wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-07 19:55:58 +08:00
Code Issues Packages Projects Releases Wiki Activity

Fix PEP8 warnings.

Browse Source
This commit is contained in:
Stephen Diehl
2012-03-03 21:28:41 -05:00
parent 47aee5c13d
commit 6c581bef39
1 changed files with 123 additions and 63 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/protocol.py
+123 -63
View File
@@ -62,14 +62,14 @@ Your interpreter will segfault, think of this like an extreme assert.
Namedict
--------
Namedicts are dict like objects that have fields accessible by attribute lookup
Namedicts are dict like objects that have fields accessible by attribute lookup
as well as being indexable and iterable::
HEARTBEAT_PROTOCOL = namedict({
'REQ' : b'\x01',
'REP' : b'\x02',
})
HEARTBEAT_PROTOCOL.REQ # syntactic sugar
HEARTBEAT_PROTOCOL.REP # oh suga suga
@@ -144,13 +144,13 @@ def FrameExceptionFactory(name):
class InvalidFrame(Exception):
def __init__(self, got):
self.got = got
def __str__(self):
return "Invalid {framecls} Frame: {got}".format(
framecls = name,
got = self.got,
)
return InvalidFrame
class namedict(object):
@@ -167,37 +167,42 @@ class namedict(object):
def __init__(self, dct=None):
if(dct):
self.__dict__.update(dct)
def __setitem__(self, key, value):
"""Required for use by pymongo as_class parameter to find."""
"""
Required for use by pymongo as_class parameter to find.
"""
if(key == '_id'):
self.__dict__['id'] = value
else:
self.__dict__[key] = value
def __getitem__(self, key):
return self.__dict__[key]
def keys(self):
return self.__dict__.keys()
def as_dict(self):
# shallow copy is O(n)
return copy.copy(self.__dict__)
def delete(self, key):
del(self.__dict__[key])
def merge(self, other_nd):
assert isinstance(other_nd, namedict)
self.__dict__.update(other_nd.__dict__)
def __repr__(self):
return "namedict: " + str(self.__dict__)
def __eq__(self, other):
# !!!!!!!!!!!!!!!!!!!!
# !!!! DANGEROUS !!!!!
# !!!!!!!!!!!!!!!!!!!!
return other != None and self.__dict__ == other.__dict__
def has_attr(self, name):
return self.__dict__.has_key(name)
@@ -277,36 +282,44 @@ INVALID_DATASOURCE_FRAME = FrameExceptionFactory('DATASOURCE')
def DATASOURCE_FRAME(event):
"""
wraps any datasource payload with id and type, so that unpacking may choose the write
UNFRAME for the payload.
::ds_id:: an identifier that is unique to the datasource in the context of a component host (e.g. Simulator
Wraps any datasource payload with id and type, so that unpacking may choose
the write UNFRAME for the payload.
::ds_id:: an identifier that is unique to the datasource in the context of
a component host (e.g. Simulator
::ds_type:: a string denoting the datasource type. Must be on of::
TRADE
(others to follow soon)
::payload:: a msgpack string carrying the payload for the frame
"""
assert isinstance(event.source_id, basestring)
assert isinstance(event.type, int)
assert isinstance(event.type, int), 'Unexpected type %s' % (event.type)
if(event.type == DATASOURCE_TYPE.TRADE):
return msgpack.dumps(tuple([event.type, TRADE_FRAME(event)]))
elif(event.type == DATASOURCE_TYPE.ORDER):
return msgpack.dumps(tuple([event.type, ORDER_SOURCE_FRAME(event)]))
else:
raise INVALID_DATASOURCE_FRAME(str(event))
def DATASOURCE_UNFRAME(msg):
"""
extracts payload, and calls correct UNFRAME method based on the datasource type passed along
Extracts payload, and calls correct UNFRAME method based on the datasource
type passed along.
