Trying to run a live algo

This commit is contained in:
Frederic Fortier
2017-08-15 01:37:35 -04:00
parent 270175b6c4
commit fade9758a8
6 changed files with 629 additions and 21 deletions
+9 -4
View File
@@ -8,10 +8,16 @@ from collections import defaultdict
from catalyst.utils.calendars import get_calendar
import pandas as pd
log = Logger('BitfinexTestCase')
log = Logger('ExchangeClockTestCase')
class BitfinexTestCase(TestCase):
class ExchangeClockTestCase(TestCase):
@classmethod
def setUpClass(cls):
cls.open_calendar = get_calendar("OPEN")
cls.sessions = pd.Timestamp.utcnow()
def setUp(self):
self.internal_clock = None
self.events = defaultdict(list)
@@ -31,13 +37,12 @@ class BitfinexTestCase(TestCase):
def test_clock(self):
with patch('catalyst.exchange.exchange_clock.pd.to_datetime') as to_dt, \
patch('catalyst.exchange.exchange_clock.sleep') as sleep:
clock = ExchangeClock()
clock = ExchangeClock(sessions=self.sessions)
to_dt.side_effect = self.get_clock
sleep.side_effect = self.advance_clock
start_time = pd.Timestamp.utcnow()
self.internal_clock = start_time
log.info('listing events')
events = list(clock)
# Event 0 is SESSION_START which always happens at 00:00.