send sockets have zero linger, sync object now serves as heartbeat, components die on error, all components error on heartbeat timeout

qsim/transforms/technical.py

@@ -6,6 +6,7 @@ TODO: add trailing stop
 """
 import datetime
 from qsim.core import BaseTransform
+import qsim.util as qutil
 
 class MovingAverage(BaseTransform):
     """
@@ -15,31 +16,32 @@ class MovingAverage(BaseTransform):
     
     def __init__(self, name, days): 
         BaseTransform.__init__(self, name)
-        self.events = []
-        
-        self.window = datetime.timedelta(days = days)
-    
-        
-  
+        self.events         = []
+        self.current_total  = 0
+        self.window         = datetime.timedelta(days = days)          
         
     def transform(self, event):
         """Update the moving average with the latest data point."""
         
-        #self.events.append(event)
+        self.events.append(event)
+        self.current_total += event['price']
+        event_date = qutil.parse_date(event['dt'])
         
-        #filter the event list to the window length.
-        #self.events = [x for x in self.events if (qutil.parse_date(x['dt']) - qutil.parse_date(event['dt'])) <= self.window]
+        index = 0
+        for cur_event in self.events:
+            cur_date = qutil.parse_date(cur_event['dt'])
+            if(cur_date - event_date):
+                self.events.pop(index)
+                self.current_total -= cur_event['price']
+                index += 1
+            else:
+                break
+       
+        if(len(self.events) == 0):
+            return 0.0
+         
+        self.average = self.current_total/len(self.events)
         
-        #if(len(self.events) == 0):
-        #    return 0.0
-            
-        #total = 0.0
-        #for event in self.events:
-        #    total += event['price']
-        
-        #self.average = total/len(self.events)
-        
-        #self.state['value'] = self.average
-        self.state['value'] = 10
+        self.state['value'] = self.average
         return self.state