returns a dict containing at least::
- source_id
- type
other properties are added based on the datasource type::
- TRADE::
- sid - int security identifier
- price - float
- volume - int
- volume - int
- dt - a datetime object
"""
try:
ds_type, payload = msgpack.loads(msg)
assert isinstance(ds_type, int)
@@ -316,12 +329,12 @@ def DATASOURCE_UNFRAME(msg):
return ORDER_SOURCE_UNFRAME(payload)
else:
raise INVALID_DATASOURCE_FRAME(msg)
except TypeError:
raise INVALID_DATASOURCE_FRAME(msg)
except ValueError:
raise INVALID_DATASOURCE_FRAME(msg)
# ==================
# Feed Protocol
# ==================
@@ -330,7 +343,7 @@ INVALID_FEED_FRAME = FrameExceptionFactory('FEED')
def FEED_FRAME(event):
"""
:event: a nameddict with at least::
- source_id
- source_id
- type
"""
assert isinstance(event, namedict)
@@ -339,7 +352,7 @@ def FEED_FRAME(event):
PACK_DATE(event)
payload = event.as_dict()
return msgpack.dumps(payload)
def FEED_UNFRAME(msg):
try:
payload = msgpack.loads(msg)
@@ -352,7 +365,7 @@ def FEED_UNFRAME(msg):
raise INVALID_FEED_FRAME(msg)
except ValueError:
raise INVALID_FEED_FRAME(msg)
# ==================
# Transform Protocol
# ==================
@@ -365,13 +378,13 @@ def TRANSFORM_FRAME(name, value):
if(name == TRANSFORM_TYPE.TRANSACTION):
value = TRANSACTION_FRAME(value)
return msgpack.dumps(tuple([name, value]))
def TRANSFORM_UNFRAME(msg):
"""
:rtype: namedict with <transform_name>:<transform_value>
"""
try:
name, value = msgpack.loads(msg)
if(value == TRANSFORM_TYPE.EMPTY):
return namedict({name : None})
@@ -381,7 +394,7 @@ def TRANSFORM_UNFRAME(msg):
value = FEED_UNFRAME(value)
elif(name == TRANSFORM_TYPE.TRANSACTION):
value = TRANSACTION_UNFRAME(value)
return namedict({name : value})
except TypeError:
raise INVALID_TRANSFORM_FRAME(msg)
@@ -396,7 +409,7 @@ INVALID_MERGE_FRAME = FrameExceptionFactory('MERGE')
def MERGE_FRAME(event):
"""
:event: a nameddict with at least::
- source_id
- source_id
- type
"""
assert isinstance(event, namedict)
@@ -408,7 +421,7 @@ def MERGE_FRAME(event):
event.TRANSACTION = TRANSACTION_FRAME(event.TRANSACTION)
payload = event.as_dict()
return msgpack.dumps(payload)
def MERGE_UNFRAME(msg):
try:
payload = msgpack.loads(msg)
@@ -427,7 +440,7 @@ def MERGE_UNFRAME(msg):
except ValueError:
raise INVALID_MERGE_FRAME(msg)
# ==================
# Finance Protocol
# ==================
@@ -445,7 +458,7 @@ def TRADE_FRAME(event):
- price -- float of the price printed for the trade
- volume -- int for shares in the trade
- dt -- datetime for the trade
"""
assert isinstance(event, namedict)
assert isinstance(event.source_id, basestring)
@@ -454,16 +467,33 @@ def TRADE_FRAME(event):
assert isinstance(event.price, float)
assert isinstance(event.volume, int)
PACK_DATE(event)
return msgpack.dumps(tuple([event.sid, event.price, event.volume, event.epoch, event.micros, event.type, event.source_id]))
return msgpack.dumps(tuple([
event.sid,
event.price,
event.volume,
event.epoch,
event.micros,
event.type,
event.source_id
]))
def TRADE_UNFRAME(msg):
try:
sid, price, volume, epoch, micros, source_type, source_id = msgpack.loads(msg)
packed = msgpack.loads(msg)
sid, price, volume, epoch, micros, source_type, source_id = packed
assert isinstance(sid, int)
assert isinstance(price, float)
assert isinstance(volume, int)
rval = namedict({'sid' : sid, 'price' : price, 'volume' : volume, 'epoch' : epoch, 'micros' : micros, 'type' : source_type, 'source_id' : source_id})
rval = namedict({
'sid' : sid,
'price' : price,
'volume' : volume,
'epoch' : epoch,
'micros' : micros,
'type' : source_type,
'source_id' : source_id
})
UNPACK_DATE(rval)
return rval
except TypeError:
@@ -477,9 +507,9 @@ def TRADE_UNFRAME(msg):
def ORDER_FRAME(sid, amount):
assert isinstance(sid, int)
assert isinstance(amount, int) #no partial shares...
assert isinstance(amount, int) #no partial shares...
