mirror of
https://github.com/wassname/catalyst.git
synced 2026-09-11 12:00:50 +08:00
documentation fixes and tweaks.
This commit is contained in:
fawce
+90
-63
@@ -126,9 +126,9 @@ from protocol_utils import Enum, FrameExceptionFactory, namedict
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#import ujson
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#import ultrajson_numpy
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# ================
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# -----------------------
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# Control Protocol
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# ================
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# -----------------------
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INVALID_CONTROL_FRAME = FrameExceptionFactory('CONTROL')
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@@ -166,9 +166,9 @@ def CONTORL_UNFRAME(msg):
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#except AssertionError:
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#raise INVALID_CONTROL_FRAME(msg)
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# ==================
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# -----------------------
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# Heartbeat Protocol
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# ==================
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# -----------------------
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# These encode the msgpack equivelant of 1 and 2. The heartbeat
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# frame should only be 1 byte on the wire.
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@@ -178,9 +178,9 @@ HEARTBEAT_PROTOCOL = namedict({
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'REP' : b'\x02',
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})
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# ==================
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# -----------------------
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# Component State
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# ==================
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# -----------------------
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COMPONENT_TYPE = Enum(
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'SOURCE' , # 0
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@@ -215,9 +215,9 @@ BACKTEST_STATE = Enum(
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'DONE' , # done ( naturally completed )
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)
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# ==================
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# -----------------------
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# Datasource Protocol
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# ==================
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# -----------------------
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INVALID_DATASOURCE_FRAME = FrameExceptionFactory('DATASOURCE')
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@@ -225,13 +225,16 @@ def DATASOURCE_FRAME(event):
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"""
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Wraps any datasource payload with id and type, so that unpacking may choose
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the write UNFRAME for the payload.
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:param event: namedict with following properties
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::ds_id:: an identifier that is unique to the datasource in the context of
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a component host (e.g. Simulator
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::ds_type:: a string denoting the datasource type. Must be on of::
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TRADE
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(others to follow soon)
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::payload:: a msgpack string carrying the payload for the frame
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- *ds_id* an identifier that is unique to the datasource in the context of a component host (e.g. Simulator)
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- *ds_type* a string denoting the datasource type. Must be on of:
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- TRADE
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- (others to follow soon)
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- *payload* a msgpack string carrying the payload for the frame
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"""
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assert isinstance(event.source_id, basestring)
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@@ -262,19 +265,24 @@ def DATASOURCE_FRAME(event):
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def DATASOURCE_UNFRAME(msg):
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"""
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Extracts payload, and calls correct UNFRAME method based on the datasource
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type passed along.
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Extracts payload, and calls correct UNFRAME method based on the \
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datasource type passed along.
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Returns a dict containing at least:
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- source_id
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- type
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returns a dict containing at least::
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- source_id
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- type
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other properties are added based on the datasource type::
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- TRADE::
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- sid - int security identifier
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- price - float
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- volume - int
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- dt - a datetime object
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other properties are added based on the datasource type:
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- TRADE
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- sid - int security identifier
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- price - float
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- volume - int
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- dt - a datetime object
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"""
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try:
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@@ -298,14 +306,16 @@ def DATASOURCE_UNFRAME(msg):
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except ValueError:
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raise INVALID_DATASOURCE_FRAME(msg)
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# ==================
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# -----------------------
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# Feed Protocol
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# ==================
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# -----------------------
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INVALID_FEED_FRAME = FrameExceptionFactory('FEED')
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def FEED_FRAME(event):
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"""
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:event: a nameddict with at least::
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:param event: a nameddict with at least
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- source_id
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- type
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"""
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@@ -329,9 +339,10 @@ def FEED_UNFRAME(msg):
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except ValueError:
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raise INVALID_FEED_FRAME(msg)
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# ==================
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# -----------------------
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# Transform Protocol
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# ==================
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# -----------------------
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INVALID_TRANSFORM_FRAME = FrameExceptionFactory('TRANSFORM')
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def TRANSFORM_FRAME(name, value):
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@@ -364,14 +375,15 @@ def TRANSFORM_UNFRAME(msg):
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except ValueError:
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raise INVALID_TRANSFORM_FRAME(msg)
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# ==================
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# -----------------------
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# Merge Protocol
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# ==================
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# -----------------------
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INVALID_MERGE_FRAME = FrameExceptionFactory('MERGE')
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def MERGE_FRAME(event):
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"""
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:event: a nameddict with at least::
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:param event: a nameddict with at least:
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- source_id
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- type
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"""
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@@ -404,23 +416,27 @@ def MERGE_UNFRAME(msg):
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raise INVALID_MERGE_FRAME(msg)
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# ==================
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# -----------------------
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# Finance Protocol
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# ==================
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# -----------------------
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INVALID_ORDER_FRAME = FrameExceptionFactory('ORDER')
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INVALID_TRADE_FRAME = FrameExceptionFactory('TRADE')
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# ==================
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# Trades - Should only be called from inside DATASOURCE_ (UN)FRAME.
