfinex=bitfinex, bittrex=bittrex),
exchanges=dict(bitfinex=self.bitfinex, bittrex=self.bittrex),
asset_finder=asset_finder,
trading_calendar=open_calendar,
first_trading_day=pd.to_datetime('today', utc=True)
)
def test_history_window_live(self):
def test_get_history_window_live(self):
pass
def test_spot_value_live(self):
def test_get_spot_value_live(self):
asset_finder = self.data_portal_live.asset_finder
now = pd.Timestamp.utcnow()
assets = [
asset_finder.lookup_symbol('eth_usd',now,)
asset_finder.lookup_symbol('eth_usd', self.bitfinex),
asset_finder.lookup_symbol('eth_usd', self.bittrex)
]
now = pd.Timestamp.utcnow()
value = self.data_portal_live.get_spot_value(
assets, field, dt, data_frequency)
assets, 'price', now, '1m')
pass