return msgpack.dumps(tuple([sid, amount]))
def ORDER_UNFRAME(msg):
try:
@@ -492,7 +522,7 @@ def ORDER_UNFRAME(msg):
raise INVALID_ORDER_FRAME(msg)
except ValueError:
raise INVALID_ORDER_FRAME(msg)
#
# ==================
# TRANSACTIONS - Should only be called from inside TRANSFORM_(UN)FRAME.
@@ -505,17 +535,32 @@ def TRANSACTION_FRAME(event):
assert isinstance(event.commission, float)
assert isinstance(event.amount, int)
PACK_DATE(event)
return msgpack.dumps(tuple([event.sid, event.price, event.amount, event.commission, event.epoch, event.micros]))
return msgpack.dumps(tuple([
event.sid,
event.price,
event.amount,
event.commission,
event.epoch,
event.micros
]))
def TRANSACTION_UNFRAME(msg):
try:
sid, price, amount, commission, epoch, micros = msgpack.loads(msg)
assert isinstance(sid, int)
assert isinstance(price, float)
assert isinstance(commission, float)
assert isinstance(amount, int)
rval = namedict({'sid' : sid, 'price' : price, 'amount' : amount, 'commission':commission, 'epoch' : epoch, 'micros' : micros})
rval = namedict({
'sid' : sid,
'price' : price,
'amount' : amount,
'commission' : commission,
'epoch' : epoch,
'micros' : micros
})
UNPACK_DATE(rval)
return rval
except TypeError:
@@ -526,22 +571,36 @@ def TRANSACTION_UNFRAME(msg):
# =========
# Orders - from order source to feed
# - should only be called from inside DATASOURCE_(UN)FRAME
# - should only be called from inside DATASOURCE_(UN)FRAME
# =========
def ORDER_SOURCE_FRAME(event):
assert isinstance(event.sid, int)
assert isinstance(event.amount, int) #no partial shares...
assert isinstance(event.amount, int) #no partial shares...
assert isinstance(event.source_id, basestring)
assert event.type == DATASOURCE_TYPE.ORDER
PACK_DATE(event)
return msgpack.dumps(tuple([event.sid, event.amount, event.epoch, event.micros, event.source_id, event.type]))
return msgpack.dumps(tuple([
event.sid,
event.amount,
event.epoch,
event.micros,
event.source_id,
event.type
]))
def ORDER_SOURCE_UNFRAME(msg):
try:
sid, amount, epoch, micros, source_id, source_type = msgpack.loads(msg)
event = namedict({"sid":sid, "amount":amount, "epoch":epoch, "micros":micros, "source_id":source_id, "type":source_type})
event = namedict({
"sid" : sid,
"amount" : amount,
"epoch" : epoch,
"micros" : micros,
"source_id" : source_id,
"type" : source_type
})
assert isinstance(sid, int)
assert isinstance(amount, int)
assert isinstance(source_id, basestring)
@@ -552,12 +611,12 @@ def ORDER_SOURCE_UNFRAME(msg):
raise INVALID_ORDER_FRAME(msg)
except ValueError:
raise INVALID_ORDER_FRAME(msg)
# =================
# Date Helpers
# =================
def PACK_DATE(event):
def PACK_DATE(event):
assert isinstance(event.dt, datetime.datetime)
assert event.dt.tzinfo == pytz.utc #utc only please
epoch = long(event.dt.strftime('%s'))
@@ -576,8 +635,9 @@ def UNPACK_DATE(payload):
payload.dt = dt
return payload
DATASOURCE_TYPE = Enum(
'ORDER' ,
'ORDER' ,
'TRADE' ,
)
@@ -589,15 +649,15 @@ ORDER_PROTOCOL = Enum(
#Transform type needs to be a namedict to facilitate merging.
TRANSFORM_TYPE = namedict({
'TRANSACTION':'TRANSACTION', #needed?
'PASSTHROUGH':'PASSTHROUGH',
'EMPTY':''
})
'TRANSACTION' : 'TRANSACTION', #needed?
'PASSTHROUGH' : 'PASSTHROUGH',
'EMPTY' : ''
})
FINANCE_COMPONENT = namedict({
'TRADING_CLIENT':'TRADING_CLIENT',
'PORTFOLIO_CLIENT':'PORTFOLIO_CLIENT',
'ORDER_SOURCE':'ORDER_SOURCE',
'TRANSACTION_SIM':'TRANSACTION_SIM'
})
'TRADING_CLIENT' : 'TRADING_CLIENT',
'PORTFOLIO_CLIENT' : 'PORTFOLIO_CLIENT',
'ORDER_SOURCE' : 'ORDER_SOURCE',
'TRANSACTION_SIM' : 'TRANSACTION_SIM'
})