mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-29 20:15:35 +08:00
Applies PEP-8 recommendations, mostly whitespace cleanup.
Also, changes has_key to use `in`
This commit is contained in:
+23
-19
@@ -87,6 +87,7 @@ class CancelSignal(Exception):
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def __init__(self):
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pass
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class SimulatedTrading(object):
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def __init__(self,
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@@ -102,7 +103,8 @@ class SimulatedTrading(object):
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self.date_sorted = date_sorted_sources(*sources)
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self.transforms = transforms
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# Formerly merged_transforms.
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self.with_tnfms = sequential_transforms(self.date_sorted, *self.transforms)
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self.with_tnfms = sequential_transforms(self.date_sorted,
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*self.transforms)
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self.trading_client = tsc(algorithm, environment, style)
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self.gen = self.trading_client.simulate(self.with_tnfms)
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self.results_uri = results_socket_uri
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@@ -149,7 +151,7 @@ class SimulatedTrading(object):
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"Results socket must exist to stream results"
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try:
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for event in self.gen:
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if event.has_key('daily_perf'):
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if 'daily_perf' in event:
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msg = zp.PERF_FRAME(event)
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else:
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msg = zp.RISK_FRAME(event)
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@@ -180,7 +182,7 @@ class SimulatedTrading(object):
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else:
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log.warning("Sending SIGINT")
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os.kill(ppid, SIGINT)
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def handle_exception(self, exc):
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if isinstance(exc, CancelSignal):
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# signal from monitor of an orderly shutdown,
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@@ -207,7 +209,7 @@ class SimulatedTrading(object):
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exc_type.__name__,
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exc_value.message
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)
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self.results_socket.send(msg)
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except:
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log.exception("Exception while reporting simulation exception.")
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@@ -228,8 +230,8 @@ class SimulatedTrading(object):
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# bubbled. Since we do not want user logs in our system
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# logs, we set bubble to False.
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self.zmq_out = ZeroMQLogHandler(
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socket = self.results_socket,
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filter = lambda r, h: r.channel in ['Print', 'AlgoLog'],
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socket=self.results_socket,
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filter=lambda r, h: r.channel in ['Print', 'AlgoLog'],
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bubble=False
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)
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@@ -263,7 +265,8 @@ class SimulatedTrading(object):
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is the source, with daily frequency in trades.
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- simulation_style: optional parameter that configures the
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:py:class:`zipline.finance.trading.TransactionSimulator`. Expects
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a SIMULATION_STYLE as defined in :py:mod:`zipline.finance.trading`
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a SIMULATION_STYLE as defined in
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:py:mod:`zipline.finance.trading`
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- transforms: optional parameter that provides a list
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of StatefulTransform objects.
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"""
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@@ -278,22 +281,22 @@ class SimulatedTrading(object):
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#--------------------
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# Trading Environment
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#--------------------
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if config.has_key('environment'):
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if 'environment' in config:
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trading_environment = config['environment']
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else:
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trading_environment = factory.create_trading_environment()
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if config.has_key('order_count'):
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if 'order_count' in config:
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order_count = config['order_count']
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else:
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order_count = 100
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if config.has_key('order_amount'):
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if 'order_amount' in config:
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order_amount = config['order_amount']
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else:
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order_amount = 100
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if config.has_key('trade_count'):
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if 'trade_count' in config:
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trade_count = config['trade_count']
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else:
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# to ensure all orders are filled, we provide one more
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@@ -304,14 +307,14 @@ class SimulatedTrading(object):
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if not simulation_style:
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simulation_style = SIMULATION_STYLE.FIXED_SLIPPAGE
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zmq_context = config.get('zmq_context', None)
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simulation_id = config.get('simulation_id', 'test_simulation')
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results_socket_uri = config.get('results_socket_uri', None)
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zmq_context = config.get('zmq_context', None)
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simulation_id = config.get('simulation_id', 'test_simulation')
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results_socket_uri = config.get('results_socket_uri', None)
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#-------------------
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# Trade Source
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#-------------------
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if config.has_key('trade_source'):
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if 'trade_source' in config:
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trade_source = config['trade_source']
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else:
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trade_source = factory.create_daily_trade_source(
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@@ -321,7 +324,6 @@ class SimulatedTrading(object):
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concurrent=concurrent_trades
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)
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#-------------------
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# Transforms
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#-------------------
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@@ -330,7 +332,7 @@ class SimulatedTrading(object):
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#-------------------
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# Create the Algo
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#-------------------
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if config.has_key('algorithm'):
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if 'algorithm' in config:
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test_algo = config['algorithm']
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else:
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test_algo = TestAlgorithm(
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@@ -356,6 +358,7 @@ class SimulatedTrading(object):
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return sim
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class SimulatedTradingLite(object):
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"""
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SimulatedTrading without multiprocess and without zmq.
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@@ -372,9 +375,10 @@ class SimulatedTradingLite(object):
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self.date_sorted = date_sorted_sources(*sources)
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self.transforms = transforms
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# Formerly merged_transforms.
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self.with_tnfms = sequential_transforms(self.date_sorted, *self.transforms)
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self.with_tnfms = sequential_transforms(self.date_sorted,
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*self.transforms)
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self.trading_client = tsc(algorithm, environment, style)
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self.gen = self.trading_client.simulate(self.with_tnfms)
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def get_results(self):
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return self.gen
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