test.py is successfully relaying all datasource events.

This commit is contained in:
fawce
2012-01-16 19:26:34 -05:00
parent ddaefb9e1b
commit fa923af060
9 changed files with 334 additions and 141 deletions
+14 -14
View File
@@ -6,6 +6,7 @@ import json
import pytz
import copy
import multiprocessing
import logging
from pymongo import ASCENDING, DESCENDING
from backtest.util import *
@@ -13,13 +14,13 @@ from backtest.util import *
class EquityMinuteTrades(object):
def __init__(self, sid, db, data_address, sync_address, source_id, logger):
def __init__(self, sid, db, data_address, sync_address, source_id):
self.sid = sid
self.db = db
self.source_id = source_id
self.logger = logger
self.data_address = data_address
self.logger = logging.getLogger()
self.sync_address = sync_address
self.data_address = data_address
self.logger.info("data address is {ds}".format(ds=data_address))
self.cur_event = None
@@ -29,9 +30,18 @@ class EquityMinuteTrades(object):
self.proc.start()
def run(self):
self.logger.info("starting data source:{sid}".format(sid=self.sid))
self.logger.info("starting data source:{sid} on {addr}".format(sid=self.sid, addr=self.data_address))
self.context = zmq.Context()
#synchronize with feed
sync_socket = self.context.socket(zmq.REQ)
sync_socket.connect(self.sync_address)
# send a synchronization request to the feed
sync_socket.send('')
# wait for synchronization reply from the feed
sync_socket.recv()
sync_socket.close()
#create the data sink. Based on http://zguide.zeromq.org/py:tasksink2
self.data_socket = self.context.socket(zmq.PUSH)
self.data_socket.connect(self.data_address)
@@ -42,16 +52,6 @@ class EquityMinuteTrades(object):
slave_ok=True)
self.logger.info("found {count} events".format(count=eventQS.count()))
#synchronize with feed
syncclient = self.context.socket(zmq.REQ)
syncclient.connect(self.sync_address)
# send a synchronization request
syncclient.send('')
# wait for synchronization reply
syncclient.recv()
syncclient.close()
for doc in eventQS:
doc_dt = doc['dt'].replace(tzinfo = pytz.utc)