cleanup

.gitignore

@@ -0,0 +1,14 @@
+.bundle
+db/*.sqlite3
+log/*.log
+*.log
+tmp/**/*
+tmp/*
+doc/api
+doc/app
+*.swp
+*~
+.DS_Store
+*.pyc
+.tddium
+.tddium-deploy-key

README.md

@@ -52,10 +52,15 @@ A backtesting session is comprised of:
 
 ## Pre-requisites
 You need to have the tornado and pymongo eggs installed:
-	easy_install tornado pymongo
+	
+	easy_install tornado pymongo pyzmq
 
 You need to have mongodb installed and running. Find your system at http://www.mongodb.org/downloads and set it up.
 
+You need to have zeromq installed - http://www.zeromq.org/intro:get-the-software. If you are on mac, get homebrew https://github.com/mxcl/homebrew then: 
+	
+	brew install zeromq
+
 ### Database and Collections expected in MongoDB ###
 QBT requires a running mongodb instance with a few collections:
 

backtest/util.py

@@ -0,0 +1,35 @@
+"""
+Small classes to assist with db access, timezone calculations, and so on.
+"""
+
+class DocWrap():
+    """
+        Provides attribute access style on top of dictionary results from pymongo. 
+        Allows you to access result['field'] as result.field.
+        Aliases result['_id'] to result.id.
+        
+    """
+    def __init__(self, store=None):
+        if(store == None):
+            self.store = {}
+        else:
+            self.store = store.copy()
+        if(self.store.has_key('_id')):
+            self.store['id'] = self.store['_id']
+            del(self.store['_id'])
+        
+    def __setitem__(self,key,value):
+        if(key == '_id'):
+            self.store['id'] = value
+        else:
+            self.store[key] = value
+        
+    def __getitem__(self, key):
+        if self.store.has_key(key):
+            return self.store[key]
+            
+    def __getattr__(self,attrname):
+        if self.store.has_key(attrname):
+            return self.store[attrname]
+        else:
+            raise AttributeError("No attribute named {name}".format(name=attrname))

qbt.py

@@ -0,0 +1,36 @@
+"""
+qbt runs backtests using multiple processes and zeromq messaging. 
+
+Backtest is the primary process. It maintains both server and client sockets:
+zmq sockets for internal processing: 
+====================================
+    - data sink,        ZMQ.PULL. Port = port_start + 1
+        - backtest will connect to socket, and then spawn one process per datasource, passing the data sink url as a startup arg. Each
+          datasource process will bind to the socket, and start processing 
+        - backtest is responsible for merging the data events from all sources into a serialized stream and relaying it to the 
+          aggregators, merging agg results, and transmitting consolidated stream to event feed.
+    - agg source,       ZMQ.PUSH. Port = port_start + 2
+    - agg sink,         ZMQ.PULL. Port = port_start + 3
+    - control source,   ZMQ.PUB.  Port = port_start + 4
+        - all child processes must subscribe to this socket. Control commands:
+            - START -- begin processing
+            - KILL  -- exit immediately
+            
+zmq sockets for backtest clients:
+=================================
+    - orders sink,      ZMQ.RESP. Port = port_start + 5
+        - backtest will connect (can you bind?) to this socket and await orders from the client. Order data will be processed against the streaming datafeed.
+    - event feed,       ZMQ.RESP. Port = port_start + 6
+        - backtest will bind to this socket and respond to requests from client for more data. Response data will be the queue of events that
+          transpired since the last request.
+           
+    
+"""
+import multiprocessing
+import zmq
+
+class Backtest(object):
+    
+    def __init__(self, port_start=10000):
+        
+        40B8729046

qbt_server.py

@@ -11,8 +11,8 @@ import uuid
 import os
 import logging
 import datetime
+import multiprocessing 
 
-logging.getLogger().setLevel(logging.DEBUG)
 logger = logging.getLogger()
 
 define("port", default=8888, help="run the qbt on the given port", type=int)
@@ -47,6 +47,7 @@ class Application(tornado.web.Application):
         handlers = [
             (r"/", MainHandler),
             (r"/login", LoginHandler),
+            (r"/backtest", BacktestHandler)
         ]
         settings = dict(
             template_path=os.path.join(os.path.dirname(__file__), "templates"),
@@ -81,8 +82,8 @@ class BaseHandler(tornado.web.RequestHandler):
 class MainHandler(BaseHandler):
     @tornado.web.authenticated
     def get(self):
-        self.write("Hello, world")
-
+        self.write("Hello, world. Try launching a <a href='/backtest'>backtest</a>.")
+                         
 class LoginHandler(BaseHandler):
     def get(self):
         self.write('<html><body><form action="/login" method="post">'
@@ -113,6 +114,17 @@ class LoginHandler(BaseHandler):
             logger.debug("setting user_id cookie to {id}".format(id=user_record['_id']))
             self.set_secure_cookie(u"user_id", unicode(user_record['_id']))
 
+class BacktestHandler(BaseHandler):
+    @tornado.web.authenticated
+    def get(self):
+        self.write('<html><body><form action="/backtest" method="post">'
+                   '<input type="submit" value="Launch">'
+                   '</form></body></html>')
+    @tornado.web.authenticated
+    def post(self):
+        
+
+
 def main():
     tornado.options.parse_command_line()
     http_server = tornado.httpserver.HTTPServer(Application())