mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-29 08:12:59 +08:00
Eddie Hebert
116 lines
2.6 KiB
Python
116 lines
2.6 KiB
Python
#
|
|
# Copyright 2012 Quantopian, Inc.
|
|
#
|
|
# Licensed under the Apache License, Version 2.0 (the "License");
|
|
# you may not use this file except in compliance with the License.
|
|
# You may obtain a copy of the License at
|
|
#
|
|
# http://www.apache.org/licenses/LICENSE-2.0
|
|
#
|
|
# Unless required by applicable law or agreed to in writing, software
|
|
# distributed under the License is distributed on an "AS IS" BASIS,
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
# See the License for the specific language governing permissions and
|
|
# limitations under the License.
|
|
|
|
|
|
from utils.protocol_utils import Enum
|
|
|
|
# Datasource type should completely determine the other fields of a
|
|
# message with its type.
|
|
DATASOURCE_TYPE = Enum(
|
|
'AS_TRADED_EQUITY',
|
|
'MERGER',
|
|
'SPLIT',
|
|
'DIVIDEND',
|
|
'TRADE',
|
|
'EMPTY',
|
|
'DONE'
|
|
)
|
|
|
|
|
|
class Event(object):
|
|
|
|
def __init__(self, initial_values=None):
|
|
if initial_values:
|
|
self.__dict__ = initial_values
|
|
|
|
def __getitem__(self, name):
|
|
return getattr(self, name)
|
|
|
|
def __setitem__(self, name, value):
|
|
setattr(self, name, value)
|
|
|
|
def __delitem__(self, name):
|
|
delattr(self, name)
|
|
|
|
def keys(self):
|
|
return self.__dict__.keys()
|
|
|
|
def __eq__(self, other):
|
|
return self.__dict__ == other.__dict__
|
|
|
|
def __contains__(self, name):
|
|
return name in self.__dict__
|
|
|
|
def __repr__(self):
|
|
return "Event({0})".format(self.__dict__)
|
|
|
|
|
|
class Portfolio(object):
|
|
|
|
def __init__(self, initial_values=None):
|
|
if initial_values:
|
|
self.__dict__ = initial_values
|
|
|
|
def __getitem__(self, key):
|
|
return self.__dict__[key]
|
|
|
|
def __repr__(self):
|
|
return "Portfolio({0})".format(self.__dict__)
|
|
|
|
|
|
class Position(object):
|
|
|
|
def __init__(self, sid):
|
|
self.sid = sid
|
|
self.amount = 0
|
|
self.cost_basis = 0.0 # per share
|
|
self.last_sale_price = 0.0
|
|
|
|
def __getitem__(self, key):
|
|
return self.__dict__[key]
|
|
|
|
def __repr__(self):
|
|
return "Position({0})".format(self.__dict__)
|
|
|
|
|
|
class Positions(dict):
|
|
|
|
def __missing__(self, key):
|
|
pos = Position(key)
|
|
self[key] = pos
|
|
return pos
|
|
|
|
|
|
class SIDData(object):
|
|
|
|
def __init__(self, initial_values=None):
|
|
if initial_values:
|
|
self.__dict__ = initial_values
|
|
|
|
def __getitem__(self, name):
|
|
return self.__dict__[name]
|
|
|
|
def __setitem__(self, name, value):
|
|
self.__dict__[name] = value
|
|
|
|
def __len__(self):
|
|
return len(self.__dict__)
|
|
|
|
def __contains__(self, name):
|
|
return name in self.__dict__
|
|
|
|
def __repr__(self):
|
|
return "SIDData({0})".format(self.__dict__)
|