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# ==================
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# -----------------------
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# Trades
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# -----------------------
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#
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# - Should only be called from inside DATASOURCE_ (UN)FRAME.
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def TRADE_FRAME(event):
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""":event: should be a namedict with::
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- ds_id -- the datasource id sending this trade out
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- sid -- the security id
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- price -- float of the price printed for the trade
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- volume -- int for shares in the trade
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- dt -- datetime for the trade
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"""
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:param event: should be a namedict with:
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- ds_id -- the datasource id sending this trade out
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- sid -- the security id
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- price -- float of the price printed for the trade
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- volume -- int for shares in the trade
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- dt -- datetime for the trade
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"""
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assert isinstance(event, namedict)
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@@ -459,9 +475,10 @@ def TRADE_UNFRAME(msg):
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except ValueError:
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raise INVALID_TRADE_FRAME(msg)
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# =========
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# Orders - from client to order source
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# =========
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# -----------------------
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# Orders
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# -----------------------
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# - from client to order source
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def ORDER_FRAME(order):
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assert isinstance(order.sid, int)
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@@ -491,10 +508,14 @@ def ORDER_UNFRAME(msg):
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except ValueError:
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raise INVALID_ORDER_FRAME(msg)
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#
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# ==================
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# TRANSACTIONS - Should only be called from inside TRANSFORM_(UN)FRAME.
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# ==================
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# -----------------------
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# TRANSACTIONS
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# -----------------------
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#
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# - Should only be called from inside TRANSFORM_(UN)FRAME.
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def TRANSACTION_FRAME(event):
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assert isinstance(event, namedict)
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@@ -535,10 +556,13 @@ def TRANSACTION_UNFRAME(msg):
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raise INVALID_TRADE_FRAME(msg)
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# =========
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# Orders - from order source to feed
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# - should only be called from inside DATASOURCE_(UN)FRAME
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# =========
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# -----------------------
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# ORDERS
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# -----------------------
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#
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# - from order source to feed
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# - should only be called from inside DATASOURCE_(UN)FRAME
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def ORDER_SOURCE_FRAME(event):
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assert isinstance(event.sid, int)
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@@ -576,15 +600,16 @@ def ORDER_SOURCE_UNFRAME(msg):
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except ValueError:
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raise INVALID_ORDER_FRAME(msg)
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# =================
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# -----------------------
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# Date Helpers
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# =================
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# -----------------------
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def PACK_DATE(event):
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"""
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Packs the datetime property of event into msgpack'able longs.
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This function should be called purely for its side effects.
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The event's 'dt' property is replaced by a tuple of integers::
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The event's 'dt' property is replaced by a tuple of integers
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- year, month, day, hour, minute, second, microsecond
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PACK_DATE and UNPACK_DATE are inverse operations.
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@@ -607,10 +632,12 @@ def UNPACK_DATE(event):
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UNPACK_DATE and PACK_DATE are inverse operations.
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:param tuple event: event must a namedict with::
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- a property named 'dt_tuple' that is a tuple of integers
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representing the date and time in UTC. dt_tumple must have year,
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month, day, hour, minute, second, and microsecond
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:param tuple event: event must a namedict with:
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- a property named 'dt_tuple' that is a tuple of integers \
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representing the date and time in UTC.
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- dt_tuple must have year, month, day, hour, minute, second, and microsecond
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:rtype: None
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"""
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assert isinstance(event.dt, tuple)
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